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US stock market sensitivity to interest and inflation rates : a quantile regression approach
Jareño, Francisco; Ferrer, Román; Miroslavova, Stanislava - In: Applied economics 48 (2016) 25/27, pp. 2469-2481
Persistent link: https://www.econbiz.de/10011591154
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Does Shariah compliance make interest rate sensitivity of Islamic equities lower? : an industry level analysis under different market states
Umar, Zaghum; Shahzad, Syed Jawad Hussain; Ferrer, Román; … - In: Applied economics 50 (2018) 42, pp. 4500-4521
Persistent link: https://www.econbiz.de/10012061195
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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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Time-varying causality between crude oil and stock markets : what can we learn from a multiscale perspective?
Jammazi, Rania; Ferrer, Román; Jareño, Francisco; … - In: International review of economics & finance : IREF 49 (2017), pp. 453-483
Persistent link: https://www.econbiz.de/10011748513
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Risk transmission between Islamic and conventional stock markets : a return and volatility spillover analysis
Shahzad, Syed Jawad Hussain; Ferrer, Román; Ballester, … - In: International review of financial analysis 52 (2017), pp. 9-26
Persistent link: https://www.econbiz.de/10011868686
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A grey-based correlation with multi-scale analysis : S&P 500 VIX and individual VIXs of large US company stocks
Wang, Zhenkun; Bouri, Elie; Ferreira, Paulo; Shahzad, … - In: Finance research letters 48 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013459296
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Explosive behavior in the Chinese stock market : a sectoral analysis
Yang, Hui; Ferrer, Román - In: Pacific-Basin finance journal 81 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014500734