| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A new ICEEMDAN-based transfer entropy quantifying information flow between real estate and policy uncertainty |
0 |
0 |
0 |
1 |
0 |
3 |
6 |
21 |
| A tale of company fundamentals vs sentiment driven pricing: The case of GameStop |
2 |
4 |
29 |
191 |
5 |
17 |
71 |
386 |
| A time–frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets |
0 |
0 |
1 |
24 |
1 |
5 |
13 |
106 |
| ASEAN-5 forex rates and crude oil: Markov regime-switching analysis |
0 |
0 |
3 |
9 |
1 |
1 |
5 |
16 |
| Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness |
1 |
2 |
8 |
19 |
4 |
5 |
18 |
50 |
| Air temperature and sovereign bond returns |
0 |
0 |
2 |
2 |
2 |
2 |
8 |
8 |
| Analysis of the dynamic return and volatility connectedness for non-ferrous industrial metals during the COVID-19 pandemic crisis |
0 |
0 |
1 |
2 |
0 |
1 |
5 |
12 |
| Are investment grade Sukuks decoupled from the conventional yield curve? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
| Are short stocks susceptible to geopolitical shocks? Time-Frequency evidence from the Russian-Ukrainian conflict |
0 |
0 |
0 |
5 |
0 |
1 |
4 |
22 |
| Assessing the impact of media sentiment on the returns of sukuks during the Covid-19 crisis |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
3 |
| Astonishing insights: emerging market debt spreads throughout the pandemic |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
7 |
| Asymmetric Return and Volatility Transmission in Conventional and Islamic Equities |
0 |
0 |
0 |
8 |
1 |
1 |
2 |
108 |
| Beyond traditional financial asset classes: The demand for infrastructure in a multi‐period asset allocation framework |
0 |
1 |
2 |
3 |
0 |
1 |
5 |
6 |
| COVID-19 and the quantile connectedness between energy and metal markets |
0 |
0 |
3 |
4 |
0 |
1 |
5 |
15 |
| COVID-19 related media sentiment and the yield curve of G-7 economies |
0 |
0 |
1 |
3 |
2 |
2 |
3 |
11 |
| COVID–19 media coverage and ESG leader indices |
0 |
0 |
0 |
3 |
2 |
6 |
9 |
31 |
| Changes in shares outstanding and country stock returns around the world |
0 |
0 |
2 |
6 |
2 |
3 |
9 |
18 |
| Commodity financialisation and price co-movement: Lessons from two centuries of evidence |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
25 |
| Comovements between heavily shorted stocks during a market squeeze: Lessons from the GameStop trading frenzy |
0 |
0 |
1 |
7 |
2 |
4 |
9 |
51 |
| Composite equity issuance and the cross-section of country and industry returns |
0 |
0 |
1 |
5 |
1 |
2 |
6 |
15 |
| Connectedness between (un)conventional monetary policy and islamic and advanced equity markets: A returns and volatility spillover analysis |
0 |
2 |
3 |
6 |
0 |
3 |
10 |
14 |
| Connectedness between cryptocurrency and technology sectors: International evidence |
0 |
0 |
1 |
19 |
2 |
5 |
11 |
65 |
| Connectedness between the COVID-19 related media coverage and Islamic equities: The role of economic policy uncertainty |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
5 |
| Correction: The impact of the COVID-19 outbreak on the connectedness of the BRICS’s term structure |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
| Covid-19 impact on NFTs and major asset classes interrelations: Insights from the wavelet coherence analysis |
0 |
0 |
0 |
33 |
0 |
1 |
5 |
115 |
| Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach |
1 |
2 |
12 |
69 |
2 |
4 |
25 |
242 |
| Decoupling Between the Energy and Semiconductor Sectors During the Pandemic: New Evidence from Wavelet Analysis |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
5 |
| Did David win a battle or the war against Goliath? Dynamic return and volatility connectedness between the GameStop stock and the high short interest indices |
0 |
0 |
1 |
3 |
1 |
1 |
5 |
18 |
| Diversification benefits of NFTs for conventional asset investors: Evidence from CoVaR with higher moments and optimal hedge ratios |
0 |
0 |
3 |
8 |
0 |
0 |
9 |
16 |
| Do Automated Market Makers in DeFi Ecosystem Exhibit Time-Varying Connectedness during Stressed Events? |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
| Do Local and World COVID-19 Media Coverage Drive Stock Markets? Time-Frequency Analysis of BRICS |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
2 |
| Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states |
0 |
