| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles |
0 |
0 |
0 |
84 |
0 |
0 |
4 |
372 |
| Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
134 |
| Board of Directors and Bank Performance: Beyond Agency Theory |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
30 |
| COVID-19 Pandemic and Investor Herding in International Stock Markets |
0 |
0 |
0 |
64 |
1 |
2 |
9 |
243 |
| Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach |
0 |
0 |
0 |
37 |
1 |
1 |
5 |
507 |
| Can volume predict Bitcoin returns and volatility? A quantiles-based approach |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
93 |
| Capturing fat tails and modeling volatility of returns on Beirut Stock Exchange |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
27 |
| Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach |
0 |
0 |
0 |
23 |
2 |
2 |
4 |
81 |
| Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective |
0 |
0 |
0 |
118 |
0 |
0 |
6 |
26 |
| Culture and multiple firm-bank relationships: a matter of secrecy and trust? |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
13 |
| Determinants of Retailers' Cross-channel Integration: An Innovation Diffusion Perspective on Omni-channel Retailing |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
46 |
| Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions |
0 |
0 |
0 |
31 |
2 |
4 |
12 |
482 |
| Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
95 |
| Does Board Structure Affect Financial Distress? A Study with Reference to Family Firms in Lebanon |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
31 |
| Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin? |
0 |
0 |
0 |
16 |
1 |
5 |
15 |
242 |
| Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model |
0 |
0 |
0 |
20 |
0 |
0 |
5 |
179 |
| Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
38 |
| El Nino and Forecastability of Oil-Price Realized Volatility |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
55 |
| El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
27 |
| Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
16 |
| Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War? |
0 |
0 |
0 |
61 |
2 |
5 |
8 |
145 |
| Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions |
0 |
0 |
0 |
27 |
2 |
8 |
17 |
228 |
| Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
54 |
| Forecasting Realized Volatility of Bitcoin: The Role of the Trade War |
0 |
0 |
0 |
54 |
0 |
0 |
3 |
116 |
| From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks |
0 |
0 |
1 |
122 |
0 |
1 |
5 |
333 |
| Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note |
0 |
0 |
0 |
9 |
4 |
5 |
9 |
97 |
| Geopolitical Risks and Stock Market Volatility in the G7 Countries: A Century of Evidence from a Time-Varying Nonparametric Panel Data Model |
0 |
0 |
0 |
0 |
3 |
5 |
14 |
128 |
| Gold, Platinum and the Predictability of Bond Risk Premia |
0 |
0 |
0 |
36 |
0 |
0 |
0 |
76 |
| Hedging the Risks of MENA Stock Markets with Gold: Evidence from the Spectral Approach |
0 |
0 |
0 |
11 |
0 |
0 |
2 |
16 |
| Herding Behaviour in the Cryptocurrency Market |
0 |
0 |
0 |
38 |
0 |
0 |
4 |
310 |
| High-Frequency Movements of the Term Structure of Interest Rates of the United States: The Role of Oil Market Uncertainty |
0 |
0 |
0 |
16 |
0 |
0 |
2 |
50 |
| High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
33 |
| Impact of family involvement in ownership management and direction on financial performance of the Lebanese firms |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
38 |
| Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector |
0 |
0 |
3 |
158 |
0 |
0 |
5 |
531 |
| Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities |
0 |
0 |
0 |
3 |
0 |
1 |
2 |
69 |
| Investor Sentiment Connectedness: Evidence from Linear and Nonlinear Causality Approaches |
0 |
0 |
0 |
28 |
0 |
0 |
3 |
145 |
| Investor Sentiment and (Anti-)Herding in the Currency Market: Evidence from Twitter Feed Data |
0 |
0 |
0 |
12 |
0 |
1 |
3 |
95 |
| Is Wine a Good Choice for Investment? |
0 |
0 |
0 |
22 |
2 |
2 |
3 |
