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COVID-19, Lockdowns and Herding Towards a Cryptocurrency Market-Specific Implied Volatility Index

Rubbaniy, Ghulame; Polyzos, Efstathios; Rizvi, Kumail Abbas - 2021

This study investigates herd effects in 101 cryptocurrencies during the period from January 2015 to June 2020. The results confirm the existence of herding behavior in the cryptocurrency market for the entire sample and show that herding asymmetry is present during both bullish and bearish...

Persistent link: https://www.econbiz.de/10013251010

COVID-19, lockdowns and herding towards a cryptocurrency market-specific implied volatility index

Rubbaniy, Ghulame; Polyzos, Efstathios; Rizvi, Kumail Abbas - In: Economics letters 207 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10013169956

Evidence of volatility clustering and asymmetric behavior of returns in Asian emerging stock markets

Naqvi, Syed M. Waqar Azeem; Khan, Kanwal Iqbal; … - In: Pakistan economic and social review : incorporating the … 57 (2019) 2, pp. 163-197

Persistent link: https://www.econbiz.de/10013531991

Oil market volatility: comparison of COVID-19 crisis with the SARS outbreak of 2002 and the global financial crisis of 2008

Rizvi, Kumail Abbas; Itani, Rania - In: Economic research 35 (2022) 1,2, pp. 1935-1949

Persistent link: https://www.econbiz.de/10014381004

Dance with the devil? : the nexus of fourth industrial revolution, technological financial products and volatility spillovers in global financial system

Umar, Muhammad; Rizvi, Kumail Abbas; Naqvi, Bushra - In: Technological forecasting & social change : an … 163 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012667288

Human capital efficiency, performance, market, and volatility timing of Asian equity funds during COVID-19 outbreak

Hasnaoui, Jamila Abaidi; Rizvi, Kumail Abbas; Reddy, Krishna - In: The journal of asset management : a major new, … 22 (2021) 5, pp. 360-375

Persistent link: https://www.econbiz.de/10012614839

Price reaction, volatility timing and funds' performance during Covid-19

Mirza, Nawazish; Naqvi, Bushra; Rahat, Birjees; Rizvi, … - In: Finance research letters 36 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012484196

Is there a green fund premium? : evidence from twenty seven emerging markets

Naqvi, Bushra; Mirza, Nawazish; Rizvi, Kumail Abbas; … - In: Global finance journal 50 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10013365673

Is green investment different from grey? : return and volatility spillovers between green and grey energy ETFs

Rizvi, Kumail Abbas; Naqvi, Bushra; Mirza, Nawazish - In: Financial modeling and risk management of energy and …, (pp. 495-524). 2022

Persistent link: https://www.econbiz.de/10013350128

The power play of natural gas and crude oil in the move towards the financialization of the energy market

Rizvi, Kumail Abbas; Naqvi, Bushra; Boubaker, Sabri; … - In: Energy economics 112 (2022), pp. 1-10

Persistent link: https://www.econbiz.de/10013350774