Journal Article |
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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 |
10 |
38 |
0 |
1 |
23 |
106 |
Are Islamic bonds a good safe haven for stocks? Implications for portfolio management in a time-varying regime-switching copula framework |
0 |
0 |
1 |
10 |
0 |
0 |
2 |
37 |
Are Islamic gold-backed cryptocurrencies different? |
0 |
1 |
3 |
18 |
0 |
1 |
7 |
80 |
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 |
1 |
1 |
2 |
30 |
1 |
1 |
3 |
147 |
Assessing the impacts of oil price fluctuations on stock returns in emerging markets |
0 |
3 |
4 |
121 |
0 |
4 |
12 |
363 |
Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates |
0 |
0 |
3 |
55 |
0 |
0 |
10 |
187 |
COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach |
1 |
1 |
9 |
126 |
1 |
3 |
42 |
549 |
Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis |
0 |
0 |
0 |
59 |
1 |
1 |
5 |
172 |
Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis |
0 |
0 |
1 |
145 |
1 |
1 |
9 |
435 |
Comparing Functional Link Artificial Neural Network And Multilayer Feedforward Neural Network Model To Forecast Crude Oil Prices |
1 |
1 |
3 |
99 |
2 |
2 |
7 |
413 |
Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling |
0 |
0 |
1 |
102 |
1 |
1 |
4 |
380 |
Demand for audit quality in newly privatized firms in MENA region: Role of internal corporate governance mechanisms audit |
0 |
0 |
1 |
27 |
2 |
4 |
9 |
121 |
Democratic transition, political risk, economic instability, and tourist inflows: The case of Tunisia |
0 |
0 |
1 |
3 |
0 |
1 |
4 |
14 |
Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach |
0 |
0 |
0 |
15 |
0 |
0 |
2 |
69 |
Dynamic efficiency of European credit sectors: A rolling-window multifractal detrended fluctuation analysis |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
51 |
Emerging Equity Markets Connectedness, Portfolio Hedging Strategies and Effectiveness |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
30 |
Environment degradation, economic growth and energy consumption nexus: A wavelet-windowed cross correlation approach |
0 |
0 |
1 |
19 |
0 |
0 |
3 |
114 |
Equity home bias: investors' sentiments and views |
0 |
0 |
0 |
80 |
0 |
0 |
2 |
273 |
Estimation and Performance Assessment of Value-at-Risk and Expected Shortfall Based on Long-Memory GARCH-Class Models |
0 |
0 |
1 |
42 |
1 |
2 |
6 |
175 |
Financial Liberalization, Banking Crises and Economic Growth: The Case of South Mediterranean Countries |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
Financial Liberalization, Banking Crises and Economic Growth: The Case of South Mediterranean Countries |
0 |
0 |
0 |
92 |
0 |
0 |
1 |
349 |
Forecasting Crude Oil Price Using Artificial Neural Networks: A Literature Survey |
0 |
4 |
11 |
334 |
0 |
8 |
26 |
1,002 |
Forward Rate Unbiasedness Hypothesis in the Tunisian Exchange Rate Market |
0 |
0 |
0 |
9 |
1 |
3 |
9 |
84 |
Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries |
0 |
1 |
1 |
52 |
0 |
4 |
6 |
161 |
How world uncertainties and global pandemics destabilized food, energy and stock markets? Fresh evidence from quantile on quantile regressions |
1 |
2 |
3 |
8 |
1 |
3 |
7 |
38 |
Hurst's exponent behaviour, weak-form stock market efficiency and financial liberalization: the Tunisian case |
0 |
0 |
1 |
175 |
0 |
2 |
8 |
661 |
Information flow between stock return and trading volume: the Tunisian stock market |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
67 |
Information transmission across stock indices and stock index futures: International evidence using wavelet framework |
0 |
0 |
0 |
5 |
0 |
1 |
2 |
36 |
Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter? |
0 |
0 |
1 |
24 |
0 |
0 |
4 |
131 |
Investors’ sentiment and US Islamic and conventional indexes nexus: A time–frequency analysis |
0 |
0 |
