Search Results - "Ferrer, Román" :: K.UTB vyhledávací portál

Loading…

$Comparative efficiency of green and conventional bonds pre- and during COVID-19: An asymmetric multifractal detrended fluctuation analysis$

Comparative efficiency of green and conventional bonds pre- and during COVID-19: An asymmetric multifractal detrended fluctuation analysis

by Naeem, Muhammad Abubakr, Farid, Saqib, Ferrer, Román, Shahzad, Syed Jawad Hussain
Published in Energy policy (01.06.2021)

Get full text

Journal Article

Loading…

Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices

by Ferrer, Román, Shahzad, Syed Jawad Hussain, López, Raquel, Jareño, Francisco
Published in Energy economics (01.10.2018)

Get full text

Journal Article

Loading…

Oil price shocks, global financial markets and their connectedness

by Demirer, Rıza, Ferrer, Román, Shahzad, Syed Jawad Hussain
Published in Energy economics (01.05.2020)

Get full text

Journal Article

Loading…

Tourism-led growth hypothesis in the top ten tourist destinations: New evidence using the quantile-on-quantile approach

by Shahzad, Syed Jawad Hussain, Shahbaz, Muhammad, Ferrer, Román, Kumar, Ronald Ravinesh
Published in Tourism management (1982) (01.06.2017)

Get full text

Journal Article

Loading…

Explosive behavior in the Chinese stock market: A sectoral analysis

by Yang, Hui, Ferrer, Román
Published in Pacific-Basin finance journal (01.10.2023)

Get full text

Journal Article

Loading…

Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis

by Shahzad, Syed Jawad Hussain, Ferrer, Román, Ballester, Laura, Umar, Zaghum
Published in International review of financial analysis (01.07.2017)

Get full text

Journal Article

Loading…

Default risk transmission in the travel and leisure industry

by Shahzad, Syed Jawad Hussain, Bouri, Elie, Ferrer, Román
Published in International journal of hospitality management (01.08.2023)

Get full text

Journal Article

Loading…

Are green bonds a different asset class? Evidence from time-frequency connectedness analysis

by Ferrer, Román, Shahzad, Syed Jawad Hussain, Soriano, Pilar
Published in Journal of cleaner production (10.04.2021)

Get full text

Journal Article

Loading…

Causal flows between oil and forex markets using high-frequency data: Asymmetries from good and bad volatility

by Alam, Md. Samsul, Shahzad, Syed Jawad Hussain, Ferrer, Román
Published in Energy economics (01.10.2019)

Get full text

Journal Article

Loading…

Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?

by Jammazi, Rania, Ferrer, Román, Jareño, Francisco, Shahzad, Syed Jawad Hussain
Published in International review of economics & finance (01.05.2017)

Get full text

Journal Article

Loading…

Cross-border capital flows and information spillovers across the equity and currency markets in emerging economies

by Bathia, Deven, Demirer, Riza, Ferrer, Román, Raheem, Ibrahim D.
Published in Journal of international money and finance (01.12.2023)

Get full text

Journal Article

Loading…

US stock market sensitivity to interest and inflation rates: a quantile regression approach

by Jareño, Francisco, Ferrer, Román, Miroslavova, Stanislava
Published in Applied economics (02.06.2016)

Get full text

Journal Article

Loading…

Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states

by Umar, Zaghum, Shahzad, Syed Jawad Hussain, Ferrer, Román, Jareño, Francisco
Published in Applied economics (08.09.2018)

Get full text

Journal Article

Loading…

Is the tourism-economic growth nexus time-varying? Bootstrap rolling-window causality analysis for the top 10 tourist destinations

by Shahbaz, Muhammad, Ferrer, Román, Shahzad, Syed Jawad Hussain, Haouas, Ilham
Published in Applied economics (21.05.2018)

Get full text

Journal Article

Loading…

Liquidity-adjusted value-at-risk optimization of a multi-asset portfolio using a vine copula approach

by Al Janabi, Mazin A.M., Ferrer, Román, Shahzad, Syed Jawad Hussain
Published in Physica A (15.12.2019)

Get full text

Journal Article

Loading…

Interest Rate Sensitivity of Spanish Industries: A Quantile Regression Approach

by Ferrando, Laura, Ferrer, Román, Jareño, Francisco
Published in The Manchester school (01.03.2017)

Get full text

Journal Article

Loading…

Interactions between financial stress and economic activity for the U.S.: A time- and frequency-varying analysis using wavelets

by Ferrer, Román, Jammazi, Rania, Bolós, Vicente J., Benítez, Rafael
Published in Physica A (15.02.2018)

Get full text

Journal Article

Loading…

Interdependence between Green Financial Instruments and Major Conventional Assets: A Wavelet-Based Network Analysis

by Ferrer, Román, Benítez, Rafael, Bolós, Vicente J.
Published in Mathematics (Basel) (01.04.2021)

Get full text

Journal Article

Loading…

Systemic Risk in the Global Energy Sector: Structure, Determinants and Portfolio Management Implications

by Hussain Shahzad, Syed Jawad, Ferrer, Román, Bouri, Elie
Published in The Energy journal (Cambridge, Mass.) (01.11.2023)

Get full text

Journal Article

Loading…

A grey-based correlation with multi-scale analysis: S&P 500 VIX and individual VIXs of large US company stocks

by Wang, Zhenkun, Bouri, Elie, Ferreira, Paulo, Shahzad, Syed Jawad Hussain, Ferrer, Román
Published in Finance research letters (01.08.2022)

Get full text

Journal Article

Refine Results

Format

Subject Area

Topic

Language

Year of Publication

Database