| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A quantile regression approach and nonlinear analysis with Archimedean copulas to explain the movements of residential real estate prices |
0 |
1 |
2 |
9 |
0 |
4 |
8 |
55 |
| An examination of whether gold-backed Islamic cryptocurrencies are safe havens for international Islamic equity markets |
0 |
5 |
7 |
18 |
5 |
14 |
23 |
46 |
| Are Islamic indexes, Bitcoin and gold, still “safe-haven” assets during the COVID-19 pandemic crisis? |
0 |
2 |
5 |
7 |
1 |
4 |
10 |
17 |
| Are Islamic stock indexes exposed to systemic risk? Multivariate GARCH estimation of CoVaR |
0 |
0 |
0 |
25 |
6 |
11 |
13 |
152 |
| Assessing government spending efficiency and explaining inefficiency scores: DEA-bootstrap analysis in the case of Saudi Arabia |
0 |
1 |
3 |
11 |
3 |
9 |
16 |
53 |
| Climate policy uncertainty and comparative reactions across sustainable sectors: Resilience or vulnerability? |
0 |
1 |
3 |
6 |
0 |
6 |
10 |
16 |
| Copula based simulation procedures for pricing collateralised debt obligations |
0 |
0 |
0 |
16 |
0 |
0 |
2 |
91 |
| Credit Default Sharing Instead of Credit Default Swaps: Toward a More Sustainable Financial System |
0 |
0 |
2 |
76 |
2 |
3 |
6 |
182 |
| Credit‐default swap rates and equity volatility: a nonlinear relationship |
0 |
0 |
0 |
1 |
4 |
4 |
4 |
7 |
| Dependence dynamics of Islamic and conventional equity sectors: What do we learn from the decoupling hypothesis and COVID-19 pandemic? |
0 |
1 |
1 |
3 |
1 |
3 |
5 |
13 |
| Dependence structure and dynamic connectedness between green bonds and financial markets: Fresh insights from time-frequency analysis before and during COVID-19 pandemic |
0 |
0 |
1 |
6 |
5 |
9 |
17 |
46 |
| Dependence structure between sukuk (Islamic bonds) and stock market conditions: An empirical analysis with Archimedean copulas |
0 |
1 |
2 |
34 |
2 |
4 |
10 |
138 |
| Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis |
0 |
0 |
0 |
16 |
1 |
3 |
8 |
104 |
| Do Energy and Banking CDS Sector Spreads Reflect Financial Risks and Economic Policy Uncertainty? A Time-Scale Decomposition Approach |
0 |
0 |
0 |
4 |
1 |
3 |
5 |
26 |
| Do Islamic Bond (Sukuk) Prices Reflect Financial and Policy Uncertainty? A Quantile Regression Approach |
1 |
3 |
4 |
16 |
1 |
4 |
9 |
54 |
| Do global financial distress and uncertainties impact GCC and global sukuk return dynamics? |
0 |
0 |
2 |
28 |
2 |
4 |
9 |
92 |
| Do global risk factors and macroeconomic conditions affect global Islamic index dynamics? A quantile regression approach |
0 |
0 |
1 |
39 |
0 |
5 |
13 |
187 |
| Do regional and global uncertainty factors affect differently the conventional bonds and sukuk? New evidence |
0 |
0 |
3 |
31 |
21 |
24 |
32 |
116 |
| Does Geopolitical Risk Matter for Sovereign Credit Risk? Fresh Evidence from Nonlinear Analysis |
0 |
0 |
1 |
5 |
2 |
3 |
8 |
23 |
| Dynamic links between renewable energy, commodities, and financial stock markets: Implications for portfolio diversification |
0 |
0 |
0 |
1 |
0 |
1 |
6 |
13 |
| Dynamic nonlinear impacts of oil price returns and financial uncertainties on credit risks of oil-exporting countries |
0 |
0 |
1 |
16 |
2 |
6 |
10 |
66 |
| Energy markets and green bonds: A tail dependence analysis with time-varying optimal copulas and portfolio implications |
1 |
1 |
3 |
16 |
4 |
5 |
14 |
36 |
| Estimating Damages in Securities Fraud Cases in Saudi Capital Market: The Fiqh, Legal Basis and Econometric Methods تقدير التعويض في قضايا التضليل بسوق الأسهم السعودية: الأسس الفقهية والقانونية والطرق القياسية |
0 |
2 |
5 |
27 |
3 |
6 |
12 |
86 |
| Examining the nexus between oil shocks and sovereign credit risk: Multidimensional insights from major oil exporters |
1 |
2 |
6 |
7 |
1 |
3 |
9 |
11 |
| Explaining IPOs Underpricing in the Tunisian Market |
0 |
0 |
0 |
3 |
2 |
2 |
2 |
56 |
