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The pricing of bad contagion in cryptocurrencies : a four-factor pricing model
Shahzad, Syed Jawad Hussain; Bouri, Elie; Ahmad, Tanveer; … - In: Finance research letters 41 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10013335981
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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
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Spillovers across European sovereign credit markets and role of surprise and uncertainty
Bekiros, Stelios; Shahzad, Syed Jawad Hussain; Jammazi, … - In: Applied economics 52 (2020) 8, pp. 851-865
Persistent link: https://www.econbiz.de/10012197481
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Financial integration in emerging economies : an application of threshold cointegration
Sajid Ali; Ur Rehman, Mobeen; Shahzad, Syed Jawad Hussain; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 4, pp. 213-228
Persistent link: https://www.econbiz.de/10012657687
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Long-run relationships between US financial credit markets and risk factors : evidence from the quantile ARDL approach
Mensi, Walid; Shahzad, Syed Jawad Hussain; Hammoudeh, … - In: Finance research letters 29 (2019), pp. 101-110
Persistent link: https://www.econbiz.de/10012417962
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Gold as safe haven for G-7 stocks and bonds : a revisit
Shahzad, Syed Jawad Hussain; Raza, Naveed; Roubaud, David; … - In: Journal of quantitative economics 17 (2019) 4, pp. 885-912
Persistent link: https://www.econbiz.de/10012418769
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Distribution specific dependence and causality between industry-level U.S. credit and stock markets
Shahzad, Syed Jawad Hussain; Mensi, Walid; Hammoudeh, … - In: Journal of international financial markets, … 52 (2018), pp. 114-133
Persistent link: https://www.econbiz.de/10011986230
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Directional predictability and time-varying spillovers between stock markets and economic cycles
Bekiros, Stelios; Shahzad, Syed Jawad Hussain; … - In: Economic modelling 69 (2018), pp. 301-312
Persistent link: https://www.econbiz.de/10012016183
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Relationship between developed, European and South Asian stock markets : a multivariate analysis
Shahzad, Syed Jawad Hussain; Kanwal, Memoona; Ahmed, Tanveer - In: South Asian journal of global business research : … 5 (2016) 3, pp. 385-402
Persistent link: https://www.econbiz.de/10011609328
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Directional predictability of implied volatility : from crude oil to developed and emerging stock markets
Bouri, Elie; Lien, Da-hsiang Donald; Roubaud, David; … - In: Finance research letters 27 (2018), pp. 65-79
Persistent link: https://www.econbiz.de/10012006745