Similar Search Results

On the prediction of systemic risk tolerance of cryptocurrencies

Boubaker, Sabri; Karim, Sitara; Naeem, Muhammad Abubakr; … - In: Technological forecasting and social change : an … 198 (2024), pp. 1-10

Persistent link: https://www.econbiz.de/10015076457

Unravelling systemic risk commonality across cryptocurrency groups

Rahman, Molla Ramizur; Naeem, Muhammad Abubakr; … - In: Finance research letters 65 (2024), pp. 1-6

Persistent link: https://www.econbiz.de/10014564151

COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs

Naeem, Muhammad Abubakr; Karim, Sitara; Yarovaya, Larisa; … - In: Energy economics 122 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014440746

Extreme risk dependence between green bonds and financial markets

Karim, Sitara; Lucey, Brian M.; Naeem, Muhammad Abubakr; … - In: European financial management : the journal of the … 30 (2024) 2, pp. 935-960

Persistent link: https://www.econbiz.de/10014511662

Non-linear relationship between oil and cryptocurrencies : evidence from returns and shocks

Naeem, Muhammad Abubakr; Karim, Sitara; Abrar, Afsheen; … - In: International review of financial analysis 89 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014465059

Gender and mutual fund liquidity

Sehrish, Saba; Naeem, Muhammad Abubakr; Karim, Sitara; … - In: British journal of management 35 (2024) 2, pp. 729-749

Persistent link: https://www.econbiz.de/10014535384

What abates environmental efficiency in African economies? : exploring the influence of infrastructure, industrialization, and innovation

Naeem, Muhammad Abubakr; Appiah, Michael; Karim, Sitara; … - In: Technological forecasting & social change : an … 186PB (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014250811

Extreme Risk Dependence between Green Bonds and Financial Markets

Karim, Sitara; Lucey, Brian M.; Naeem, Muhammad Abubakr; … - 2023

Green bonds and financial markets underline severe extreme dependence due to uncertain economic and financial circumstances. Time-varying optimal copula (TVOC) is a unique methodology that provides useful copula information under different time series, underscoring several regimes following...

Persistent link: https://www.econbiz.de/10014256910

Tail-event driven NETwork dependence in emerging markets

Naeem, Muhammad Abubakr; Yousaf, Imran; Karim, Sitara; … - In: Emerging markets review 55 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014481199

Covid-Induced Sentiment and the Intraday Volatility Spillovers between Energy and Other Etfs

Naeem, Muhammad Abubakr; Lucey, Brian M.; Yarovaya, Larisa - 2022

Did Covid19 indiced market turmoil impact the intraday volatility spillovers between energy and other ETFs?. To examine this , we first estimate the realized volatility of ETFs using the 5-minute high-frequency data. Next, we employ time-varying parameter vector autoregressions (TVP-VAR)....

Persistent link: https://www.econbiz.de/10014081207