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Volatility connectedness between geopolitical risk and financial markets : insights from pandemic and military crisis periods

Banerjee, Ameet Kumar; Sensoy, Ahmet; Goodell, John W. - In: International review of economics & finance : IREF 96 (2024) 3, pp. 1-19

Persistent link: https://www.econbiz.de/10015323727

Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications

Mensi, Walid; Hammoudeh, Shawkat; Al-Jarrah, Idries … - In: Energy economics 67 (2017), pp. 454-475

Persistent link: https://www.econbiz.de/10011897952

Predictability dynamics of emerging sovereign CDS markets

Sensoy, Ahmet; Fabozzi, Frank J.; Eraslan, Veysel - In: Economics letters 161 (2017), pp. 5-9

Persistent link: https://www.econbiz.de/10011903820

Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes

Mensi, Walid; Hammoudeh, Shawkat; Sensoy, Ahmet; Yoon, … - In: Applied economics 49 (2017) 25, pp. 2456-2479

Persistent link: https://www.econbiz.de/10011819434

Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? : evidence using a time-frequency approach

Mensi, Walid; Ur Rehman, Mobeen; Maitra, Debasish; … - In: Research in international business and finance 53 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012549808

The financial market effects of international aviation disasters

Akyildirim, Erdinc; Corbet, Shaen; Efthymiou, Marina; … - In: International review of financial analysis 69 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012316891

The development of Bitcoin futures : exploring the interactions between cryptocurrency derivatives

Akyildirim, Erdinc; Corbet, Shaen; Katsiampa, Paraskevi; … - In: Finance research letters 34 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012436502

Is gold a hedge or a safe-haven asset in the COVID-19 crisis?

Akhtaruzzaman, Md.; Boubaker, Sabri; Lucey, Brian M.; … - In: Economic modelling 102 (2021), pp. 1-26

Persistent link: https://www.econbiz.de/10012797342

High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets

Mensi, Walid; Sensoy, Ahmet; Aslan, Aylin; Kang, Sang Hoon - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-16

Persistent link: https://www.econbiz.de/10012203700

The Effectiveness of Technical Trading Rules in Cryptocurrency Markets

Corbet, Shaen - 2019

We analyse various technical trading rules in the form of the moving average-oscillator and trading range break-out strategies to specifically test resistance and support levels and their trading performance using high-frequency Bitcoin returns. Overall, our results provide significant support...

Persistent link: https://www.econbiz.de/10012862884