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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
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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
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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
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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
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Dynamic global linkages of the brics stock markets with the United States and Europe under external crisis shocks : implications for portfolio risk forecasting
Hammoudeh, Shawkat; Kang, Sang Hoon; Mensi, Walid; … - In: The world economy : the leading journal on … 39 (2016) 11, pp. 1703-1727
Persistent link: https://www.econbiz.de/10011584204
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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
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Extracting portfolio management strategies from volatility transmission models in regime-changing environments : evidence from GCC and global markets
Khalifa, Ahmed A. A.; Hammoudeh, Shawkat; Otranto, Edoardo - In: Economic modelling 41 (2014), pp. 365-374
Persistent link: https://www.econbiz.de/10010440698
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Financial tail risks in conventional and Islamic stock markets : a comparative analysis
Muteba Mwamba, John; Hammoudeh, Shawkat; Gupta, Rangan - In: Pacific-Basin finance journal 42 (2017), pp. 60-82
Persistent link: https://www.econbiz.de/10011800542
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Diversification potential of Asian frontier, BRIC emerging and major developed stock markets : a wavelet-based value at risk approach
Mensi, Walid; Shahzad, Syed Jawad Hussain; Hammoudeh, … - In: Emerging markets review 32 (2017), pp. 130-147
Persistent link: https://www.econbiz.de/10011803251
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Dynamic linkages between developed and BRICS stock markets : portfolio risk analysis
Mensi, Walid; Hammoudeh, Shawkat; Kang, Sang Hoon - In: Finance research letters 21 (2017), pp. 26-33
Persistent link: https://www.econbiz.de/10011807276