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Green bonds and oil price shocks and uncertainty : a safe haven analysis

Mokni, Khaled; Mensi, Walid; Hammoudeh, Shawkat; Ajmi, … - In: International economics : a journal published by CEPII … 172 (2022), pp. 238-254

Persistent link: https://www.econbiz.de/10014339415

Downside risk, portfolio diversification and the financial crisis in the euro-zone

Sarafrazi, Soodabeh; Hammoudeh, Shawkat; Santos, Paulo … - In: Journal of international financial markets, … 32 (2014), pp. 368-396

Persistent link: https://www.econbiz.de/10011299784

Sources of fluctuations in Islamic, U.S., EU, and Asia equity markets : the roles of economic uncertainty, interest rates, and stock indexes

Hammoudeh, Shawkat; Kim, Won Joong; Sarafrazi, Soodabeh - In: Emerging markets finance & trade : a journal of the … 52 (2016) 4/6, pp. 1195-1209

Persistent link: https://www.econbiz.de/10011563286

Can economic uncertainty, financial stress and consumer sentiments predict US equity premium?

Gupta, Rangan; Hammoudeh, Shawkat; Modise, Mampho P.; … - In: Journal of international financial markets, … 33 (2014), pp. 367-378

Persistent link: https://www.econbiz.de/10011299816

Time lag dependence, cross-correlation and risk analysis of US energy and non-energy stock portfolios

Hernandez, Jose Arreola; Janabi, Mazin A. M. al; … - In: The journal of asset management 16 (2015) 7, pp. 467-483

Persistent link: https://www.econbiz.de/10011455734

Causality between US economic policy and equity market uncertainties : evidence from linear and nonlinear tests

Ajmi, Ahdi Noomen; Aye, Goodness C.; Balcilar, Mehmet; … - In: Journal of applied economics 18 (2015) 2, pp. 225-246

Persistent link: https://www.econbiz.de/10011554957

Causality between inflation and inflation uncertainty in South Africa: evidence from a Markov-switching vector autoregressive model

Nasr, Adnen Ben; Balcilar, Mehmet; Ajmi, Ahdi Noomen; … - In: Emerging markets review 24 (2015), pp. 46-68

Persistent link: https://www.econbiz.de/10011538531

Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic : does economic policy uncertainty matter?

Youssef, Manel; Mokni, Khaled; Ajmi, Ahdi Noomen - In: Financial innovation : FIN 7 (2021), pp. 1-27

This study investigates the dynamic connectedness between stock indices and the effect of economic policy uncertainty (EPU) in eight countries where COVID-19 was most widespread (China, Italy, France, Germany, Spain, Russia, the US, and the UK) by implementing the time-varying VAR (TVP-VAR)...

Persistent link: https://www.econbiz.de/10012495004

Economic policy uncertainty and the Bitcoin-US stock nexus

Mokni, Khaled; Ajmi, Ahdi Noomen; Bouri, Elie; Xuan Vinh Vo - In: Journal of multinational financial management 57/58 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012597164

Trilemma of pandemic-related health emergency, economic policy uncertainty and partisan conflict in the United States : a time-varying analysis evidence

Akadiri, Seyi; Alola, Andrew Adewale; Ajmi, Ahdi Noomen - In: Journal of economics and finance : JEF 46 (2022) 4, pp. 771-784

Persistent link: https://www.econbiz.de/10013442231