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Do global financial distress and uncertainties impact GCC and global sukuk return dynamics?
Naifar, Nader; Hammoudeh, Shawkat - In: Pacific-Basin finance journal 39 (2016), pp. 57-69
Persistent link: https://www.econbiz.de/10011669181
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Volatility Transmission between Islamic and Conventional Equity Markets: Evidence from Causality-in-Variance Test
Nazlioglu, Saban; Hammoudeh, Shawkat; Gupta, Rangan - Department of Economics, Faculty of Economic and … - 2013
This paper examines whether a volatility/risk transmission exists between the Dow Jones Islamic stock and three … explores the volatility spillover dynamics between those markets and U.S. Monetary policy, oil prices, global financial risk … of risk transfers between these seemingly different equity markets, indicating a contagion between them. The volatility …
Persistent link: https://www.econbiz.de/10011220716
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Risk Management of Precious Metals
Hammoudeh, Shawkat; McAleer, Michael; Malik, Farooq - Facultad de Ciencias Económicas y Empresariales, … - 2011
This paper examines volatility and correlation dynamics in price returns of gold, silver, platinum and palladium, and …
Persistent link: https://www.econbiz.de/10008864019
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Risk Management of Precious Metals
Hammoudeh, Shawkat; Malik, Farooq; McAleer, Michael - Institute of Economic Research, Kyoto University - 2011
This paper examines volatility and correlation dynamics in price returns of gold, silver, platinum and palladium, and …
Persistent link: https://www.econbiz.de/10008870925
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Risk Spillovers in Oil-Related CDS, Stock and Credit Markets
Hammoudeh, Shawkat; Liu, Tengdong; Chang, Chia-Lin; … - Department of Economics and Finance, College of … - 2011
-related Credit Default Swaps (CDS) indexes, the (expected equity volatility) VIX index and the (swaption expected volatility) SMOVE …
Persistent link: https://www.econbiz.de/10009002352
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Risk Spillovers in Oil-Related CDS, Stock and Credit Markets
Hammoudeh, Shawkat; Liu, Tengdong; Chang, Chia-Lin; … - Institute of Economic Research, Kyoto University - 2011
-related Credit Default Swaps (CDS) indexes, the (expected equity volatility) VIX index and the (swaption expected volatility) SMOVE …
Persistent link: https://www.econbiz.de/10009002679
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Risk Spillovers in Oil-Related CDS, Stock and Credit Markets
Chang, Chia-Lin; McAleer, Michael; Hammoudeh, Shawkat; … - Facultad de Ciencias Económicas y Empresariales, … - 2011
-related Credit Default Swaps (CDS) indexes, the (expected equity volatility) VIX index and the (swaption expected volatility) SMOVE …
Persistent link: https://www.econbiz.de/10009143386
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Risk Spillovers in Oil-Related CDS, Stock and Credit Markets
Hammoudeh, Shawkat; Chang, Chia-Lin; McAleer, Michael; … - Faculteit der Economische Wetenschappen, Erasmus … - 2011
-related Credit Default Swaps (CDS) indexes, the (expected equity volatility) VIX index and the (swaption expected volatility) SMOVE …
Persistent link: https://www.econbiz.de/10010734035
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Risk management of precious metals
Hammoudeh, Shawkat; McAleer, Michael; Malik, Malik, F. - Faculteit der Economische Wetenschappen, Erasmus … - 2010
This paper examines volatility and correlation dynamics in price returns of gold, silver, platinum and palladium, and …
Persistent link: https://www.econbiz.de/10010837811
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On the short- and long-run efficiency of energy and precious metal markets
Arouri, Mohamed El Hedi; Hammoudeh, Shawkat; Lahiani, Amine - In: Energy Economics 40 (2013) C, pp. 832-844
This article contributes to the related literature by empirically investigating the efficiency of nine energy and precious metal markets over the last decades, employing several pronounced models. We test for both short- and the long-run efficiency using, in addition to linear cointegration...
Persistent link: https://www.econbiz.de/10010718750