| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes |
0 |
0 |
0 |
8 |
2 |
4 |
5 |
32 |
| Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? |
0 |
0 |
2 |
37 |
0 |
1 |
8 |
132 |
| Asymmetric Linkages between BRICS Stock Returns and Country Risk Ratings: Evidence from Dynamic Panel Threshold Models |
0 |
0 |
1 |
14 |
0 |
0 |
3 |
111 |
| Board effectiveness, conglomerate diversification, and firm performance: the tunisian case |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
89 |
| Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold |
0 |
0 |
2 |
151 |
3 |
6 |
19 |
548 |
| Crude oil market efficiency: An empirical investigation via the Shannon entropy |
0 |
0 |
0 |
15 |
0 |
1 |
2 |
58 |
| Diversification potential of Asian frontier, BRIC emerging and major developed stock markets: A wavelet-based value at risk approach |
0 |
0 |
0 |
6 |
0 |
2 |
7 |
85 |
| Do global factors impact BRICS stock markets? A quantile regression approach |
2 |
2 |
16 |
129 |
6 |
11 |
43 |
528 |
| Dynamic Global Linkages of the BRICS Stock Markets with the United States and Europe Under External Crisis Shocks: Implications for Portfolio Risk Forecasting |
0 |
0 |
0 |
7 |
1 |
2 |
4 |
86 |
| Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors |
0 |
0 |
1 |
34 |
1 |
4 |
7 |
171 |
| Dynamic linkages between developed and BRICS stock markets: Portfolio risk analysis |
1 |
1 |
1 |
13 |
1 |
2 |
5 |
58 |
| Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications |
0 |
0 |
1 |
34 |
2 |
2 |
10 |
164 |
| Dynamic spillovers among major energy and cereal commodity prices |
0 |
0 |
2 |
66 |
1 |
2 |
8 |
325 |
| Examining the efficiency and interdependence of US credit and stock markets through MF-DFA and MF-DXA approaches |
0 |
0 |
0 |
11 |
1 |
3 |
5 |
73 |
| Global financial crisis and spillover effects among the U.S. and BRICS stock markets |
0 |
4 |
8 |
55 |
4 |
16 |
27 |
321 |
| Global financial crisis and weak-form efficiency of Islamic sectoral stock markets: An MF-DFA analysis |
0 |
0 |
1 |
28 |
1 |
1 |
6 |
107 |
| How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process |
0 |
0 |
3 |
58 |
1 |
3 |
8 |
249 |
| Impact of macroeconomic factors and country risk ratings on GCC stock markets: evidence from a dynamic panel threshold model with regime switching |
1 |
1 |
5 |
26 |
3 |
4 |
20 |
87 |
| Interdependence and contagion among industry-level US credit markets: An application of wavelet and VMD based copula approaches |
0 |
0 |
0 |
6 |
0 |
1 |
20 |
80 |
| Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method |
0 |
0 |
2 |
49 |
2 |
3 |
12 |
253 |
| More on corporate diversification, firm size and value creation |
0 |
0 |
1 |
51 |
2 |
3 |
4 |
202 |
| New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile |
0 |
0 |
0 |
13 |
0 |
1 |
4 |
78 |
| Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
82 |
| Precious metals, cereal, oil and stock market linkages and portfolio risk management: Evidence from Saudi Arabia |
0 |
0 |
0 |
30 |
1 |
2 |
9 |
161 |
| Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters: The importance of scheduled and unscheduled news announcements |
0 |
0 |
0 |
29 |
2 |
2 |
4 |
144 |
| Structural breaks and the time-varying levels of weak-form efficiency in crude oil markets: Evidence from the Hurst exponent and Shannon entropy methods |
0 |
0 |
0 |
10 |
0 |
0 |
2 |
63 |
| Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate |
0 |
0 |
0 |
59 |
0 |
0 |
1 |
174 |
| The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes |
0 |
0 |
0 |
23 |
3 |
4 |
5 |
93 |
| Time-varying volatility spillovers between stock and precious metal markets with portfolio implications |
0 |
0 |
2 |
31 |
2 |
2 |
8 |
173 |
| Total Journal Articles |
4 |
8 |
48 |
1,032 |
39 |
82 |
257 |
4,727 |
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