Details about Syed Jawad Hussain Shahzad
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Last updated 2020-11-19. Update your information in the RePEc Author Service.
Short-id: psh874
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Working Papers
2020
- A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility
Working Papers, University of Pretoria, Department of Economics
- Characteristics of spillovers between the US stock market and precious metals and oil
Post-Print, HAL View citations (1)
See also Journal Article in Resources Policy (2020)
- From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks
EconStor Preprints, ZBW - Leibniz Information Centre for Economics View citations (3)
- Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector
EconStor Preprints, ZBW - Leibniz Information Centre for Economics
- Investor Sentiment and Dollar-Pound Exchange Rate Returns: Evidence from Over a Century of Data Using a Cross-Quantilogram Approach
Working Papers, University of Pretoria, Department of Economics
- Oil-Shocks and Directional Predictability of Macroeconomic Uncertainties of Developed Economies: Evidence from High-Frequency Data
Working Papers, University of Pretoria, Department of Economics
- Spillovers and diversification potential of bank equity returns from developed and emerging America
Post-Print, HAL
- The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note
Working Papers, University of Pretoria, Department of Economics View citations (1)
- The Role of Oil and Risk Shocks in the High-Frequency Movements of the Term Structure of Interest Rates of the United States
Working Papers, University of Pretoria, Department of Economics View citations (1)
- Time and frequency connectedness among oil shocks, electricity and clean energy markets
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
2019
- Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach
Post-Print, HAL View citations (2)
See also Journal Article in Resources Policy (2019)
- Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit
Post-Print, HAL View citations (3)
See also Journal Article in Journal of Quantitative Economics (2019)
- Quantile coherency networks of international stock markets
EconStor Preprints, ZBW - Leibniz Information Centre for Economics View citations (5)
See also Journal Article in Finance Research Letters (2019)
- Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe
Post-Print, HAL View citations (2)
See also Journal Article in Finance Research Letters (2019)
- Spillover across Eurozone credit market sectors and determinants
Post-Print, HAL View citations (3)
See also Journal Article in Applied Economics (2019)
- Testing the Globalization-Driven Carbon Emissions Hypothesis: International Evidence
MPRA Paper, University Library of Munich, Germany View citations (2)
See also Journal Article in International Economics (2019)
- Time-Varying Casual Nexuses Between Remittances and Financial Development in Some MENA Countries
Working Papers, Economic Research Forum
2018
- A global network topology of stock markets: Transmitters and receivers of spillover effects
Post-Print, HAL View citations (13)
See also Journal Article in Physica A: Statistical Mechanics and its Applications (2018)
- A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling
Post-Print, HAL View citations (4)
See also Journal Article in Journal of International Financial Markets, Institutions and Money (2018)
- A tale of two shocks: What do we learn from the impacts of economic policy uncertainties on tourism?
Post-Print, HAL View citations (8)
- Asymmetric risk spillovers between oil and agricultural commodities
Post-Print, HAL View citations (22)
See also Journal Article in Energy Policy (2018)
- Directional predictability and time-varying spillovers between stock markets and economic cycles
Post-Print, HAL View citations (5)
See also Journal Article in Economic Modelling (2018)
- Globalisation, Economic Growth and Energy Consumption in the BRICS Region: The Importance of Asymmetries
MPRA Paper, University Library of Munich, Germany View citations (8)
See also Journal Article in The Journal of International Trade & Economic Development (2018)
- Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume
Post-Print, HAL View citations (3)
See also Journal Article in Physica A: Statistical Mechanics and its Applications (2018)
- Is Energy Consumption Sensitive to Foreign Capital Inflows and Currency Devaluation in Pakistan?
