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Ur Rehman, Mobeen; Shahzad, Syed Jawad Hussain; Ahmad, Nasir - In: International review of financial analysis 81 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013411148

Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies

Ur Rehman, Mobeen; Katsiampa, Paraskevi; Zeitun, Rami; … - In: Emerging markets review 55 (2023), pp. 1-25

Persistent link: https://www.econbiz.de/10014481146

Sensitivity of US sectoral returns to energy commodities under different investment horizons and market conditions

Ur Rehman, Mobeen; Xuan Vinh Vo; McIver, Ron; Kang, … - In: Energy economics 108 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013203096

Do alternative energy markets provide optimal alternative investment opportunities?

Ur Rehman, Mobeen; Xuan Vinh Vo - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012665113

Modelling the quantile cross-coherence between exchange rates : Does the COVID-19 pandemic change the interlinkage structure?

Ur Rehman, Mobeen; Al Rababa'a, Abdel Razzaq; El-Nader, … - In: Journal of international financial markets, … 76 (2022), pp. 1-46

Persistent link: https://www.econbiz.de/10013412813

Frequency spillovers and portfolio risk implications between Sukuk, Islamic stock and emerging stock markets

Mensi, Walid; Ur Rehman, Mobeen; Maitra, Debasish; … - In: The quarterly review of economics and finance : journal … 91 (2023), pp. 139-157

Persistent link: https://www.econbiz.de/10014461547

Impacts of COVID-19 outbreak, macroeconomic and financial stress factors on price spillovers among green bond

Mensi, Walid; Ur Rehman, Mobeen; Xuan Vinh Vo - In: International review of financial analysis 81 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013411188

Integration and volatility spillover amongst banks : a cross-correlation analysis

Ur Rehman, Mobeen; Xuan Vinh Vo - In: Journal of economic and administrative sciences 39 (2023) 1, pp. 203-224

Persistent link: https://www.econbiz.de/10014305553

Network granger causality linkages in Nigeria and developed stock markets : Bayesian graphical analysis

Olayungbo, David Oluseun; Al-Faryan, Mamdouh Abdulaziz Saleh - In: Journal of African business 25 (2024) 3, pp. 555-579

Persistent link: https://www.econbiz.de/10015049511

Asymmetric volatility connectedness among main international stock markets : a high frequency analysis

Mensi, Walid; Maitra, Debasish; Xuan Vinh Vo; Kang, … - In: Borsa Istanbul Review 21 (2021) 3, pp. 291-306

This paper examines the direction and extent of the asymmetric volatility connectedness among international equity markets using 5-minute interval data from 16 stock markets. We analyze asymmetric volatility connectedness using realized volatility and identify the magnitude of the volatility...

Persistent link: https://www.econbiz.de/10012816916