| Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices R Ferrer, SJH Shahzad, R López, F Jareño Energy Economics 76, 1-20, 2018 | 571 | 2018 |
| Tourism-led growth hypothesis in the top ten tourist destinations: New evidence using the quantile-on-quantile approach SJH Shahzad, M Shahbaz, R Ferrer, RR Kumar Tourism management 60, 223-232, 2017 | 439 | 2017 |
| Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis SJH Shahzad, R Ferrer, L Ballester, Z Umar International Review of Financial Analysis 52, 9-26, 2017 | 221 | 2017 |
| Oil price shocks, global financial markets and their connectedness R Demirer, R Ferrer, SJH Shahzad Energy Economics 88, 104771, 2020 | 207 | 2020 |
| Are green bonds a different asset class? Evidence from time-frequency connectedness analysis R Ferrer, SJH Shahzad, P Soriano Journal of Cleaner Production 292, 125988, 2021 | 201 | 2021 |
| Comparative efficiency of green and conventional bonds pre-and during COVID-19: An asymmetric multifractal detrended fluctuation analysis MA Naeem, S Farid, R Ferrer, SJH Shahzad Energy Policy 153, 112285, 2021 | 193 | 2021 |
| Oil price risk in the Spanish stock market: An industry perspective P Moya-Martínez, R Ferrer-Lapeña, F Escribano-Sotos Economic Modelling 37, 280-290, 2014 | 149 | 2014 |
| Asymmetric determinants of CDS spreads: US industry-level evidence through the NARDL approach SJH Shahzad, SM Nor, R Ferrer, S Hammoudeh Economic Modelling 60, 211-230, 2017 | 146 | 2017 |
| Interest rate changes and stock returns in Spain: A wavelet analysis P Moya-Martínez, R Ferrer-Lapena, F Escribano-Sotos BRQ Business Research Quarterly 18 (2), 95-110, 2015 | 133 | 2015 |
| Interest rate changes and stock returns: A European multi-country study with wavelets R Ferrer, VJ Bolós, R Benítez International Review of Economics & Finance 44, 1-12, 2016 | 130 | 2016 |
| Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective? R Jammazi, R Ferrer, F Jareño, SJH Shahzad International Review of Economics & Finance 49, 453-483, 2017 | 126 | 2017 |
| US stock market sensitivity to interest and inflation rates: a quantile regression approach F Jareño, R Ferrer, S Miroslavova Applied Economics 48 (26), 2469-2481, 2016 | 110 | 2016 |
| Liquidity-adjusted value-at-risk optimization of a multi-asset portfolio using a vine copula approach MAM Al Janabi, R Ferrer, SJH Shahzad Physica A: Statistical Mechanics and its Applications 536, 122579, 2019 | 95 | 2019 |
| Main driving factors of the interest rate-stock market Granger causality R Jammazi, R Ferrer, F Jareño, SM Hammoudeh International Review of Financial Analysis 52, 260-280, 2017 | 85 | 2017 |
| Time-varying dependence between stock and government bond returns: International evidence with dynamic copulas R Jammazi, AK Tiwari, R Ferrer, P Moya The North American Journal of Economics and Finance 33, 74-93, 2015 | 81 | 2015 |
| Interactions between financial stress and economic activity for the US: A time-and frequency-varying analysis using wavelets R Ferrer, R Jammazi, VJ Bolós, R Benítez Physica A: Statistical Mechanics and its Applications 492, 446-462, 2018 | 77 | 2018 |
| Linear and nonlinear interest rate sensitivity of Spanish banks L Ballester, R Ferrer, C González The Spanish Review of Financial Economics 9 (2), 35-48, 2011 | 71 | 2011 |
| Is the tourism–economic growth nexus time-varying? Bootstrap rolling-window causality analysis for the top 10 tourist destinations M Shahbaz, R Ferrer, SJH Shahzad, I Haouas Applied Economics 50 (24), 2677-2697, 2018 | 69 | 2018 |
| Linear and nonlinear interest rate exposure in Spain R Ferrer, C González, GM Soto Managerial Finance 36 (5), 431-451, 2010 | 62 | 2010 |
| Causal flows between oil and forex markets using high-frequency data: Asymmetries from good and bad volatility MS Alam, SJH Shahzad, R Ferrer Energy Economics 84, 104513, 2019 | 59 | 2019 |
Syed Jawad Hussain ShahzadMontpellier Business SchoolVerified email at montpellier-bs.com