MPRA Paper, University Library of Munich, Germany 
See also Journal Article in Applied Economics (2020)
- Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets
Post-Print, HAL View citations (7)
See also Journal Article in Energy Economics (2018)
- Risk transmitters and receivers in global currency markets
Post-Print, HAL View citations (3)
See also Journal Article in Finance Research Letters (2018)
- The Influencing Factors of CO2 Emissions and the Role of Biomass Energy Consumption: Statistical Experience from G-7 Countries
MPRA Paper, University Library of Munich, Germany View citations (3)
- Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks
Post-Print, HAL View citations (4)
See also Journal Article in International Review of Financial Analysis (2018)
2017
- Bounds Testing Approach to Analyzing the Environment Kuznets Curve Hypothesis: The Role of Biomass Energy Consumption in the United States with Structural Breaks
MPRA Paper, University Library of Munich, Germany View citations (20)
- Dependence of Stock Markets with Gold and Bonds under Bullish and Bearish Market States
MPRA Paper, University Library of Munich, Germany View citations (16)
- How Strong is the Causal Relationship between Globalization and Energy Consumption in Developed Economies? A Country-Specific Time-Series and Panel Analysis
MPRA Paper, University Library of Munich, Germany View citations (2)
See also Journal Article in Applied Economics (2018)
- Is Globalization Detrimental to CO2 Emissions in Japan? New Threshold Analysis
MPRA Paper, University Library of Munich, Germany View citations (1)
- Is the tourism-economic growth nexus time-varying? Bootstrap rolling-window causality analysis for the top ten tourist destinations
MPRA Paper, University Library of Munich, Germany View citations (1)
- Response of Stock Returns to Oil Price Shocks: Evidence from Oil Importing and Exporting Countries
Post-Print, HAL View citations (2)
See also Journal Article in Journal of Economic Integration (2017)
- The Impact of Major Oil, Financial and Uncertainty Factors on Sovereign CDS Spreads: Evidence from GCC, Other Oil-Exporting Countries and Regional Markets
Working Papers, Economic Research Forum View citations (1)
2016
- Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets
Post-Print, HAL View citations (36)
See also Journal Article in Resources Policy (2016)
- Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants
MPRA Paper, University Library of Munich, Germany View citations (1)
See also Journal Article in International Review of Economics & Finance (2017)
- Disaggregating the correlation under bearish and bullish markets: A Quantile-quantile approach
Post-Print, HAL View citations (2)
See also Journal Article in Economics Bulletin (2016)
- Financial development and environmental quality: The way forward
MPRA Paper, University Library of Munich, Germany View citations (35)
Also in MPRA Paper, University Library of Munich, Germany (2016) View citations (37)
- Nexus between U.S Energy Sources and Economic Activity: Time-Frequency and Bootstrap Rolling Window Causality Analysis
MPRA Paper, University Library of Munich, Germany View citations (1)
- Tourism-led Growth Hypothesis in the Top Ten Tourist Destinations: New Evidence Using the Quantile-on-Quantile Approach
MPRA Paper, University Library of Munich, Germany View citations (1)
See also Journal Article in Tourism Management (2017)
2014
- Relationship between Developed, Emerging and South Asian Equity Markets: Empirical Evidence with a Multivariate Framework Analysis
MPRA Paper, University Library of Munich, Germany View citations (1)
- The European Financial System in Limelight
MPRA Paper, University Library of Munich, Germany
Journal Articles
2020
- Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour
Physica A: Statistical Mechanics and its Applications, 2020, 550, (C)
- Asymmetric Nonlinear Impact of Oil Prices and Inflation on Residential Property Prices: a Case of US, UK and Canada
The Journal of Real Estate Finance and Economics, 2020, 61, (1), 39-54
- Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis
The Quarterly Review of Economics and Finance, 2020, 77, (C), 156-164 View citations (1)
- Can Bitcoin Glitter More Than Gold for Investment Styles?
SAGE Open, 2020, 10, (2), 2158244020926508 View citations (1)
- Characteristics of spillovers between the US stock market and precious metals and oil
Resources Policy, 2020, 66, (C) View citations (1)
See also Working Paper (2020)
- Cryptocurrencies as hedges and safe-havens for US equity sectors
The Quarterly Review of Economics and Finance, 2020, 75, (C), 294-307 View citations (2)
- Do Bitcoin and other cryptocurrencies jump together?
