| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A global network topology of stock markets: Transmitters and receivers of spillover effects |
0 |
0 |
1 |
23 |
0 |
2 |
4 |
109 |
| A grey-based correlation with multi-scale analysis: S&P 500 VIX and individual VIXs of large US company stocks |
0 |
0 |
1 |
9 |
0 |
2 |
5 |
24 |
| A note on oil price shocks and the forecastability of gold realized volatility |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
| A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling |
0 |
0 |
1 |
23 |
0 |
0 |
8 |
113 |
| An examination of whether gold-backed Islamic cryptocurrencies are safe havens for international Islamic equity markets |
0 |
1 |
6 |
12 |
1 |
3 |
12 |
27 |
| Are Islamic bonds a good safe haven for stocks? Implications for portfolio management in a time-varying regime-switching copula framework |
0 |
0 |
0 |
10 |
0 |
1 |
2 |
38 |
| Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour |
0 |
0 |
1 |
9 |
0 |
0 |
4 |
31 |
| Asymmetric Nonlinear Impact of Oil Prices and Inflation on Residential Property Prices: a Case of US, UK and Canada |
0 |
2 |
5 |
28 |
1 |
5 |
13 |
102 |
| Asymmetric and time-frequency based networks of currency markets |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
1 |
| Asymmetric and time-frequency spillovers among commodities using high-frequency data |
0 |
0 |
0 |
14 |
0 |
0 |
6 |
43 |
| Asymmetric determinants of CDS spreads: U.S. industry-level evidence through the NARDL approach |
0 |
1 |
4 |
31 |
1 |
2 |
11 |
139 |
| Asymmetric efficiency of cryptocurrencies during COVID19 |
0 |
0 |
0 |
20 |
3 |
4 |
7 |
82 |
| Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets |
0 |
0 |
3 |
91 |
1 |
4 |
11 |
284 |
| Asymmetric impacts of Chinese climate policy uncertainty on Chinese asset prices |
0 |
1 |
5 |
5 |
0 |
5 |
15 |
15 |
| Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment |
0 |
0 |
1 |
16 |
0 |
1 |
7 |
55 |
| Asymmetric impacts of public and private investments on the non-oil GDP of Saudi Arabia |
0 |
0 |
0 |
4 |
2 |
3 |
6 |
34 |
| Asymmetric impacts of public and private investments on the non-oil GDP of Saudi Arabia |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
38 |
| Asymmetric interdependence between currency markets' volatilities across frequencies and time scales |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
15 |
| Asymmetric risk spillovers between oil and agricultural commodities |
0 |
1 |
3 |
18 |
1 |
3 |
7 |
69 |
| Asymmetric volatility spillover among Chinese sectors during COVID-19 |
0 |
0 |
0 |
14 |
0 |
0 |
3 |
55 |
| Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis |
2 |
5 |
15 |
122 |
7 |
16 |
56 |
431 |
| Bounds testing approach to analyzing the environment Kuznets curve hypothesis with structural beaks: The role of biomass energy consumption in the United States |
0 |
0 |
2 |
27 |
2 |
4 |
11 |
127 |
| Bubbles across Meme Stocks and Cryptocurrencies |
0 |
1 |
5 |
7 |
1 |
5 |
17 |
24 |
| CAPM estimates: Can data frequency and time period lend a hand? |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
55 |
| Can Bitcoin Glitter More Than Gold for Investment Styles? |
0 |
0 |
1 |
9 |
0 |
1 |
3 |
44 |
| Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach |
0 |
0 |
0 |
8 |
0 |
2 |
3 |
49 |
| Can alternative hedging assets add value to Islamic-conventional portfolio mix: Evidence from MGARCH models |
0 |
0 |
0 |
5 |
0 |
1 |
1 |
94 |
| Can economic policy uncertainty and investors sentiment predict commodities returns and volatility? |
0 |
0 |
