Similar Search Results

Performance of Islamic and conventional stock indices : empirical evidence from an emerging economy

Rana, Md. Ejaz; Akhter, Waheed - In: Financial innovation : FIN 1 (2015) 15, pp. 1-17

Background: This study aims to investigate the extent to which the conditional volatilities of both Shari’ah compliant stock and conventional stock are related to those of interest rate and exchange rate in the emerging economy of Pakistan. Methods: We used KMI 30 and KSE 100 indices for...

Persistent link: https://www.econbiz.de/10011541805

Spillover effects of crash and jump events : evidence from Chinese market

Usman, Muhammad; Akhter, Waheed; Haque, Abdul - In: China finance review international 13 (2023) 4, pp. 599-620

Persistent link: https://www.econbiz.de/10014427928

Do exchange rates fluctuations influence gold price in G7 countries? : new insights from a nonparametric causality-in-quantiles test

Raza, Syed Ali; Shah, Nida; Ali, Muhammad; Shahbaz, Muhammad - In: Zagreb international review of economics & business 24 (2021) 2, pp. 37-57

Persistent link: https://www.econbiz.de/10013177992

Do volatility indices diminish gold's appeal as a safe haven to investors before and during the COVID-19 pandemic?

Tanin, Tauhidul Islam; Sarker, Ashutosh; Hammoudeh, Shawkat - In: Journal of economic behavior & organization : JEBO 191 (2021), pp. 214-235

Persistent link: https://www.econbiz.de/10013186389

Bitcoin returns and risk : a general GARCH and GAS analysis

Troster, Victor; Tiwari, Aviral Kumar; Shahbaz, Muhammad; … - In: Finance research letters 30 (2019), pp. 187-193

Persistent link: https://www.econbiz.de/10012420417

New insights into the US stock market reactions to energy price shocks

Benkraiem, Ramzi; Lahiani, Amine; Miloudi, Anthony; … - In: Journal of international financial markets, … 56 (2018), pp. 169-187

Persistent link: https://www.econbiz.de/10012305136

Index futures volatility and trading activity : measuring causality at a multiple horizon

Jena, Sangram Keshari; Tiwari, Aviral Kumar; Roubaud, David - In: Finance research letters 24 (2018), pp. 247-255

Persistent link: https://www.econbiz.de/10011982593

Distribution specific dependence and causality between industry-level U.S. credit and stock markets

Shahzad, Syed Jawad Hussain; Mensi, Walid; Hammoudeh, … - In: Journal of international financial markets, … 52 (2018), pp. 114-133

Persistent link: https://www.econbiz.de/10011986230

On the relationship of gold, crude oil, stocks with financial stress : a causality-in-quantiles approach

Das, Debojyoti; Kumar, Surya Bhushan; Tiwari, Aviral Kumar - In: Finance research letters 27 (2018), pp. 169-174

Persistent link: https://www.econbiz.de/10012006847

Does inflation cause gold market price changes? : evidence on the G7 countries from the tests of nonparametric quantile causality in mean and variance

Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Shahbaz, Muhammad - In: Applied economics 50 (2018) 17, pp. 1891-1909

Persistent link: https://www.econbiz.de/10011849618