Details about Md Akhtaruzzaman

Access statistics for papers by Md Akhtaruzzaman.

Last updated 2024-09-08. Update your information in the RePEc Author Service.

Short-id: pak300

Working Papers

2023

1. Did the Collapse of Silicon Valley Bank Catalyze Financial Contagion?
   Post-Print, HAL View citations (33)
   See also Journal Article Did the collapse of Silicon Valley Bank catalyze financial contagion?, Finance Research Letters, Elsevier (2023) View citations (21) (2023)
2. Does Green Improve Portfolio Optimisation?
   Post-Print, HAL View citations (5)
   See also Journal Article Does green improve portfolio optimisation?, Energy Economics, Elsevier (2023) View citations (17) (2023)

2022

3. COVID-19 Media Coverage and ESG Leader Indices
   Post-Print, HAL
   See also Journal Article COVID–19 media coverage and ESG leader indices, Finance Research Letters, Elsevier (2022) View citations (11) (2022)
4. COVID‐19 crisis and risk spillovers to developing economies: Evidence from Africa
   Post-Print, HAL View citations (2)
   See also Journal Article COVID‐19 crisis and risk spillovers to developing economies: Evidence from Africa, Journal of International Development, John Wiley & Sons, Ltd. (2022) View citations (16) (2022)
5. Systemic Risk-Sharing Framework of Cryptocurrencies in the COVID-9 Crisis
   Post-Print, HAL View citations (1)

2021

6. COVID−19 and oil price risk exposure
   Post-Print, HAL
   See also Journal Article COVID−19 and oil price risk exposure, Finance Research Letters, Elsevier (2021) View citations (14) (2021)
7. Carbon disclosure, carbon performance and financial performance: International evidence
   Post-Print, HAL View citations (36)
   See also Journal Article Carbon disclosure, carbon performance and financial performance: International evidence, International Review of Financial Analysis, Elsevier (2021) View citations (14) (2021)
8. Financial contagion during COVID–19 crisis
   Post-Print, HAL View citations (19)
   See also Journal Article Financial contagion during COVID–19 crisis, Finance Research Letters, Elsevier (2021) View citations (72) (2021)
9. Is China a source of financial contagion?
   Post-Print, HAL View citations (16)
   See also Journal Article Is China a source of financial contagion?, Finance Research Letters, Elsevier (2021) View citations (16) (2021)

Journal Articles

2024

1. Anatomy of sovereign yield behaviour using textual news
   Research in International Business and Finance, 2024, 71, (C)
2. Board Flexibility in Diversity, Experienced CEOs and Corporate Sustainability Disclosure: Evidence from the Emerging Market
   Global Journal of Flexible Systems Management, 2024, 25, (2), 261-282
3. Hedging precious metals with impact investing
   International Review of Economics & Finance, 2024, 89, (PA), 651-664 View citations (13)
4. Interconnectedness in the FOREX market during the high inflation regime: A network analysis
   Research in International Business and Finance, 2024, 71, (C) View citations (1)
5. Volatility spillovers and hedging strategies between impact investing and agricultural commodities
   International Review of Financial Analysis, 2024, 94, (C) View citations (6)

2023

6. Did the collapse of Silicon Valley Bank catalyze financial contagion?
   Finance Research Letters, 2023, 56, (C) View citations (21)
   See also Working Paper Did the Collapse of Silicon Valley Bank Catalyze Financial Contagion?, Post-Print (2023) View citations (33) (2023)
7. Does green improve portfolio optimisation?
   Energy Economics, 2023, 124, (C) View citations (17)
   See also Working Paper Does Green Improve Portfolio Optimisation?, Post-Print (2023) View citations (5) (2023)

2022

8. COVID‐19 crisis and risk spillovers to developing economies: Evidence from Africa
   Journal of International Development, 2022, 34, (4), 898-918 View citations (16)
   See also Working Paper COVID‐19 crisis and risk spillovers to developing economies: Evidence from Africa, Post-Print (2022) View citations (2) (2022)
9. COVID–19 media coverage and ESG leader indices
   Finance Research Letters, 2022, 45, (C) View citations (11)
   See also Working Paper COVID-19 Media Coverage and ESG Leader Indices, Post-Print (2022) (2022)
10. Is greenness an optimal hedge for sectoral stock indices?
    Economic Modelling, 2022, 117, (C) View citations (26)
11. Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment
    Journal of Behavioral and Experimental Finance, 2022, 36, (C) View citations (17)
12. Systemic risk-sharing framework of cryptocurrencies in the COVID–19 crisis
    Finance Research Letters, 2022, 47, (PB) View citations (34)

2021

13. Betting against bank profitability
    Journal of Economic Behavior & Organization, 2021, 192, (C), 304-323 View citations (3)
14. COVID−19 and oil price risk exposure
    Finance Research Letters, 2021, 42, (C) View citations (14)
    See also Working Paper COVID−19 and oil price risk exposure, Post-Print (2021) (2021)
15. Carbon disclosure, carbon performance and financial performance: International evidence
    International Review of Financial Analysis, 2021, 75, (C) View citations (14)
    See also Working Paper Carbon disclosure, carbon performance and financial performance: International evidence, Post-Print (2021) View citations (36) (2021)
16. Current trends and prospects of tidal energy technology
    Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, 2021, 23, (6), 8179-8194 View citations (11)
17. Financial contagion during COVID–19 crisis
    Finance Research Letters, 2021, 38, (C) View citations (72)
    See also Working Paper Financial contagion during COVID–19 crisis, Post-Print (2021) View citations (19) (2021)
18. Is China a source of financial contagion?
    Finance Research Letters, 2021, 38, (C) View citations (16)
    See also Working Paper Is China a source of financial contagion?, Post-Print (2021) View citations (16) (2021)
19. Is gold a hedge or a safe-haven asset in the COVID–19 crisis?
    Economic Modelling, 2021, 102, (C) View citations (170)

2020

20. The influence of Bitcoin on portfolio diversification and design
    Finance Research Letters, 2020, 37, (C) View citations (51)

2017

21. Australian financial firms’ exposures to the level, slope, and curvature of the interest rate term structure
    Applied Economics, 2017, 49, (19), 1855-1874 View citations (3)

2016

22. International contagion through financial versus non-financial firms
    Economic Modelling, 2016, 59, (C), 143-163 View citations (19)

2014

23. Dynamic correlation analysis of spill-over effects of interest rate risk and return on Australian and US financial firms
    Journal of International Financial Markets, Institutions and Money, 2014, 31, (C), 378-396 View citations (21)
24. Interest rate, size and book-to-market effects in Australian financial firms
    Applied Economics, 2014, 46, (25), 3005-3020 View citations (1)