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Modelling the quantile cross-coherence between exchange rates : Does the COVID-19 pandemic change the interlinkage structure?

Ur Rehman, Mobeen; Al Rababa'a, Abdel Razzaq; El-Nader, … - In: Journal of international financial markets, … 76 (2022), pp. 1-46

Persistent link: https://www.econbiz.de/10013412813

Who's behind the wheel? : the role of social and media news in driving the stock-bond correlation

Alomari, Mohammad; Al Rababa'a, Abdel Razzaq; El-Nader, … - In: Review of quantitative finance and accounting 57 (2021) 3, pp. 959-1007

Persistent link: https://www.econbiz.de/10012620029

Infectious diseases tracking and sectoral stock market returns : a quantile regression analysis

Alomari, Mohammad; Al Rababa'a, Abdel Razzaq; Ur … - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-10

Persistent link: https://www.econbiz.de/10013413448

Multiscale relationship between economic policy uncertainty and sectoral returns : implications for portfolio management

Al Rababa'a, Abdel Razzaq; Alomari, Mohammad; Ur … - In: Research in international business and finance 61 (2022), pp. 1-30

Persistent link: https://www.econbiz.de/10014246854

Oil price shocks and stock-bond correlation

Ziadat, Salem Adel; Al Rababa'a, Abdel Razzaq; Ur … - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014486268

Reassessing the predictability of the investor sentiments on US stocks : the role of uncertainty and risks

Ur Rehman, Mobeen; Raheem, Ibrahim D.; Al Rababa'a, … - In: The journal of behavioral finance : a publication of … 24 (2023) 4, pp. 450-465

Persistent link: https://www.econbiz.de/10014422289

Oil Price Shocks and Stock-Bond Correlation

Ziadat, Salem Adel; Al Rababa'a, Abdel Razzaq; Ur … - 2023

This paper investigates the role of oil as a determinant of the US stock-bond correlation. The analysis uses monthly data over the period from February 1990 to July 2021. We examine the impact of oil shocks, using the Ready (2018) method, alongside a range of macroeconomic variables on the...

Persistent link: https://www.econbiz.de/10014257194

Multiscale stock-bond correlation : implications for risk management

Al Rababa'a, Abdel Razzaq; Alomari, Mohammad; McMillan, … - In: Research in international business and finance 58 (2021), pp. 1-21

Persistent link: https://www.econbiz.de/10013286286

Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets

Mensi, Walid; Al Rababa'a, Abdel Razzaq; Vo Xuan Vinh; … - In: Energy economics 98 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10012873674

Oil, Gold and International Stock Markets : Extreme Spillovers, Connectedness and its Determinants

mensi, walid; Ziadat, Salem Adel; Al Rababa'a, Abdel Razzaq - 2022

This study examines the lower and upper return spillovers and connectedness between important commodity (crude oil and gold) and main international stock markets using the quantile connectedness approach by Ando et al. (2018). The results show stronger return spillovers during bearish and...

Persistent link: https://www.econbiz.de/10013308737