3 |
40 |
1 |
2 |
10 |
240 |
| Can happiness predict future volatility in stock markets? |
0 |
0 |
2 |
18 |
0 |
1 |
6 |
75 |
| Can technology provide a glimmer of hope for economic growth in the midst of chaos? A case of Zimbabwe |
0 |
0 |
1 |
9 |
0 |
0 |
1 |
53 |
| Carbon emission, energy consumption, trade openness and financial development in Pakistan: A revisit |
0 |
1 |
1 |
45 |
0 |
2 |
10 |
241 |
| Causal flows between oil and forex markets using high-frequency data: Asymmetries from good and bad volatility |
0 |
0 |
2 |
19 |
1 |
1 |
4 |
80 |
| Causal nexus between crude oil and US corporate bonds |
0 |
0 |
0 |
3 |
0 |
1 |
2 |
22 |
| Characteristics of spillovers between the US stock market and precious metals and oil |
0 |
0 |
1 |
4 |
0 |
1 |
2 |
29 |
| Co-explosivity in the cryptocurrency market |
0 |
2 |
15 |
143 |
1 |
7 |
38 |
406 |
| Commodities and Stock Investment |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
| Comparative efficiency of green and conventional bonds pre- and during COVID-19: An asymmetric multifractal detrended fluctuation analysis |
2 |
3 |
4 |
30 |
3 |
7 |
16 |
82 |
| Comparing the Risk Spillover from Oil and Gas to Investment Grade and High-yield Bonds through Optimal Copulas |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
| Comparison of optimization algorithms for selecting the fractional frequency in Fourier form unit root tests |
0 |
0 |
2 |
6 |
0 |
1 |
4 |
18 |
| Cryptocurrencies as hedges and safe-havens for US equity sectors |
3 |
5 |
17 |
70 |
11 |
25 |
47 |
249 |
| Dependence among metals and mining companies of the US and Europe during normal and crises periods |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
10 |
| Dependence dynamics of Islamic and conventional equity sectors: What do we learn from the decoupling hypothesis and COVID-19 pandemic? |
0 |
0 |
1 |
2 |
0 |
1 |
4 |
9 |
| Dependence dynamics of US REITs |
0 |
1 |
3 |
11 |
0 |
2 |
5 |
33 |
| Dependence dynamics of stock markets during COVID-19 |
0 |
0 |
2 |
8 |
0 |
0 |
3 |
24 |
| Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants |
0 |
0 |
1 |
11 |
0 |
0 |
1 |
76 |
| Directional predictability and time-varying spillovers between stock markets and economic cycles |
0 |
0 |
0 |
27 |
0 |
1 |
2 |
118 |
| Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis |
0 |
0 |
1 |
16 |
0 |
0 |
2 |
96 |
| Directional predictability of implied volatility: From crude oil to developed and emerging stock markets |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
35 |
| Disaggregating the correlation under bearish and bullish markets: A Quantile-quantile approach |
0 |
0 |
1 |
18 |
0 |
1 |
2 |
82 |
| Distribution specific dependence and causality between industry-level U.S. credit and stock markets |
0 |
0 |
0 |
9 |
0 |
0 |
2 |
58 |
| Diversification potential of Asian frontier, BRIC emerging and major developed stock markets: A wavelet-based value at risk approach |
0 |
0 |
0 |
6 |
0 |
2 |
10 |
83 |
| Do Bitcoin and other cryptocurrencies jump together? |
0 |
0 |
1 |
44 |
2 |
8 |
13 |
161 |
| Do commodities effectively hedge real estate risk? A multi-scale asymmetric DCC approach |
0 |
0 |
0 |
13 |
0 |
0 |
5 |
109 |
| Do conventional currencies hedge cryptocurrencies? |
0 |
0 |
1 |
1 |
2 |
2 |
3 |
14 |
| Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states |
0 |
0 |
1 |
6 |
0 |
0 |
2 |
34 |
| Does Twitter Happiness Sentiment predict cryptocurrency? |
1 |
1 |
5 |
36 |
1 |
2 |
9 |
69 |
| Does gold act as a hedge against different nuances of inflation? Evidence from Quantile-on-Quantile and causality-in- quantiles approaches |
