SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Vulnerability of Sustainable Islamic Stock Returns to Implied Market Volatilities: An Asymmetric Approach
16 references·1 citing·56 second hopsampled
Vulnerability of Sustainable Islamic Stock Returns to Implied Market Volatilities: An Asymmetric Approach (2022)Vulnerability of Sustainable Islamic Stoc…RETRACTED: Dynamic connectedness and spillovers between Islamic and conventional stock markets: time- and frequency-domain approach in COVID-19 era (2022)RETRACTED: Dynamic connectedn…Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression (2022)Does geopolitical risk matter…Do global factors drive the interconnectedness among green, Islamic and conventional financial markets? (2022)Do global factors drive the i…Modelling the globalization-CO2 emission nexus in Australia: evidence from quantile-on-quantile approach (2021)Modelling the globalization-C…Determinants of Spillovers between Islamic and Conventional Financial Markets: Exploring the Safe Haven Assets during the COVID-19 Pandemic (2021)Determinants of Spillovers be…The Resilience of Islamic Equity Funds during COVID-19: Evidence from Risk Adjusted Performance, Investment Styles and Volatility Timing (2020)The Resilience of Islamic Equ…The linkages between oil market uncertainty and Islamic stock markets: Evidence from quantile-on-quantile approach (2020)The linkages between oil mark…The relationship between implied volatility and cryptocurrency returns (2019)The relationship between impl…The asymmetric effects of oil price on sectoral Islamic stocks: New evidence from quantile-on-quantile regression approach (2019)The asymmetric effects of oil…Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis (2017)Risk transmission between Isl…The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method (2016)The role of news-based uncert…Oil prices, US stock return, and the dependence between their quantiles (2015)Oil prices, US stock return, …Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Is Gold a Hedge or a Safe Hav…The Adaptive Markets Hypothesis (2004)The Adaptive Markets Hypothes…Volatilities of different time resolutions — Analyzing the dynamics of market components (1997)Volatilities of different tim…Fractals and Intrinsic Time - a Challenge to Econometricians (1995)Fractals and Intrinsic Time -…Economic policy uncertainty, geopolitical risk, market sentiment, and regional stocks: asymmetric analyses of the EU sectors (2023)Economic policy uncertainty, …Fractional Brownian Motions, Fractional Noises and Applications (1968)The Relation Between Price Changes and Trading Volume: A Survey (1987)The variation of certain speculative prices (1997)Intra-day market activity (1999)Scaling properties of foreign exchange volatility (2001)A Multifractal Model of Asset Returns (2011)Oil and the Macroeconomy since World War II (1983)Estimating Production Functions Using Inputs to Control for Unobservables (2003)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2017)Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation (2018)The role of green finance in reducing CO2 emissions: An empirical analysis (2021)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)A long memory property of stock market returns and a new model (1993)From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets (1997)Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long‐Run in High Frequency Returns (1997)Realized Volatility: A Review (2008)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)The Impact of Uncertainty Shocks (2009)Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test (2016)Measuring Economic Policy Uncertainty* (2016)Which determinant is the most informative in forecasting crude oil market volatility: Fundamental, speculation, or uncertainty? (2017)Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike? (2019)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Generalized impulse response analysis in linear multivariate models (1998)Dynamic Conditional Correlation (2002)Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19 (2020)Oil price shocks, global financial markets and their connectedness (2020)Time-varying co-movements between energy market and global financial markets: Implication for portfolio diversification and hedging strategies (2020)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Economic Forces and the Stock Market (1986)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The impacts of different proxies for financialization on carbon emissions in top-ten emitter countries (2020)Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets (2021)The linkage between clean energy stocks and the fluctuations in oil price and financial stress in the US and Europe? Evidence from QARDL approach (2021)Prospect Theory: An Analysis of Decision under Risk (1979)An Evolutionary Theory of Economic Change. (1983)Prospect theory: An analysis of decision under risk (1988)Institutional Investors and the Informational Efficiency of Prices (2009)Sustainable Development and Financial Markets (2015)Machine learning techniques and data for stock market forecasting: A literature review (2022)Judgment Under Uncertainty: Heuristics and Biases. (1984)Advances in prospect theory: Cumulative representation of uncertainty (1992)Is gold a safe haven? International evidence (2010)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)COVID-19 and finance: Agendas for future research (2020)Are safe haven assets really safe during the 2008 global financial crisis and COVID-19 pandemic? (2021)Impact of COVID-19 pandemic on stock markets: Conventional vs. Islamic indices using wavelet-based multi-timescales analysis (2021)Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies (2022)Causality of geopolitical risk on food prices: Considering the Russo–Ukrainian conflict (2022)Does the Russia-Ukraine War Lead to Currency Asymmetries? A US Dollar Tale (2022)Hedging Geopolitical Risks with Different Asset Classes: A Focus on the Russian Invasion of Ukraine (2022)Measuring Geopolitical Risk (2022)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2010Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold2,340 cited
  • 2004The Adaptive Markets Hypothesis1,708 cited
  • 2015Oil prices, US stock return, and the dependence between their quantiles1,428 cited
  • 1997Volatilities of different time resolutions — Analyzing the dynamics of market components745 cited
  • 2016The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method337 cited
  • 1995Fractals and Intrinsic Time - a Challenge to Econometricians258 cited
  • 2017Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis205 cited
  • 2019The asymmetric effects of oil price on sectoral Islamic stocks: New evidence from quantile-on-quantile regression approach192 cited
  • 2022Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression186 cited
  • 2021Determinants of Spillovers between Islamic and Conventional Financial Markets: Exploring the Safe Haven Assets during the COVID-19 Pandemic179 cited
  • 2020The Resilience of Islamic Equity Funds during COVID-19: Evidence from Risk Adjusted Performance, Investment Styles and Volatility Timing141 cited
  • 2020The linkages between oil market uncertainty and Islamic stock markets: Evidence from quantile-on-quantile approach141 cited
  • 2019The relationship between implied volatility and cryptocurrency returns

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

139 cited
  • 2022Do global factors drive the interconnectedness among green, Islamic and conventional financial markets?120 cited
  • 2021Modelling the globalization-CO2 emission nexus in Australia: evidence from quantile-on-quantile approach115 cited
  • 2022RETRACTED: Dynamic connectedness and spillovers between Islamic and conventional stock markets: time- and frequency-domain approach in COVID-19 era109 cited
  • Cited by

    • 2023Economic policy uncertainty, geopolitical risk, market sentiment, and regional stocks: asymmetric analyses of the EU sectors67 cited