SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
COVID-19 and connectedness between Sustainable and Islamic equity markets
16 references·2 citing·34 second hop
COVID-19 and connectedness between Sustainable and Islamic equity markets (2022)COVID-19 and connectedness between Sustai…Crude oil market and stock markets during the COVID-19 pandemic: Evidence from the US, Japan, and Germany (2021)Crude oil market and stock ma…Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution (2020)Time and frequency domain con…Time and frequency connectedness among oil shocks, electricity and clean energy markets (2020)Time and frequency connectedn…Return connectedness across asset classes around the COVID-19 outbreak (2020)Return connectedness across a…How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques (2020)How COVID-19 drives connected…COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)COVID-19 pandemic, oil prices…Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Measuring the Frequency Dynam…Risk and return characteristics of Islamic equity funds (2011)Risk and return characteristi…Islamic mutual funds' financial performance and international investment style : evidence from 20 countries (2011)Islamic mutual funds' financi…Green and Good? The Investment Performance of US Environmental Mutual Funds (2011)Green and Good? The Investmen…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Socially responsible investment funds: Investor reaction to current and past returns (2007)Socially responsible investme…Investigation of performance of Malaysian Islamic unit trust funds (2007)Investigation of performance …Is there a Difference? The Performance Characteristics of SRI Equity Indices (2006)Is there a Difference? The Pe…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …RETRACTED: Mapping fear in financial markets: Insights from dynamic networks and centrality measures (2024)RETRACTED: Mapping fear in fi…Does Islamic investing modify portfolio performance? Time-varying optimization strategies for conventional and Shariah energy-ESG-utilities portfolio (2023)Does Islamic investing modify…Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Macroeconomics and Reality (1980)Dynamic Conditional Correlation (2002)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Common risk factors in the returns on stocks and bonds (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)On Persistence in Mutual Fund Performance (1997)Does the stock market value the inclusion in a sustainability stock index? An event study analysis for German firms (2013)Corporate social responsibility versus corporate shareholder responsibility: A family firm perspective (2018)Embedding sustainability in risk management: The impact of environmental, social, and governance ratings on corporate financial risk (2022)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets (2022)Measuring Economic Policy Uncertainty* (2016)COVID-19 and finance: Agendas for future research (2020)COVID-Induced Economic Uncertainty (2020)Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets (2020)Financial contagion during COVID–19 crisis (2020)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Does oil connect differently with prominent assets during war? Analysis of intra-day data during the Russia-Ukraine saga (2022)The spillover effects among fossil fuel, renewables and carbon markets: Evidence under the dual dilemma of climate change and energy crises (2023)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies (2022)Examining the interrelatedness of NFTs, DeFi tokens and cryptocurrencies (2022)NFTs and asset class spillovers: Lessons from the period around the COVID-19 pandemic (2021)Quantile connectedness in the cryptocurrency market (2021)Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis (2021)Volatility Spillovers between Stock and Energy Markets during Crises: A Comparative Assessment between the 2008 Global Financial Crisis and the Covid-19 Pandemic Crisis (2021)Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak (2022)
this work references cited by second hop

References

  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2018Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*1,790 cited
  • 2020COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach1,488 cited
  • 2020Return connectedness across asset classes around the COVID-19 outbreak631 cited
  • 2020Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution423 cited
  • 2020How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques397 cited
  • 2021Crude oil market and stock markets during the COVID-19 pandemic: Evidence from the US, Japan, and Germany357 cited
  • 2006Is there a Difference? The Performance Characteristics of SRI Equity Indices317 cited
  • 2007Socially responsible investment funds: Investor reaction to current and past returns313 cited
  • 2011Risk and return characteristics of Islamic equity funds305 cited
  • 2011Islamic mutual funds' financial performance and international investment style : evidence from 20 countries

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

275 cited
  • 2011Green and Good? The Investment Performance of US Environmental Mutual Funds275 cited
  • 2007Investigation of performance of Malaysian Islamic unit trust funds274 cited
  • 2020Time and frequency connectedness among oil shocks, electricity and clean energy markets262 cited
  • Cited by

    • 2024RETRACTED: Mapping fear in financial markets: Insights from dynamic networks and centrality measures27 cited
    • 2023Does Islamic investing modify portfolio performance? Time-varying optimization strategies for conventional and Shariah energy-ESG-utilities portfolio20 cited