142 |
| Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test |
0 |
0 |
0 |
22 |
1 |
3 |
5 |
117 |
| Jumps in Energy and Non-Energy Commodities |
0 |
0 |
0 |
15 |
0 |
0 |
3 |
39 |
| Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin |
0 |
0 |
0 |
61 |
0 |
0 |
7 |
147 |
| Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks |
0 |
0 |
0 |
151 |
1 |
1 |
4 |
654 |
| Monetary Policy Uncertainty and Volatility Jumps in Advanced Equity Markets |
0 |
0 |
0 |
9 |
1 |
2 |
7 |
74 |
| Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
57 |
| Movements in International Bond Markets: The Role of Oil Prices |
0 |
0 |
0 |
28 |
0 |
0 |
3 |
187 |
| Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach |
0 |
0 |
0 |
33 |
0 |
0 |
1 |
203 |
| Non-Standard Errors |
0 |
2 |
3 |
44 |
2 |
7 |
42 |
440 |
| OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning |
0 |
0 |
0 |
18 |
0 |
0 |
2 |
74 |
| On the Dynamics of International Real Estate Investment Trust Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures |
0 |
0 |
0 |
2 |
1 |
1 |
2 |
30 |
| On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? |
1 |
1 |
1 |
3 |
3 |
3 |
18 |
185 |
| On the return-volatility relationship in the Bitcoin market around the price crash of 2013 |
0 |
1 |
4 |
76 |
0 |
3 |
17 |
228 |
| Out-of-Sample Predictability of Gold Market Volatility: The Role of US Nonfarm Payroll |
0 |
0 |
0 |
12 |
0 |
2 |
6 |
44 |
| Outside directors and firm performance across family generations in Lebanon |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
48 |
| Pairs Trading comme Arbitrage Statistique à la Bourse de Beyrouth: La Co-intégration entre les Cours des Actions Solidere A et B* |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
27 |
| Predicting Bitcoin Returns: Comparing the Roles of Newspaper- and Internet Search-Based Measures of Uncertainty |
0 |
0 |
0 |
16 |
1 |
1 |
2 |
53 |
| Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
32 |
| Rare Disaster Risks and Volatility of the Term-Structure of US Treasury Securities: The Role of El Nino and La Nina Events |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
21 |
| Return Connectedness across Asset Classes around the COVID-19 Outbreak |
0 |
0 |
0 |
8 |
0 |
0 |
2 |
78 |
| Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets |
0 |
0 |
0 |
32 |
1 |
1 |
4 |
114 |
| Risk Spillover between Bitcoin and Conventional Financial Markets: An Expectile-Based Approach |
0 |
0 |
0 |
19 |
1 |
2 |
4 |
103 |
| Sentiment and Financial Market Connectedness: The Role of Investor Happiness |
0 |
0 |
0 |
24 |
0 |
1 |
10 |
160 |
| Spillover across Eurozone credit market sectors and determinants |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
20 |
| Spillovers between Bitcoin and other Assets during Bear and Bull Markets |
0 |
0 |
0 |
59 |
0 |
3 |
19 |
329 |
| Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin |
0 |
0 |
0 |
0 |
0 |
1 |
14 |
108 |
| Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices |
0 |
0 |
0 |
54 |
0 |
0 |
0 |
221 |
| The (Asymmetric) Effect of El Nino and La Nina on Gold and Silver Prices in a GVAR Model |
0 |
0 |
0 |
0 |
1 |
3 |
6 |
99 |
| The Benefits of Diversification between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction |
0 |
0 |
0 |
37 |
0 |
0 |
3 |
151 |
| The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile |
0 |
0 |
0 |
0 |
0 |
3 |
10 |
108 |
| The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles |
0 |
0 |
0 |
20 |
1 |
1 |
5 |
80 |
| The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach |
0 |
0 |
0 |
27 |
0 |
3 |
4 |
104 |
| The impact of religious practice on stock returns and volatility |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
38 |
| Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates |
0 |
0 |
0 |
10 |
0 |
0 |
2 |
44 |
| Trade Uncertainties and the Hedging Abilities of Bitcoin |
0 |
0 |
0 |
35 |
2 |
2 |
4 |
63 |
| Uncertainty and Daily Predictability of Housing Returns and Volatility of the United States: Evidence from a Higher-Order Nonparametric Causality-in-Quantiles Test |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