| Exploring the Dynamic Links between GCC Sukuk and Commodity Market Volatility |
0 |
0 |
0 |
9 |
4 |
5 |
7 |
47 |
| Exploring the determinants of corporate debt maturity: evidence from Tunisian market |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
7 |
| Financial stability and monetary policy reaction: Evidence from the GCC countries |
0 |
4 |
7 |
12 |
4 |
8 |
21 |
40 |
| Further evidence on international Islamic and conventional portfolios diversification under regime switching |
0 |
0 |
0 |
5 |
0 |
3 |
6 |
60 |
| Hedge and safe haven role of commodities for the US and Chinese equity markets |
0 |
0 |
4 |
5 |
4 |
6 |
18 |
19 |
| How COVID‐19 pandemic, global risk factors, and oil prices affect Islamic bonds (Sukuk) prices? New insights from time‐frequency analysis |
0 |
0 |
2 |
2 |
0 |
1 |
6 |
7 |
| Islamic Corporate Governance: Risk-Sharing and Islamic Preferred Shares |
0 |
2 |
4 |
35 |
1 |
4 |
7 |
122 |
| Islamic financial markets and global crises: Contagion or decoupling? |
0 |
1 |
4 |
57 |
0 |
3 |
11 |
207 |
| Modeling dependence structure between stock market volatility and sukuk yields: A nonlinear study in the case of Saudi Arabia |
0 |
0 |
0 |
14 |
3 |
7 |
8 |
67 |
| Modeling the dependence structure between default risk premium, equity return volatility and the jump risk: Evidence from a financial crisis |
0 |
0 |
0 |
23 |
5 |
5 |
6 |
138 |
| Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries |
0 |
0 |
0 |
2 |
1 |
6 |
8 |
11 |
| Nonlinear analysis among crude oil prices, stock markets' return and macroeconomic variables |
0 |
0 |
2 |
167 |
3 |
4 |
8 |
569 |
| Predictability and co-movement relationships between conventional and Islamic stock market indexes: A multiscale exploration using wavelets |
0 |
0 |
0 |
11 |
0 |
0 |
2 |
58 |
| Preference Sukuk to Share Revenue صكوك المشاركة التفضيلية في الإيراد |
0 |
0 |
1 |
15 |
0 |
1 |
4 |
69 |
| Re-evaluating the hedge and safe-haven properties of Islamic indexes, gold and Bitcoin: evidence from DCC–GARCH and quantile models |
0 |
4 |
5 |
12 |
1 |
7 |
11 |
22 |
| Should investors include bitcoin in their portfolio? New evidence from a bootstrap-based stochastic dominance approach |
0 |
0 |
1 |
13 |
1 |
2 |
11 |
38 |
| Spillover among Sovereign Credit Risk and the Role of Climate Uncertainty |
1 |
1 |
6 |
7 |
4 |
7 |
18 |
20 |
| Sukuk returns dynamics under bullish and bearish market conditions: do COVID-19 related news and government measures matter? |
0 |
0 |
1 |
2 |
2 |
2 |
5 |
9 |
| Sukuk spreads determinants and pricing model methodology |
1 |
2 |
5 |
201 |
11 |
14 |
20 |
476 |
| THE APPLICATION OF COPULAS IN PRICING DEPENDENT CREDIT DERIVATIVES INSTRUMENTS |
0 |
0 |
0 |
53 |
1 |
3 |
5 |
138 |
| THE DETERMINANTS OF CREDIT DEFAULT SWAP RATES: AN EXPLANATORY STUDY |
0 |
0 |
0 |
10 |
2 |
4 |
7 |
39 |
| THE IMPACT OF STOCK RETURNS VOLATILITY ON CREDIT DEFAULT SWAP RATES: A COPULA STUDY |
0 |
0 |
0 |
0 |
7 |
8 |
9 |
19 |
| Tail event-based sovereign credit risk transmission network during COVID-19 pandemic |
0 |
0 |
0 |
3 |
1 |
3 |
3 |
10 |
| The determinants of bank performance: an analysis of theory and practice in the case of an emerging market |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
41 |
| The impact of macroeconomic and conventional stock market variables on Islamic index returns under regime switching |
0 |
1 |
4 |
13 |
3 |
5 |
12 |
64 |
| Volatility Spillovers among Sovereign Credit Default Swaps of Emerging Economies and Their Determinants |
0 |
0 |
1 |
2 |
2 |
5 |
9 |
16 |
| What Explains the Sovereign Credit Default Swap Spreads Changes in the GCC Region? |
2 |
2 |
3 |
7 |
9 |
15 |
17 |
46 |
| What explains default risk premium during the financial crisis? Evidence from Japan |
0 |
0 |
0 |
66 |
3 |
3 |
4 |
318 |
| Total Journal Articles |
7 |
37 |
102 |
1,179 |
142 |
272 |
507 |
4,363 |
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