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Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate
Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-min - In: Energy economics 48 (2015), pp. 46-60
Persistent link: https://www.econbiz.de/10011533698
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Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters : the importance of scheduled and unscheduled news announcemen...
Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-min - In: International review of economics & finance : IREF 30 (2014), pp. 101-119
Persistent link: https://www.econbiz.de/10010490494
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Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar; Shahbaz, Muhammad; Khalfaoui, Rabeh; … - In: International journal of finance & economics : IJFE 29 (2024) 1, pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
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Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model
Hammoudeh, Shawkat; Mensi, Walid; Cho, Jin Seo - In: International economics : a journal published by CEPII … 170 (2022), pp. 66-78
Persistent link: https://www.econbiz.de/10013368869
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Impacts of global and domestic shocks on inflation and economic growth for actual and potential GCC member countries
Kim, Won Joong; Hammoudeh, Shawkat - In: International review of economics & finance : IREF 27 (2013), pp. 298-317
Persistent link: https://www.econbiz.de/10009740806
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Dynamics of oil price, precious metal prices, and exchange rate
Sari, Ramazan; Hammoudeh, Shawkat; Soytas, Ugur - In: Energy economics 32 (2010) 2, pp. 351-362
Persistent link: https://www.econbiz.de/10003954622
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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
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Comparative analysis of the exchange rates-stock returns nexus in commodity-exporters and -importers before and during the war in Ukraine
Sokhanvar, Amin; Çiftçioğlu, Serhan; Hammoudeh, Shawkat - In: Research in international business and finance 67 (2024) 2, pp. 1-19
Persistent link: https://www.econbiz.de/10014451560
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A regime-dependent assessment of the information transmission dynamics between oil prices, precious metal prices and exchange rates
Balcilar, Mehmet; Hammoudeh, Shawkat; Asaba, Nwin-Anefo Fru - In: International review of economics & finance : IREF 40 (2015), pp. 72-89
Persistent link: https://www.econbiz.de/10011571898
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Interactions between real economic and financial sides of the US economy in a regime-switching environment
Safarazi, Soodabeh; Hammoudeh, Shawkat; Balcilar, Mehmet - In: Applied economics 47 (2015) 58/60, pp. 6493-6518
Persistent link: https://www.econbiz.de/10011412036