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Volatility transmission in the oil and natural gas markets
Ewing, Bradley T.; Malik, Farooq; Ozfidan, Ozkan - In: Energy economics 24 (2002) 6, pp. 525-538
Persistent link: https://www.econbiz.de/10001713344
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Modeling volatility in sector index returns with GARCH models using an iterated algorithm
Malik, Farooq; Hassan, Syed Anu - In: Journal of economics and finance 28 (2004) 2, pp. 211-225
Persistent link: https://www.econbiz.de/10002417677
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Modeling the time-varying volatility of the paperbill spread
Malik, Farooq; Ewing, Bradley T.; Brown-Kruse, Jamie Lynette - In: Journal of economics & business 61 (2009) 5, pp. 404-414
Persistent link: https://www.econbiz.de/10003882043
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Risk management of precious metals
Hammoudeh, Shawkat; Malik, Farooq; McAleer, Michael - In: The quarterly review of economics and finance : journal … 51 (2011) 4, pp. 435-441
Persistent link: https://www.econbiz.de/10009373135
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Estimating the impact of good news on stock market volatility
Malik, Farooq - In: Applied financial economics 21 (2011) 7/9, pp. 545-554
Persistent link: https://www.econbiz.de/10009153251
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Multivariate GARCH modeling of sector volatility transmission
Hassan, S. Aun; Malik, Farooq - In: The quarterly review of economics and finance : journal … 47 (2007) 3, pp. 470-480
Persistent link: https://www.econbiz.de/10003510404
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Shock and volatility transmission in the oil, US and Gulf equity markets
Malik, Farooq; Hammoudeh, Shawkat - In: International review of economics & finance : IREF 16 (2007) 3, pp. 357-368
Persistent link: https://www.econbiz.de/10003613150
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Re-examing the asymmetric predictability of conditional variances : the role of sudden changes in variance
Ewing, Bradley T.; Malik, Farooq - In: Journal of banking & finance 29 (2005) 10, pp. 2655-2673
Persistent link: https://www.econbiz.de/10003071041
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Volatility transmission between oil prices and equity sector returns
Malik, Farooq; Ewing, Bradley T. - In: International review of financial analysis 18 (2009) 3, pp. 95-100
Persistent link: https://www.econbiz.de/10003880010
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Forecasting risk in the US Dollar exchange rate under volatility shifts
Anjum, Hassan; Malik, Farooq - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012664814