The Quarterly Review of Economics and Finance, 2020, 76, (C), 396-409 View citations (3)
- Dynamic nonlinear impacts of oil price returns and financial uncertainties on credit risks of oil-exporting countries
Energy Economics, 2020, 88, (C) View citations (3)
- Dynamic spillover effects among tourism, economic growth and macro-finance risk factors
Portuguese Economic Journal, 2020, 19, (3), 173-194
- Dynamic structural impacts of oil shocks on exchange rates: lessons to learn
Journal of Economic Structures, 2020, 9, (1), 1-19 View citations (2)
- Energy commodity uncertainties and the systematic risk of US industries
Energy Economics, 2020, 85, (C) View citations (2)
- Geopolitical Risk and Tourism Stocks of Emerging Economies
Sustainability, 2020, 12, (21), 1-1
- Is energy consumption sensitive to foreign capital inflows and currency devaluation in Pakistan?
Applied Economics, 2020, 50, (52), 5641-5658 
Also in Applied Economics, 2018, 50, (52), 5641-5658 (2018) 
See also Working Paper (2018)
- Modelling inbound international tourism demand in small Pacific Island countries
Applied Economics, 2020, 52, (10), 1031-1047 View citations (2)
- Oil as Hedge, Safe-Haven, and Diversifier for Conventional Currencies
Energies, 2020, 13, (17), 1-1 View citations (1)
- Oil price shocks, global financial markets and their connectedness
Energy Economics, 2020, 88, (C) View citations (4)
- On the interplay between US sectoral CDS, stock and VIX indices: Fresh insights from wavelet approaches
Finance Research Letters, 2020, 33, (C) View citations (1)
- On the volatilities of tourism stocks and oil
Annals of Tourism Research, 2020, 81, (C)
- Regional and copula estimation effects on EU and US energy equity portfolios
Applied Economics, 2020, 52, (49), 5311-5342
- Renewable energy consumption and industrial production: A disaggregated time-frequency analysis for the U.S
Energy Economics, 2020, 85, (C)
- Revisiting the valuable roles of commodities for international stock markets
Resources Policy, 2020, 66, (C) View citations (1)
- Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin
Economic Modelling, 2020, 87, (C), 212-224 View citations (7)
- Spillover among financial, industrial and consumer uncertainties. The case of EU member states
International Review of Financial Analysis, 2020, 70, (C)
- Spillovers across European sovereign credit markets and role of surprise and uncertainty
Applied Economics, 2020, 52, (8), 851-865
- Tail dependence structures between economic policy uncertainty and foreign exchange markets: Nonparametric quantiles methods
International Economics, 2020, 161, (C), 66-82
- Time and frequency domain quantile coherence of emerging stock markets with gold and oil prices
Physica A: Statistical Mechanics and its Applications, 2020, 553, (C)
- Time and frequency relationship between household investors’ sentiment index and US industry stock returns
Finance Research Letters, 2020, 36, (C)
2019
- Are Islamic bonds a good safe haven for stocks? Implications for portfolio management in a time-varying regime-switching copula framework
Applied Economics, 2019, 51, (3), 219-238 View citations (2)
- Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment
Review of Quantitative Finance and Accounting, 2019, 52, (3), 901-921 View citations (3)
- Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach
Resources Policy, 2019, 62, (C), 588-601 View citations (2)
See also Working Paper (2019)
- Can alternative hedging assets add value to Islamic-conventional portfolio mix: Evidence from MGARCH models
Resources Policy, 2019, 61, (C), 210-230 View citations (3)
- Causal flows between oil and forex markets using high-frequency data: Asymmetries from good and bad volatility
Energy Economics, 2019, 84, (C) View citations (3)
- Co-explosivity in the cryptocurrency market
Finance Research Letters, 2019, 29, (C), 178-183 View citations (17)
- Does gold act as a hedge against different nuances of inflation? Evidence from Quantile-on-Quantile and causality-in- quantiles approaches
Resources Policy, 2019, 62, (C), 602-615 View citations (4)
- Does the environmental Kuznets curve exist between globalization and energy consumption? Global evidence from the cross‐correlation method
International Journal of Finance & Economics, 2019, 24, (1), 540-557 View citations (2)
- Exploring the effect of ICT and tourism on economic growth: a study of Israel
Economic Change and Restructuring, 2019, 52, (3), 221-254 View citations (2)
- Geopolitical risk and tourism demand in emerging economies
Tourism Economics, 2019, 25, (6), 997-1005 View citations (1)
- Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit
Journal of Quantitative Economics, 2019, 17, (4), 885-912 View citations (3)
See also Working Paper (2019)
- Hedging U.S. metals & mining Industry's credit risk with industrial and precious metals
Resources Policy, 2019, 63, (C), - View citations (4)
- Heterogeneous interconnections between precious metals: Evidence from asymmetric and frequency-domain spillover analysis
Resources Policy, 2019, 64, (C) View citations (2)
- Is Bitcoin a better safe-haven investment than gold and commodities?
