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Measuring the G20 stock market return transmission mechanism : evidence from the R2 connectedness approach

Naeem, Muhammad Abubakr; Chatziantoniou, Ioannis; … - In: International review of financial analysis 91 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014446949

Measuring the G20 Stock Market Return Transmission Mechanism : Evidence From the R2 Connectedness Approach

Naeem, Muhammad Abubakr; Chatziantoniou, Ioannis; … - 2023

This study examines the contemporaneous return transmission mechanism across the G20 stock market returns employing a novel R-Square (R2) connectedness framework combining the network approach of Kenett et al. (2010, 2015) and the connectedness approach of Diebold and Yilmaz (2012, 2014). The...

Persistent link: https://www.econbiz.de/10014254602

Do ethics outpace sins?

Karim, Sitara; Naeem, Muhammad Abubakr; Lucey, Brian M. - In: Finance research letters 47 (2022) 2, pp. 1-9

Persistent link: https://www.econbiz.de/10013553582

Non-linear relationship between oil and cryptocurrencies : evidence from returns and shocks

Naeem, Muhammad Abubakr; Karim, Sitara; Abrar, Afsheen; … - In: International review of financial analysis 89 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014465059

Tail dependence between bitcoin and green financial assets

Naeem, Muhammad Abubakr; Karim, Sitara - In: Economics letters 208 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10013207093

Navigating median and extreme volatility in stock markets: Implications for portfolio strategies

Naeem, Muhammad Abubakr - In: International review of economics & finance : IREF 95 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10015145228

Government responses to COVID-19 and industry stock returns

Bouri, Elie; Naeem, Muhammad Abubakr; Safwan Mohd Nor; … - In: Economic research 35 (2022) 1,2, pp. 1967-1990

Persistent link: https://www.econbiz.de/10014381014

Deciphering asymmetric spillovers in US industries : insights from higher-order moments

Muhammad Shafiullah; Senthilkumar, Arunachalam; Lucey, … - In: Research in international business and finance 70 (2024) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10015053386

Dynamic connectedness and spillovers across sectors : evidence from the Indian stock market

Chatziantoniou, Ioannis; Gabauer, David; Marfatia, Hardik A. - In: Scottish journal of political economy : the journal of … 69 (2022) 3, pp. 283-300

Persistent link: https://www.econbiz.de/10013384702

Oil price changes and stock returns : fresh evidence from oil exporting and oil importing countries

Atif, Mohd; Rabbani, Mustafa Raza; Bawazir, Hana; … - In: Cogent economics & finance 10 (2022) 1, pp. 1-14

The study examines the vital connection between stock returns and oil price changes for oil exporting/importing countries separately. We present evidence employing granger causality, impulse response and error variance decomposition based on panel vector autoregression. The results of panel...

Persistent link: https://www.econbiz.de/10013464376