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? 1 2 2 7 1 2 3 35
Oil Price Risk Exposure and the Cross-section of Stock Returns: The Case of Net Exporting Countries 0 0 0 2 0 0 2 24
Systemic risk for financial institutions of major petroleum-based economies: The role of oil 0 0 0 55 0 0 2 82
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 1 3 148
Volatility Transmission across Currency, Commodity and Equity Markets under Multi-Chain Regime Switching: Implications for Hedging and Portfolio Allocation 0 0 1 97 0 1 3 272
Total Working Papers 1 2 3 200 1 4 13 561


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 1 13 1 2 6 52
Extracting portfolio management strategies from volatility transmission models in regime-changing environments: Evidence from GCC and global markets 0 0 0 4 0 0 0 41
Further evidence on the rationality of interest rate expectations: A comprehensive study of developed and emerging economies 0 0 0 21 1 1 5 96
Oil price risk exposure and the cross-section of stock returns: The case of net exporting countries 0 0 1 10 1 3 4 83
Oil price volatility and the dynamic systematic risk in Kuwait's equity sector portfolio using the Kalman filter approach 0 0 0 14 0 0 0 91
Patterns of volatility transmissions within regime switching across GCC and global markets 0 0 0 25 0 0 4 133
Return distributions and volatility forecasting in metal futures markets: Evidence from gold, silver, and copper 0 0 0 7 1 1 4 46
Spillovers between energy and FX markets: The importance of asymmetry, uncertainty and business cycle 0 0 1 4 0 0 1 40
The relationship between oil prices and rig counts: The importance of lags 1 2 3 34 2 6 20 209
Volatility transmission across currencies and commodities with US uncertainty measures 0 0 0 8 0 0 2 38
Total Journal Articles 1 2 6 140 6 13 46 829


Statistics updated 2023-05-07