International Review of Financial Analysis, 2019, 63, (C), 322-330 View citations (48)
- Liquidity-adjusted value-at-risk optimization of a multi-asset portfolio using a vine copula approach
Physica A: Statistical Mechanics and its Applications, 2019, 536, (C)
- Long-run relationships between US financial credit markets and risk factors: Evidence from the quantile ARDL approach
Finance Research Letters, 2019, 29, (C), 101-110 View citations (2)
- Nonlinear and extreme dependence between long-term sovereign bond yields and the stock market: A quantile-on-quantile analysis
Economics Bulletin, 2019, 39, (2), 969-981
- Quantile coherency networks of international stock markets
Finance Research Letters, 2019, 31, (C), 119-129 View citations (4)
See also Working Paper (2019)
- Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe
Finance Research Letters, 2019, 28, (C), 153-159 View citations (2)
See also Working Paper (2019)
- Spillover across Eurozone credit market sectors and determinants
Applied Economics, 2019, 51, (59), 6333-6349 View citations (3)
See also Working Paper (2019)
- Spillover network of commodity uncertainties
Energy Economics, 2019, 81, (C), 914-927 View citations (10)
- Spillovers from oil to precious metals: Quantile approaches
Resources Policy, 2019, 61, (C), 508-521 View citations (14)
- Testing the globalization-driven carbon emissions hypothesis: International evidence
International Economics, 2019, (158), 25-38 View citations (2)
Also in International Economics, 2019, 158, (C), 25-38 (2019) View citations (2)
See also Working Paper (2019)
2018
- A global network topology of stock markets: Transmitters and receivers of spillover effects
Physica A: Statistical Mechanics and its Applications, 2018, 492, (C), 2136-2153 View citations (13)
See also Working Paper (2018)
- A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling
Journal of International Financial Markets, Institutions and Money, 2018, 56, (C), 104-127 View citations (4)
See also Working Paper (2018)
- Asymmetric impacts of public and private investments on the non-oil GDP of Saudi Arabia
International Economics, 2018, (156), 15-30 View citations (1)
Also in International Economics, 2018, 156, (C), 15-30 (2018) View citations (1)
- Asymmetric risk spillovers between oil and agricultural commodities
Energy Policy, 2018, 118, (C), 182-198 View citations (22)
See also Working Paper (2018)
- Directional predictability and time-varying spillovers between stock markets and economic cycles
Economic Modelling, 2018, 69, (C), 301-312 View citations (6)
See also Working Paper (2018)
- Directional predictability of implied volatility: From crude oil to developed and emerging stock markets
Finance Research Letters, 2018, 27, (C), 65-79 View citations (9)
- Distribution specific dependence and causality between industry-level U.S. credit and stock markets
Journal of International Financial Markets, Institutions and Money, 2018, 52, (C), 114-133 View citations (2)
- Do commodities effectively hedge real estate risk? A multi-scale asymmetric DCC approach
Resources Policy, 2018, 57, (C), 10-29 View citations (9)
- Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states
Applied Economics, 2018, 50, (42), 4500-4521 View citations (3)
- Dynamic efficiency of European credit sectors: A rolling-window multifractal detrended fluctuation analysis
Physica A: Statistical Mechanics and its Applications, 2018, 506, (C), 337-349 View citations (3)
- Effect of FDI on Pollution in China: New Insights Based on Wavelet Approach
Sustainability, 2018, 10, (11), 1-1 View citations (1)
- Effect of tourism on economic growth of Sri Lanka: accounting for capital per worker, exchange rate and structural breaks
Economic Change and Restructuring, 2018, 51, (1), 49-68 View citations (3)
- Extreme dependence and risk spillovers between oil and Islamic stock markets
