Details about Syed Aun R. Rizvi

Access statistics for papers by Syed Aun R. Rizvi.

Last updated 2024-05-08. Update your information in the RePEc Author Service.

Short-id: pri321

Working Papers

2021

1. Are Oil Prices Efficient?
   Post-Print, HAL View citations (1)
   See also Journal Article Are oil prices efficient?, Economic Modelling, Elsevier (2021) View citations (6) (2021)

2014

2. How do Macroeconomic Changes Impact Islamic and Conventional Equity Prices? Evidence from Developed and Emerging Countries
   MPRA Paper, University Library of Munich, Germany View citations (2)
3. Oil price shocks and GCC capital markets: who drives whom?
   MPRA Paper, University Library of Munich, Germany View citations (2)

2013

4. Do Shariah (Islamic) Indices Provide a Safer Avenue in Crisis? Empirical Evidence from Dow Jones Indices using Multivariate GARCH-DCC
   MPRA Paper, University Library of Munich, Germany View citations (3)

Journal Articles

2024

1. Demystifying COVID-19 policy actions: The case of inflation control in ASEAN
   Pacific-Basin Finance Journal, 2024, 83, (C)

2023

2. COVID-19 policy actions and inflation targeting in South Asia
   Journal of Asian Economics, 2023, 84, (C)
3. Digital transformation, diversification and stability: What do we know about banks?
   Economic Analysis and Policy, 2023, 78, (C), 122-132 View citations (8)
4. Interlinkages between stability, carbon emissions and the ESG disclosures: Global evidence from banking industry
   Pacific-Basin Finance Journal, 2023, 82, (C) View citations (2)
5. Uncovering risk transmission between socially responsible investments, alternative energy investments and the implied volatility of major commodities
   Energy Economics, 2023, 120, (C) View citations (7)

2022

6. DO ISLAMIC CRYPTOCURRENCIES PROVIDE DIVERSIFICATION OPPORTUNITIES TO INDONESIAN ISLAMIC INVESTORS?
   Journal of Islamic Monetary Economics and Finance, 2022, 8, (3), 441-454
7. Did green debt instruments aid diversification during the COVID-19 pandemic?
   Financial Innovation, 2022, 8, (1), 1-15 View citations (8)
8. Market Concentration, Bank’s Pricing Power, and Deposit Rates: Evidence from Dual Banking System
   Emerging Markets Finance and Trade, 2022, 58, (11), 3103-3118

2021

9. A survey of Islamic finance research – Influences and influencers
   Pacific-Basin Finance Journal, 2021, 69, (C)
10. Are oil prices efficient?
    Economic Modelling, 2021, 96, (C), 362-370 View citations (6)
    See also Working Paper Are Oil Prices Efficient?, Post-Print (2021) View citations (1) (2021)
11. Deaths, panic, lockdowns and US equity markets: The case of COVID-19 pandemic
    Finance Research Letters, 2021, 38, (C) View citations (98)
12. Financial Market Risks during the COVID-19 Pandemic
    Emerging Markets Finance and Trade, 2021, 57, (8), 2407-2414 View citations (18)
13. UNDERSTANDING MARKET REACTION TO COVID-19 MONETARY AND FISCAL STIMULUS IN MAJOR ASEAN COUNTRIES
    Bulletin of Monetary Economics and Banking, 2021, 24, (3), 313-334 View citations (9)

2020

14. COMMODITY PRICE AND INFLATION DYNAMICS: EVIDENCE FROM BRIICS
    Bulletin of Monetary Economics and Banking, 2020, 23, (4), 485 - 500 View citations (3)
15. COVID-19: Media coverage and financial markets behavior—A sectoral inquiry
    Journal of Behavioral and Experimental Finance, 2020, 27, (C) View citations (168)
16. Coronavirus (COVID-19) — An epidemic or pandemic for financial markets
    Journal of Behavioral and Experimental Finance, 2020, 27, (C) View citations (146)
17. Flatten the Curve and Stock Market Liquidity – An Inquiry into Emerging Economies
    Emerging Markets Finance and Trade, 2020, 56, (10), 2151-2161 View citations (59)
18. Impact of Brexit vote on the London stock exchange: A sectorial analysis of its volatility and efficiency
    Finance Research Letters, 2020, 34, (C) View citations (5)
19. Role of Islamic banks in Indonesian banking industry: an empirical exploration
    Pacific-Basin Finance Journal, 2020, 62, (C) View citations (5)
20. Stability versus fragility: new evidence from 84 banks
    Studies in Economics and Finance, 2020, 38, (2), 441-453

2019

21. Intricacies of competition, stability, and diversification: Evidence from dual banking economies
    Economic Modelling, 2019, 83, (C), 111-126 View citations (29)
22. Ramifications of varying banking regulations on performance of Islamic Banks
    Borsa Istanbul Review, 2019, 19, (1), 49-64 View citations (2)
23. UNDERSTANDING ASIAN EMERGING STOCK MARKETS
    Bulletin of Monetary Economics and Banking, 2019, 21, (12th BMEB Call for Papers Special Issue), 495-510