0 |
0 |
1 |
13 |
0 |
0 |
6 |
69 |
| Does the environmental Kuznets curve exist between globalization and energy consumption? Global evidence from the cross‐correlation method |
0 |
0 |
0 |
13 |
0 |
0 |
2 |
45 |
| Dynamic efficiency of European credit sectors: A rolling-window multifractal detrended fluctuation analysis |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
51 |
| Dynamic nonlinear impacts of oil price returns and financial uncertainties on credit risks of oil-exporting countries |
0 |
0 |
3 |
15 |
0 |
0 |
8 |
56 |
| Dynamic spillover effects among tourism, economic growth and macro-finance risk factors |
0 |
0 |
1 |
12 |
0 |
1 |
5 |
35 |
| Dynamic structural impacts of oil shocks on exchange rates: lessons to learn |
0 |
0 |
0 |
16 |
0 |
1 |
4 |
60 |
| Editorial to special issue “Hidden market linkages between Bitcoin, cryptocurrencies and financial markets: Evidence from high-frequency data and higher-order moments” in financial innovation |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
| Effect of FDI on Pollution in China: New Insights Based on Wavelet Approach |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
233 |
| Effect of tourism on economic growth of Sri Lanka: accounting for capital per worker, exchange rate and structural breaks |
1 |
1 |
2 |
39 |
1 |
3 |
8 |
188 |
| Electricity and growth nexus dynamics in Singapore: Fresh insights based on wavelet approach |
0 |
0 |
0 |
7 |
0 |
1 |
1 |
53 |
| Energy commodity uncertainties and the systematic risk of US industries |
0 |
0 |
1 |
11 |
1 |
2 |
3 |
59 |
| Energy markets and green bonds: A tail dependence analysis with time-varying optimal copulas and portfolio implications |
0 |
1 |
1 |
14 |
1 |
3 |
5 |
25 |
| Examining the asymmetries between equity and commodity ETFs during COVID-19 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
12 |
| Examining the efficiency and interdependence of US credit and stock markets through MF-DFA and MF-DXA approaches |
0 |
0 |
1 |
11 |
0 |
0 |
3 |
70 |
| Exploring the effect of ICT and tourism on economic growth: a study of Israel |
0 |
1 |
2 |
27 |
2 |
3 |
4 |
145 |
| Extreme dependence and risk spillovers between oil and Islamic stock markets |
0 |
0 |
1 |
16 |
0 |
1 |
5 |
114 |
| Extreme tail network analysis of cryptocurrencies and trading strategies |
0 |
0 |
2 |
17 |
1 |
2 |
6 |
40 |
| Fear Linkages Between the US and BRICS Stock Markets: A Frequency-Domain Causality |
0 |
0 |
1 |
3 |
0 |
0 |
2 |
14 |
| Fertility and Financial Development in South Asia |
0 |
0 |
3 |
31 |
0 |
1 |
9 |
158 |
| Financial inclusion and carbon emissions in Asia: Implications for environmental sustainability |
0 |
0 |
2 |
3 |
1 |
3 |
10 |
11 |
| Financial integration in emerging economies: an application of threshold cointegration |
0 |
0 |
0 |
7 |
0 |
2 |
2 |
18 |
| From pandemic to systemic risk: contagion in the U.S. tourism sector |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
3 |
| Geopolitical Risk and Tourism Stocks of Emerging Economies |
0 |
1 |
3 |
5 |
0 |
2 |
5 |
25 |
| Geopolitical risk and tourism demand in emerging economies |
0 |
0 |
3 |
11 |
0 |
1 |
8 |
52 |
| Globalisation, economic growth and energy consumption in the BRICS region: The importance of asymmetries |
0 |
0 |
1 |
25 |
0 |
0 |
2 |
92 |
| Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit |
0 |
0 |
1 |
19 |
0 |
0 |
4 |
87 |
| Hedge and safe haven role of commodities for the US and Chinese equity markets |
0 |
0 |
3 |
