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Patterns of volatility transmissions within regime switching across GCC and global markets
Khalifa, Ahmed A. A.; Hammoudeh, Shawkat; Ortranto, Edoardo - In: International review of economics & finance : IREF 29 (2014), pp. 512-524
Persistent link: https://www.econbiz.de/10010432303
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Advances in financial risk management and economic policy uncertainty : an overview
Hammoudeh, Shawkat; McAleer, Michael - 2014
Persistent link: https://www.econbiz.de/10010410203
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Forcing variables in the dynamics of risk spillovers in oil-related CDS sectors, equity, bond and oil markets and volatility market risks
Hammoudeh, Shawkat; Sari, Ramazan - In: The interrelationship between financial and energy markets, (pp. 113-140). 2014
Persistent link: https://www.econbiz.de/10010411148
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How strong are the causal relationships between Islamic stock markets and conventional financial systems? : evidence from linear and nonlinear tests
Ajmi, Ahdi Noomen; Hammoudeh, Shawkat; Nguyen, Duc Khuong; … - In: Journal of international financial markets, … 28 (2014), pp. 213-227
Persistent link: https://www.econbiz.de/10010411562
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A momentum threshold model of stock prices and country risk ratings : evidence from BRICS countries
Liu, Tengdong; Hammoudeh, Shawkat; Thompson, Mark A. - In: Journal of international financial markets, … 27 (2013), pp. 99-112
Persistent link: https://www.econbiz.de/10010411750
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Oil prices and MENA stock markets : new evidence from nonlinear and asymmetric causalities during and after the crisis period
Ajmi, Ahdi Noomen; El Montasser, Ghassen; Hammoudeh, Shawkat - In: Applied economics 46 (2014) 16/18, pp. 2167-2177
Persistent link: https://www.econbiz.de/10010413309
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Asymmetric adjustments in the ethanol and grains markets
Chang, Chia-Lin; Chen, Li-Hsueh; Hammoudeh, Shawkat; … - 2010
Persistent link: https://www.econbiz.de/10008760493
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Synchronization of economic shocks between gulf cooperation council and United States, Europe, Japan, and oil market : choice of exchange rate regime
Kim, Won Joong; Hammoudeh, Shawkat; Aleisa, Eisa - In: Contemporary economic policy : a journal of Western … 30 (2012) 4, pp. 584-602
Persistent link: https://www.econbiz.de/10009674433
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Re-examining the dynamic causal oil-macroeconomy relationship
Hammoudeh, Shawkat; Bhar, Ramaprasad; Thompson, Mark A. - In: International review of financial analysis 19 (2010) 4, pp. 298-305
Persistent link: https://www.econbiz.de/10009272660
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Risk management and financial derivatives : an overview
Hammoudeh, Shawkat; McAleer, Michael - 2012
Persistent link: https://www.econbiz.de/10009562953