68 |
| Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
17 |
| Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness |
0 |
0 |
0 |
34 |
0 |
0 |
4 |
131 |
| Total Working Papers |
1 |
4 |
12 |
1,871 |
37 |
90 |
386 |
10,039 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A broadened causality in variance approach to assess the risk dynamics between crude oil prices and the Jordanian stock market |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
51 |
| A quantile regression analysis of flights-to-safety with implied volatilities |
0 |
0 |
1 |
12 |
1 |
1 |
6 |
48 |
| An Attempt to Capture Leptokurtic of Returns and to Model Its Volatility: The Case of Beirut Stock Exchange |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
70 |
| Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour |
0 |
0 |
0 |
9 |
0 |
0 |
2 |
31 |
| Assessing the risk of the European Union carbon allowance market |
0 |
0 |
0 |
3 |
0 |
1 |
2 |
16 |
| Asymmetric efficiency of cryptocurrencies during COVID19 |
0 |
0 |
0 |
20 |
1 |
5 |
9 |
84 |
| Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment |
0 |
0 |
0 |
16 |
0 |
0 |
5 |
55 |
| Asymmetric multifractal cross-correlations between the main world currencies and the main cryptocurrencies |
0 |
0 |
0 |
8 |
0 |
5 |
9 |
48 |
| Asymmetric volatility spillover among Chinese sectors during COVID-19 |
0 |
0 |
0 |
14 |
0 |
0 |
3 |
55 |
| Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles |
1 |
2 |
3 |
56 |
3 |
4 |
19 |
221 |
| Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? |
0 |
6 |
10 |
67 |
2 |
11 |
34 |
251 |
| Bitcoin price–volume: A multifractal cross-correlation approach |
0 |
1 |
4 |
38 |
2 |
6 |
21 |
123 |
| Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis |
1 |
3 |
11 |
123 |
5 |
13 |
46 |
437 |
| Board of directors and bank performance: beyond agency theory |
0 |
0 |
0 |
4 |
1 |
1 |
1 |
31 |
| Board of directors and financial performance in the Middle East |
0 |
0 |
0 |
15 |
0 |
1 |
2 |
114 |
| COVID-19 Pandemic and Investor Herding in International Stock Markets |
0 |
0 |
1 |
8 |
1 |
1 |
8 |
42 |
| Can energy commodity futures add to the value of carbon assets? |
0 |
0 |
0 |
6 |
0 |
0 |
4 |
72 |
| Can volume predict Bitcoin returns and volatility? A quantiles-based approach |
1 |
2 |
11 |
280 |
4 |
7 |
32 |
899 |
| Causal nexus between crude oil and US corporate bonds |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
22 |
| Causality between oil prices and the stock market in China: The relevance of the reformed oil product pricing mechanism |
0 |
0 |
0 |
19 |
0 |
1 |
5 |
87 |
| Co-explosivity in the cryptocurrency market |
1 |
6 |
18 |
149 |
1 |
9 |
40 |
414 |
| Co-movement across european stock and real estate markets |
1 |
4 |
4 |
13 |
4 |
10 |
20 |
86 |
| Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices |
0 |
0 |
3 |
26 |
0 |
2 |
8 |
116 |
| Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
32 |
| Conditional quantiles and tail dependence in the volatilities of gold and silver |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
16 |
| Conditional quantiles and tail dependence in the volatilities of gold and silver |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
33 |
| Correlation and Volatility of the MENA Equity Markets in Turbulent Periods, and Portfolio Implications |
0 |
0 |
2 |
36 |
0 |
0 |
5 |
205 |
| Crude oil prices and clean energy stock indices: Lagged and asymmetric effects with quantile regression |
0 |
0 |
2 |
20 |
0 |
1 |
13 |
76 |
| Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010 |
1 |
1 |
1 |
13 |
1 |
3 |
5 |
140 |
| Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis |
0 |
1 |
2 |
14 |
0 |
4 |
8 |
63 |
| Cryptocurrencies and the downside risk in equity investments |
1 |
7 |
13 |
48 |
2 |
18 |
38 |
170 |
| Cryptocurrencies as hedges and safe-havens for US equity sectors |
1 |
10 |
20 |
77 |
8 |
36 |
66 |
274 |
| Culture and Multiple Firm–Bank Relationships: A Matter of Secrecy and Trust? |
1 |
1 |
1 |
6 |
1 |
5 |
6 |
