Similar Search Results

Quantile coherency networks of international stock markets

Baumöhl, Eduard; Shahzad, Syed Jawad Hussain - 2019

This paper uses the novel quantile coherency approach to examine the tail dependence network of 49 international stock markets in the frequency domain. We find that geographical proximity and state of market development are important factors in stock markets networks. Both the short- and...

Persistent link: https://www.econbiz.de/10012124708

Spillovers across European sovereign credit markets and role of surprise and uncertainty

Bekiros, Stelios; Shahzad, Syed Jawad Hussain; Jammazi, … - In: Applied economics 52 (2020) 8, pp. 851-865

Persistent link: https://www.econbiz.de/10012197481

Modelling inbound international tourism demand in small Pacific Island countries

Kumar, Nikeel; Kumar, Ronald Ravinesh; Patel, Arvind; … - In: Applied economics 52 (2020) 10, pp. 1031-1047

Persistent link: https://www.econbiz.de/10012197500

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

Response of stock returns to oil price shocks : evidence from oil importing and exporting countries

Bouoiyour, Jamal; Selmi, Refk; Shahzad, Syed Jawad Hussain - In: Journal of economic integration 32 (2017) 4, pp. 913-936

Persistent link: https://www.econbiz.de/10011773806

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

Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants

Shahzad, Syed Jawad Hussain; Safwan Mohd Nor; … - In: International review of economics & finance : IREF 47 (2017), pp. 46-61

Persistent link: https://www.econbiz.de/10011740095

Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method

Mensi, Walid; Hammoudeh, Shawkat; Shahzad, Syed Jawad … - In: Journal of banking & finance 75 (2017), pp. 258-279

Persistent link: https://www.econbiz.de/10011742164

Empirical analysis of dependence on capital structure with respect to its impact on the financial performance of domestic non financial listed stock exchange companies operating in...

Shahzad, Syed Jawad Hussain; Kanwal, Memoona - In: International journal of corporate finance and … 3 (2016) 2, pp. 58-76

Persistent link: https://www.econbiz.de/10011638525

On the interplay between US sectoral CDS, stock and VIX indices : fresh insights from wavelet approaches

Shahzad, Syed Jawad Hussain; Aloui, Chaker; Jammazi, Rania - In: Finance research letters 33 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012430932

A service of the

zbw