| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling |
0 |
0 |
1 |
24 |
5 |
7 |
18 |
131 |
| Are oil and gas stocks from the Australian market riskier than coal and uranium stocks? Dependence risk analysis and portfolio optimization |
0 |
0 |
0 |
24 |
2 |
3 |
8 |
125 |
| Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric? |
0 |
0 |
0 |
7 |
2 |
3 |
9 |
33 |
| Asymmetric risk spillovers between oil and agricultural commodities |
0 |
0 |
1 |
19 |
3 |
4 |
14 |
83 |
| Bitcoin, gold, and the VIX: short- and long-term effects of economic policy uncertainty |
0 |
0 |
5 |
19 |
2 |
3 |
15 |
41 |
| Characteristics of spillovers between the US stock market and precious metals and oil |
0 |
0 |
1 |
5 |
1 |
6 |
20 |
49 |
| Co-movements between Bitcoin and Gold: A wavelet coherence analysis |
0 |
1 |
2 |
43 |
3 |
8 |
40 |
144 |
| Dependence and risk management of portfolios of metals and agricultural commodity futures |
1 |
1 |
5 |
10 |
4 |
4 |
13 |
20 |
| Directional predictability and time-varying spillovers between stock markets and economic cycles |
0 |
0 |
0 |
27 |
0 |
0 |
9 |
127 |
| Dynamic spillovers and network structure among commodity, currency, and stock markets |
1 |
1 |
1 |
10 |
1 |
4 |
14 |
42 |
| Effect of Increasing Import Competition from China on the Local Labor Market: Evidence from Sweden |
0 |
0 |
0 |
2 |
4 |
6 |
16 |
49 |
| Forecasting of dependence, market, and investment risks of a global index portfolio |
0 |
0 |
0 |
3 |
2 |
6 |
10 |
26 |
| Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs |
0 |
0 |
1 |
13 |
4 |
11 |
19 |
91 |
| Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach |
0 |
0 |
0 |
2 |
2 |
4 |
15 |
63 |
| Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit |
0 |
0 |
2 |
21 |
3 |
7 |
16 |
103 |
| Impact of food price volatility on the US restaurant sector |
0 |
0 |
2 |
13 |
2 |
4 |
18 |
44 |
| Inflation cycle synchronization in ASEAN countries |
0 |
0 |
2 |
13 |
4 |
4 |
13 |
93 |
| Interdependence and portfolio optimisation of bank equity returns from developed and emerging Europe |
0 |
0 |
1 |
1 |
5 |
7 |
11 |
19 |
| Interdependence and spillovers between big oil companies and regional and global energy equity markets |
0 |
0 |
0 |
0 |
7 |
8 |
20 |
21 |
| Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios |
0 |
0 |
0 |
7 |
3 |
4 |
9 |
79 |
| Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios |
0 |
0 |
0 |
16 |
2 |
7 |
15 |
197 |
| Network Interdependence and Optimization of Bank Portfolios from Developed and Emerging Asia Pacific Countries |
0 |
0 |
0 |
4 |
2 |
2 |
12 |
40 |
| Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices |
0 |
1 |
3 |
21 |
0 |
3 |
13 |
68 |
| Nonlinear spillover and portfolio allocation characteristics of energy equity sectors: Evidence from the United States and Canada |
0 |
0 |
0 |
8 |
2 |
7 |
9 |
32 |
| On the predictability of crude oil market: A hybrid multiscale wavelet approach |
0 |
0 |
0 |
5 |
2 |
4 |
11 |
31 |
| Regime specific spillovers across US sectors and the role of oil price volatility |
0 |
0 |
4 |
9 |
3 |
9 |
25 |
43 |
| Regional and copula estimation effects on EU and US energy equity portfolios |
0 |
0 |
0 |
3 |
0 |
1 |
9 |
75 |
| Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe |
0 |
0 |
1 |
7 |
3 |
3 |
12 |
44 |
| Risk transmitters and receivers in global currency markets |
0 |
0 |
0 |
12 |
2 |
3 |
9 |
67 |
| Spillover across Eurozone credit market sectors and determinants |
0 |
0 |
1 |
5 |
2 |
4 |
14 |
37 |
| Spillovers and diversification potential of bank equity returns from developed and emerging America |
0 |
0 |
0 |
2 |
1 |
3 |
10 |
36 |
| Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities |
1 |
1 |
4 |
8 |
2 |
9 |
27 |
37 |
| Spillovers and portfolio optimization of agricultural commodity and global equity markets |
0 |
0 |
1 |
10 |
0 |
1 |
10 |
31 |
| Spillovers and portfolio optimization of precious metals and global/regional equity markets |
0 |
1 |
3 |
6 |
1 |
10 |
25 |
34 |
| Tail dependence risk exposure and diversification potential of Islamic and conventional banks |
0 |
0 |
0 |
0 |
2 |
2 |
7 |
12 |
| The US equity sectors, implied volatilities, and COVID-19: What does the spillover analysis reveal? |
0 |
0 |
0 |
3 |
3 |
14 |
25 |
47 |
| The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories |
0 |
0 |
0 |
13 |
5 |
6 |
17 |
120 |
| The influence of oil, gold and stock market index on US equity sectors |
0 |
0 |
2 |
11 |
2 |
3 |
7 |
25 |
| Time and frequency relationship between household investors’ sentiment index and US industry stock returns |
0 |
0 |
1 |
4 |
0 |
1 |
7 |
42 |
| Who leads the inflation cycle in Europe? Inflation cycle and spillover influence among Eurozone and non-Eurozone economies |
0 |
0 |
0 |
3 |
2 |
2 |
5 |
18 |
| Who leads the inflation cycle in Europe? Inflation cycle and spillover influence among Eurozone and non-Eurozone economies |
0 |
0 |
0 |
2 |
1 |
2 |
5 |
27 |
| Total Journal Articles |
3 |
6 |
44 |
415 |
96 |
199 |
581 |
2,446 |
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