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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

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

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

Sudden changes in volatility in emerging markets : the case of Gulf Arab stock markets

Hammoudeh, Shawkat; Li, Huimin - In: International review of financial analysis 17 (2008) 1, pp. 47-63

Persistent link: https://www.econbiz.de/10003765257

Return, risk and global factors in Saudiequity sectors

Hammoudeh, Shawkat; Al-Gudhea, Salim - In: Journal of emerging markets 10 (2005) 3, pp. 55-64

Persistent link: https://www.econbiz.de/10003304297

Behavior of GCC stock markets and impacts of US oil and financial markets

Hammoudeh, Shawkat; Choi, Kyongwook - In: Research in international business and finance 20 (2006) 1, pp. 22-44

Persistent link: https://www.econbiz.de/10003374204

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

Nandha, Mohan; Hammoudeh, Shawkat - In: Research in international business and finance 21 (2007) 2, pp. 326-341

Persistent link: https://www.econbiz.de/10003479272

Characteristics of permanent and transitory returns in oil-sensitive emerging stock markets : the case of GCC countries

Hammoudeh, Shawkat; Choi, Kyongwook - In: Journal of international financial markets, … 17 (2007) 3, pp. 231-245

Persistent link: https://www.econbiz.de/10003499624

Financial CDS, stock market and interest rates : which drives which?

Hammoudeh, Shawkat; Sari, Ramazan - In: The North American journal of economics and finance : a … 22 (2011) 3, pp. 257-276

Persistent link: https://www.econbiz.de/10009427388

Dependence of stock and commodity futures markets in China : implications for portfolio investment

Hammoudeh, Shawkat; Nguyen, Duc Khuong; Reboredo, Juan … - In: Emerging markets review 21 (2014), pp. 183-200

Persistent link: https://www.econbiz.de/10011304331