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Modelling asymmetric volatility in oil prices under structural breaks
Ewing, Bradley T.; Malik, Farooq - In: Energy economics 63 (2017), pp. 227-233
Persistent link: https://www.econbiz.de/10011757936
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Volatility transmission between gold and oil futures under structural breaks
Ewing, Bradley T.; Malik, Farooq - In: International review of economics & finance : IREF 25 (2013), pp. 113-121
Persistent link: https://www.econbiz.de/10009693332
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Volatility spillovers between oil prices and the stock market under structural breaks
Ewing, Bradley T.; Malik, Farooq - In: Global finance journal 29 (2016), pp. 12-23
Persistent link: https://www.econbiz.de/10011714558
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Volatility transmission between upstream and midstream energy sectors
Ewing, Bradley T.; Malik, Farooq; Payne, James E. - In: International review of economics & finance : IREF 92 (2024), pp. 1191-1199
Persistent link: https://www.econbiz.de/10014535085
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Revisiting the relationship between risk and return
Malik, Farooq - In: Review of quantitative finance and accounting 44 (2015) 1, pp. 25-40
Persistent link: https://www.econbiz.de/10011327668
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Volatility spillover between exchange rate and stock returns under volatility shifts
Malik, Farooq - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 605-613
Persistent link: https://www.econbiz.de/10012655581
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Volatility spillover among sector equity returns under structural breaks
Malik, Farooq - In: Review of quantitative finance and accounting 58 (2022) 3, pp. 1063-1080
Persistent link: https://www.econbiz.de/10013191782
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Forecasting risk in the US Dollar exchange rate under volatility shifts
Anjum, Hassan; Malik, Farooq - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012664814
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Do structural breaks in volatility cause spurious volatility transmission?
Caporin, Massimiliano; Malik, Farooq - In: Journal of empirical finance 55 (2020), pp. 60-82
Persistent link: https://www.econbiz.de/10012175260
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Estimating downside risk in stock returns under structural breaks
Hood, Matthew; Malik, Farooq - In: International review of economics & finance : IREF 58 (2018), pp. 102-112
Persistent link: https://www.econbiz.de/10012034196