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Analysis of the frequency dynamics of spillovers and connectedness among Islamic and conventional banks and their determinants: evidence from Gulf Cooperative Council (GCC) markets
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Analysis of the frequency dynamics of spillovers and connectedness among Islamic and conventional banks and their determinants: evidence from Gulf Cooperative Council (GCC) markets (2022)Analysis of the frequency dynamics of spi…Administrative Behavior (2019)Administrative BehaviorMeasuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Measuring the Frequency Dynam…On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)On the network topology of va…Risk in Islamic Banking (2013)Risk in Islamic BankingIslamic vs. conventional banks: Business models, efficiency and stability (2013)Islamic vs. conventional bank…How does capital affect bank performance during financial crises? (2013)How does capital affect bank …Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Measuring Financial Asset Ret…The New Institutional Economics: Taking Stock, Looking Ahead (2000)The New Institutional Economi…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Volatilities of different time resolutions — Analyzing the dynamics of market components (1997)Volatilities of different tim…Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Contemporary Banking Theory (1993)Contemporary Banking TheoryAbsorptive Capacity: A New Perspective on Learning and Innovation (1990)Absorptive Capacity: A New Pe…Markets and Hierarchies: Analysis and Antitrust Implications. (1977)Markets and Hierarchies: Anal…The Nature of the Firm (1937)The Nature of the FirmStochastic 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)The Social Psychology of Organizations. (1979)An Evolutionary Theory of Economic Change. (1983)Toward a knowledge‐based theory of the firm (1996)Capitalism, Socialism and Democracy (1997)Social Capital, Intellectual Capital, and the Organizational Advantage (1998)Absorptive Capacity: A Review, Reconceptualization, and Extension (2002)The Problem of Social Cost (1960)Toward a Theory of Property Rights (1974)Economic Action and Social Structure: The Problem of Embeddedness (1985)The Theory of the Firm as Governance Structure: From Choice to Contract (2002)Does Culture Affect Economic Outcomes? (2006)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)The robustness of identified VAR conclusions about money (1998)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Survey of Corporate Governance (1997)Dynamic capabilities and strategic management (1997)Capture and Ideology in the Economic Theory of Politics (1984)Entry, Exit, Growth, and Innovation over the Product Life Cycle (1996)Beyond Markets and States: Polycentric Governance of Complex Economic Systems (2010)SRISK: A conditional capital shortfall measure of systemic risk (2017)
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References

  • 1990Absorptive Capacity: A New Perspective on Learning and Innovation35,597 cited
  • 1937The Nature of the Firm23,826 cited
  • 2000The New Institutional Economics: Taking Stock, Looking Ahead6,418 cited
  • 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
  • 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
  • 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets3,131 cited
  • 1977Markets and Hierarchies: Analysis and Antitrust Implications.2,730 cited
  • 2018Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*1,790 cited
  • 2013How does capital affect bank performance during financial crises?1,690 cited
  • 2013Islamic vs. conventional banks: Business models, efficiency and stability1,529 cited
  • 1993Contemporary Banking Theory1,251 cited
  • 2019Administrative Behavior1,193 cited
  • 1997Volatilities of different time resolutions — Analyzing the dynamics of market components

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745 cited
  • 2013Risk in Islamic Banking687 cited
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