| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes |
0 |
0 |
0 |
8 |
0 |
0 |
2 |
27 |
| Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? |
0 |
0 |
0 |
35 |
0 |
2 |
5 |
126 |
| Asymmetric Linkages between BRICS Stock Returns and Country Risk Ratings: Evidence from Dynamic Panel Threshold Models |
0 |
0 |
0 |
13 |
0 |
2 |
2 |
110 |
| Board effectiveness, conglomerate diversification, and firm performance: the tunisian case |
0 |
0 |
0 |
19 |
1 |
1 |
1 |
89 |
| Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold |
0 |
0 |
2 |
149 |
2 |
5 |
19 |
534 |
| Crude oil market efficiency: An empirical investigation via the Shannon entropy |
0 |
0 |
3 |
15 |
0 |
1 |
4 |
57 |
| Diversification potential of Asian frontier, BRIC emerging and major developed stock markets: A wavelet-based value at risk approach |
0 |
0 |
1 |
6 |
0 |
3 |
9 |
81 |
| Do global factors impact BRICS stock markets? A quantile regression approach |
0 |
2 |
15 |
115 |
1 |
6 |
36 |
491 |
| Dynamic Global Linkages of the BRICS Stock Markets with the United States and Europe Under External Crisis Shocks: Implications for Portfolio Risk Forecasting |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
82 |
| Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors |
0 |
0 |
2 |
33 |
0 |
0 |
7 |
164 |
| Dynamic linkages between developed and BRICS stock markets: Portfolio risk analysis |
0 |
0 |
0 |
12 |
0 |
0 |
2 |
53 |
| Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications |
0 |
1 |
4 |
34 |
0 |
2 |
16 |
156 |
| Dynamic spillovers among major energy and cereal commodity prices |
0 |
0 |
7 |
64 |
0 |
2 |
15 |
319 |
| Examining the efficiency and interdependence of US credit and stock markets through MF-DFA and MF-DXA approaches |
0 |
0 |
1 |
11 |
2 |
2 |
3 |
70 |
| Global financial crisis and spillover effects among the U.S. and BRICS stock markets |
0 |
0 |
1 |
47 |
0 |
0 |
9 |
294 |
| Global financial crisis and weak-form efficiency of Islamic sectoral stock markets: An MF-DFA analysis |
0 |
0 |
0 |
27 |
1 |
2 |
6 |
103 |
| How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process |
0 |
0 |
2 |
55 |
0 |
1 |
18 |
242 |
| Impact of macroeconomic factors and country risk ratings on GCC stock markets: evidence from a dynamic panel threshold model with regime switching |
0 |
0 |
2 |
21 |
1 |
5 |
10 |
72 |
| Interdependence and contagion among industry-level US credit markets: An application of wavelet and VMD based copula approaches |
0 |
0 |
0 |
6 |
2 |
2 |
2 |
62 |
| Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method |
0 |
1 |
6 |
48 |
2 |
4 |
20 |
245 |
| More on corporate diversification, firm size and value creation |
0 |
0 |
2 |
50 |
0 |
0 |
5 |
198 |
| New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile |
0 |
0 |
1 |
13 |
0 |
0 |
3 |
74 |
| Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
82 |
| Precious metals, cereal, oil and stock market linkages and portfolio risk management: Evidence from Saudi Arabia |
0 |
0 |
0 |
30 |
1 |
3 |
7 |
155 |
| Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters: The importance of scheduled and unscheduled news announcements |
0 |
0 |
0 |
29 |
0 |
1 |
3 |
141 |
| Structural breaks and the time-varying levels of weak-form efficiency in crude oil markets: Evidence from the Hurst exponent and Shannon entropy methods |
0 |
0 |
0 |
10 |
1 |
2 |
4 |
63 |
| Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate |
0 |
0 |
0 |
59 |
0 |
0 |
3 |
173 |
| The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes |
0 |
0 |
3 |
23 |
0 |
0 |
5 |
88 |
| Time-varying volatility spillovers between stock and precious metal markets with portfolio implications |
0 |
0 |
0 |
29 |
2 |
2 |
3 |
167 |
| Total Journal Articles |
0 |
4 |
52 |
988 |
16 |
48 |
220 |
4,518 |
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