Dynamic connectedness and spillovers between Islamic and conventional stock markets: time-and frequency-domain approach in COVID-19 era
This study investigates the dynamic connectedness and spillovers between Islamic and
conventional stock markets to reveal the time-and frequency-domain dynamics of the two …
conventional stock markets to reveal the time-and frequency-domain dynamics of the two …
Spillovers and contagion between BRIC and G7 markets: New evidence from time-frequency analysis
We examine the time-frequency spillovers, contagion, and pairwise interrelations between
the BRIC index and its constituents, and between BRIC and G7 economies. The extent of …
the BRIC index and its constituents, and between BRIC and G7 economies. The extent of …
Dynamic returns connectedness: Portfolio hedging implications during the COVID‐19 pandemic and the Russia–Ukraine war
ABSTRACT We apply a Time‐Varying Parameter Vector Auto Regressive (TVP‐VAR)
connectedness approach on global assets to investigate time‐varying dynamic …
connectedness approach on global assets to investigate time‐varying dynamic …
[HTML][HTML] Time-frequency connectedness between food commodities: new implications for portfolio diversification
This study examines the time-frequency connectedness of food commodities (cereals, dairy,
food, meat, vegetable oil, and sugar) in the Food and Agriculture Organization's world food …
food, meat, vegetable oil, and sugar) in the Food and Agriculture Organization's world food …
Cryptocurrency exchanges and traditional markets: A multi-algorithm liquidity comparison using multi-criteria decision analysis
This paper investigates whether cryptocurrency exchanges exhibit greater liquidity than
traditional financial markets. Utilizing four different liquidity measures, we evaluate the …
traditional financial markets. Utilizing four different liquidity measures, we evaluate the …
Comovement of african stock markets: Any influence from the COVID-19 pandemic?
Utilising daily data from twelve Sub-Saharan stock markets we investigate the co-
movements and information transmission among African stock markets as a result of the …
movements and information transmission among African stock markets as a result of the …
Economic policy uncertainty and spillovers in selected emerging market economies: time-and frequency-domain approach
Purpose This study aims to investigate the amount and direction of economic policy
uncertainty (EPU) spillover among six emerging market economies (EMEs), and to also …
uncertainty (EPU) spillover among six emerging market economies (EMEs), and to also …
The Dynamic Return and Volatility Spillovers among Size-Based Stock Portfolios in the Saudi Market and Their Portfolio Management Implications during Different …
NS Al-Nassar - International Journal of Financial Studies, 2023 - mdpi.com
This study contributes to the ongoing debate on the size effect and size-based investment
styles by investigating the return and volatility spillovers and time-varying conditional …
styles by investigating the return and volatility spillovers and time-varying conditional …
A Hybrid Relational Approach Towards Stock Price Prediction and Profitability
An accurate estimation of future stock prices can help investors maximize their profits. The
current advancements in the area of Artificial Intelligence (AI) have proven prevalent in the …
current advancements in the area of Artificial Intelligence (AI) have proven prevalent in the …
[HTML][HTML] An examination of the Indian small-cap cycle in relation to the US market
The present study examines the Indian small-cap cycle between April 2011 and March
2022. The ordinary least squares (OLS) estimate shows that investors can benefit from …
2022. The ordinary least squares (OLS) estimate shows that investors can benefit from …