3 |
0 |
2 |
6 |
6 |
| Hedging U.S. metals & mining Industry's credit risk with industrial and precious metals |
0 |
0 |
1 |
9 |
0 |
0 |
3 |
53 |
| Hedging the downside risk of commodities through cryptocurrencies |
0 |
0 |
4 |
22 |
1 |
1 |
5 |
45 |
| Heterogeneous interconnections between precious metals: Evidence from asymmetric and frequency-domain spillover analysis |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
29 |
| How Do Oil Shocks Impact Energy Consumption? A Disaggregated Analysis for the U.S |
0 |
1 |
2 |
2 |
0 |
2 |
5 |
5 |
| How strong is the causal relationship between globalization and energy consumption in developed economies? A country-specific time-series and panel analysis |
0 |
0 |
1 |
11 |
1 |
1 |
7 |
127 |
| IMPACT OF REMITTANCES ON FINANCIAL DEVELOPMENT IN SOUTH ASIA |
0 |
1 |
6 |
63 |
1 |
2 |
11 |
241 |
| Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers |
0 |
0 |
1 |
16 |
0 |
0 |
4 |
39 |
| Industry-level determinants of the linkage between credit and stock markets |
0 |
0 |
0 |
9 |
0 |
1 |
1 |
23 |
| Interdependence and contagion among industry-level US credit markets: An application of wavelet and VMD based copula approaches |
0 |
0 |
0 |
6 |
2 |
2 |
4 |
64 |
| Interdependence between Greece and other European stock markets: A comparison of wavelet and VMD copula, and the portfolio implications |
0 |
0 |
1 |
17 |
0 |
1 |
2 |
125 |
| Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume |
0 |
0 |
0 |
11 |
0 |
0 |
4 |
74 |
| Intraday volatility transmission among precious metals, energy and stocks during the COVID-19 pandemic |
0 |
0 |
0 |
6 |
0 |
1 |
4 |
40 |
| Investor sentiment and dollar-pound exchange rate returns: Evidence from over a century of data using a cross-quantilogram approach |
1 |
1 |
1 |
7 |
2 |
3 |
6 |
32 |
| Is Bitcoin a better safe-haven investment than gold and commodities? |
3 |
8 |
20 |
156 |
15 |
34 |
86 |
557 |
| Is energy consumption sensitive to foreign capital inflows and currency devaluation in Pakistan? |
0 |
0 |
0 |
2 |
0 |
1 |
3 |
31 |
| Is energy consumption sensitive to foreign capital inflows and currency devaluation in Pakistan? |
0 |
0 |
0 |
5 |
1 |
1 |
3 |
48 |
| Is geopolitical risk priced in the cross-section of cryptocurrency returns? |
0 |
0 |
1 |
4 |
1 |
1 |
3 |
16 |
| Is the tourism–economic growth nexus time-varying? Bootstrap rolling-window causality analysis for the top 10 tourist destinations |
0 |
0 |
0 |
17 |
0 |
0 |
3 |
83 |
| Is there a systemic risk between Sharia, Sukuk, and GCC stock markets? A ΔCoVaR risk metric‐based copula approach |
0 |
0 |
0 |
4 |
1 |
3 |
6 |
30 |
| Liquidity connectedness in cryptocurrency market |
0 |
0 |
0 |
2 |
1 |
1 |
2 |
34 |
| Liquidity-adjusted value-at-risk optimization of a multi-asset portfolio using a vine copula approach |
0 |
0 |
1 |
15 |
0 |
2 |
5 |
59 |
| Long-run relationships between US financial credit markets and risk factors: Evidence from the quantile ARDL approach |
0 |
0 |
3 |
50 |
1 |
1 |
10 |
126 |
| Machine learning and the cross-section of cryptocurrency returns |
0 |
3 |
16 |
16 |
1 |
6 |
33 |
33 |
| Measuring systemic risk in the global banking sector: A cross-quantilogram network approach |
0 |
3 |
8 |
25 |
0 |
3 |
19 |
72 |
| Measuring systemic risk in the global banking sector: A cross-quantilogram network approach |
0 |
0 |
1 |
10 |
0 |
0 |
2 |
27 |
| Microstructure noise and idiosyncratic volatility anomalies in cryptocurrencies |
0 |
0 |
9 |
9 |
1 |
1 |
16 |
18 |
