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authFullName_s : Syed Jawad Hussain Shahzad

Risk transmitters and receivers in global currency markets

Syed Jawad Hussain Shahzad , Jose Arreola-Hernandez , Stelios Bekiros , Mobeen Ur Rehman
Finance Research Letters, 2018, 25, pp.1 - 9. ⟨10.1016/j.frl.2017.09.018⟩
Journal articles hal-01814274v1

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
International Review of Financial Analysis, 2018, 56, pp.167-180. ⟨10.1016/j.irfa.2018.01.008⟩
Journal articles hal-01997844v1

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 of Quantitative Economics, 2019, ⟨10.1007/s40953-019-00163-1⟩
Journal articles hal-02352004v1

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
Resources Policy, 2019, 62, pp.588-601. ⟨10.1016/j.resourpol.2018.11.007⟩
Journal articles hal-02159274v1

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
Resources Policy, 2020, 66, pp.101601. ⟨10.1016/j.resourpol.2020.101601⟩
Journal articles hal-02489889v1

Asymmetric risk spillovers between oil and agricultural commodities

Syed Jawad Hussain Shahzad , Jose Arreola Hernandez , Khamis Hamed Al-Yahyaee , Rania Jammazi
Energy Policy, 2018, 118, pp.182 - 198. ⟨10.1016/j.enpol.2018.03.074⟩
Journal articles hal-01774528v1

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
Energy Economics, 2018, 71, pp.35-46. ⟨10.1016/j.eneco.2018.01.035⟩
Journal articles hal-01996386v1

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
Resources Policy, 2019, 64, pp.101509. ⟨10.1016/j.resourpol.2019.101509⟩
Journal articles hal-02468252v1

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
Physica A: Statistical Mechanics and its Applications, 2018, 506, pp.433 - 450. ⟨10.1016/j.physa.2018.04.016⟩
Journal articles hal-01813245v1

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
Physica A: Statistical Mechanics and its Applications, 2018, 492, pp.2136-2153. ⟨10.1016/j.physa.2017.11.132⟩
Journal articles hal-01994762v1

Directional predictability and time-varying spillovers between stock markets and economic cycles

Stelios Bekiros , Syed Jawad Hussain Shahzad , Jose Arreola-Hernandez , Mobeen Ur Rehman
Economic Modelling, 2018, 69, pp.301-312. ⟨10.1016/j.econmod.2017.10.003⟩
Journal articles hal-01996787v1

Spillover across Eurozone credit market sectors and determinants

Syed Jawad Hussain Shahzad , Elie Bouri , Jose Arreola-Hernandez , David Roubaud , Stelios Bekiros
Applied Economics, 2019, 51 (59), pp.6333-6349. ⟨10.1080/00036846.2019.1619014⟩
Journal articles hal-02353094v1

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
The North American Journal of Economics and Finance, 2020, 54, pp.101219. ⟨10.1016/j.najef.2020.101219⟩
Journal articles hal-02966894v1

Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe

Syed Jawad Hussain Shahzad , Thi Hong Van Hoang , Jose Arreola-Hernandez
Finance Research Letters, 2019, 28, pp.153-159. ⟨10.1016/j.frl.2018.04.008⟩
Journal articles hal-02129104v1

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 of International Financial Markets, Institutions and Money, 2018, Vol. 56, pp. 104-127. ⟨10.1016/j.intfin.2018.02.013⟩
Journal articles hal-01989649v1