Emerging Markets Review, 2018, 34, (C), 42-63 View citations (25)
- Fear Linkages Between the US and BRICS Stock Markets: A Frequency-Domain Causality
International Journal of the Economics of Business, 2018, 25, (3), 441-454 View citations (1)
- Globalisation, economic growth and energy consumption in the BRICS region: The importance of asymmetries
The Journal of International Trade & Economic Development, 2018, 27, (8), 985-1009 View citations (8)
See also Working Paper (2018)
- How strong is the causal relationship between globalization and energy consumption in developed economies? A country-specific time-series and panel analysis
Applied Economics, 2018, 50, (13), 1479-1494 View citations (10)
See also Working Paper (2017)
- Industry-level determinants of the linkage between credit and stock markets
Applied Economics, 2018, 50, (49), 5277-5301 View citations (1)
- Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume
Physica A: Statistical Mechanics and its Applications, 2018, 506, (C), 433-450 View citations (3)
See also Working Paper (2018)
- Is the tourism–economic growth nexus time-varying? Bootstrap rolling-window causality analysis for the top 10 tourist destinations
Applied Economics, 2018, 50, (24), 2677-2697 View citations (3)
- Modeling cross-correlations and efficiency of Islamic and conventional banks from Saudi Arabia: Evidence from MF-DFA and MF-DXA approaches
Physica A: Statistical Mechanics and its Applications, 2018, 502, (C), 576-589 View citations (3)
- Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets
Energy Economics, 2018, 71, (C), 35-46 View citations (9)
See also Working Paper (2018)
- Oil volatility and sovereign risk of BRICS
Energy Economics, 2018, 70, (C), 258-269 View citations (23)
- Precious metal returns and oil shocks: A time varying connectedness approach
Resources Policy, 2018, 58, (C), 77-89 View citations (12)
- Revisiting the threshold effect of remittances on total factor productivity growth in South Asia: a study of Bangladesh and India
Applied Economics, 2018, 50, (26), 2860-2877 View citations (4)
- Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model
Energy Economics, 2018, 75, (C), 14-27 View citations (44)
- Risk transmitters and receivers in global currency markets
Finance Research Letters, 2018, 25, (C), 1-9 
See also Working Paper (2018)
- Stock market efficiency: A comparative analysis of Islamic and conventional stock markets
Physica A: Statistical Mechanics and its Applications, 2018, 503, (C), 139-153 View citations (18)
- Supply and demand driven oil price changes and their non-linear impact on precious metal returns: A Markov regime switching approach
Energy Economics, 2018, 73, (C), 108-121 View citations (12)
- The Determinants of Credit Risk: Analysis of US Industry-level Indices
Global Business Review, 2018, 19, (5), 1152-1165
- The energy consumption and economic growth nexus in top ten energy-consuming countries: Fresh evidence from using the quantile-on-quantile approach
Energy Economics, 2018, 71, (C), 282-301 View citations (37)
- Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices
Energy Economics, 2018, 76, (C), 1-20 View citations (39)
- Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks
International Review of Financial Analysis, 2018, 56, (C), 167-180 View citations (4)
See also Working Paper (2018)
2017
- Asymmetric determinants of CDS spreads: U.S. industry-level evidence through the NARDL approach
Economic Modelling, 2017, 60, (C), 211-230 View citations (13)
- Bounds testing approach to analyzing the environment Kuznets curve hypothesis with structural beaks: The role of biomass energy consumption in the United States
Energy Economics, 2017, 68, (C), 548-565 View citations (24)
- Can economic policy uncertainty and investors sentiment predict commodities returns and volatility?
