Similar Search Results

The technical decomposition of carbon emissions and the concerns about FDI and trade openness effects in the United States

Shahbaz, Muhammad; Gozgor, Giray; Adom, Philip Kofi; … - In: International economics : a journal published by CEPII … 159 (2019), pp. 56-73

Persistent link: https://www.econbiz.de/10012318817

A wavelet-based analysis of the co-movement between sukuk bonds and Shariah stock indices in the GCC region : implications for risk diversification

Nasreen, Samia; Naqvi, Syed Asif Ali; Tiwari, Aviral Kumar - In: Journal of risk and financial management : JRFM 13 (2020) 4/63, pp. 1-21

Investors are interested in knowing whether sukuk bonds and shariah stock indices in the Gulf Corporation Council (GCC) region are related. This study examines the connectedness between the sukuk- and shariah-compliant stock indices in the GCC financial markets. Bivariate and multivariate...

Persistent link: https://www.econbiz.de/10012302496

Risk spillovers and hedging effectiveness between major commodities, and Islamic and conventional GCC banks

Mensi, Walid; Hammoudeh, Shawkat; Al-Jarrah, Idries … - In: Journal of international financial markets, … 60 (2019), pp. 68-88

Persistent link: https://www.econbiz.de/10012127964

Do energy and banking cds sector spreads reflect financial risks and economic policy uncertainty? : a time-scale decomposition approach

Naifar, Nader; Hammoudeh, Shawkat; Tiwari, Aviral Kumar - In: Computational economics 54 (2019) 2, pp. 507-534

Persistent link: https://www.econbiz.de/10012134319

Analysing systemic risk and time-frequency quantile dependence between crude oil prices and BRICS equity markets indices : a new look

Tiwari, Aviral Kumar; Trabelsi, Nader; Alqahtani, Faisal; … - In: Energy economics 83 (2019), pp. 445-466

Persistent link: https://www.econbiz.de/10012176162

Extreme dependence and risk spillovers between oil and Islamic stock markets

Shahzad, Syed Jawad Hussain; Mensi, Walid; Hammoudeh, … - In: Emerging markets review 34 (2018), pp. 42-63

Persistent link: https://www.econbiz.de/10012114666

Asymmetric impacts of public and private investments on the non-oil GDP of Saudi Arabia

Mensi, Walid; Shahzad, Syed Jawad Hussain; Hammoudeh, … - In: International economics : a journal published by CEPII … 156 (2018), pp. 15-30

Persistent link: https://www.econbiz.de/10012027233

The interconnections between U.S. financial CDS spreads and control variables : new evidence using partial and multivariate wavelet coherences

Hkiri, Besma; Hammoudeh, Shawkat; Aloui, Chaker; … - In: International review of economics & finance : IREF 57 (2018), pp. 237-257

Persistent link: https://www.econbiz.de/10012033861

Systemic risk for financial institutions of major petroleum-based economies : the role of oil

Khalifa, Ahmed; Caporin, Massimiliano; Costola, Michele; … - 2017 - This version: November 5, 2017

This paper examines the relationship between oil price movements and systemic risk of many financial institutions in major petroleum-based economies. We estimate ΔCoVaR for those institutions and thereby observe the presence of elevated increases in the levels corresponding to the subprime and...

Persistent link: https://www.econbiz.de/10012062097

Industry-level determinants of the linkage between credit and stock markets

Shahzad, Syed Jawad Hussain; Ferrer, Román; Hammoudeh, … - In: Applied economics 50 (2018) 49, pp. 5277-5301

Persistent link: https://www.econbiz.de/10012062147