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内部出版物
在“
Elsevier电子期刊
”中,
命中:
8
条,耗时:小于0.01 秒
1.
Examining the efficiency and interdependence of US credit and stock markets through MF-DFA and MF-DXA approaches
作者:
Syed
Jawad
Hussain Shahzad
a
;
b
;
c
;
jawad
.
kazmi
5@
gmail
.
com
;
j.syed@montpellier-bs.
com
;
Safwan Mohd Nor
a
;
d
;
safwan@umt.edu.my
;
Walid Mensi
e
;
f
;
walid.mensi@fsegt.rnu.tn
;
Ronald Ravinesh Kumar
g
;
h
;
kumar_RN@usp.ac.fj
;
rrk8@student.le.ac.uk
;
ronaldkmr15@
gmail
.
com
关键词:
G1
;
G14
;
G17
刊名:Physica A: Statistical Mechanics and its Applications
出版年:2017
2.
Interdependence and contagion among industry-level US credit markets: An application of wavelet and VMD based copula approaches
作者:
Syed
Jawad
Hussain Shahzad
a
;
b
;
jawad
.
kazmi
5@
gmail
.
com
" class="auth_mail" title="E-mail the corresponding author
;
Safwan Mohd Nor
a
;
c
;
safwan@umt.edu.my" class="auth_mail" title="E-mail the corresponding author
;
Ronald Ravinesh Kumar
d
;
e
;
kumar_RN@usp.ac.fj" class="auth_mail" title="E-mail the corresponding author
;
ronaldkmr15@
gmail
.
com
" class="auth_mail" title="E-mail the corresponding author
;
Walid Mensi
f
;
g
;
walid.mensi@fsegt.rnu.tn" class="auth_mail" title="E-mail the corresponding author
关键词:
Credit default swap
;
Contagion
;
Wavelet squared coherence
;
Variational mode de
com
position
;
Copula
刊名:Physica A: Statistical Mechanics and its Applications
出版年:2017
3.
Modeling systemic risk and dependence structure between oil and stock markets using a variational mode de
com
position-based copula method
作者:
Walid Mensi
a
;
b
;
walid.mensi@fsegt.rnu.tn
;
Shawkat Hammoudeh
c
;
d
;
shawkat.hammoudeh@
gmail
.
com
;
Syed
Jawad
Hussain Shahzad
d
;
e
;
jawad
.
kazmi
5@
gmail
.
com
;
Muhammad Shahbaz
d
;
shahbazmohd@live.
com
关键词:
C58
;
F37
;
G11
;
G14
刊名:Journal of Banking & Finance
出版年:2017
4.
Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants
作者:
Syed
Jawad
Hussain Shahzad
a
;
b
;
c
;
jawad
.
kazmi
5@
gmail
.
com
;
Safwan Mohd Nor
d
;
e
;
safwan@umt.edu.my
;
Shawkat Hammoudeh
c
;
f
;
Shawkat.hammoudeh@
gmail
.
com
;
Muhammad Shahbaz
c
;
m.shahbaz@montpellier-bs.
com
关键词:
C32
;
G20
;
G32
刊名:International Review of Economics & Finance
出版年:2017
5.
Asymmetric determinants of CDS spreads: U.S. industry-level evidence through the NARDL approach
作者:
Syed
Jawad
Hussain Shahzad
a
;
b
;
c
;
jawad
.
kazmi
5@
gmail
.
com
;
Safwan Mohd Nor
d
;
e
;
safwan@umt.edu.my
;
Roman Ferrer
f
;
Roman.Ferrer@uv.es
;
Shawkat Hammoudeh
c
;
g
;
hammousm@drexel.edu
关键词:
C32
;
E52
;
F65
;
G01
刊名:Economic Modelling
出版年:2017
6.
Interdependence between Greece and other European stock markets: A
com
parison of wavelet and VMD copula, and the portfolio implications
作者:
Syed
Jawad
Hussain Shahzad
a
;
b
;
jawad
hussain@v
com
sats.edu.pk" class="auth_mail" title="E-mail the corresponding author
;
jawad
.
kazmi
5@
gmail
.
com
" class="auth_mail" title="E-mail the corresponding author
;
Ronald Ravinesh Kumar
c
;
d
;
e
;
kumar_RN@usp.ac.fj" class="auth_mail" title="E-mail the corresponding author
;
ronaldravinesh.kumar@hdr.qut.edu.au" class="auth_mail" title="E-mail the corresponding author
;
rrk1mpo@bolton.ac.uk" class="auth_mail" title="E-mail the corresponding author
;
ronaldkmr15@
gmail
.
com
" class="auth_mail" title="E-mail the corresponding author
;
Sajid Ali
b
;
sajid.mahr@
gmail
.
com
" class="auth_mail" title="E-mail the corresponding author
;
Saba Ameer
a
;
sabaameer88@
gmail
.
com
" class="auth_mail" title="E-mail the corresponding author
关键词:
Wavelets
;
VMD copula
;
Portfolio
;
Contagion and interdependence
;
European stock markets
;
Greece
刊名:Physica A: Statistical Mechanics and its Applications
出版年:2016
7.
Financial development and environmental quality: The way forward
作者:
Muhammad Shahbaz
a
;
b
;
m.shahbaz@montpellier-bs.
com
" class="auth_mail" title="E-mail the corresponding author
;
shahbazmohd@live.
com
" class="auth_mail" title="E-mail the corresponding author
;
Syed
Jawad
Hussain Shahzad
a
;
c
;
d
;
jawad
.
kazmi
5@
gmail
.
com
" class="auth_mail" title="E-mail the corresponding author
;
Nawaz Ahmad
e
;
nawazecon@
gmail
.
com
" class="auth_mail" title="E-mail the corresponding author
;
Shaista Alam
f
;
shaista.alam@aerc.edu.pk" class="auth_mail" title="E-mail the corresponding author
关键词:
Financial development
;
Growth
;
Energy
;
CO2 emissions
刊名:Energy Policy
出版年:2016
8.
Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets
作者:
Naveed Raza
a
;
naveedrazza@
gmail
.
com
" class="auth_mail" title="E-mail the corresponding author
;
Syed
Jawad
Hussain Shahzad
a
;
Jawad
.
kazmi
5@
gmail
.
com
" class="auth_mail" title="E-mail the corresponding author
;
Aviral Kumar Tiwari
b
;
aviral.eco@
gmail
.
com
" class="auth_mail" title="E-mail the corresponding author
;
Muhammad Shahbaz
c
;
d
;
shahbazmohd@live.
com
" class="auth_mail" title="E-mail the corresponding author
;
Muhammad.shahbaz@ipag.fr" class="auth_mail" title="E-mail the corresponding author
关键词:
Gold prices
;
Oil prices
;
Stock prices
;
Nonlinear ARDL
刊名:Resources Policy
出版年:2016
1
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作者(8)
按出版年细分(8)
2017年(5)
2016年(3)
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