1 |
20 |
1 |
1 |
3 |
74 |
Latin American stock markets’ volatility spillovers during the financial crises: a multivariate FIAPARCH-DCC framework |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
100 |
Measuring Risk of Portfolio: GARCH-Copula Model |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
171 |
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 |
1 |
33 |
0 |
0 |
4 |
123 |
Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
61 |
Oil-stock Nexus in an Oil-rich Country: Does Geopolitical Risk Matter in Terms of Investment Horizons? |
0 |
2 |
6 |
6 |
0 |
3 |
9 |
18 |
On interactions between remittance outflows and Saudi Arabian macroeconomy: New evidence from wavelets |
0 |
0 |
0 |
22 |
0 |
0 |
3 |
102 |
On the Interaction between the Crude Oil Market and the Macroeconomic Activity: How do the 2000s differ from the 70s? |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
33 |
On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: a wavelet-based approach |
0 |
0 |
0 |
15 |
0 |
0 |
4 |
103 |
On the interplay between US sectoral CDS, stock and VIX indices: Fresh insights from wavelet approaches |
0 |
0 |
2 |
10 |
0 |
1 |
4 |
26 |
On the interplay between energy consumption, economic growth and CO2 emission nexus in the GCC countries: A comparative analysis through wavelet approaches |
0 |
0 |
0 |
32 |
2 |
5 |
13 |
143 |
On the investors' sentiments and the Islamic stock-bond interplay across investments' horizons |
0 |
0 |
0 |
10 |
0 |
1 |
2 |
33 |
One-day-ahead value-at-risk estimations with dual long-memory models: evidence from the Tunisian stock market |
0 |
0 |
0 |
41 |
0 |
0 |
2 |
161 |
Price and volatility spillovers between exchange rates and stock indexes for the pre- and post-euro period |
0 |
1 |
3 |
226 |
0 |
1 |
8 |
497 |
Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk: A two-state Markov switching analysis |
0 |
0 |
1 |
28 |
0 |
0 |
3 |
102 |
Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis |
0 |
0 |
2 |
43 |
0 |
1 |
3 |
142 |
Regime de change et croissance economique: une investigation empirique |
0 |
0 |
1 |
422 |
1 |
1 |
9 |
1,544 |
Sectoral energy consumption by source and output in the U.S.: New evidence from wavelet-based approach |
0 |
1 |
1 |
9 |
0 |
1 |
5 |
51 |
Spillovers across European sovereign credit markets and role of surprise and uncertainty |
0 |
0 |
1 |
3 |
0 |
0 |
1 |
14 |
Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach |
1 |
2 |
7 |
350 |
2 |
4 |
15 |
985 |
Strength of co-movement between sector CDS indexes and relationship with major economic and financial variables over time and during investment horizons |
0 |
1 |
1 |
3 |
0 |
1 |
6 |
15 |
The Interactive Relationship Between the US Economic Policy Uncertainty and BRIC Stock Markets |
0 |
0 |
0 |
23 |
0 |
1 |
3 |
103 |
The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach |
0 |
1 |
5 |
338 |
0 |
4 |
15 |
1,020 |
The guarantee option against the construction cost overruns of nuclear power plant: Monte Carlo simulation approach |
0 |
0 |
1 |
3 |
1 |
1 |
2 |
17 |
The interactive relationship between the US economic policy uncertainty and BRIC stock markets |
0 |
3 |
5 |
45 |
1 |
6 |
19 |
204 |
The interconnections between U.S. financial CDS spreads and control variables: New evidence using partial and multivariate wavelet coherences |
0 |
0 |
0 |
9 |
0 |
0 |
2 |
38 |
Value-at-risk estimations of energy commodities via long-memory, asymmetry and fat-tailed GARCH models |
0 |
1 |
3 |
230 |
0 |
1 |
6 |
629 |
Volatility forecasting and risk management in some MENA stock markets: a nonlinear framework |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
63 |
Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns |
0 |
2 |
5 |
152 |
1 |
3 |
10 |
500 |
Total Journal Articles |
5 |
28 |
104 |
3,852 |
21 |
80 |
371 |
13,328 |