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Extending the forward systemic risk measure : do sector level variables matter?

Hanif, Hasan; Naveed, Muhammad; Ur Rehman, Mobeen - In: Cogent business & management 7 (2020) 1, pp. 1-12

Systemic risk is of concern for economic welfare as systemic financial crisis has the potential to inefficiently lower the supply of credit to the nonfinancial sector. Conventional systemic risk measures are parsimonious in nature and are used to assess the current systemic risk contributions of...

Persistent link: https://www.econbiz.de/10012632023

Are financial investors prone to exogenous (cricket) sentiments that affects equity investment decision and induces volatility in stock market?

Kashif, Muhammad; Shaikh, Asra; Ur Rehman, Mobeen - In: Estudios de economía aplicada : revista promovida por … 38 (2020) 2, pp. 203-216

Persistent link: https://www.econbiz.de/10012616899

Sensitivity of US sectoral returns to energy commodities under different investment horizons and market conditions

Ur Rehman, Mobeen; Xuan Vinh Vo; McIver, Ron; Kang, … - In: Energy economics 108 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013203096

Examining the effects of news and media sentiments on volatility and correlation : evidence from the UK

Alomari, Mohammad; Al Rababa'a, Abdel Razzaq; El-Nader, … - In: The quarterly review of economics and finance : journal … 82 (2021), pp. 280-297

Persistent link: https://www.econbiz.de/10013258478

Does inter-region portfolio diversification pay more than the international diversification?

Ahmad, Nasir; Ur Rehman, Mobeen; Xuan Vinh Vo; Kang, … - In: The quarterly review of economics and finance : journal … 83 (2022), pp. 26-35

Persistent link: https://www.econbiz.de/10013258505

The impact of COVID-19 on the G7 stock markets : a time-frequency analysis

Ur Rehman, Mobeen; Kang, Sang Hoon; Ahmad, Nasir; Xuan … - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10013187657

Diversification gains for a home biased trader in the emerging and frontier equity markets

Narayan, Seema; Srianathakumar, Sivagowry; Maheshwari, … - In: Bulletin of monetary economics and banking 24 (2021) 3, pp. 385-414

Persistent link: https://www.econbiz.de/10012664859

Cross-country stock market integration and portfolio diversification opportunities evidence from developed, emerging and frontier countries

Salahuddin, Sultan; Kashif, Muhammad; Ur Rehman, Mobeen - In: Estudios de economía aplicada : revista promovida por … 39 (2021) 2, pp. 445-466

Persistent link: https://www.econbiz.de/10012814137

Can home-biased investors diversify interregionally in the long run?

Narayan, Seema; Ur Rehman, Mobeen - In: Economic modelling 97 (2021), pp. 167-181

Persistent link: https://www.econbiz.de/10012793315

Do alternative energy markets provide optimal alternative investment opportunities?

Ur Rehman, Mobeen; Xuan Vinh Vo - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012665113