Is there a systemic risk between Sharia, Sukuk, and GCC stock markets? A ΔCoVaR risk metric‐based copula approach
Al‐Yahyaee, Khamis Hamed, Shahzad, Syed Jawad Hussain, Mensi, Walid, Yoon, Seong‐Min
Published in International journal of finance and economics (01.04.2021)
Published in International journal of finance and economics (01.04.2021)
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Journal Article
Correction to: High frequency multiscale relationships among major cryptocurrencies: portfolio management implications
Mensi, Walid, Rehman, Mobeen Ur, Shafullah, Muhammad, Al‑Yahyaee, Khamis Hamed, Sensoy, Ahmet
Published in Financial innovation (Heidelberg) (29.10.2021)
Published in Financial innovation (Heidelberg) (29.10.2021)
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Journal Article
Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach
Mensi, Walid, Ur Rehman, Mobeen, Maitra, Debasish, Hamed Al-Yahyaee, Khamis, Sensoy, Ahmet
Published in Research in international business and finance (01.10.2020)
Published in Research in international business and finance (01.10.2020)
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Journal Article
Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis
Mensi, Walid, Lee, Yun-Jung, Al-Yahyaee, Khamis Hamed, Sensoy, Ahmet, Yoon, Seong-Min
Published in Finance research letters (01.12.2019)
Published in Finance research letters (01.12.2019)
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Journal Article
Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies: Portfolio risk management implications
Mensi, Walid, Rehman, Mobeen Ur, Al-Yahyaee, Khamis Hamed, Al-Jarrah, Idries Mohammad Wanas, Kang, Sang Hoon
Published in The North American journal of economics and finance (01.04.2019)
Published in The North American journal of economics and finance (01.04.2019)
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Journal Article
Long-run relationships between US financial credit markets and risk factors: Evidence from the quantile ARDL approach
Mensi, Walid, Shahzad, Syed Jawad Hussain, Hammoudeh, Shawkat, Hkiri, Besma, Hamed Al Yahyaee, Khamis
Published in Finance research letters (01.06.2019)
Published in Finance research letters (01.06.2019)
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Journal Article
Investment Board Committee and Investment Efficiency in a Unique Environment
Eulaiwi, Baban, Al-Hadi, Ahmed, Al-Yahyaee, Khamis Hamed, Taylor, Grantley
Published in Emerging markets finance & trade (08.12.2021)
Published in Emerging markets finance & trade (08.12.2021)
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Journal Article
Shareholder wealth effects of stock dividends in a unique environment
Yahyaee, Khamis Hamed Al
Published in Journal of international financial markets, institutions & money (01.01.2014)
Published in Journal of international financial markets, institutions & money (01.01.2014)
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Journal Article
Stock market efficiency: A comparative analysis of Islamic and conventional stock markets
Ali, Sajid, Shahzad, Syed Jawad Hussain, Raza, Naveed, Al-Yahyaee, Khamis Hamed
Published in Physica A (01.08.2018)
Published in Physica A (01.08.2018)
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Journal Article
Asymmetric risk spillovers between oil and agricultural commodities
Shahzad, Syed Jawad Hussain, Hernandez, Jose Arreola, Al-Yahyaee, Khamis Hamed, Jammazi, Rania
Published in Energy policy (01.07.2018)
Published in Energy policy (01.07.2018)
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Journal Article
Energy, precious metals, and GCC stock markets: Is there any risk spillover?
Al-Yahyaee, Khamis Hamed, Mensi, Walid, Sensoy, Ahmet, Kang, Sang Hoon
Published in Pacific-Basin finance journal (01.09.2019)
Published in Pacific-Basin finance journal (01.09.2019)
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Journal Article