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Does Shariah compliance make interest rate sensitivity of Islamic equities lower? : an industry level analysis under different market states

Umar, Zaghum; Shahzad, Syed Jawad Hussain; Ferrer, Román; … - In: Applied economics 50 (2018) 42, pp. 4500-4521

Persistent link: https://www.econbiz.de/10012061195

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

Is the tourism-economic growth nexus time-varying? : bootstrap rolling-window causality analysis for the top 10 tourist destinations

Shahbaz, Muhammad; Ferrer, Román; Shahzad, Syed Jawad … - In: Applied economics 50 (2018) 24, pp. 2677-2697

Persistent link: https://www.econbiz.de/10011850309

Causal flows between oil and forex markets using high-frequency data : asymmetries from good and bad volatility

Alam, Md. Samsul; Shahzad, Syed Jawad Hussain; Ferrer, … - In: Energy economics 84 (2019), pp. 1-21

Persistent link: https://www.econbiz.de/10012183298

Asymmetric determinants of CDS spreads : U.S. industry-level evidence through the NARDL approach

Shahzad, Syed Jawad Hussain; Nor, Safwan Mohd; Ferrer, … - In: Economic modelling 60 (2017), pp. 211-230

Persistent link: https://www.econbiz.de/10011734203

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

Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices

Ferrer, Román; Shahzad, Syed Jawad Hussain; López, Raquel - In: Energy economics 76 (2018), pp. 1-20

Persistent link: https://www.econbiz.de/10011976566

Risk transmission between Islamic and conventional stock markets : a return and volatility spillover analysis

Shahzad, Syed Jawad Hussain; Ferrer, Román; Ballester, … - In: International review of financial analysis 52 (2017), pp. 9-26

Persistent link: https://www.econbiz.de/10011868686

Main driving factors of the interest rate-stock market Granger causality

Jammazi, Rania; Ferrer, Román; Jareño, Francisco; … - In: International review of financial analysis 52 (2017), pp. 260-280

Persistent link: https://www.econbiz.de/10011868756

Systemic Risk in the Global Energy Sector : Structure, Determinants and Portfolio Management Implications

Shahzad, Syed Jawad Hussain; Ferrer, Román; Bouri, Elie - 2022

We examine the dynamics of tail dependence across returns of 105 global energy firms from 26 countries covering the regions of America, Asia Pacific and Europe. A partial correlation-based approach is used to quantify the dependence structure and level of systemic risk under relatively stable...

Persistent link: https://www.econbiz.de/10014236158