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Bitcoin, gold, and commodities as safe havens for stocks : new insight through wavelet analysis

Bouri, Elie; Shahzad, Syed Jawad Hussain; Roubaud, David; … - In: The quarterly review of economics and finance : journal … 77 (2020), pp. 156-164

Persistent link: https://www.econbiz.de/10012430915

Renewable energy consumption and industrial production : a disaggregated time-frequency analysis for the U.S.

Hoang, Thi Hong Van; Shahzad, Syed Jawad Hussain; … - In: Energy economics 85 (2020), pp. 1-24

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The impact of terrorism on industry returns and systematic risk in Pakistan : a wavelet approach

Shahzad, Syed Jawad Hussain; Stauvermann, Peter; Kumar, … - In: Accounting research journal 30 (2017) 4, pp. 413-429

Persistent link: https://www.econbiz.de/10011813124

Time-varying causality between crude oil and stock markets : what can we learn from a multiscale perspective?

Jammazi, Rania; Ferrer, Román; Jareño, Francisco; … - In: International review of economics & finance : IREF 49 (2017), pp. 453-483

Persistent link: https://www.econbiz.de/10011748513

On the interplay between US sectoral CDS, stock and VIX indices : fresh insights from wavelet approaches

Shahzad, Syed Jawad Hussain; Aloui, Chaker; Jammazi, Rania - In: Finance research letters 33 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012430932

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

A grey-based correlation with multi-scale analysis : S&P 500 VIX and individual VIXs of large US company stocks

Wang, Zhenkun; Bouri, Elie; Ferreira, Paulo; Shahzad, … - In: Finance research letters 48 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013459296

Forecasting with a state space time-varying parameter VAR model : evidence from the Euro area

Bekiros, Stelios - In: Economic modelling 38 (2014), pp. 619-626

Persistent link: https://www.econbiz.de/10010418962

Dealing with financial instability under a DSGE modeling approach with banking intermediation : a forecastability analysis versus TVP-VARs

Bekiros, Stelios; Cardani, Roberta; Paccagnini, Alessia; … - 2015

Persistent link: https://www.econbiz.de/10011372826

Dealing with financial instability under a DSGE modeling approach with banking intermediation : a predictability analysis versus TVP-VARs

Bekiros, Stelios; Cardani, Roberta; Paccagnini, Alessia; … - 2016

In the dynamic stochastic general equilibrium (DSGE) literature there has been an increasing aware- ness on the role that the banking sector can play in macroeconomic activity. We present a DSGE model with financial intermediation as in Gertler and Karadi (2011). The estimation of shocks and of...

Persistent link: https://www.econbiz.de/10011518833