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On the higher-order moment interdependence of stock and commodity markets : a wavelet coherence analysis

Ahmed, Walid M. A. - In: The quarterly review of economics and finance : journal … 83 (2022), pp. 135-151

Persistent link: https://www.econbiz.de/10013258545

Corruption and equity market performance : international comparative evidence

Ahmed, Walid M. A. - In: Pacific-Basin finance journal 60 (2020), pp. 1-25

Persistent link: https://www.econbiz.de/10012232770

Do higher-order realized moments matter for cryptocurrency returns?

Ahmed, Walid M. A.; Al Mafrachi, Mustafa - In: International review of economics & finance : IREF 72 (2021), pp. 483-499

Persistent link: https://www.econbiz.de/10012671985

Cross-border equity flows and market volatility : the case of Qatar Exchange

Ahmed, Walid M. A. - In: International journal of emerging markets 11 (2016) 3, pp. 395-418

Persistent link: https://www.econbiz.de/10011588175

How do Islamic versus conventional equity markets react to political risk? : dynamic panel evidence

Ahmed, Walid M. A. - In: International economics : a journal published by CEPII … 156 (2018), pp. 284-304

Persistent link: https://www.econbiz.de/10012027294

The impact of foreign equity flows on market volatility during politically tranquil and turbulent times : the Egyptian experience

Ahmed, Walid M. A. - In: Research in international business and finance 40 (2017), pp. 61-77

Persistent link: https://www.econbiz.de/10011912451

Time-frequency moment interdependence of equity, oil, and gold markets during the COVID-19 pandemic

Ahmed, Walid M. A.; Sleem, Mohamed A. E. - In: Cogent economics & finance 10 (2022) 1, pp. 1-30

Like no other calamitous event in recent memory, the COVID-19 pandemic has plunged the world’s financial system into disarray, triggering systemic risk spillovers across markets. In this study, we use 5-minute index futures price data to examine the multiscale interdependence structure of...

Persistent link: https://www.econbiz.de/10013447921