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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

Time and frequency relationship between household investors' sentiment index and US industry stock returns

Khan, Muhammad Asif; Hernandez, Jose Arreola; Shahzad, … - In: Finance research letters 36 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012483967

Market efficiency and asymmetric relationship between South Asian stock markets : an empirical analysis

Shahzad, Syed Jawad Hussain; Zakaria, Muhammad; Sajid Ali; … - In: Pakistan journal of commerce and social sciences 9 (2015) 3, pp. 875-889

This paper examines market efficiency and asymmetric cointegration among the South Asian stock markets using monthly data from January 1998 to December 2013. The structural breaks and wavelet based unit root tests indicate that the markets are efficient at least in the weak form. We use...

Persistent link: https://www.econbiz.de/10011928768

The hedge asset for BRICS stock markets : bitcoin, gold or VIX

Shahzad, Syed Jawad Hussain; Bouri, Elie; Ur Rehman, Mobeen - In: The world economy : the leading journal on … 45 (2022) 1, pp. 292-316

Persistent link: https://www.econbiz.de/10012818937

Co-explosivity in the cryptocurrency market

Bouri, Elie; Shahzad, Syed Jawad Hussain; Roubaud, David - In: Finance research letters 29 (2019), pp. 178-183

Persistent link: https://www.econbiz.de/10012418571

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

Sensitivity of US equity returns to economic policy uncertainty and investor sentiments

Ur Rehman, Mobeen; Sensoy, Ahmet; Eraslan, Veysel; … - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10012822120

Can happiness predict future volatility in stock markets?

Naeem, Muhammad Abubakr; Farid, Saqib; Faruk, Balli; … - In: Research in international business and finance 54 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012581437

Quantile coherency networks of international stock markets

Baumöhl, Eduard; Shahzad, Syed Jawad Hussain - In: Finance research letters 31 (2019), pp. 119-129

Persistent link: https://www.econbiz.de/10012421228

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