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Impact of oil price risk on sectoral equity markets : implications on portfolio management

Tiwari, Aviral Kumar; Jena, Sangram Keshari; Mitra, Amarnath - In: Energy economics 72 (2018), pp. 120-134

Persistent link: https://www.econbiz.de/10011972290

How can investors build a better portfolio in small open economies? : evidence from Asia’s Four Little Dragons

Dong, Xiyong; Li, Changhong; Yoon, Seong-min - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10013186604

A re-examination of growth and growth uncertainty relationship in a stochastic volatility in the mean model with time-varying parameters

Balcilar, Mehmet; Ozdemir, Zeynel Abidin - In: Empirica : journal of european economics 47 (2020) 3, pp. 611-641

Persistent link: https://www.econbiz.de/10012289234

Asymmetric dynamics of insurance premium : the impact of monetary policy uncertainty on insurance premiums in Japan

Balcilar, Mehmet; Olasehinde-Williams, Godwin Oluseye; … - In: International journal of monetary economics and finance 12 (2019) 3, pp. 233-247

Persistent link: https://www.econbiz.de/10012116071

The impact of US policy uncertainty on the monetary effectiveness in the Euro area

Balcilar, Mehmet; Demirer, Rıza; Gupta, Rangan; Van … - In: Journal of policy modeling : JPMOD ; a social science … 39 (2017) 6, pp. 1052-1064

Persistent link: https://www.econbiz.de/10011792967

Is There a Role for Islamic Bonds in Global Diversification Strategies? An Empirical Analysis of Risk Transmissions and Dynamic Correlations

Balcilar, Mehmet - 2015

This paper explores international diversification benefits of Islamic bonds (sukuk) by examining dynamic spillovers and correlations between sukuk and conventional bond and stock markets. Asymmetric volatility spillover effects are observed from global debt and equity markets to Islamic bonds,...

Persistent link: https://www.econbiz.de/10013023628

Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?

Hanif, Waqas; Hernandez, Jose Arreola; Sadorsky, Perry A.; … - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012659565

Spillovers and portfolio optimization of precious metals and global/regional equity markets

Hernandez, Jose Arreola; Kang, Sang Hoon; Yoon, Seong-min - In: Applied economics 54 (2022) 20, pp. 2320-2342

Persistent link: https://www.econbiz.de/10012875943

Nonlinear spillover and portfolio allocation characteristics of energy equity sectors : evidence from the United States and Canada

Hernandez, Jose Arreola; Kang, Sang Hoon; Yoon, Seong-min - In: Review of international economics 30 (2022) 1, pp. 1-33

Persistent link: https://www.econbiz.de/10012815802

Are exchange rates interdependent? : evidence using wavelet analysis

Kumar, Satish; Pathak, Rajesh; Tiwari, Aviral Kumar; … - In: Applied economics 49 (2017) 31/33, pp. 3231-3245

Persistent link: https://www.econbiz.de/10011774731

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