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

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

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

Predictive role of online investor sentiment for cryptocurrency market : evidence from happiness and fears

Naeem, Muhammad Abubakr; Mbarki, Imen; Shahzad, Syed … - In: International review of economics & finance : IREF 73 (2021), pp. 496-514

Persistent link: https://www.econbiz.de/10012692416

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

Quantifying systemic risk in US industries using neural network quantile regression

Naeem, Muhammad Abubakr; Sitara Karim; Tiwari, Aviral Kumar - In: Research in international business and finance 61 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10014246851

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

Tail risk transmission in technology-driven markets

Naeem, Muhammad Abubakr; Shahzad, Mohammad Rahim; … - In: Global finance journal 57 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014479101

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

Why do U.S. uncertainties drive stock market spillovers? : international evidence

Balli, Faruk; Hasan, Mudassar; Balli, Hatice Ozer; … - In: International review of economics & finance : IREF 76 (2021), pp. 288-301

Persistent link: https://www.econbiz.de/10013175813

Asymmetric and time-frequency based networks of currency markets

Shahzad, Syed Jawad Hussain; Hasan, Mudassar; Caporin, … - In: Finance research letters 55 (2023) 2, pp. 1-11

Persistent link: https://www.econbiz.de/10014473529

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