Similar Search Results

News-based economic policy uncertainty and financial contagion : an international evidence

Hadhri, Sinda - In: The quarterly review of economics and finance : journal … 90 (2023), pp. 63-76

Persistent link: https://www.econbiz.de/10014431871

Do Islamic and Conventional Stock Markets React Similarly to Country-Based Financial Stress? Evidence from Asian Countries

Hadhri, Sinda; sahbi, Nakhli mohamed - 2022

This study proposes to investigate the impact of country’s financial stress on its Islamic stock market based on a nonlinear-Autoregressive Distributed Lag model. We use a panel of nine Asian Islamic markets from January 2006 to December 2021. For comparison purposes, we also investigate their...

Persistent link: https://www.econbiz.de/10013491566

Decentralized and centralized exchanges : which digital tokens pose a greater contagion risk?

Yousaf, Imran; Abrar, Afsheen; Yarovaya, Larisa - In: Journal of international financial markets, … 89 (2023), pp. 1-26

Persistent link: https://www.econbiz.de/10014490165

Stocks, bonds, T-bills and inflation hedging : from great moderation to great recession

Spierdijk, Laura; Umar, Zaghum - In: Journal of economics & business 79 (2015), pp. 1-37

Persistent link: https://www.econbiz.de/10011317169

Inflation hedging in the long run : practical perspectives from seven centuries of commodity prices

Zaremba, Adam; Szczygielski, Jan J.; Umar, Zaghum; … - In: The journal of alternative investments : JAI 24 (2021) 1, pp. 119-134

Persistent link: https://www.econbiz.de/10012613092

Media sentiment and short stocks performance during a systemic crisis

Umar, Zaghum; Adekoya, Oluwasegun B.; Oliyide, Johnson A.; … - In: International review of financial analysis 78 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10013252754

Financial contagion in real economy : the key role of policy uncertainty

Samitas, Aristeidis; Kampouris, Elias; Umar, Zaghum - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 1633-1682

Persistent link: https://www.econbiz.de/10013184368

Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis

Umar, Zaghum; Manel, Youssef; Riaz, Yasir; Gubareva, Mariya - In: Pacific-Basin finance journal 67 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10013258118

Spillover and risk transmission between the term structure of the US interest rates and Islamic equities

Umar, Zaghum; Yousaf, Imran; Gubareva, Mariya; Xuan Vinh Vo - In: Pacific-Basin finance journal 72 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013370392

The relationship between yield curve components and equity sectorial indices : evidence from China

Umar, Zaghum; Yousaf, Imran; Aharon, David Y. - In: Pacific-Basin finance journal 68 (2021), pp. 1-21

Persistent link: https://www.econbiz.de/10013332427