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Iqbal Mansur · Study

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Iqbal Mansur

9 works· latest 2012· 1 institutionscluster: provisionalORCID 0000-0002-1396-3602

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Citations957

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Most cited in this library

Oil price shocks and industry stock returns2011 · 364 citations
Sensitivity of the bank stock returns distribution to changes in the level and volatility of interest rate: A GARCH-M model1998 · 251 citations
Volatility persistence in metal returns: A FIGARCH approach2012 · 73 citations
Convergence and risk-return linkages across financial service firms2006 · 69 citations
International Spillover of Risk and Return among Major Banking Institutions: A Bivariate GARCH Model2003 · 53 citations

Works

9 shown

Volatility persistence in metal returns: A FIGARCH approach

Journal of Economics and Business·2012·3 authors

73citations

Oil price shocks and industry stock returns

Energy Economics·2011·3 authors

364citations

Market Risk, Interest Rate Risk, and Interdependencies in Insurer Stock Returns: A System‐GARCH Model

Journal of Risk & Insurance·2008·3 authors

39citations

Convergence and risk-return linkages across financial service firms

Journal of Banking & Finance·2006·3 authors

69citations

The Association Between Market and Exchange Rate Risks and Accounting Variables: A GARCH Model of the Japanese Banking Institutions

Review of Quantitative Finance and Accounting·2005·2 authors

26citations

Bank stock return sensitivities to the long‐term and short‐term interest rates: a multivariate GARCH spproach

Managerial Finance·2004·2 authors

34citations

International Spillover of Risk and Return among Major Banking Institutions: A Bivariate GARCH Model

Journal of Accounting Auditing & Finance·2003·2 authors

53citations

Sensitivity of the bank stock returns distribution to changes in the level and volatility of interest rate: A GARCH-M model

Journal of Banking & Finance·1998·2 authors

251citations

The association between banks' performance ratios and market-determined measures of risk

Applied Economics·1993·3 authors

48citations