| Modeling cross-correlations and efficiency of Islamic and conventional banks from Saudi Arabia: Evidence from MF-DFA and MF-DXA approaches |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
33 |
| Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method |
0 |
1 |
4 |
49 |
0 |
2 |
16 |
247 |
| Modeling the nexus between oil shocks, inflation and commodity prices: Do Asymmetries really matter? |
0 |
0 |
0 |
42 |
0 |
1 |
3 |
130 |
| Modelling inbound international tourism demand in small Pacific Island countries |
0 |
1 |
2 |
18 |
1 |
5 |
8 |
55 |
| Multiscale Systematic Risk: Empirical Evidence from Pakistan |
0 |
0 |
1 |
4 |
0 |
0 |
1 |
54 |
| Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets |
0 |
0 |
1 |
15 |
1 |
2 |
7 |
93 |
| NON-LINEAR EFFECTS OF TERRORISM ON ECONOMIC GROWTH IN PAKISTAN: ACCOUNTING FOR CAPITAL PER WORKER AND STRUCTURAL BREAKS |
0 |
0 |
1 |
3 |
0 |
1 |
5 |
15 |
| Network Topology of Dynamic Credit Default Swap Curves of Energy Firms and the Role of Oil Shocks |
0 |
2 |
2 |
2 |
0 |
3 |
4 |
4 |
| Nonlinear and extreme dependence between long-term sovereign bond yields and the stock market: A quantile-on-quantile analysis |
0 |
0 |
4 |
42 |
0 |
1 |
10 |
125 |
| 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 |
| Oil as Hedge, Safe-Haven, and Diversifier for Conventional Currencies |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
50 |
| Oil price risk exposure of BRIC stock markets and hedging effectiveness |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
24 |
| Oil price shocks, global financial markets and their connectedness |
0 |
0 |
4 |
28 |
1 |
3 |
15 |
122 |
| Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high‐frequency data† |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
6 |
| Oil volatility and sovereign risk of BRICS |
0 |
1 |
6 |
36 |
1 |
2 |
14 |
114 |
| On the interplay between US sectoral CDS, stock and VIX indices: Fresh insights from wavelet approaches |
0 |
0 |
1 |
10 |
0 |
1 |
4 |
27 |
| On the investors' sentiments and the Islamic stock-bond interplay across investments' horizons |
0 |
0 |
0 |
10 |
0 |
1 |
3 |
34 |
| On the volatilities of tourism stocks and oil |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
58 |
| Precious metal returns and oil shocks: A time varying connectedness approach |
0 |
0 |
0 |
9 |
0 |
0 |
2 |
87 |
| Precious metals as hedge and safe haven for African stock markets |
0 |
0 |
1 |
4 |
1 |
2 |
6 |
12 |
| Predictive role of online investor sentiment for cryptocurrency market: Evidence from happiness and fears |
2 |
4 |
12 |
67 |
3 |
7 |
23 |
166 |
| Price explosiveness in cryptocurrencies and Elon Musk's tweets |
0 |
3 |
9 |
28 |
1 |
9 |
25 |
74 |
| Quantile coherency networks of international stock markets |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
65 |
| Rapid rise of life expectancy in Bangladesh: Does financial development matter? |
0 |
0 |
4 |
10 |
0 |
0 |
14 |
61 |
| Re-examining the real option characteristics of gold for gold mining companies |
0 |
0 |
2 |
4 |
0 |
3 |
5 |
28 |
| Regime specific spillover across cryptocurrencies and the role of COVID-19 |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
20 |
| Regime specific spillovers across US sectors and the role of oil price volatility |
0 |
0 |
1 |
5 |
0 |
0 |
2 |
18 |
| Regional and copula estimation effects on EU and US energy equity portfolios |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
66 |
| Relationship Between FDI, Terrorism and Economic Growth in Pakistan: Pre and Post 9/11 Analysis |
0 |
0 |
3 |
53 |
3 |
3 |
13 |
254 |