0 |
0 |
6 |
0 |
2 |
2 |
36 |
| Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression |
2 |
3 |
14 |
53 |
7 |
11 |
39 |
109 |
| Does global value chain participation induce economic growth? Evidence from panel threshold regression |
0 |
3 |
20 |
74 |
3 |
7 |
49 |
186 |
| Does time-varying risk aversion sentiment matter in the connectedness among Sub-Saharan African bond markets? |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
3 |
| Dynamic connectedness between global commodity sectors, news sentiment, and sub-Saharan African equities |
0 |
0 |
2 |
2 |
2 |
3 |
11 |
15 |
| Dynamic connectedness between non-fungible tokens, decentralized finance, and conventional financial assets in a time-frequency framework |
1 |
2 |
6 |
12 |
2 |
5 |
15 |
39 |
| Dynamic connectedness of oil price shocks and exchange rates |
0 |
2 |
5 |
37 |
2 |
8 |
20 |
123 |
| Dynamic dependence between ETFs and crude oil prices by using EGARCH-Copula approach |
0 |
0 |
1 |
7 |
0 |
0 |
4 |
40 |
| Dynamic impact of the US yield curve on green bonds: Navigating through recent crises |
0 |
1 |
3 |
3 |
0 |
3 |
14 |
14 |
| Dynamic return and volatility connectedness for dominant agricultural commodity markets during the COVID-19 pandemic era |
0 |
0 |
0 |
2 |
0 |
0 |
4 |
26 |
| Dynamic spillover between oil price shocks and technology stock indices: A country level analysis |
0 |
0 |
1 |
1 |
1 |
2 |
8 |
9 |
| Dynamic spillovers and portfolio implication between green cryptocurrencies and fossil fuels |
0 |
1 |
1 |
1 |
0 |
1 |
1 |
1 |
| Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies |
0 |
1 |
1 |
4 |
2 |
4 |
6 |
30 |
| Dynamics of asymmetric connectedness among magnificent seven technology giants: Insights from QVAR analysis |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
3 |
| Emerging market debt and the COVID‐19 pandemic: A time–frequency analysis of spreads and total returns dynamics |
0 |
0 |
2 |
6 |
2 |
2 |
5 |
13 |
| Existence of long memory in crude oil and petroleum products: Generalised Hurst exponent approach |
0 |
0 |
1 |
8 |
0 |
1 |
4 |
26 |
| Exploring the time and frequency domain connectedness of oil prices and metal prices |
0 |
0 |
0 |
8 |
1 |
2 |
6 |
53 |
| Faith-based investments and the Covid-19 pandemic: Analyzing equity volatility and media coverage time-frequency relations |
0 |
0 |
0 |
7 |
3 |
3 |
5 |
24 |
| Financial contagion in real economy: The key role of policy uncertainty |
0 |
0 |
0 |
3 |
1 |
1 |
1 |
11 |
| Financing constraints on the size distribution of industrial firms: the Chinese experience |
0 |
0 |
0 |
5 |
0 |
1 |
3 |
20 |
| Flights-to-quality from EM Bonds to safe-haven US Treasury Securities: A time-frequency Analysis |
0 |
0 |
1 |
6 |
0 |
0 |
2 |
11 |
| For whom does it pay to be a moral capitalist? Sustainability of corporate financial performance of ESG investment |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
| Green recovery in BRICS economies: The role of mineral resources, energy productivity, and green innovation in sustainable development |
0 |
0 |
1 |
1 |
0 |
2 |
7 |
7 |
| Hedging U.S. metals & mining Industry's credit risk with industrial and precious metals |
1 |
1 |
1 |
10 |
2 |
5 |
5 |
58 |
| Higher moments interaction between the US treasury yields, energy assets, and green cryptos: Dynamic analysis with portfolio implications |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
8 |
| Histological and histomorphometric study of the cranial digestive tract of ostriches (Struthio camelus) with advancing age |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
| Impact of the Covid-19 induced panic on the Environmental, Social and Governance leaders equity volatility: A time-frequency analysis |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
19 |
| Infectious disease (COVID-19)-related uncertainty and the safe-haven features of bonds markets |
0 |
1 |
1 |
4 |
0 |
1 |
3 |
11 |
| Inflation hedging with commodities: A wavelet analysis of seven centuries worth of data |
1 |
1 |
1 |
5 |
1 |
2 |
4 |
48 |
| Influence of unconventional monetary policy on agricultural commodities futures: network connectedness and dynamic spillovers of returns and volatility |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
8 |
