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Risk transmitters and receivers in global currency markets

Shahzad, Syed Jawad Hussain; Hernandez, Jose Arreola; … - In: Finance research letters 25 (2018), pp. 1-9

Persistent link: https://www.econbiz.de/10012003404

Tail dependence structures between economic policy uncertainty and foreign exchange markets : nonparametric quantiles methods

Al-Yahyaee, Khamis Hamed; Shahzad, Syed Jawad Hussain; … - In: International economics : a journal published by CEPII … 161 (2020), pp. 66-82

Persistent link: https://www.econbiz.de/10012642528

Dynamic spillover effects among tourism, economic growth and macro-finance risk factors

Shahzad, Syed Jawad Hussain; Ferrer, Román - In: Portuguese economic journal 19 (2020) 3, pp. 173-194

Persistent link: https://www.econbiz.de/10012497349

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

Industry-level determinants of the linkage between credit and stock markets

Shahzad, Syed Jawad Hussain; Ferrer, Román; Hammoudeh, … - In: Applied economics 50 (2018) 49, pp. 5277-5301

Persistent link: https://www.econbiz.de/10012062147

The determinants of credit risk : analysis of US industry-level indices

Shahzad, Syed Jawad Hussain; Safwan Mohd Nor; Nur Azura … - In: Global business review 19 (2018) 5, pp. 1152-1165

Persistent link: https://www.econbiz.de/10011929701

Spillover network of commodity uncertainties

Balli, Faruk; Naeem, Muhammad Abubakr; Shahzad, Syed … - In: Energy economics 81 (2019), pp. 914-927

Persistent link: https://www.econbiz.de/10012173026

The pricing of bad contagion in cryptocurrencies : a four-factor pricing model

Shahzad, Syed Jawad Hussain; Bouri, Elie; Ahmad, Tanveer; … - In: Finance research letters 41 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10013335981

Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios

Janabi, Mazin A. M. al; Hernandez, Jose Arreola; … - In: European journal of operational research : EJOR 259 (2017) 3, pp. 1121-1131

Persistent link: https://www.econbiz.de/10011695589

When and How Does the Gold Prices Influence Gold Stocks? Evidence from Cross-Quantilogram Analysis

Hussain Shahzad, Syed Jawad - 2018

Do gold prices influence gold mining stocks? In this paper, we evaluate the hypothesis that the relationship between the prices of gold and gold mining stocks should be asymmetric due to the embedded real option characteristics associated with gold mining stocks. We use the cross-quatilogram to...

Persistent link: https://www.econbiz.de/10012930301