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Impact of COVID-19 on volatility spillovers across international markets : evidence from VAR asymmetric BEKK GARCH model

Arfaoui, Nadia; Yousaf, Imran - In: Annals of financial economics 17 (2022) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10013189123

Linkages between crude oil and emerging Asian stock markets : new evidence from the Chinese stock market crash

Yousaf, Imran; Hassan, Arshad - In: Finance research letters 31 (2019), pp. 207-217

Persistent link: https://www.econbiz.de/10012421548

Information transmission between energy commodities and emerging Asian stock markets during crises : an analysis of oil importing countries

Babar, Maria; Ahmad, Habib; Yousaf, Imran - In: Asia-Pacific journal of business administration 16 (2024) 2, pp. 331-351

Persistent link: https://www.econbiz.de/10014514433

Herding behaviour in the Islamic bank market : evidence from the Gulf region

Yousaf, Imran; Alokla, Jassem - In: Review of behavioral finance : RBF 15 (2023) 5, pp. 617-633

Persistent link: https://www.econbiz.de/10014340887

Information transmission and hedging effectiveness for the pairs crude oil-gold and crude oil-Bitcoin during the COVID-19 outbreak

Yousaf, Imran; Ali, Shoaib; Bouri, Elie; Saeed, Tareq - In: Economic research 35 (2022) 1,2, pp. 1913-1934

Persistent link: https://www.econbiz.de/10014381000

Spillovers and hedging effectiveness between oil and US equity sectors : evidence from the COVID pre- and post-vaccination phases

Yousaf, Imran; Arfaoui, Nadia; Gubareva, Mariya - In: Research in international business and finance 69 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10015052236

COVID-19 Pandemic, Oil Prices, Stock Market, Geopolitical Risk and Policy Uncertainty Nexus in the US Economy : Fresh Evidence from the Wavelet-Based Approach

Sharif, Arshian - 2020

In this paper, we analyze the connectedness between the recent spread of COVID-19, oil price volatility shock, the stock market, geopolitical risk and economic policy uncertainty in the US within a time-frequency framework. The coherence wavelet method and the wavelet-based Granger causality...

Persistent link: https://www.econbiz.de/10012837151

The role of uncertainty measures on the returns of gold

Gozgor, Giray; Lau, Chi Keung; Sheng, Xin; Yarovaya, Larisa - In: Economics letters 185 (2019), pp. 1-7

Persistent link: https://www.econbiz.de/10012304940

COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: fresh evidence from the wavelet-based approach

Arshian Sharif; Aloui, Chaker; Yarovaya, Larisa - In: International review of financial analysis 70 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012317403

Return spillovers between white precious metal ETFs : the role of oil, gold, and global equity

Lau, Chi Keung; Vigne, Samuel A.; Wang, Shixuan; … - In: International review of financial analysis 52 (2017), pp. 316-332

Persistent link: https://www.econbiz.de/10011868764