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High quantiles estimation with...
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Volatility
96
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Hammoudeh, Shawkat
477
McAleer, Michael
92
Nguyen, Duc Khuong
72
Mensi, Walid
44
Shahbaz, Muhammad
39
Tiwari, Aviral Kumar
38
Yuan, Yuan
37
Chang, Chia-Lin
36
Hammoudeh, Shawkat M.
36
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29
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27
Thompson, Mark A.
21
Sousa, Ricardo M.
20
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19
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17
Kim, Won Joong
17
Shahzad, Syed Jawad Hussain
17
Liu, Tengdong
16
Lahiani, Amine
15
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Choi, Kyongwook
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Reboredo, Juan Carlos
12
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11
Malik, Farooq
11
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11
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Kazi Sohag
10
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Selmi, Refk
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9
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9
Abakah, Emmanuel Joel Aikins
8
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8
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7
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7
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21
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10
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9
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9
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8
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8
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3
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1
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1
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Energy economics
64
International review of economics & finance : IREF
22
Working Papers / Institut de Préparation à l'Administration et à la Gestion (IPAG)
21
Energy Economics
20
Applied economics
17
Journal of international financial markets, institutions & money
17
The North American journal of economics and finance : a journal of financial economics studies
15
International review of financial analysis
11
Econometric Institute research papers
10
Emerging markets review
10
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10
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10
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10
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9
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9
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6
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5
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4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International Journal of Finance & Economics
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Contemporary Economic Policy
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ECONIS (ZBW)
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RePEc
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OLC EcoSci
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BASE
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111
Return, risk and global factors in Saudiequity sectors
Hammoudeh, Shawkat
;
Al-Gudhea, Salim
- In:
Journal of emerging markets
10
(
2005
)
3
,
pp. 55-64
Persistent link: https://www.econbiz.de/10003304297
Saved in:
112
Metal volatility in presence of oil and interest rate shocks
Hammoudeh, Shawkat
;
Yuan, Yuan
- In:
Energy economics
30
(
2008
)
2
,
pp. 606-620
Persistent link: https://www.econbiz.de/10003711342
Saved in:
113
Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets?
Mensi, Walid
;
Hammoudeh, Shawkat
;
Reboredo, Juan Carlos
; …
- In:
Emerging markets review
24
(
2015
),
pp. 101-121
Persistent link: https://www.econbiz.de/10011538548
Saved in:
114
Regional and global spillovers and diversification opportunities in the GCC equity sectors
Balcılar, Mehmet
;
Demirer, Rıza
;
Hammoudeh, Shawkat
- In:
Emerging markets review
24
(
2015
),
pp. 160-187
Persistent link: https://www.econbiz.de/10011538565
Saved in:
115
Global risk exposures and industry diversification with Shariah-compliant equity sectors
Balcılar, Mehmet
;
Demirer, Rıza
;
Hammoudeh, Shawkat
- In:
Pacific-Basin finance journal
35
(
2015
)
2
,
pp. 499-520
Persistent link: https://www.econbiz.de/10011540670
Saved in:
116
Co-movement between sharia stocks and sukuk in the GCC markets : a time-frequency analysis
Aloui, Chaker
;
Hammoudeh, Shawkat
;
Ben Hamida, Hela
- In:
Journal of international financial markets, …
34
(
2015
),
pp. 69-79
Persistent link: https://www.econbiz.de/10011474461
Saved in:
117
Precious metals, cereal, oil and stock market linkages and portfolio risk management : evidence from Saudi Arabia
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
Economic modelling
51
(
2015
),
pp. 340-358
Persistent link: https://www.econbiz.de/10011476048
Saved in:
118
US monetary policy and sectoral commodity prices
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
;
Sousa, Ricardo M.
- In:
Journal of international money and finance
57
(
2015
),
pp. 61-85
Persistent link: https://www.econbiz.de/10011478211
Saved in:
119
Asymmetric linkages between BRICS stock returns and country risk ratings : evidence from dynamic panel threshold models
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
; …
- In:
Review of international economics
24
(
2016
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011524766
Saved in:
120
Dependence of stock and commodity futures markets in China : implications for portfolio investment
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
;
Reboredo, Juan …
- In:
Emerging markets review
21
(
2014
),
pp. 183-200
Persistent link: https://www.econbiz.de/10011304331
Saved in:
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