2018

24. A tripartite inquiry into volatility-efficiency-integration nexus - case of emerging markets
    Emerging Markets Review, 2018, 34, (C), 143-161 View citations (6)
25. Bank lending, deposits and risk-taking in times of crisis: A panel analysis of Islamic and conventional banks
    Emerging Markets Review, 2018, 35, (C), 31-47 View citations (43)
26. Stabilising economic growth through risk sharing macro instruments
    The World Economy, 2018, 41, (3), 781-800 View citations (2)
27. Understanding time-varying systematic risks in Islamic and conventional sectoral indices
    Economic Modelling, 2018, 70, (C), 561-570 View citations (19)

2017

28. Analysis of the efficiency–integration nexus of Japanese stock market
    Physica A: Statistical Mechanics and its Applications, 2017, 470, (C), 296-308 View citations (15)
29. Do we need bigger Islamic banks? An assessment of bank stability
    Journal of Multinational Financial Management, 2017, 40, (C), 77-91 View citations (29)

2016

30. Do Islamic stock indices perform better than conventional counterparts? An empirical investigation of sectoral efficiency
    Review of Financial Economics, 2016, 31, (1), 108-114 View citations (7)
    Also in Review of Financial Economics, 2016, 31, (C), 108-114 (2016) View citations (24)
31. How does crisis affect efficiency? An empirical study of East Asian markets
    Borsa Istanbul Review, 2016, 16, (1), 1-8 View citations (25)
32. Investigating stock market efficiency: A look at OIC member countries
    Research in International Business and Finance, 2016, 36, (C), 402-413 View citations (22)

2015

33. Crises and contagion in Asia Pacific — Islamic v/s conventional markets
    Pacific-Basin Finance Journal, 2015, 34, (C), 315-326 View citations (66)
34. The troika of business cycle, efficiency and volatility. An East Asian perspective
    Physica A: Statistical Mechanics and its Applications, 2015, 419, (C), 158-170 View citations (18)

2014

35. An Empirical Study of Islamic Equity as a Better Alternative during Crisis Using Multivariate GARCH DCC
    Islamic Economic Studies, 2014, 22-1, 159-184 View citations (20)
36. An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA
    Physica A: Statistical Mechanics and its Applications, 2014, 407, (C), 86-99 View citations (88)
37. Derivatives in Islamic finance: the need and mechanisms available
    International Journal of Financial Services Management, 2014, 7, (3/4), 177-195 View citations (1)
38. Stock market co-movements: Islamic versus conventional equity indices with multi-timescales analysis
    Economic Systems, 2014, 38, (4), 553-571 View citations (81)
39. Tripartite analysis across business cycles in Turkey: A multi-timescale inquiry of efficiency, volatility and integration
    Borsa Istanbul Review, 2014, 14, (4), 224-235 View citations (8)
40. What factors explain stock market retardation in Islamic Countries
    Emerging Markets Review, 2014, 19, (C), 106-127 View citations (20)

2013

41. Impact of corruption on bank profitability: an analysis of Islamic banks
    International Journal of Business Governance and Ethics, 2013, 8, (3), 195-209 View citations (3)

Books

2016

1. Public Finance and Islamic Capital Markets
   Palgrave Studies in Islamic Banking, Finance and Economics, Palgrave Macmillan View citations (2)

Edited books

2017

1. Developments in Islamic Finance
   Palgrave CIBFR Studies in Islamic Finance, Palgrave Macmillan View citations (3)
2. Islamic Banking
   Palgrave CIBFR Studies in Islamic Finance, Palgrave Macmillan
3. Islamic Economies
   Palgrave CIBFR Studies in Islamic Finance, Palgrave Macmillan

2016

4. Islamic Capital Markets
   Palgrave CIBFR Studies in Islamic Finance, Palgrave Macmillan View citations (1)

Chapters

2017

1. Empirical Research in Islamic Banking: Past, Present, and Future
   Palgrave Macmillan View citations (1)
2. Islamic Economics’ Contribution to Conventional Economics
   Palgrave Macmillan

2016

3. Capital Markets: Conventional Versus Islamic
   Palgrave Macmillan
4. Conventional Macroeconomic Policy
   Palgrave Macmillan
5. Government Finance and the Debt Market
   Palgrave Macmillan
6. Government Finance and the Equity Market
   Palgrave Macmillan
7. Islamic Capital Market Research: Past Trends and Future Considerations
   Palgrave Macmillan
8. Islamic Macroeconomic Policies
   Palgrave Macmillan View citations (1)
9. Macro Market Application
   Palgrave Macmillan
   Also in Palgrave Macmillan (2016)
10. Markets and the Way Forward
    Palgrave Macmillan
11. Risk Sharing and Public Policy
    Palgrave Macmillan

Editor

1. Palgrave CIBFR Studies in Islamic Finance
   Palgrave Macmillan