| 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 |
0 |
2 |
40 |
4 |
10 |
12 |
118 |
| 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 |
4 |
8 |
16 |
53 |
| Are Islamic gold-backed cryptocurrencies different? |
1 |
1 |
2 |
20 |
4 |
5 |
14 |
94 |
| 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 |
3 |
4 |
34 |
6 |
10 |
18 |
165 |
| Assessing the impacts of oil price fluctuations on stock returns in emerging markets |
0 |
0 |
3 |
124 |
4 |
9 |
23 |
386 |
| Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates |
0 |
0 |
1 |
56 |
6 |
9 |
14 |
201 |
| COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach |
0 |
2 |
10 |
136 |
4 |
14 |
40 |
589 |
| Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis |
0 |
0 |
0 |
59 |
2 |
5 |
10 |
182 |
| Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis |
0 |
0 |
1 |
146 |
4 |
8 |
24 |
459 |
| Comparing Functional Link Artificial Neural Network And Multilayer Feedforward Neural Network Model To Forecast Crude Oil Prices |
0 |
0 |
0 |
99 |
1 |
2 |
10 |
423 |
| Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling |
0 |
2 |
3 |
105 |
4 |
10 |
16 |
396 |
| Demand for audit quality in newly privatized firms in MENA region: Role of internal corporate governance mechanisms audit |
1 |
1 |
1 |
28 |
3 |
6 |
10 |
131 |
| Democratic transition, political risk, economic instability, and tourist inflows: The case of Tunisia |
0 |
2 |
2 |
5 |
3 |
10 |
14 |
28 |
| Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach |
0 |
0 |
0 |
15 |
3 |
4 |
8 |
77 |
| Dynamic efficiency of European credit sectors: A rolling-window multifractal detrended fluctuation analysis |
0 |
0 |
0 |
9 |
2 |
7 |
10 |
61 |
| Emerging Equity Markets Connectedness, Portfolio Hedging Strategies and Effectiveness |
0 |
0 |
0 |
6 |
1 |
2 |
4 |
34 |
| Environment degradation, economic growth and energy consumption nexus: A wavelet-windowed cross correlation approach |
0 |
0 |
0 |
19 |
2 |
4 |
7 |
121 |
| Equity home bias: investors' sentiments and views |
0 |
0 |
0 |
80 |
1 |
6 |
7 |
280 |
| Estimation and Performance Assessment of Value-at-Risk and Expected Shortfall Based on Long-Memory GARCH-Class Models |
0 |
0 |
1 |
43 |
5 |
8 |
14 |
189 |
| Financial Liberalization, Banking Crises and Economic Growth: The Case of South Mediterranean Countries |
0 |
0 |
0 |
0 |
3 |
8 |
8 |
19 |
| Financial Liberalization, Banking Crises and Economic Growth: The Case of South Mediterranean Countries |
0 |
0 |
0 |
92 |
2 |
3 |
4 |
353 |
| Forecasting Crude Oil Price Using Artificial Neural Networks: A Literature Survey |
1 |
4 |
9 |
343 |
3 |
12 |
28 |
1,030 |
| Forward Rate Unbiasedness Hypothesis in the Tunisian Exchange Rate Market |
0 |
0 |
2 |
11 |
3 |
5 |
10 |
94 |
| Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries |
0 |
0 |
1 |
53 |
3 |
5 |
13 |
174 |
| How world uncertainties and global pandemics destabilized food, energy and stock markets? Fresh evidence from quantile on quantile regressions |
1 |
2 |
3 |
11 |
5 |
11 |
21 |
59 |
| Hurst's exponent behaviour, weak-form stock market efficiency and financial liberalization: the Tunisian case |
0 |
0 |
0 |
175 |
4 |
15 |
19 |
680 |
| Information flow between stock return and trading volume: the Tunisian stock market |
0 |
0 |
0 |
15 |
2 |
3 |
6 |
73 |
| Information transmission across stock indices and stock index futures: International evidence using wavelet framework |
0 |
0 |
0 |
5 |
3 |
3 |
5 |
41 |
| Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter? |
0 |
0 |
0 |
24 |
5 |
6 |
10 |
141 |
| Investors’ sentiment and US Islamic and conventional indexes nexus: A time–frequency analysis |
0 |
0 |
0 |
20 |
5 |
12 |
20 |
94 |
