Similar Search Results

Main driving factors of the interest rate-stock market Granger causality

Jammazi, Rania; Ferrer, Román; Jareño, Francisco; … - In: International review of financial analysis 52 (2017), pp. 260-280

Persistent link: https://www.econbiz.de/10011868756

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

The relationship between disaggregated country risk ratings and stock market movements : an ARDL approach

Sari, Ramazan; Uzunkaya, Mehmet; Hammoudeh, Shawkat - In: Emerging markets finance & trade : a journal of the … 49 (2013) 1, pp. 4-16

Persistent link: https://www.econbiz.de/10009742924

The Relationship Between Disaggregated Country Risk Ratings and Stock Market Movements: An ARDL Approach

Sari, Ramazan; Uzunkaya, Mehmet; Hammoudeh, Shawkat - In: Emerging Markets Finance and Trade 49 (2013) 1, pp. 4-16

We examine the relationships between disaggregated country risk ratings and stock market movements in Turkey, using the autoregressive distributed lag approach. The long- and short-run relationships between stock market movements and political risk, financial risk, and economic risk components...

Persistent link: https://www.econbiz.de/10010638948

Systematic risk, and oil price and exchange rate sensitivities in Asia-Pacific stock markets

Nandha, Mohan; Hammoudeh, Shawkat - 2006

This paper examines the relationship between beta risk and realized stockindex return in the presence of oil and exchange rate sensitivities for fifteen countriesin the Asia-Pacific region using the international factor model. Thirteen of the 15countries have the expected beta signs and show...

Persistent link: https://www.econbiz.de/10009451056

Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets?

Mensi, Walid; Hammoudeh, Shawkat; Reboredo, Juan Carlos; … - In: Emerging markets review 24 (2015), pp. 101-121

Persistent link: https://www.econbiz.de/10011538548

Regional and global spillovers and diversification opportunities in the GCC equity sectors

Balcılar, Mehmet; Demirer, Rıza; Hammoudeh, Shawkat - In: Emerging markets review 24 (2015), pp. 160-187

Persistent link: https://www.econbiz.de/10011538565

Global risk exposures and industry diversification with Shariah-compliant equity sectors

Balcılar, Mehmet; Demirer, Rıza; Hammoudeh, Shawkat - In: Pacific-Basin finance journal 35 (2015) 2, pp. 499-520

Persistent link: https://www.econbiz.de/10011540670

Co-movement between sharia stocks and sukuk in the GCC markets : a time-frequency analysis

Aloui, Chaker; Hammoudeh, Shawkat; Ben Hamida, Hela - In: Journal of international financial markets, … 34 (2015), pp. 69-79

Persistent link: https://www.econbiz.de/10011474461

Precious metals, cereal, oil and stock market linkages and portfolio risk management : evidence from Saudi Arabia

Mensi, Walid; Hammoudeh, Shawkat; Kang, Sang Hoon - In: Economic modelling 51 (2015), pp. 340-358

Persistent link: https://www.econbiz.de/10011476048