34 |
| Directional predictability of implied volatility: From crude oil to developed and emerging stock markets |
0 |
0 |
0 |
7 |
0 |
2 |
4 |
37 |
| Do Bitcoin and other cryptocurrencies jump together? |
0 |
1 |
1 |
45 |
1 |
4 |
13 |
163 |
| Do Fine Wines Blend with Crude Oil? Seizing the Transmission of Mean and Volatility Between Two Commodity Prices* |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
47 |
| Do return and volatility traverse the Middle Eastern and North African (MENA) stock markets borders? |
0 |
0 |
1 |
2 |
0 |
0 |
1 |
17 |
| Does Bitcoin Hedge Categorical Economic Uncertainty? A Quantile Analysis |
0 |
0 |
0 |
5 |
0 |
3 |
6 |
28 |
| Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions |
3 |
6 |
16 |
220 |
11 |
29 |
70 |
700 |
| Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? |
0 |
3 |
8 |
81 |
4 |
16 |
39 |
294 |
| Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model |
0 |
0 |
1 |
20 |
0 |
0 |
5 |
98 |
| Does oil product pricing reform increase returns and uncertainty in the Chinese stock market? |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
46 |
| Dynamic connectedness and integration in cryptocurrency markets |
1 |
2 |
10 |
80 |
2 |
10 |
36 |
313 |
| Dynamic interdependence of cryptocurrency markets: An analysis across time and frequency |
0 |
0 |
0 |
18 |
0 |
1 |
3 |
51 |
| Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities |
0 |
0 |
0 |
17 |
2 |
2 |
4 |
91 |
| Dynamic structural impacts of oil shocks on exchange rates: lessons to learn |
0 |
0 |
0 |
16 |
0 |
0 |
2 |
60 |
| Dynamics and determinants of spillovers across the option-implied volatilities of US equities |
0 |
0 |
0 |
4 |
0 |
0 |
3 |
22 |
| Economic policy uncertainty and the Bitcoin-US stock nexus |
0 |
0 |
1 |
16 |
2 |
4 |
12 |
70 |
| El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements |
0 |
0 |
0 |
3 |
0 |
0 |
3 |
13 |
| Energy and non-energy commodities: An asymmetric approach towards portfolio diversification in the commodity market |
0 |
0 |
1 |
12 |
0 |
2 |
9 |
92 |
| Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting |
1 |
1 |
2 |
32 |
2 |
4 |
8 |
131 |
| Extreme return connectedness and its determinants between clean/green and dirty energy investments |
1 |
2 |
7 |
51 |
2 |
5 |
24 |
159 |
| Extreme spillovers across Asian-Pacific currencies: A quantile-based analysis |
0 |
0 |
2 |
8 |
0 |
0 |
3 |
46 |
| Fear Linkages Between the US and BRICS Stock Markets: A Frequency-Domain Causality |
0 |
0 |
1 |
3 |
0 |
2 |
4 |
16 |
| Fine Wines and Stocks from the Perspective of UK Investors: Hedge or Safe Haven?* |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
40 |
| Forecasting Realized Volatility of Bitcoin: The Role of the Trade War |
1 |
4 |
6 |
22 |
2 |
8 |
15 |
87 |
| Forecasting power of infectious diseases-related uncertainty for gold realized variance |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
14 |
| Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note |
1 |
1 |
7 |
18 |
4 |
6 |
17 |
59 |
| Gold against Asian Stock Markets during the COVID-19 Outbreak |
0 |
0 |
2 |
6 |
0 |
0 |
3 |
49 |
| Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach |
1 |
2 |
4 |
30 |
1 |
6 |
17 |
159 |
| Gold, platinum and the predictability of bond risk premia |
0 |
0 |
0 |
3 |
1 |
1 |
1 |
19 |
| Hedging Strategies of Green Assets against Dirty Energy Assets |
2 |
2 |
3 |
17 |
3 |
3 |
9 |
63 |
| Hedging the risk of travel and leisure stocks: The role of crude oil |
0 |
0 |
2 |
2 |
0 |
1 |
5 |
16 |
| Herding behavior in the commodity markets of the Asia-Pacific region |
0 |
1 |
2 |
12 |
0 |
1 |
6 |
36 |
| Herding behaviour in cryptocurrencies |
4 |
7 |
21 |
146 |
7 |
14 |
56 |
484 |
| Herding on Fundamental/Nonfundamental Information During the COVID-19 Outbreak and Cyber-Attacks: Evidence From the Cryptocurrency Market |
0 |
1 |
1 |
1 |
0 |
1 |
2 |
11 |
| IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST |
0 |
0 |
0 |
17 |
0 |
0 |
2 |
80 |
| Impact of energy sector volatility on clean energy assets |
0 |
0 |
1 |
19 |
0 |
0 |
5 |
71 |
| Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers |
0 |
0 |
0 |
16 |
0 |
1 |
4 |
40 |
| Infectious Diseases, Market Uncertainty and Oil Market Volatility |
0 |
0 |
1 |
11 |
0 |
0 |
2 |
39 |
| Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities |
0 |
0 |
0 |
11 |
0 |
1 |
1 |
47 |
| Information interdependence among energy, cryptocurrency and major commodity markets |
1 |
1 |
3 |
73 |
3 |
6 |
16 |
204 |
| Intraday return predictability: Evidence from commodity ETFs and their related volatility indices |
0 |
0 |
1 |
14 |
0 |
0 |
6 |
32 |
| Is Bitcoin a better safe-haven investment than gold and commodities? |
3 |
9 |
25 |
162 |
9 |
29 |
92 |
571 |
| Is wine a good choice for investment? |
0 |
0 |
0 |
12 |
0 |
1 |
4 |
77 |
| Israeli-Hezbollah War and Global Financial Crisis in the Middle East and North African Equity Markets |
0 |
0 |
0 |
25 |
0 |
0 |
2 |
111 |
| Mixed‐frequency forecasting of crude oil volatility based on the information content of global economic conditions |
0 |
0 |
0 |
8 |
0 |
1 |
7 |
31 |
| Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks |
0 |
0 |
0 |
28 |
0 |
1 |
4 |
102 |
| Modelling the volatility of crude oil returns: Jumps and volatility forecasts |
0 |
0 |
0 |
3 |
0 |
1 |
2 |
35 |
| Movements in international bond markets: The role of oil prices |
0 |
0 |
0 |
16 |
2 |
3 |
6 |
111 |
| Natural disasters and economic growth: a quantile on quantile approach |
1 |
3 |
7 |
33 |
3 |
7 |
25 |
87 |
| Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach |
0 |
0 |
2 |
34 |
0 |
3 |
13 |
170 |
| News-based equity market uncertainty and crude oil volatility |
0 |
0 |
1 |
15 |
0 |
0 |
18 |
89 |
| Nonlinear relationships amongst the implied volatilities of crude oil and precious metals |
0 |
0 |
0 |
9 |
0 |
0 |
2 |
57 |
| Oil market conditions and sovereign risk in MENA oil exporters and importers |
0 |
0 |
0 |
9 |
0 |
0 |
2 |
70 |
| Oil volatility and sovereign risk of BRICS |
1 |
1 |
5 |
37 |
1 |
4 |
11 |
117 |
| Oil volatility shocks and the stock markets of oil-importing MENA economies: A tale from the financial crisis |
0 |
2 |
3 |
44 |
0 |
3 |
13 |
190 |
| On the Dynamic Transmission of Mean and Volatility across the Arab Stock Markets |
0 |
0 |
0 |
8 |
0 |
0 |
3 |
43 |
| On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? |
5 |
14 |
52 |
440 |
28 |
74 |
206 |
1,326 |
| On the intraday return curves of Bitcoin: Predictability and trading opportunities |
0 |
0 |
4 |
22 |
2 |
4 |
13 |
56 |
| On the return-volatility relationship in the Bitcoin market around the price crash of 2013 |
0 |
0 |
1 |
32 |
0 |
1 |
5 |
176 |
| On the volatility transmission between oil and stock markets: a comparison of emerging importers and exporters |
0 |
0 |
1 |
29 |
0 |
1 |
8 |
137 |
| Outside directors and firm performance across family generations in Lebanon |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
35 |
| Ownership structure and minority expropriation in Lebanon |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
18 |
| Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns |
1 |
3 |
5 |
10 |
4 |
7 |
20 |
65 |
| Predicting Bitcoin returns: Comparing the roles of newspaper- and internet search-based measures of uncertainty |
0 |
0 |
0 |
9 |
0 |
0 |
3 |
50 |
| Principal–principal conflicts in Lebanese unlisted family firms |
0 |
0 |
1 |
9 |
0 |
0 |
6 |
87 |
| Quantile causality between banking stock and real estate securities returns in the US |
0 |
0 |
1 |
5 |
0 |
0 |
1 |
26 |
| Quantile connectedness in the cryptocurrency market |
0 |
1 |
12 |
70 |
3 |
12 |
37 |
232 |
| Realised volatility connectedness among Bitcoin exchange markets |
0 |
0 |
1 |
11 |
1 |
1 |
5 |
45 |
| Regime specific spillover across cryptocurrencies and the role of COVID-19 |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
20 |
| Return and volatility linkages between CO2 emission and clean energy stock prices |
0 |
0 |
1 |
60 |
0 |
7 |
15 |
210 |
| Return and volatility linkages between oil prices and the Lebanese stock market in crisis periods |
1 |
1 |
1 |
38 |
1 |
3 |
9 |
