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Dynamic global linkages of the brics stock markets with the United States and Europe under external crisis shocks : implications for portfolio risk forecasting

Hammoudeh, Shawkat; Kang, Sang Hoon; Mensi, Walid; … - In: The world economy : the leading journal on … 39 (2016) 11, pp. 1703-1727

Persistent link: https://www.econbiz.de/10011584204

Dependence structure between sukuk (Islamic bonds) and stock market conditions : an empirical analysis with Archimedean copulas

Naifar, Nader; Hammoudeh, Shawkat; Al dohaiman, Mohamed S. - In: Journal of international financial markets, … 44 (2016), pp. 148-165

Persistent link: https://www.econbiz.de/10011690405

Simultaneity modeling analysis of the environmental Kuznets curve hypothesis

BenYoussef, Adel; Hammoudeh, Shawkat; Omri, Anis - In: Energy economics 60 (2016), pp. 266-274

Persistent link: https://www.econbiz.de/10011699898

Further evidence on the rationality of interest rate expectations : a comprehensive study of developed and emerging economies

Miah, Fazlul; Khalifa, Ahmed Ali; Hammoudeh, Shawkat - In: Economic modelling 54 (2016), pp. 574-590

Persistent link: https://www.econbiz.de/10011642351

Do global financial distress and uncertainties impact GCC and global sukuk return dynamics?

Naifar, Nader; Hammoudeh, Shawkat - In: Pacific-Basin finance journal 39 (2016), pp. 57-69

Persistent link: https://www.econbiz.de/10011669181

New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile

Mensi, Walid; Hammoudeh, Shawkat; Tiwari, Aviral Kumar - In: Emerging markets review 28 (2016), pp. 155-183

Persistent link: https://www.econbiz.de/10011670987

Volatility transmission across currencies and commodities with US uncertainty measures

Khalifa, Ahmed A. A.; Otranto, Edoardo; Hammoudeh, Shawkat - In: The North American journal of economics and finance : a … 37 (2016), pp. 63-83

Persistent link: https://www.econbiz.de/10011672897

Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis : a dynamic copula approach

Bekiros, Stelios; Hammoudeh, Shawkat; Jammazi, Rania; … - In: Applied economics 50 (2018) 47, pp. 5031-5049

Persistent link: https://www.econbiz.de/10012061678

Systemic risk for financial institutions of major petroleum-based economies : the role of oil

Khalifa, Ahmed; Caporin, Massimiliano; Costola, Michele; … - 2017 - This version: November 5, 2017

This paper examines the relationship between oil price movements and systemic risk of many financial institutions in major petroleum-based economies. We estimate ΔCoVaR for those institutions and thereby observe the presence of elevated increases in the levels corresponding to the subprime and...

Persistent link: https://www.econbiz.de/10012062097

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