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Risk transmitters and receivers in global currency markets
Syed Jawad Hussain Shahzad
,
Jose Arreola-Hernandez
,
Stelios Bekiros
,
Mobeen Ur Rehman
Journal articles
hal-01814274v1
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Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks
Gazi Salah Uddin
,
Jose Areola Hernandez
,
Syed Jawad Hussain Shahzad
,
Seong-Min Yoon
Journal articles
hal-01997844v1
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Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit
Syed Jawad Hussain Shahzad
,
Naveed Raza
,
David Roubaud
,
Jose Arreola Hernandez
,
Stelios Bekiros
Journal articles
hal-02352004v1
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Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach
Jose Areola Hernandez
,
Syed Jawad Hussain Shahzad
,
Gazi Salah Uddin
,
Sang Hoon Kang
Journal articles
hal-02159274v1
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Characteristics of spillovers between the US stock market and precious metals and oil
Gazi Salah Uddin
,
Jose Arreola Hernandez
,
Syed Jawad Hussain Shahzad
,
Sang Hoon Kang
Journal articles
hal-02489889v1
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Asymmetric risk spillovers between oil and agricultural commodities
Syed Jawad Hussain Shahzad
,
Jose Arreola Hernandez
,
Khamis Hamed Al-Yahyaee
,
Rania Jammazi
Journal articles
hal-01774528v1
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Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets
Gazi Salah Uddin
,
Jose Areola Hernandez
,
Syed Jawad Hussain Shahzad
,
Axel Hedström
Journal articles
hal-01996386v1
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Heterogeneous interconnections between precious metals: Evidence from asymmetric and frequency-domain spillover analysis
Gazi Salah Uddin
,
Syed Jawad Hussain Shahzad
,
Gideon Boako
,
Jose Areola Hernandez
,
Brian Lucey
Journal articles
hal-02468252v1
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Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume
Syed Jawad Hussain Shahzad
,
Jose Areola Hernandez
,
Waqas Hanif
,
Ghulam Mujtaba Kayani
Journal articles
hal-01813245v1
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A global network topology of stock markets: Transmitters and receivers of spillover effects
Syed Jawad Hussain Shahzad
,
Jose Areola Hernandez
,
Mobeen Ur Rehman
,
Khamis Hamed Al-Yahyaee
,
Muhammad Zakaria
Journal articles
hal-01994762v1
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Directional predictability and time-varying spillovers between stock markets and economic cycles
Stelios Bekiros
,
Syed Jawad Hussain Shahzad
,
Jose Arreola-Hernandez
,
Mobeen Ur Rehman
Journal articles
hal-01996787v1
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Spillover across Eurozone credit market sectors and determinants
Syed Jawad Hussain Shahzad
,
Elie Bouri
,
Jose Arreola-Hernandez
,
David Roubaud
,
Stelios Bekiros
Journal articles
hal-02353094v1
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Spillovers and diversification potential of bank equity returns from developed and emerging America
Jose Arreola Hernandez
,
Sang Hoon Kang
,
Syed Jawad Hussain Shahzad
,
Seong-Min Yoon
Journal articles
hal-02966894v1
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Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe
Syed Jawad Hussain Shahzad
,
Thi Hong Van Hoang
,
Jose Arreola-Hernandez
Journal articles
hal-02129104v1
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A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling
Syed Jawad Hussain Shahzad
,
Jose Arreola Hernandez
,
Stelios Bekiros
,
Muhammad Shahbaz
,
Ghulam Mujtaba Kayani
Journal articles
hal-01989649v1
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