| Information flow dynamics between geopolitical risk and major asset returns |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Interaction effects in the cross-section of country and industry returns |
0 |
0 |
2 |
5 |
0 |
1 |
6 |
11 |
| Interdependencies and risk management strategies between green cryptocurrencies and traditional energy sources |
0 |
0 |
1 |
1 |
0 |
2 |
3 |
3 |
| Is greenness an optimal hedge for sectoral stock indices? |
0 |
0 |
1 |
5 |
0 |
1 |
12 |
42 |
| Is there an illiquidity premium in frontier markets? |
0 |
0 |
3 |
24 |
0 |
3 |
9 |
79 |
| Islamic vs conventional equities in a strategic asset allocation framework |
0 |
0 |
0 |
24 |
0 |
0 |
2 |
86 |
| Media sentiment and short stocks performance during a systemic crisis |
0 |
0 |
1 |
12 |
0 |
3 |
6 |
28 |
| Modelling dynamic connectedness between oil price shocks and exchange rates in ASEAN+3 economies |
0 |
0 |
1 |
6 |
0 |
0 |
2 |
12 |
| Modelling the asymmetric effect of COVID-19 on REIT returns: A quantile-on-quantile regression analysis |
0 |
1 |
2 |
5 |
3 |
5 |
9 |
15 |
| Network connectedness dynamics of the yield curve of G7 countries |
0 |
1 |
1 |
16 |
0 |
1 |
4 |
29 |
| Network connectedness of environmental attention—Green and dirty assets |
0 |
0 |
1 |
4 |
0 |
1 |
3 |
14 |
| Network connectedness of the term structure of yield curve and global Sukuks |
0 |
0 |
2 |
3 |
1 |
1 |
7 |
10 |
| Oil price shocks and the return and volatility spillover between industrial and precious metals |
0 |
1 |
3 |
8 |
1 |
2 |
8 |
57 |
| Oil shocks and equity markets: The case of GCC and BRICS economies |
0 |
0 |
1 |
18 |
1 |
2 |
4 |
49 |
| On the connectedness between climate policy uncertainty, green bonds, and equity |
1 |
1 |
2 |
2 |
1 |
1 |
2 |
2 |
| On the effect of credit rating announcements on sovereign bonds: International evidence |
0 |
0 |
2 |
4 |
1 |
2 |
6 |
9 |
| On the effect of credit rating announcements on sovereign bonds: International evidence |
1 |
2 |
6 |
18 |
3 |
4 |
17 |
65 |
| Patterns of Spillover in Energy, Agricultural, and Metal Markets: A Connectedness Analysis for Years 1780-2020 |
0 |
0 |
0 |
8 |
1 |
1 |
1 |
15 |
| Patterns of unconventional monetary policy spillovers during a systemic crisis |
0 |
1 |
3 |
4 |
0 |
2 |
6 |
7 |
| Pro-cyclical effect of sovereign rating changes on stock returns: a fact or factoid? |
0 |
0 |
0 |
5 |
0 |
0 |
7 |
57 |
| Quantifying endogenous and exogenous shocks to financial sector systemic risk: A comparison of GFC and COVID-19 |
1 |
2 |
3 |
4 |
1 |
3 |
9 |
12 |
| Quantile connectedness between oil price shocks and exchange rates |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
8 |
| Quantile connectedness of artificial intelligence tokens with the energy sector |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
| Quantile connectedness of oil price shocks with socially responsible investments |
0 |
0 |
1 |
1 |
1 |
2 |
7 |
9 |
| Return and volatility connectedness of Chinese onshore, offshore, and forward exchange rate |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
21 |
| Return and volatility connectedness of the non-fungible tokens segments |
0 |
0 |
1 |
5 |
0 |
1 |
5 |
18 |
| Return and volatility spillovers among oil price shocks and international green bond markets |
2 |
2 |
3 |
5 |
3 |
7 |
12 |
19 |
| Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis |
0 |
1 |
1 |
11 |
1 |
2 |
5 |
48 |
| Return and volatility transmission between oil price shocks and agricultural commodities |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
16 |
| Returns and volatility connectedness among the Eurozone equity markets |
0 |
0 |
2 |
2 |
0 |
0 |
4 |
5 |
| Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic |
0 |
0 |
2 |
4 |
0 |
0 |
3 |
11 |
| Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis |
1 |
1 |
6 |
31 |
4 |
7 |
16 |
200 |
| Role of Hybrid Deep Neural Networks (HDNNs), Computed Tomography, and Chest X-rays for the Detection of COVID-19 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
| Seven centuries of commodity co-movement: a wavelet analysis approach |
0 |
0 |
1 |
10 |
0 |
0 |
2 |
13 |
| Smart Fire Detection and Deterrent System for Human Savior by Using Internet of Things (IoT) |
0 |
0 |
1 |
4 |
0 |
2 |
5 |
24 |
| Spillover and risk transmission between the term structure of the US interest rates and Islamic equities |
0 |
0 |
0 |
9 |
1 |
1 |
5 |
29 |
| Spillover and risk transmission in the components of the term structure of eurozone yield curve |
