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Sukuk and bond dynamics in relation to exchange rate
16 references·1 citing·57 second hopsampled
Sukuk and bond dynamics in relation to exchange rate (2022)Sukuk and bond dynamics in relation to ex…Religion vs ethics: hedge and safe haven properties of Sukuk and green bonds for stock markets pre- and during COVID-19 (2021)Religion vs ethics: hedge and…Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently ? A wavelet coherence analysis (2017)Does the crude oil price infl…Wavelet-based test of co-movement and causality between oil and renewable energy stock prices (2016)Wavelet-based test of co-move…Islamic financial markets and global crises: Contagion or decoupling? (2016)Islamic financial markets and…Understanding FX Liquidity (2015)Understanding FX LiquidityOn the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010 (2013)On the Linkages between Stock…Are Islamic bonds different from conventional bonds? International evidence from capital market tests (2013)Are Islamic bonds different f…The relationship between stock price index and exchange rate in Asian markets: A quantile regression approach (2012)The relationship between stoc…Bond risk premia, macroeconomic fundamentals and the exchange rate (2011)Bond risk premia, macroeconom…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Oil and the macroeconomy: using wavelets to analyze old issues (2010)Oil and the macroeconomy: usi…Islamic Banking and Economic Growth: Empirical Evidence from Malaysia (2009)Islamic Banking and Economic …Using wavelets to decompose the time–frequency effects of monetary policy (2008)Using wavelets to decompose t…Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates? (2004)Can Portfolio Rebalancing Exp…Exchange Rate Fluctuations, Political Risk, and Stock Returns: Some Evidence from an Emerging Market (1995)Exchange Rate Fluctuations, P…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…The impact of geopolitical risk and COVID-19 pandemic stringency on Sukuk issuance in Malaysia (2024)The impact of geopolitical ri…Book Review: Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Dynamic Conditional Correlation (2002)On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Risk, Return, and Equilibrium: Empirical Tests (1973)Economic Forces and the Stock Market (1986)Business conditions and expected returns on stocks and bonds (1989)The Effects of Market Segmentation and Investor Recognition on Asset Prices: Evidence from Foreign Stocks Listing in the United States (1999)Volatility in Emerging Stock Markets (1999)Emerging markets finance (2003)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)The analysis of household surveys (1997)On the relation between stock prices and exchange rates: a review article (2015)Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes (2019)Does crude oil price stimulate economic policy uncertainty in BRICS? 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Evidence from Saudi Arabia (2019)Wavelet analysis of impact of renewable energy consumption and technological innovation on CO2 emissions: evidence from Portugal (2021)The role of renewable energy consumption and financial development in environmental sustainability: implications for the Nordic Countries (2022)On the mechanics of economic development (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Analysis of Islamic banks' financing and economic growth: a panel cointegration approach (2013)The effect of Islamic banks on GDP growth: Some evidence from selected MENA countries (2017)Influential and intellectual structure of Islamic finance: a bibliometric review (2020)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation (1994)An Introduction to Wavelets and Other Filtering Methods in Finance and Economics (2002)Green bond and financial markets: Co-movement, diversification and price spillover effects (2018)Price connectedness between green bond and financial markets (2019)Oil price shocks, geopolitical risks, and green bond market dynamics (2020)BOOMING SECTOR AND DUTCH DISEASE ECONOMICS: SURVEY AND CONSOLIDATION * (1984)Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies (2019)Industry volatility and economic uncertainty due to the COVID-19 pandemic: Evidence from wavelet coherence analysis (2020)Effects of the COVID-19 pandemic on the US stock market and uncertainty: A comparative assessment between the first and second waves (2021)Order Flow and Exchange Rate Dynamics (1999)The Microstructure Approach to Exchange Rates (2001)Order Flow and Exchange Rate Dynamics (2002)Exchange Rates, Equity Prices, and Capital Flows (2005)A Habit‐Based Explanation of the Exchange Rate Risk Premium (2010)Sign Restrictions in Structural Vector Autoregressions: A Critical Review (2011)
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References

  • 1986Generalized autoregressive conditional heteroskedasticity22,836 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,889 cited
  • 2008Using wavelets to decompose the time–frequency effects of monetary policy600 cited
  • 2016Wavelet-based test of co-movement and causality between oil and renewable energy stock prices501 cited
  • 2010Oil and the macroeconomy: using wavelets to analyze old issues348 cited
  • 1995Exchange Rate Fluctuations, Political Risk, and Stock Returns: Some Evidence from an Emerging Market265 cited
  • 2012The relationship between stock price index and exchange rate in Asian markets: A quantile regression approach236 cited
  • 2017Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently ? A wavelet coherence analysis206 cited
  • 2004Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates?205 cited
  • 2009Islamic Banking and Economic Growth: Empirical Evidence from Malaysia195 cited
  • 2015Understanding FX Liquidity182 cited
  • 2016Islamic financial markets and global crises: Contagion or decoupling?176 cited
  • 2013On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010167 cited
  • 2013Are Islamic bonds different from conventional bonds? International evidence from capital market tests

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145 cited
  • 2021Religion vs ethics: hedge and safe haven properties of Sukuk and green bonds for stock markets pre- and during COVID-19145 cited
  • 2011Bond risk premia, macroeconomic fundamentals and the exchange rate134 cited
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    • 2024The impact of geopolitical risk and COVID-19 pandemic stringency on Sukuk issuance in Malaysia11 cited