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Diversification potential of Asian frontier, BRIC emerging and major developed stock markets : a wavelet-based value at risk approach
Mensi, Walid; Shahzad, Syed Jawad Hussain; Hammoudeh, … - In: Emerging markets review 32 (2017), pp. 130-147
Persistent link: https://www.econbiz.de/10011803251
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The hedge asset for BRICS stock markets : bitcoin, gold or VIX
Shahzad, Syed Jawad Hussain; Bouri, Elie; Ur Rehman, Mobeen - In: The world economy : the leading journal on … 45 (2022) 1, pp. 292-316
Persistent link: https://www.econbiz.de/10012818937
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Comparing the risk spillover from oil and gas to investment grade and high-yield bonds through optimal copulas
Rahman, Md Lutfur; Shahzad, Syed Jawad Hussain; Uddin, … - In: The energy journal 43 (2022) 1, pp. 215-239
Persistent link: https://www.econbiz.de/10013187659
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Hedging the downside risk of commodities through cryptocurrencies
Naeem, Muhammad Abubakr; Farid, Saqib; Balli, Faruk; … - In: Applied economics letters 28 (2021) 2, pp. 153-160
Persistent link: https://www.econbiz.de/10012415106
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Safe haven, hedge and diversification for G7 stock markets : gold versus bitcoin
Shahzad, Syed Jawad Hussain; Bouri, Elie; Roubaud, David; … - In: Economic modelling 87 (2020), pp. 212-224
Persistent link: https://www.econbiz.de/10012416442
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Cryptocurrencies as hedges and safe-havens for US equity sectors
Bouri, Elie; Shahzad, Syed Jawad Hussain; Roubaud, David - In: The quarterly review of economics and finance : journal … 75 (2020), pp. 294-307
Persistent link: https://www.econbiz.de/10012416893
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Gold as safe haven for G-7 stocks and bonds : a revisit
Shahzad, Syed Jawad Hussain; Raza, Naveed; Roubaud, David; … - In: Journal of quantitative economics 17 (2019) 4, pp. 885-912
Persistent link: https://www.econbiz.de/10012418769
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Regional and copula estimation effects on EU and US energy equity portfolios
Hanif, Waqas; Hernandez, Jose Arreola; Shahzad, Syed … - In: Applied economics 52 (2020) 49, pp. 5311-5342
Persistent link: https://www.econbiz.de/10012307235
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CAPM estimates : can data frequency and time period lend a hand?
Shahzad, Syed Jawad Hussain; Khalid, Saniya; Ameer, Saba - In: International journal of financial engineering 3 (2016) 2, pp. 1-12
Persistent link: https://www.econbiz.de/10011577135
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Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks
Uddin, Mohammed Gazi Salah; Hernandez, Jose Areola; … - In: International review of financial analysis 56 (2018), pp. 167-180
Persistent link: https://www.econbiz.de/10012006244