Publicaciones en las que colabora con Syed Jawad Hussain Shahzad (20)

2023

  1. Default risk transmission in the travel and leisure industry

    International Journal of Hospitality Management, Vol. 113

  2. Systemic Risk in the Global Energy Sector: Structure, Determinants and Portfolio Management Implications

    Energy Journal, Vol. 44, Núm. 6, pp. 211-242

  3. Twitter sentiment and stock return volatility of US travel and leisure firms

    Economics Bulletin, Vol. 43, Núm. 2, pp. 1133-1142

2022

  1. A grey-based correlation with multi-scale analysis: S&P 500 VIX and individual VIXs of large US company stocks

    Finance Research Letters, Vol. 48

2021

  1. Are green bonds a different asset class? Evidence from time-frequency connectedness analysis

    Journal of Cleaner Production, Vol. 292

  2. Comparative efficiency of green and conventional bonds pre- and during COVID-19: An asymmetric multifractal detrended fluctuation analysis

    Energy Policy, Vol. 153

  3. U.S. stock prices and macroeconomic fundamentals: Fresh evidence using the quantile ARDL approach

    International Journal of Finance and Economics, Vol. 26, Núm. 3, pp. 3569-3587

2020

  1. Dynamic spillover effects among tourism, economic growth and macro-finance risk factors

    Portuguese Economic Journal, Vol. 19, Núm. 3, pp. 173-194

  2. Oil price shocks, global financial markets and their connectedness

    Energy Economics, Vol. 88

2019

  1. Causal flows between oil and forex markets using high-frequency data: Asymmetries from good and bad volatility

    Energy Economics, Vol. 84

  2. Liquidity-adjusted value-at-risk optimization of a multi-asset portfolio using a vine copula approach

    Physica A: Statistical Mechanics and its Applications, Vol. 536

  3. Nonlinear and extreme dependence between long-term sovereign bond yields and the stock market: A quantile-on-quantile analysis

    Economics Bulletin, Vol. 39, Núm. 2, pp. 969-981

2018

  1. Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states

    Applied Economics, Vol. 50, Núm. 42, pp. 4500-4521

  2. Industry-level determinants of the linkage between credit and stock markets

    Applied Economics, Vol. 50, Núm. 49, pp. 5277-5301

  3. Is the tourism–economic growth nexus time-varying? Bootstrap rolling-window causality analysis for the top 10 tourist destinations

    Applied Economics, Vol. 50, Núm. 24, pp. 2677-2697

  4. Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices

    Energy Economics, Vol. 76, pp. 1-20

2017

  1. Asymmetric determinants of CDS spreads: U.S. industry-level evidence through the NARDL approach

    Economic Modelling, Vol. 60, pp. 211-230

  2. Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis

    International Review of Financial Analysis, Vol. 52, pp. 9-26

  3. Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?

    International Review of Economics and Finance, Vol. 49, pp. 453-483

  4. Tourism-led growth hypothesis in the top ten tourist destinations: New evidence using the quantile-on-quantile approach

    Tourism Management, Vol. 60, pp. 223-232