| Latin American stock markets’ volatility spillovers during the financial crises: a multivariate FIAPARCH-DCC framework |
0 |
1 |
1 |
31 |
3 |
8 |
13 |
113 |
| Measuring Risk of Portfolio: GARCH-Copula Model |
0 |
0 |
0 |
0 |
4 |
6 |
9 |
180 |
| 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 |
6 |
10 |
18 |
141 |
| Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View |
0 |
0 |
1 |
14 |
3 |
6 |
14 |
75 |
| Oil-stock Nexus in an Oil-rich Country: Does Geopolitical Risk Matter in Terms of Investment Horizons? |
0 |
0 |
1 |
7 |
4 |
5 |
9 |
27 |
| On interactions between remittance outflows and Saudi Arabian macroeconomy: New evidence from wavelets |
0 |
1 |
1 |
23 |
5 |
11 |
19 |
121 |
| On the Interaction between the Crude Oil Market and the Macroeconomic Activity: How do the 2000s differ from the 70s? |
0 |
0 |
1 |
11 |
2 |
3 |
5 |
38 |
| On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: a wavelet-based approach |
0 |
0 |
0 |
15 |
3 |
6 |
10 |
113 |
| On the interplay between US sectoral CDS, stock and VIX indices: Fresh insights from wavelet approaches |
0 |
0 |
0 |
10 |
2 |
4 |
9 |
35 |
| 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 |
1 |
2 |
6 |
149 |
| On the investors' sentiments and the Islamic stock-bond interplay across investments' horizons |
0 |
0 |
1 |
11 |
7 |
11 |
19 |
52 |
| One-day-ahead value-at-risk estimations with dual long-memory models: evidence from the Tunisian stock market |
0 |
0 |
2 |
43 |
5 |
7 |
9 |
170 |
| Price and volatility spillovers between exchange rates and stock indexes for the pre- and post-euro period |
0 |
0 |
2 |
228 |
2 |
10 |
18 |
515 |
| Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk: A two-state Markov switching analysis |
0 |
0 |
0 |
28 |
5 |
10 |
12 |
114 |
| Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis |
0 |
0 |
2 |
45 |
4 |
8 |
12 |
154 |
| Regime de change et croissance economique: une investigation empirique |
0 |
0 |
0 |
422 |
1 |
5 |
8 |
1,552 |
| Sectoral energy consumption by source and output in the U.S.: New evidence from wavelet-based approach |
0 |
0 |
0 |
9 |
3 |
5 |
7 |
58 |
| Spillovers across European sovereign credit markets and role of surprise and uncertainty |
0 |
0 |
0 |
3 |
2 |
6 |
9 |
23 |
| Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach |
1 |
3 |
10 |
360 |
6 |
15 |
41 |
1,026 |
| Strength of co-movement between sector CDS indexes and relationship with major economic and financial variables over time and during investment horizons |
0 |
0 |
0 |
3 |
3 |
7 |
12 |
27 |
| The Interactive Relationship Between the US Economic Policy Uncertainty and BRIC Stock Markets |
0 |
1 |
1 |
24 |
8 |
11 |
13 |
116 |
| The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach |
0 |
0 |
5 |
343 |
3 |
8 |
24 |
1,044 |
| The guarantee option against the construction cost overruns of nuclear power plant: Monte Carlo simulation approach |
0 |
0 |
0 |
3 |
1 |
2 |
3 |
20 |
| The interactive relationship between the US economic policy uncertainty and BRIC stock markets |
0 |
2 |
2 |
47 |
3 |
9 |
18 |
222 |
| The interconnections between U.S. financial CDS spreads and control variables: New evidence using partial and multivariate wavelet coherences |
0 |
1 |
1 |
10 |
7 |
12 |
17 |
55 |
| Value-at-risk estimations of energy commodities via long-memory, asymmetry and fat-tailed GARCH models |
0 |
1 |
3 |
233 |
4 |
13 |
23 |
652 |
| Volatility forecasting and risk management in some MENA stock markets: a nonlinear framework |
0 |
0 |
0 |
8 |
6 |
7 |
13 |
76 |
| Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns |
0 |
1 |
2 |
154 |
5 |
14 |
21 |
521 |
| Total Journal Articles |
5 |
28 |
82 |
3,934 |
209 |
441 |
806 |
14,134 |
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