Similar Search Results

Decoding financial performance of US-listed entities : a sectoral exploration of input efficiency amid stochastic volatility

Andrews, Antony; Kumar, Nikeel Nishkar - In: Finance research letters 64 (2024), pp. 1-6

Persistent link: https://www.econbiz.de/10014531748

Sign Effects of Volatility and Jumps in Forex Markets and a Reappraisal of Meteor Showers and Heat Waves

Caporin, Massimiliano; Shahzad, Syed Jawad Hussain - 2022

We evaluate the impact of signed realized semivariances and jumps, in the evolution of the volatility of exchange rates w.r.t leading currencies the US Dollar, the Euro, the UK Pound and the Japanese Yen using high frequency 5-minute interval data. We re-examine the meteor shower and heat wave...

Persistent link: https://www.econbiz.de/10014238252

Distribution specific dependence and causality between industry-level U.S. credit and stock markets

Shahzad, Syed Jawad Hussain; Mensi, Walid; Hammoudeh, … - In: Journal of international financial markets, … 52 (2018), pp. 114-133

Persistent link: https://www.econbiz.de/10011986230

Risk transmission between Islamic and conventional stock markets : a return and volatility spillover analysis

Shahzad, Syed Jawad Hussain; Ferrer, Román; Ballester, … - In: International review of financial analysis 52 (2017), pp. 9-26

Persistent link: https://www.econbiz.de/10011868686

Supply and demand driven oil price changes and their non-linear impact on precious metal returns : a Markov regime switching approach

Uddin, Mohammed Gazi Salah; Rahman, Md Lutfur; Shahzad, … - In: Energy economics 73 (2018), pp. 108-121

Persistent link: https://www.econbiz.de/10011972559

Risk spillover between energy and agricultural commodity markets : a dependence-switching CoVaR-copula model

Ji, Qiang; Bouri, Elie; Roubaud, David; Shahzad, Syed … - In: Energy economics 75 (2018), pp. 14-27

Persistent link: https://www.econbiz.de/10011973850

Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices

Ferrer, Román; Shahzad, Syed Jawad Hussain; López, Raquel - In: Energy economics 76 (2018), pp. 1-20

Persistent link: https://www.econbiz.de/10011976566

Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas

Mensi, Walid; Hammoudeh, Shawkat; Shahzad, Syed Jawad … - In: Energy economics 67 (2017), pp. 476-495

Persistent link: https://www.econbiz.de/10011897955

Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries : evidence from rolling windows and crossquantilogram analysis

Shahzad, Syed Jawad Hussain; Naifar, Nader; Hammoudeh, … - In: Energy economics 68 (2017), pp. 327-339

Persistent link: https://www.econbiz.de/10011905787

Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method

Mensi, Walid; Hammoudeh, Shawkat; Shahzad, Syed Jawad … - In: Journal of banking & finance 75 (2017), pp. 258-279

Persistent link: https://www.econbiz.de/10011742164