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Financial stress effects on financial markets: dynamic connectedness and portfolio hedging

International journal of emerging markets, 2023-11, Vol.18 (10), p.4064-4087

2023

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The impact of the COVID-19 pandemic on the nexus between the investor’s sentiment and the financial market dynamics: evidence from the Chinese market

Asia-Pacific journal of business administration, 2023-11, Vol.15 (5), p.673-694

2023

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The impact of COVID-19 on the portfolio optimization

EuroMed Journal of Business, 2023-05, Vol.18 (2), p.207-228

2023

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Impact of the confirmation bias on returns, expectations and hedging of optimistic and pessimistic traders before and during COVID-19 pandemic

EuroMed Journal of Business, 2024-06, Vol.19 (2), p.338-365

2024

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The dynamic network connectedness and hedging strategies across stock markets and commodities: COVID-19 pandemic effect

Asia-Pacific journal of business administration, 2021-10, Vol.13 (4), p.520-552

2021

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Regime-Specific Spillover Effects Between Financial Stress, GCC Stock Markets, Brent Crude Oil, and the Gold Market

Journal of the knowledge economy, 2024-08

2024

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Islamic and conventional portfolios optimization under investor sentiment states: Bayesian vs Markowitz portfolio analysis

Research in international business and finance, 2020-01, Vol.51, p.101071, Article 101071

2020

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Does financial technology matter in the relationship between CSR and banks’ financial stability? a quantile regression approach

Environmental science and pollution research international, 2024-01, Vol.31 (1), p.1226-1243

2024

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The Predictive Power of Financial Stress on the Financial Markets Dynamics: Hidden Markov Model

Journal of economics and finance, 2023-03, Vol.47 (1), p.94-115

2023

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Influence of oil price fluctuations on the network connectedness between oil, GCC Islamic and conventional financial markets

International journal of Islamic and Middle Eastern finance and management, 2023-08, Vol.16 (5), p.955-974

2023

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Forecast the Role of GCC Financial Stress on Oil Market and GCC Financial Markets Using Convolutional Neural Networks

Asia-Pacific financial markets, 2023-09, Vol.30 (3), p.505-530

2023

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Can fiat currencies really hedge Pax gold? Evidence from range-based DCC models

EuroMed Journal of Business, 2024-03

2024

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Transmission of shocks between Chinese financial market and oil market

International journal of emerging markets, 2020-04, Vol.15 (2), p.262-286

2020

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Predicting the effect of Googling investor sentiment on Islamic stock market returns: A five-state hidden Markov model

International journal of Islamic and Middle Eastern finance and management, 2020-01, Vol.13 (2), p.165-193

2020

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Modeling dependence structure between green sukuk spread in Malaysia and the uncertainty factors before and during the COVID-19 pandemic

Journal of Islamic accounting and business research, 2023-11

2023

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The thermal optimal path model: Does Google search queries help to predict dynamic relationship between investor’s sentiment and indexes returns?

Journal of asset management, 2020-05, Vol.21 (3), p.261-279

2020

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Islamic stock markets and potential diversification benefits

Borsa Istanbul Review, 2015-06, Vol.15 (2), p.93-105

2015

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Behavioural explanations of Expectile VaR forecasting and dynamic hedging strategies for downside risk during the COVID ‐19 pandemic: Insights from financial markets

International journal of finance and economics, 2023-11

2023

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Forecasting Bitcoin returns using machine learning algorithms: impact of investor sentiment

EuroMed Journal of Business, 2023-09

2023

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Prospect theory and risk-taking behavior: an empirical investigation of Islamic and conventional banks

Journal of asset management, 2021-05, Vol.22 (3), p.163-178

2021

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The moderating effect of fintech on the relationship between CSR and banks' financial stability: Baron and Kenny's approach analysis

EuroMed Journal of Business, 2023-10

2023

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Relationship between capital, risk and liquidity: a comparative study between Islamic and conventional banks in MENA region

Research in international business and finance, 2018-10, Vol.45, p.588-596

2018

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Network connectedness and portfolio hedging of green bonds, stock markets and commodities

International journal of emerging markets, 2023-09

2023

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Time-varying nexus and causality in the quantile between Google investor sentiment and cryptocurrency returns

Blockchain: Research and Applications, 2024-06, Vol.5 (2), p.100177, Article 100177

2024

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Risk and inefficiency: Behavioral explanation through overconfidence in Islamic and conventional banks

Managerial finance, 2018-06, Vol.44 (6), p.688-703

2018

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Financial stress effects on financial markets: dynamic connectedness and portfolio hedging

The impact of the COVID-19 pandemic on the nexus between the investor’s sentiment and the financial market dynamics: evidence from the Chinese market

The impact of COVID-19 on the portfolio optimization

Impact of the confirmation bias on returns, expectations and hedging of optimistic and pessimistic traders before and during COVID-19 pandemic

The dynamic network connectedness and hedging strategies across stock markets and commodities: COVID-19 pandemic effect

Regime-Specific Spillover Effects Between Financial Stress, GCC Stock Markets, Brent Crude Oil, and the Gold Market

Islamic and conventional portfolios optimization under investor sentiment states: Bayesian vs Markowitz portfolio analysis

Does financial technology matter in the relationship between CSR and banks’ financial stability? a quantile regression approach

The Predictive Power of Financial Stress on the Financial Markets Dynamics: Hidden Markov Model

Influence of oil price fluctuations on the network connectedness between oil, GCC Islamic and conventional financial markets

Forecast the Role of GCC Financial Stress on Oil Market and GCC Financial Markets Using Convolutional Neural Networks

Can fiat currencies really hedge Pax gold? Evidence from range-based DCC models

Transmission of shocks between Chinese financial market and oil market

Predicting the effect of Googling investor sentiment on Islamic stock market returns: A five-state hidden Markov model

Modeling dependence structure between green sukuk spread in Malaysia and the uncertainty factors before and during the COVID-19 pandemic

The thermal optimal path model: Does Google search queries help to predict dynamic relationship between investor’s sentiment and indexes returns?

Islamic stock markets and potential diversification benefits

Behavioural explanations of Expectile VaR forecasting and dynamic hedging strategies for downside risk during the COVID ‐19 pandemic: Insights from financial markets

Forecasting Bitcoin returns using machine learning algorithms: impact of investor sentiment

Prospect theory and risk-taking behavior: an empirical investigation of Islamic and conventional banks

The moderating effect of fintech on the relationship between CSR and banks' financial stability: Baron and Kenny's approach analysis

Relationship between capital, risk and liquidity: a comparative study between Islamic and conventional banks in MENA region

Network connectedness and portfolio hedging of green bonds, stock markets and commodities

Time-varying nexus and causality in the quantile between Google investor sentiment and cryptocurrency returns

Risk and inefficiency: Behavioral explanation through overconfidence in Islamic and conventional banks

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