0 |
0 |
2 |
18 |
0 |
0 |
5 |
34 |
| Spillovers between sovereign yield curve components and oil price shocks |
0 |
0 |
1 |
8 |
0 |
0 |
6 |
32 |
| Spillovers from stock markets to currency markets: Evidence from Copula-CoVar with time-varying higher moments |
0 |
0 |
1 |
2 |
0 |
0 |
2 |
3 |
| Static and dynamic connectedness between oil price shocks and Spanish equities: a sector analysis |
0 |
1 |
3 |
6 |
0 |
1 |
4 |
16 |
| Stocks for the long run? Evidence from emerging markets |
1 |
1 |
1 |
19 |
1 |
1 |
2 |
101 |
| Stocks, bonds, T-bills and inflation hedging: From great moderation to great recession |
0 |
0 |
2 |
21 |
0 |
2 |
9 |
93 |
| Strategic asset allocation and the demand for real estate: international evidence |
0 |
0 |
0 |
8 |
0 |
0 |
4 |
29 |
| Sukuk liquidity and creditworthiness during COVID-19 |
0 |
2 |
2 |
3 |
0 |
2 |
3 |
5 |
| Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
19 |
| The Return and Volatility Connectedness of NFT Segments and Media Coverage: Fresh Evidence Based on News About the COVID-19 Pandemic |
0 |
0 |
1 |
3 |
1 |
1 |
3 |
9 |
| The asymmetric relationship between foreign direct investment, oil prices and carbon emissions: evidence from Gulf Cooperative Council economies |
0 |
0 |
1 |
2 |
0 |
1 |
3 |
12 |
| The connectedness of oil shocks, green bonds, sukuks and conventional bonds |
0 |
0 |
6 |
20 |
2 |
3 |
12 |
43 |
| The demand for eurozone stocks and bonds in a time-varying asset allocation framework |
0 |
0 |
1 |
2 |
0 |
0 |
2 |
10 |
| The demand of energy from an optimal portfolio choice perspective |
0 |
0 |
0 |
11 |
0 |
0 |
2 |
45 |
| The impact of COVID-19 induced panic on the return and volatility of precious metals |
0 |
0 |
0 |
4 |
3 |
3 |
8 |
30 |
| The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies |
0 |
0 |
1 |
3 |
1 |
1 |
6 |
22 |
| The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels |
1 |
1 |
2 |
16 |
1 |
3 |
13 |
57 |
| The impact of economic policy uncertainty on sustainability (ESG) performance: the role of the firm life cycle |
0 |
1 |
10 |
10 |
2 |
8 |
33 |
35 |
| The impact of the COVID-19 outbreak on the connectedness of the BRICS’s term structure |
0 |
0 |
0 |
1 |
0 |
1 |
5 |
13 |
| The impact of the Covid-19 related media coverage upon the five major developing markets |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
| The impact of the Russia-Ukraine conflict on the connectedness of financial markets |
1 |
6 |
21 |
126 |
5 |
17 |
73 |
376 |
| The impact of the US yield curve on sub-Saharan African equities |
0 |
1 |
2 |
3 |
0 |
1 |
2 |
5 |
| The inflation hedging capacity of Islamic and conventional equities |
0 |
0 |
0 |
4 |
1 |
3 |
7 |
35 |
| The relationship between global risk aversion and returns from safe-haven assets |
0 |
1 |
3 |
9 |
0 |
1 |
6 |
26 |
| The relationship between the Covid-19 media coverage and the Environmental, Social and Governance leaders equity volatility: a time-frequency wavelet analysis |
1 |
1 |
5 |
24 |
1 |
1 |
8 |
46 |
| The relationship between yield curve components and equity sectorial indices: Evidence from China |
2 |
2 |
6 |
16 |
4 |
4 |
12 |
43 |
| The sovereign yield curve and credit ratings in GIIPS |
0 |
0 |
1 |
5 |
0 |
0 |
6 |
24 |
| The spillover of media sentiment on the sukuk bonds during COVID-19 pandemic |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
7 |
| The static and dynamic connectedness of environmental, social, and governance investments: International evidence |
0 |
0 |
9 |
47 |
3 |
7 |
25 |
128 |
| The term structure of yield curve and connectedness among ESG investments |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
4 |
| Trade competitiveness and the aggregate returns in global stock markets |
1 |
1 |
1 |
4 |
1 |
3 |
6 |
13 |
| Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach |
0 |
0 |
1 |
4 |
1 |
1 |
3 |
13 |
| Waste Management and Prediction of Air Pollutants Using IoT and Machine Learning Approach |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
56 |
| What do we know about COVID-19 media coverage and African stock markets? A time-varying connectedness analysis |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
| Total Journal Articles |
22 |
58 |
272 |
1,400 |
114 |
268 |
963 |
4,774 |
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