Similar Search Results

Relationships between financial sectors' CDS spreads and other gauges of risk : did the Great Recession change them?

Hammoudeh, Shawkat; Bhar, Ramaprasad; Liu, Tengdong - In: The financial review : the official publication of the … 48 (2013) 1, pp. 151-178

Persistent link: https://www.econbiz.de/10009717656

On the short- and long-run efficiency of energy and precious metal markets

Arouri, Mohamed; Hammoudeh, Shawkat; Lahiani, Amine; … - In: Energy economics 40 (2013), pp. 832-844

Persistent link: https://www.econbiz.de/10010355559

Effects of US macroeconomic shocks on international commodity prices

Kim, Won Joong; Hammoudeh, Shawkat; Choi, Kyongwook - In: Korea and the world economy 15 (2014) 1, pp. 45-85

Persistent link: https://www.econbiz.de/10010359831

Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory

Chkili, Walid; Hammoudeh, Shawkat; Nguyen, Duc Khuong - In: Energy economics 41 (2014), pp. 1-18

Persistent link: https://www.econbiz.de/10010374635

Advances in financial risk management and economic policy uncertainty : an overview

Hammoudeh, Shawkat; McAleer, Michael - 2014

Financial risk management is difficult at the best of times, but especially so in the presence of economic uncertainty and financial crises. The purpose of this special issue on "Advances in Financial Risk Management and Economic Policy Uncertainty" is to highlight some areas of research in...

Persistent link: https://www.econbiz.de/10010366930

High quantiles estimation with Quasi-PORT and DPOT : an application to value-at-risk for financial variables

Santos, Paulo Araújo; Alves, Isabel Fraga; Hammoudeh, … - In: The North American journal of economics and finance : a … 26 (2013), pp. 487-496

Persistent link: https://www.econbiz.de/10010367568

Asymmetric linkages between BRICS stock returns and country risk ratings : evidence from dynamic panel threshold models

Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-min; … - In: Review of international economics 24 (2016) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10011524766

Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate

Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-min - In: Energy economics 48 (2015), pp. 46-60

Persistent link: https://www.econbiz.de/10011533698

Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk : a two-state Markov switching analysis

Aloui, Chaker; Hammoudeh, Shawkat; Ben Hamida, Hela - In: Pacific-Basin finance journal 34 (2015), pp. 121-135

Persistent link: https://www.econbiz.de/10011535314

Time lag dependence, cross-correlation and risk analysis of US energy and non-energy stock portfolios

Hernandez, Jose Arreola; Janabi, Mazin A. M. al; … - In: The journal of asset management 16 (2015) 7, pp. 467-483

Persistent link: https://www.econbiz.de/10011455734

A service of the

zbw