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Green bonds and oil price shocks and uncertainty : a safe haven analysis

Mokni, Khaled; Mensi, Walid; Hammoudeh, Shawkat; Ajmi, … - In: International economics : a journal published by CEPII … 172 (2022), pp. 238-254

Persistent link: https://www.econbiz.de/10014339415

How strong are the causal relationships between Islamic stock markets and conventional financial systems? : evidence from linear and nonlinear tests

Ajmi, Ahdi Noomen; Hammoudeh, Shawkat; Nguyen, Duc Khuong; … - In: Journal of international financial markets, … 28 (2014), pp. 213-227

Persistent link: https://www.econbiz.de/10010411562

Systemic sovereign risk and asset prices : evidence from the CDS market, stressed European economies and nonlinear causality tests

Apergēs, Nikolaos; Ajmi, Ahdi Noomen - In: Finance a úvěr 65 (2015) 2, pp. 127-143

Persistent link: https://www.econbiz.de/10010501896

COVID-19 pandemic and economic policy uncertainty : the first test on the hedging and safe haven properties of cryptocurrencies

Mokni, Khaled; Youssef, Manel; Ajmi, Ahdi Noomen - In: Research in international business and finance 60 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013411089

Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic : does economic policy uncertainty matter?

Youssef, Manel; Mokni, Khaled; Ajmi, Ahdi Noomen - In: Financial innovation : FIN 7 (2021), pp. 1-27

This study investigates the dynamic connectedness between stock indices and the effect of economic policy uncertainty (EPU) in eight countries where COVID-19 was most widespread (China, Italy, France, Germany, Spain, Russia, the US, and the UK) by implementing the time-varying VAR (TVP-VAR)...

Persistent link: https://www.econbiz.de/10012495004

Distributional predictability between oil prices and renewable energy stocks : is there a role for the COVID-19 pandemic?

Hammoudeh, Shawkat; Mokni, Khaled; Ben Salha, Ousama; … - In: Energy economics 103 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10013364061

Causality relationships between climate policy uncertainty, renewable energy stocks, and oil prices : a mixed-frequency causality analysis

Zaier, Leila Hedhili; Mokni, Khaled; Ajmi, Ahdi Noomen - In: Future Business Journal 10 (2024) 1, pp. 1-11

This paper investigates the predictive relationships among climate policy uncertainty (CPU), oil prices, and renewable energy (RE) stock market returns, particularly highlighting the challenges posed by the varying data frequencies of these variables. The study utilizes a comprehensive dataset...

Persistent link: https://www.econbiz.de/10015410627

Causality between Economic Policy Uncertainty Across Countries : Evidence from Linear and Nonlinear Tests

Ajmi, Ahdi Noomen - 2015

Following the 2007-2009 global recession, economic policy uncertainty and its effect on economic recovery has become an issue of interest in academic, media as well as policy-making circles (Baker et al., 2013). Given this backdrop, we investigate causality between economic policy uncertainty in...

Persistent link: https://www.econbiz.de/10013029078

Does internal cash flow-external financing sensitivity react to economic policy uncertainty and geopolitical risk? : evidence from Saudi Arabia

Guizani, Moncef - In: Journal of financial economic policy 16 (2024) 3, pp. 296-314

Persistent link: https://www.econbiz.de/10014538797