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Determinants of spillovers between islamic and conventional financial markets : exploring the safe haven assets during the COVID-19 pandemic

Yarovaya, Larisa; Elsayed, Ahmed; Hammoudeh, Shawkat - In: Finance research letters 43 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10014632417

Volatility and return connectedness of cryptocurrency, gold, and uncertainty : evidence from the cryptocurrency uncertainty indices

Elsayed, Ahmed H.; Gozgor, Giray; Yarovaya, Larisa - In: Finance research letters 47 (2022) 2, pp. 1-11

Persistent link: https://www.econbiz.de/10013553791

Volatility and Return Connectedness of Cryptocurrency, Gold, and Uncertainty : Evidence from the Cryptocurrency Uncertainty Indices

Elsayed, Ahmed H.; Gozgor, Giray; Yarovaya, Larisa - 2022

This paper examines the dynamic connectedness of return- and volatility spillovers among cryptocurrency benchmark index (CRIX), Gold, and uncertainty measures. Apart from traditional uncertainty measures, such as the Volatility Index and the Economic Policy Uncertainty, we also consider two...

Persistent link: https://www.econbiz.de/10013294360

Do geopolitical events transmit opportunity or threat to green markets? : decomposed measures of geopolitical risks

Kazi Sohag; Hammoudeh, Shawkat; Elsayed, Ahmed H.; … - In: Energy economics 111 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10013350175

International monetary policy and cryptocurrency markets : dynamic and spillover effects

Elsayed, Ahmed; Sousa, Ricardo M. - In: The European journal of finance 30 (2024) 16, pp. 1855-1875

Persistent link: https://www.econbiz.de/10015273058

Does Bitcoin add value to global industry portfolios?

Damianov, Damian S.; Elsayed, Ahmed H. - In: Economics letters 191 (2020), pp. 1-6

Persistent link: https://www.econbiz.de/10012508023

Time-varying co-movements between energy market and global financial markets : implication for portfolio diversification and hedging strategies

Elsayed, Ahmed H.; Nasreen, Samia; Tiwari, Aviral Kumar - In: Energy economics 90 (2020), pp. 1-16

Persistent link: https://www.econbiz.de/10012517574

Risk transmissions between bitcoin and traditional financial assets during the COVID-19 era : the role of global uncertainties

Elsayed, Ahmed H.; Gozgor, Giray; Lau, Chi Keung - In: International review of financial analysis 81 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013375275

The impact of geopolitical risk on sustainable markets : a quantile-time-frequency analysis

Helmi, Mohamad Husam; Elsayed, Ahmed; Khalfaoui, Rabeh - In: Finance research letters 64 (2024), pp. 1-9

Persistent link: https://www.econbiz.de/10014531703

Asymmetric relationship between green bonds and Sukuk markets : the role of global risk factors

Syed Mabruk Billah; Elsayed, Ahmed H.; Hadhri, Sinda - In: Journal of international financial markets, … 83 (2023), pp. 1-24

Persistent link: https://www.econbiz.de/10014306369