| Renewable energy consumption and industrial production: A disaggregated time-frequency analysis for the U.S |
1 |
1 |
2 |
11 |
1 |
1 |
4 |
54 |
| Response of Stock Returns to Oil Price Shocks: Evidence from Oil Importing and Exporting Countries |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
48 |
| Revisiting the threshold effect of remittances on total factor productivity growth in South Asia: a study of Bangladesh and India |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
26 |
| Revisiting the valuable roles of commodities for international stock markets |
0 |
0 |
5 |
13 |
0 |
4 |
13 |
54 |
| Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model |
3 |
3 |
7 |
45 |
3 |
3 |
13 |
188 |
| Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe |
0 |
0 |
1 |
6 |
0 |
0 |
1 |
32 |
| Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis |
1 |
3 |
5 |
30 |
2 |
5 |
10 |
193 |
| Risk transmitters and receivers in global currency markets |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
58 |
| Role of Economic Policy Uncertainty in the Connectedness of Cross-Country Stock Market Volatilities |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
| Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin |
5 |
10 |
23 |
132 |
7 |
23 |
60 |
418 |
| Sensitivity of US equity returns to economic policy uncertainty and investor sentiments |
0 |
0 |
0 |
5 |
0 |
3 |
9 |
29 |
| Sign effects of volatility and jumps in forex markets and a reappraisal of meteor showers and heat waves |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
| Smooth Break Detection and De-Trending in Unit Root Testing |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
| Spillover across Eurozone credit market sectors and determinants |
1 |
1 |
1 |
4 |
1 |
4 |
8 |
23 |
| Spillover among financial, industrial and consumer uncertainties. The case of EU member states |
0 |
0 |
1 |
8 |
0 |
0 |
2 |
37 |
| Spillover and Drivers of Uncertainty among Oil and Commodity Markets |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
7 |
| Spillover network of commodity uncertainties |
0 |
1 |
4 |
26 |
0 |
1 |
5 |
91 |
| Spillovers across European sovereign credit markets and role of surprise and uncertainty |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
14 |
| Spillovers and diversification potential of bank equity returns from developed and emerging America |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
26 |
| Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities |
1 |
2 |
3 |
4 |
1 |
2 |
7 |
10 |
| Spillovers from oil to precious metals: Quantile approaches |
0 |
1 |
1 |
11 |
0 |
1 |
1 |
37 |
| Stock market efficiency: A comparative analysis of Islamic and conventional stock markets |
0 |
0 |
4 |
47 |
1 |
2 |
11 |
142 |
| Supply and demand driven oil price changes and their non-linear impact on precious metal returns: A Markov regime switching approach |
0 |
0 |
0 |
29 |
0 |
1 |
1 |
97 |
| Systemic Risk in the Global Energy Sector: Structure, Determinants and Portfolio Management Implications |
0 |
0 |
1 |
1 |
0 |
2 |
6 |
6 |
| Tail Dependence and Risk Spillover from the US to GCC Banking Sectors |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
| Tail dependence risk and spillovers between oil and food prices |
0 |
0 |
2 |
5 |
0 |
0 |
2 |
21 |
| Tail dependence structures between economic policy uncertainty and foreign exchange markets: Nonparametric quantiles methods |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| Tail dependence structures between economic policy uncertainty and foreign exchange markets: Nonparametric quantiles methods |
