Details about Syed Mabruk Billah

Access statistics for papers by Syed Mabruk Billah.

Last updated 2024-12-07. Update your information in the RePEc Author Service.

Short-id: pbi432

Journal Articles

2024

1. A multi-dimensional connectedness and spillover between green bond and Islamic banking equity: Evidence from country level analysis
   Pacific-Basin Finance Journal, 2024, 83, (C) View citations (3)
2. An investigation of the frequency dynamics of spillovers and connectedness among GCC sectoral indices
   International Review of Economics & Finance, 2024, 89, (PA), 1442-1467 View citations (3)
3. Asymmetric connectedness and investment strategies between commodities and Islamic banks: Evidence from gulf cooperative council (GCC) markets
   Pacific-Basin Finance Journal, 2024, 86, (C)
4. Connectedness across meme assets and sectoral markets: Determinants and portfolio management
   International Review of Financial Analysis, 2024, 93, (C) View citations (3)
5. Does news related to digital economy and central bank digital currency affect digital economy ETFs? Evidence from TVP-VAR connectedness and wavelet local multiple correlation analyses
   Global Finance Journal, 2024, 61, (C) View citations (1)
6. Downside risk connectedness between Islamic sectors and green bond markets: implications for hedging and investment strategies
   Applied Economics, 2024, 56, (59), 8900-8933
7. Examining connections between the fourth industrial revolution and energy markets
   Energy Economics, 2024, 133, (C) View citations (2)
8. Exploring the dynamic links, implications for hedging and investment strategies between Sukuk and commodity market volatility: Evidence from country level analysis
   International Review of Economics & Finance, 2024, 93, (PA), 350-371 View citations (2)
9. Global uncertainty and the spillover of tail risk between green and Islamic markets: A time-frequency domain approach with portfolio implications
   International Review of Economics & Finance, 2024, 92, (C), 1416-1433 View citations (2)
10. Gold-backed cryptocurrencies: A hedging tool against categorical and regional financial stress
    Global Finance Journal, 2024, 60, (C)
11. Quantifying the volatility spillover dynamics between financial stress and US financial sectors: Evidence from QVAR connectedness
    International Review of Financial Analysis, 2024, 95, (PB) View citations (3)

2023

12. Analysis of the frequency dynamics of spillovers and connectedness among Islamic and conventional banks and their determinants: evidence from Gulf Cooperative Council (GCC) markets
    Applied Economics, 2023, 55, (50), 5895-5924
13. Asymmetric relationship between green bonds and Sukuk markets: The role of global risk factors
    Journal of International Financial Markets, Institutions and Money, 2023, 83, (C) View citations (13)
14. Dynamic connectedness, spillover, and optimal hedging strategy among FinTech, Sukuk, and Islamic equity markets
    Global Finance Journal, 2023, 58, (C) View citations (8)
15. Extreme connectedness of agri-commodities with stock markets and its determinants
    Global Finance Journal, 2023, 56, (C) View citations (8)
16. Impact of the Russia–Ukraine war on hospitality equity markets
    Tourism Economics, 2023, 29, (8), 2206-2215
17. Interconnectivity and investment strategies among commodity prices, cryptocurrencies, and G-20 capital markets: A comparative analysis during COVID-19 and Russian-Ukraine war
    International Review of Economics & Finance, 2023, 88, (C), 547-593 View citations (5)
18. The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors
    Pacific-Basin Finance Journal, 2023, 77, (C) View citations (3)
19. Time-frequency connectedness and spillover among carbon, climate, and energy futures: Determinants and portfolio risk management implications
    Energy Economics, 2023, 127, (PB) View citations (12)

2022

20. Quantile connectedness between Sukuk bonds and the impact of COVID-19
    Applied Economics Letters, 2022, 29, (15), 1378-1387 View citations (3)
21. Return and volatility spillovers between energy and BRIC markets: Evidence from quantile connectedness
    Research in International Business and Finance, 2022, 62, (C) View citations (34)
22. Spillovers between Sukuks and Shariah-compliant equity markets
    Pacific-Basin Finance Journal, 2022, 72, (C) View citations (11)
23. Spillovers on sectoral sukuk returns: evidence from country level analysis
    Applied Economics, 2022, 54, (38), 4402-4432 View citations (10)
24. Sukuk and bond dynamics in relation to exchange rate
    International Journal of Islamic and Middle Eastern Finance and Management, 2022, 16, (3), 621-646
25. The Impacts of the Russia–Ukraine Invasion on Global Markets and Commodities: A Dynamic Connectedness among G7 and BRIC Markets
    JRFM, 2022, 15, (8), 1-20 View citations (28)

2021

26. Religion vs ethics: hedge and safe haven properties of Sukuk and green bonds for stock markets pre- and during COVID-19
    International Journal of Islamic and Middle Eastern Finance and Management, 2021, 16, (2), 234-252 View citations (9)
27. Spillovers to sectoral equity returns: do liquidity and financial positions matter?
    Applied Economics, 2021, 53, (27), 3097-3130 View citations (8)

2020

28. Economic uncertainties, macroeconomic announcements and sukuk spreads
    Applied Economics, 2020, 52, (35), 3748-3769 View citations (9)