| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Multiple and Partial Wavelet Analysis of the Oil Price, Inflation, Exchange Rate, and Economic Growth Nexus in Saudi Arabia |
0 |
1 |
2 |
40 |
2 |
3 |
5 |
110 |
| 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 |
2 |
4 |
10 |
47 |
| Are Islamic gold-backed cryptocurrencies different? |
0 |
0 |
2 |
19 |
0 |
4 |
10 |
89 |
| Are Islamic indexes a safe haven for investors? An analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of crisis periods |
0 |
1 |
2 |
31 |
0 |
5 |
9 |
155 |
| Assessing the impacts of oil price fluctuations on stock returns in emerging markets |
0 |
0 |
4 |
124 |
3 |
5 |
19 |
380 |
| Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates |
0 |
0 |
1 |
56 |
1 |
3 |
6 |
193 |
| COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach |
2 |
3 |
11 |
136 |
4 |
9 |
33 |
579 |
| Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis |
0 |
0 |
0 |
59 |
0 |
1 |
6 |
177 |
| Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis |
0 |
1 |
1 |
146 |
1 |
5 |
18 |
452 |
| Comparing Functional Link Artificial Neural Network And Multilayer Feedforward Neural Network Model To Forecast Crude Oil Prices |
0 |
0 |
1 |
99 |
1 |
5 |
11 |
422 |
| Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling |
1 |
1 |
2 |
104 |
3 |
4 |
10 |
389 |
| Demand for audit quality in newly privatized firms in MENA region: Role of internal corporate governance mechanisms audit |
0 |
0 |
0 |
27 |
2 |
3 |
8 |
127 |
| Democratic transition, political risk, economic instability, and tourist inflows: The case of Tunisia |
2 |
2 |
2 |
5 |
4 |
6 |
8 |
22 |
| Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach |
0 |
0 |
0 |
15 |
0 |
3 |
4 |
73 |
| Dynamic efficiency of European credit sectors: A rolling-window multifractal detrended fluctuation analysis |
0 |
0 |
0 |
9 |
1 |
3 |
4 |
55 |
| Emerging Equity Markets Connectedness, Portfolio Hedging Strategies and Effectiveness |
0 |
0 |
0 |
6 |
0 |
2 |
2 |
32 |
| Environment degradation, economic growth and energy consumption nexus: A wavelet-windowed cross correlation approach |
0 |
0 |
0 |
19 |
1 |
3 |
4 |
118 |
| Equity home bias: investors' sentiments and views |
0 |
0 |
0 |
80 |
3 |
4 |
4 |
277 |
| Estimation and Performance Assessment of Value-at-Risk and Expected Shortfall Based on Long-Memory GARCH-Class Models |
0 |
0 |
1 |
43 |
3 |
5 |
11 |
184 |
| Financial Liberalization, Banking Crises and Economic Growth: The Case of South Mediterranean Countries |
0 |
0 |
0 |
92 |
1 |
1 |
2 |
351 |
| Financial Liberalization, Banking Crises and Economic Growth: The Case of South Mediterranean Countries |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
| Forecasting Crude Oil Price Using Artificial Neural Networks: A Literature Survey |
1 |
3 |
8 |
340 |
3 |
8 |
24 |
1,021 |
| Forward Rate Unbiasedness Hypothesis in the Tunisian Exchange Rate Market |
0 |
0 |
2 |
11 |
0 |
2 |
7 |
89 |
| Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries |
0 |
0 |
2 |
53 |
1 |
5 |
13 |
170 |
| How world uncertainties and global pandemics destabilized food, energy and stock markets? Fresh evidence from quantile on quantile regressions |
1 |
1 |
4 |
10 |
4 |
7 |
16 |
52 |
| Hurst's exponent behaviour, weak-form stock market efficiency and financial liberalization: the Tunisian case |
0 |
0 |
0 |
175 |
2 |
4 |
7 |
667 |
| Information flow between stock return and trading volume: the Tunisian stock market |
0 |
0 |
0 |
15 |
0 |
1 |
3 |
70 |
| Information transmission across stock indices and stock index futures: International evidence using wavelet framework |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
38 |
| Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter? |
0 |
0 |
0 |
24 |
0 |
1 |
4 |
135 |
| Investors’ sentiment and US Islamic and conventional indexes nexus: A time–frequency analysis |
0 |
0 |
0 |
20 |
0 |
4 |
9 |
82 |
