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Measuring the G20 stock market return transmission mechanism : evidence from the R2 connectedness approach
Naeem, Muhammad Abubakr; Chatziantoniou, Ioannis; … - In: International review of financial analysis 91 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014446949
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Measuring the G20 Stock Market Return Transmission Mechanism : Evidence From the R2 Connectedness Approach
Naeem, Muhammad Abubakr; Chatziantoniou, Ioannis; … - 2023
This study examines the contemporaneous return transmission mechanism across the G20 stock market returns employing a novel R-Square (R2) connectedness framework combining the network approach of Kenett et al. (2010, 2015) and the connectedness approach of Diebold and Yilmaz (2012, 2014). The...
Persistent link: https://www.econbiz.de/10014254602
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Risk transmission between green markets and commodities
Naeem, Muhammad Abubakr; Sitara Karim; Jamasb, Tooraj; … - 2022
Persistent link: https://www.econbiz.de/10013166380
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Impact of COVID-19 on the connectedness across global hospitality stocks
Hadi, Dlawar Mahdi; Naeem, Muhammad Abubakr; Sitara Karim - In: International journal of hospitality management 104 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10013255952
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Oil shocks and BRIC markets : evidence from extreme quantile approach
Naeem, Muhammad Abubakr; Pham, Linh; Senthilkumar, … - In: Energy economics 108 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013203283
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Tail dependence between bitcoin and green financial assets
Naeem, Muhammad Abubakr; Sitara Karim - In: Economics letters 208 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10013207093
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Risk transmission between green markets and commodities
Naeem, Muhammad Abubakr; Sitara Karim; Jamasb, Tooraj; … - 2022
Persistent link: https://www.econbiz.de/10013173335
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Extreme risk dependence between green bonds and financial markets
Sitara Karim; 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
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Non-linear relationship between oil and cryptocurrencies : evidence from returns and shocks
Naeem, Muhammad Abubakr; Sitara Karim; Abrar, Afsheen; … - In: International review of financial analysis 89 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014465059
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When one domino falls, others follow : a machine learning analysis of extreme risk spillovers in developed stock markets
Sitara Karim; Muhammad Shafiullah; Naeem, Muhammad Abubakr - In: International review of financial analysis 93 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014543472