117 |
| Return connectedness across asset classes around the COVID-19 outbreak |
1 |
3 |
6 |
43 |
5 |
10 |
21 |
189 |
| Return equicorrelation in the cryptocurrency market: Analysis and determinants |
0 |
0 |
0 |
22 |
0 |
1 |
4 |
56 |
| Revisiting the valuable roles of commodities for international stock markets |
1 |
1 |
5 |
14 |
1 |
1 |
13 |
55 |
| Risk aversion and Bitcoin returns in extreme quantiles |
0 |
0 |
1 |
34 |
1 |
2 |
12 |
107 |
| Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach |
0 |
0 |
1 |
9 |
0 |
0 |
6 |
58 |
| Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model |
1 |
4 |
6 |
46 |
3 |
6 |
13 |
191 |
| Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin |
4 |
15 |
28 |
142 |
13 |
31 |
75 |
442 |
| Short- and long-run causality across the implied volatility of crude oil and agricultural commodities |
0 |
0 |
0 |
32 |
2 |
2 |
4 |
131 |
| Spillover across Eurozone credit market sectors and determinants |
0 |
1 |
1 |
4 |
1 |
2 |
7 |
24 |
| Spillovers between Bitcoin and other assets during bear and bull markets |
1 |
2 |
8 |
35 |
4 |
15 |
41 |
167 |
| Spillovers in higher moments and jumps across US stock and strategic commodity markets |
0 |
0 |
5 |
9 |
0 |
2 |
11 |
37 |
| Systemic risk spillover across global and country stock markets during the COVID-19 pandemic |
0 |
0 |
2 |
38 |
1 |
2 |
15 |
115 |
| Tail dependence in the return-volume of leading cryptocurrencies |
0 |
0 |
2 |
9 |
0 |
0 |
2 |
28 |
| Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices |
0 |
1 |
3 |
58 |
1 |
3 |
7 |
223 |
| The Crude Oil–Stock Market Dependence and Its Determinants: Evidence from Emerging Economies |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
43 |
| The Determinants of the U.S. Consumer Sentiment: Linear and Nonlinear Models |
0 |
0 |
0 |
3 |
0 |
1 |
2 |
29 |
| The Dynamic Behaviour and Determinants of Linkages among Middle Eastern and North African Stock Exchanges |
0 |
0 |
0 |
19 |
0 |
2 |
6 |
107 |
| The Effect of Jumps in the Crude Oil Market on the Sovereign Risks of Major Oil Exporters |
0 |
0 |
1 |
4 |
0 |
0 |
1 |
56 |
| The Lebanese Electricity Woes: An Estimation of the Economical Costs of Power Interruptions |
0 |
1 |
1 |
10 |
0 |
1 |
2 |
65 |
| The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes |
0 |
0 |
0 |
23 |
0 |
0 |
2 |
89 |
| The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes |
0 |
0 |
1 |
57 |
1 |
1 |
12 |
245 |
| The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin |
1 |
3 |
14 |
245 |
4 |
9 |
34 |
870 |
| The impact of religious practice on stock returns and volatility |
0 |
0 |
2 |
23 |
0 |
1 |
5 |
99 |
| The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles |
1 |
1 |
2 |
10 |
1 |
2 |
7 |
29 |
| The pricing of bad contagion in cryptocurrencies: A four-factor pricing model |
0 |
1 |
1 |
18 |
1 |
3 |
3 |
32 |
| The profitability of technical trading rules in the Bitcoin market |
1 |
3 |
10 |
70 |
3 |
9 |
26 |
165 |
| The realized volatility of commodity futures: Interconnectedness and determinants# |
0 |
2 |
5 |
30 |
4 |
7 |
17 |
83 |
| The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach |
0 |
1 |
3 |
18 |
0 |
2 |
6 |
78 |
| The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages |
0 |
0 |
0 |
10 |
0 |
0 |
7 |
66 |
| Time-varying risk aversion and forecastability of the US term structure of interest rates |
0 |
0 |
2 |
2 |
0 |
0 |
2 |
7 |
| Trade uncertainties and the hedging abilities of Bitcoin |
1 |
1 |
1 |
4 |
2 |
2 |
2 |
27 |
| Trading volume and the predictability of return and volatility in the cryptocurrency market |
0 |
2 |
10 |
89 |
7 |
20 |
47 |
288 |
| Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices |
0 |
0 |
0 |
8 |
1 |
1 |
2 |
60 |
| Volatility connectedness of major cryptocurrencies: The role of investor happiness |
1 |
1 |
3 |
19 |
3 |
4 |
15 |
80 |
| Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries |
0 |
0 |
4 |
21 |
1 |
1 |
7 |
105 |
| Total Journal Articles |
50 |
155 |
463 |
4,597 |
198 |
585 |
1,817 |
17,367 |
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