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Do the Islamic stock market returns respond differently to the realized and implied volatility of oil prices? : evidence from the time-frequency analysis

Karim, Muhammad Mahmudul; Mansur Masih - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 9, pp. 2616-2631

Persistent link: https://www.econbiz.de/10012549935

Volatility spillover and dynamic correlation between Islamic, conventional, cryptocurrency and precious metal markets during the immediate outbreak of COVID-19 pandemic

Karim, Muhammad Mahmudul; Noman, Abu Hanifa Md.; … - 2024

Persistent link: https://www.econbiz.de/10015358183

Re-examining oil and BRICS' stock markets : new evidence from wavelet and MGARCH-DCC

Karim, Muhammad Mahmudul; Chowdhury, Mohammad Ashraful … - In: Macroeconomics and finance in emerging market economies 15 (2022) 2, pp. 196-214

Persistent link: https://www.econbiz.de/10013350326

Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? : wavelet-based Granger-causality, asymmetric quantile regression and NARDL approaches

Karim, Muhammad Mahmudul; Kawsar, Najmul Haque; Ariff, … - In: Journal of international financial markets, … 77 (2022), pp. 1-44

Persistent link: https://www.econbiz.de/10013357245

Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach

Karim, Muhammad Mahmudul; Ali, Md Hakim; Yarovaya, Larisa; … - In: International review of financial analysis 90 (2023), pp. 1-21

Persistent link: https://www.econbiz.de/10014470582

Volatility spillover and dynamic correlation between Islamic, conventional, cryptocurrency and precious metal markets during the immediate outbreak of COVID-19 pandemic

Karim, Muhammad Mahmudul; Noman, Abu Hanifa Md.; … - In: International Journal of Islamic and Middle Eastern … 17 (2024) 4, pp. 662-692

Purpose This paper aims to investigate the immediate effect of the outbreak of the COVID-19 pandemic by investigating volatility transmission and dynamic correlation between stock (conventional and Islamic) markets, bitcoin and major commodities such as gold, oil and silver at different...

Persistent link: https://www.econbiz.de/10015348138

Interest rates and coupon bonds in quantum finance

Baaquie, Belal E. - 2010

Persistent link: https://www.econbiz.de/10004948981

Quantum finance : path integrals and Hamiltonians for options and interest rates

Baaquie, Belal E. - 2004

Persistent link: https://www.econbiz.de/10004819948

"Stiff" Field Theory of Interest Rates and Psychological Future Time

Baaquie, Belal; Bouchaud, Jean-Philippe - arXiv.org - 2004

The simplest field theory description of the multivariate statistics of forward rate variations over time and maturities, involves a quadratic action containing a gradient squared rigidity term. However, this choice leads to a spurious kink (infinite curvature) of the normalized correlation...

Persistent link: https://www.econbiz.de/10005084296

"Stiff" Field Theory of Interest Rates and Psychological Future Time

Baaquie, Belal; Bouchaud, Jean-Philippe - Science & Finance - 2004

Persistent link: https://www.econbiz.de/10005129570