Resources Policy, 2017, 53, (C), 208-218 View citations (22)
- Can technology provide a glimmer of hope for economic growth in the midst of chaos? A case of Zimbabwe
Quality & Quantity: International Journal of Methodology, 2017, 51, (2), 919-939 View citations (1)
- Carbon emission, energy consumption, trade openness and financial development in Pakistan: A revisit
Renewable and Sustainable Energy Reviews, 2017, 70, (C), 185-192 View citations (26)
- Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants
International Review of Economics & Finance, 2017, 47, (C), 46-61 View citations (1)
See also Working Paper (2016)
- Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis
Energy Economics, 2017, 68, (C), 327-339 View citations (20)
- Diversification potential of Asian frontier, BRIC emerging and major developed stock markets: A wavelet-based value at risk approach
Emerging Markets Review, 2017, 32, (C), 130-147 View citations (13)
- Electricity and growth nexus dynamics in Singapore: Fresh insights based on wavelet approach
Energy Policy, 2017, 110, (C), 686-692 View citations (4)
- Examining the efficiency and interdependence of US credit and stock markets through MF-DFA and MF-DXA approaches
Physica A: Statistical Mechanics and its Applications, 2017, 471, (C), 351-363 View citations (12)
- Fertility and Financial Development in South Asia
Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2017, 133, (2), 645-668
- Interdependence and contagion among industry-level US credit markets: An application of wavelet and VMD based copula approaches
Physica A: Statistical Mechanics and its Applications, 2017, 466, (C), 310-324 View citations (8)
- Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method
Journal of Banking & Finance, 2017, 75, (C), 258-279 View citations (59)
- Modeling the nexus between oil shocks, inflation and commodity prices: Do Asymmetries really matter?
Economics Bulletin, 2017, 37, (4), 2374-2383
- Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas
Energy Economics, 2017, 67, (C), 476-495 View citations (10)
- Response of Stock Returns to Oil Price Shocks: Evidence from Oil Importing and Exporting Countries
Journal of Economic Integration, 2017, 32, (4), 913-936 View citations (3)
See also Working Paper (2017)
- Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis
International Review of Financial Analysis, 2017, 52, (C), 9-26 View citations (21)
- The impact of terrorism on industry returns and systematic risk in Pakistan: A wavelet approach
Accounting Research Journal, 2017, 30, (4), 413-429
- The lead-lag relationship between US industry-level credit and stock markets
Journal of Economic Studies, 2017, 44, (4), 518-539
- Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?
International Review of Economics & Finance, 2017, 49, (C), 453-483 View citations (26)
- Tourism-led growth hypothesis in the top ten tourist destinations: New evidence using the quantile-on-quantile approach
Tourism Management, 2017, 60, (C), 223-232 View citations (19)
See also Working Paper (2016)
2016
- Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets
Resources Policy, 2016, 49, (C), 290-301 View citations (63)
See also Working Paper (2016)
- CAPM estimates: Can data frequency and time period lend a hand?
International Journal of Financial Engineering (IJFE), 2016, 03, (02), 1-12
- Disaggregating the correlation under bearish and bullish markets: A Quantile-quantile approach
Economics Bulletin, 2016, 36, (4), 2465-2473 View citations (5)
See also Working Paper (2016)
- Interdependence between Greece and other European stock markets: A comparison of wavelet and VMD copula, and the portfolio implications
Physica A: Statistical Mechanics and its Applications, 2016, 457, (C), 8-33 View citations (10)
- Relationship Between FDI, Terrorism and Economic Growth in Pakistan: Pre and Post 9/11 Analysis
Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2016, 127, (1), 179-194 View citations (20)
2015
- Multiscale Systematic Risk: Empirical Evidence from Pakistan
International Journal of Economics and Empirical Research (IJEER), 2015, 3, (12), 605-615
2014
- Commodities and Stock Investment
SAGE Open, 2014, 4, (3), 2158244014548846
- IMPACT OF REMITTANCES ON FINANCIAL DEVELOPMENT IN SOUTH ASIA
Review of Economic and Business Studies, 2014, (14), 11-29 View citations (2)
Chapters
2019
- Do Commodity Prices Cause Financial Instability in the United States? A Time-Varying Perspective through Rolling Window Bootstrap Approach
Chapter 14 in HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, 2019, pp 335-357
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