Access Statistics for Ahmed Khalifa

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets? 0 0 2 3 1 2 10 24
Oil Price Risk Exposure and the Cross-section of Stock Returns: The Case of Net Exporting Countries 0 0 0 2 0 0 3 19
Systemic risk for financial institutions of major petroleum-based economies: The role of oil 0 0 4 52 3 5 28 63
Volatility Spillover, Interdependence, Comovements across GCC, Oil and U.S. Markets and Portfolio Management Strategies in a Regime-Changing Environment 0 0 0 39 0 0 3 140
Volatility Transmission across Currency, Commodity and Equity Markets under Multi-Chain Regime Switching: Implications for Hedging and Portfolio Allocation 0 0 0 96 1 1 3 266
Total Working Papers 0 0 6 192 5 8 47 512


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Causes and consequences of energy price shocks on petroleum-based stock market using the spillover asymmetric multiplicative error model 0 0 2 10 0 1 8 41
Extracting portfolio management strategies from volatility transmission models in regime-changing environments: Evidence from GCC and global markets 0 0 0 4 1 1 2 38
Further evidence on the rationality of interest rate expectations: A comprehensive study of developed and emerging economies 0 1 2 16 2 4 14 74
Oil price risk exposure and the cross-section of stock returns: The case of net exporting countries 0 0 0 9 1 2 11 72
Oil price volatility and the dynamic systematic risk in Kuwait's equity sector portfolio using the Kalman filter approach 0 0 0 13 4 6 10 80
Patterns of volatility transmissions within regime switching across GCC and global markets 0 0 1 24 1 6 17 104
Return distributions and volatility forecasting in metal futures markets: Evidence from gold, silver, and copper 0 0 0 6 0 0 4 37
Spillovers between energy and FX markets: The importance of asymmetry, uncertainty and business cycle 0 0 0 3 0 2 4 35
The relationship between oil prices and rig counts: The importance of lags 0 1 8 28 8 13 44 141
Volatility transmission across currencies and commodities with US uncertainty measures 0 0 1 7 0 0 3 30
Total Journal Articles 0 2 14 120 17 35 117 652


Statistics updated 2021-01-03