0 |
0 |
0 |
11 |
0 |
0 |
2 |
48 |
| Tail event-based sovereign credit risk transmission network during COVID-19 pandemic |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
7 |
| Tail risk transmission from commodity prices to sovereign risk of emerging economies |
0 |
0 |
2 |
3 |
0 |
2 |
6 |
11 |
| Testing the globalization-driven carbon emissions hypothesis: International evidence |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
31 |
| Testing the globalization-driven carbon emissions hypothesis: International evidence |
0 |
0 |
0 |
9 |
1 |
4 |
11 |
65 |
| The Determinants of Credit Risk: Analysis of US Industry-level Indices |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
31 |
| The Role of Regulatory Capital and Ownership Structure in Bank Liquidity Creation: Evidence From Emerging Asian Economies |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
11 |
| The energy consumption and economic growth nexus in top ten energy-consuming countries: Fresh evidence from using the quantile-on-quantile approach |
1 |
1 |
5 |
41 |
2 |
8 |
23 |
227 |
| The hedge asset for BRICS stock markets: Bitcoin, gold or VIX |
1 |
1 |
3 |
13 |
2 |
5 |
36 |
123 |
| The impact of terrorism on industry returns and systematic risk in Pakistan |
0 |
0 |
1 |
13 |
0 |
0 |
4 |
46 |
| The lead-lag relationship between US industry-level credit and stock markets |
0 |
0 |
0 |
8 |
1 |
1 |
1 |
35 |
| The predictive power of oil price shocks on realized volatility of oil: A note |
0 |
1 |
2 |
12 |
0 |
1 |
2 |
31 |
| The pricing of bad contagion in cryptocurrencies: A four-factor pricing model |
1 |
1 |
2 |
18 |
2 |
2 |
3 |
31 |
| The role of oil and risk shocks in the high‐frequency movements of the term structure of interest rates: Evidence from the U.S. Treasury market |
0 |
0 |
1 |
2 |
1 |
1 |
4 |
6 |
| The use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysis |
0 |
0 |
0 |
0 |
1 |
2 |
5 |
5 |
| Time and frequency connectedness among oil shocks, electricity and clean energy markets |
0 |
0 |
0 |
8 |
1 |
2 |
10 |
62 |
| Time and frequency domain quantile coherence of emerging stock markets with gold and oil prices |
0 |
1 |
1 |
3 |
0 |
1 |
2 |
34 |
| Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices |
0 |
1 |
7 |
58 |
5 |
10 |
26 |
281 |
| Time and frequency relationship between household investors’ sentiment index and US industry stock returns |
0 |
0 |
1 |
3 |
0 |
3 |
6 |
35 |
| Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective? |
0 |
0 |
3 |
31 |
0 |
0 |
9 |
122 |
| Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks |
0 |
0 |
0 |
8 |
1 |
1 |
2 |
81 |
| Time‐varying causal nexuses between economic growth and CO2 emissions in G‐7 countries: A bootstrap rolling window approach over 1820–2015 |
0 |
1 |
2 |
5 |
0 |
1 |
2 |
21 |
| Tourism-led growth hypothesis in the top ten tourist destinations: New evidence using the quantile-on-quantile approach |
0 |
1 |
4 |
29 |
0 |
4 |
22 |
193 |
| Toward environmental sustainability: how do urbanization, economic growth, and industrialization affect biocapacity in Brazil? |
0 |
1 |
4 |
13 |
2 |
4 |
19 |
53 |
| Twitter sentiment and stock return volatility of US travel and leisure firms |
0 |
1 |
3 |
4 |
2 |
11 |
15 |
17 |
| U.S. stock prices and macroeconomic fundamentals: Fresh evidence using the quantile ARDL approach |
0 |
1 |
9 |
27 |
0 |
2 |
13 |
57 |
| Total Journal Articles |
30 |
91 |
395 |
3,243 |
128 |
396 |
1,360 |
13,787 |
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