| Latin American stock markets’ volatility spillovers during the financial crises: a multivariate FIAPARCH-DCC framework |
1 |
1 |
1 |
31 |
2 |
4 |
7 |
107 |
| Measuring Risk of Portfolio: GARCH-Copula Model |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
174 |
| Modelling and forecasting value at risk and expected shortfall for GCC stock markets: Do long memory, structural breaks, asymmetry, and fat-tails matter? |
0 |
0 |
0 |
33 |
3 |
8 |
11 |
134 |
| Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View |
0 |
0 |
1 |
14 |
0 |
5 |
8 |
69 |
| Oil-stock Nexus in an Oil-rich Country: Does Geopolitical Risk Matter in Terms of Investment Horizons? |
0 |
0 |
1 |
7 |
0 |
1 |
4 |
22 |
| On interactions between remittance outflows and Saudi Arabian macroeconomy: New evidence from wavelets |
0 |
0 |
0 |
22 |
1 |
1 |
9 |
111 |
| On the Interaction between the Crude Oil Market and the Macroeconomic Activity: How do the 2000s differ from the 70s? |
0 |
0 |
1 |
11 |
1 |
2 |
3 |
36 |
| On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: a wavelet-based approach |
0 |
0 |
0 |
15 |
2 |
4 |
6 |
109 |
| On the interplay between US sectoral CDS, stock and VIX indices: Fresh insights from wavelet approaches |
0 |
0 |
0 |
10 |
1 |
4 |
7 |
32 |
| On the interplay between energy consumption, economic growth and CO2 emission nexus in the GCC countries: A comparative analysis through wavelet approaches |
0 |
0 |
1 |
33 |
0 |
0 |
7 |
147 |
| On the investors' sentiments and the Islamic stock-bond interplay across investments' horizons |
0 |
1 |
1 |
11 |
3 |
8 |
11 |
44 |
| One-day-ahead value-at-risk estimations with dual long-memory models: evidence from the Tunisian stock market |
0 |
0 |
2 |
43 |
1 |
1 |
3 |
164 |
| Price and volatility spillovers between exchange rates and stock indexes for the pre- and post-euro period |
0 |
0 |
3 |
228 |
2 |
5 |
11 |
507 |
| Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk: A two-state Markov switching analysis |
0 |
0 |
0 |
28 |
1 |
1 |
3 |
105 |
| Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis |
0 |
0 |
2 |
45 |
1 |
2 |
6 |
147 |
| Regime de change et croissance economique: une investigation empirique |
0 |
0 |
0 |
422 |
4 |
6 |
8 |
1,551 |
| Sectoral energy consumption by source and output in the U.S.: New evidence from wavelet-based approach |
0 |
0 |
1 |
9 |
1 |
1 |
4 |
54 |
| Spillovers across European sovereign credit markets and role of surprise and uncertainty |
0 |
0 |
0 |
3 |
0 |
1 |
3 |
17 |
| Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach |
0 |
3 |
9 |
357 |
5 |
14 |
34 |
1,016 |
| Strength of co-movement between sector CDS indexes and relationship with major economic and financial variables over time and during investment horizons |
0 |
0 |
1 |
3 |
3 |
5 |
9 |
23 |
| The Interactive Relationship Between the US Economic Policy Uncertainty and BRIC Stock Markets |
1 |
1 |
1 |
24 |
1 |
2 |
3 |
106 |
| The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach |
0 |
1 |
5 |
343 |
2 |
7 |
18 |
1,038 |
| The guarantee option against the construction cost overruns of nuclear power plant: Monte Carlo simulation approach |
0 |
0 |
0 |
3 |
1 |
2 |
3 |
19 |
| The interactive relationship between the US economic policy uncertainty and BRIC stock markets |
1 |
1 |
3 |
46 |
4 |
12 |
17 |
217 |
| The interconnections between U.S. financial CDS spreads and control variables: New evidence using partial and multivariate wavelet coherences |
1 |
1 |
1 |
10 |
1 |
4 |
6 |
44 |
| Value-at-risk estimations of energy commodities via long-memory, asymmetry and fat-tailed GARCH models |
0 |
0 |
3 |
232 |
2 |
5 |
13 |
641 |
| Volatility forecasting and risk management in some MENA stock markets: a nonlinear framework |
0 |
0 |
0 |
8 |
1 |
4 |
7 |
70 |
| Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns |
1 |
2 |
4 |
154 |
3 |
6 |
13 |
510 |
| Total Journal Articles |
12 |
24 |
86 |
3,918 |
88 |
227 |
506 |
13,781 |
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