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Information Flow from COVID-19 Pandemic to Islamic and Conventional Equities: An ICEEMDAN-Induced Transfer Entropy Analysis

Complexity (New York, N.Y.), 2021-01, Vol.2021 (1)

2021

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Asymmetric impacts of geopolitical risk on stock markets: A comparative analysis of the E7 and G7 equities during the Russian-Ukrainian conflict

Heliyon, 2023-02, Vol.9 (2), p.e13626-e13626, Article e13626

2023

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Dynamic connectedness and spillovers between Islamic and conventional stock markets: time- and frequency-domain approach in COVID-19 era

Heliyon, 2022-04, Vol.8 (4), p.e09215-e09215, Article e09215

2022

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Technology and instructor dimensions, e-learning satisfaction, and academic performance of distance students in Ghana

Heliyon, 2022-04, Vol.8 (4), p.e09200-e09200, Article e09200

2022

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Correction: Information flow dynamics between geopolitical risk and major asset returns

PloS one, 2023-11, Vol.18 (11), p.e0294959-e0294959

2023

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Spillovers and contagion between BRIC and G7 markets: New evidence from time-frequency analysis

PloS one, 2022-07, Vol.17 (7), p.e0271088-e0271088

2022

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Exploring the dynamic connectedness between commodities and African equities

Cogent economics & finance, 2023-12, Vol.11 (1)

2023

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Information flow dynamics between geopolitical risk and major asset returns

PloS one, 2023-04, Vol.18 (4), p.e0284811-e0284811

2023

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Investor sentiment and the interdependence structure of GIIPS stock market returns: A multiscale approach

Quantitative finance and economics, 2023-01, Vol.7 (1), p.87-116

2023

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Do Local and World COVID-19 Media Coverage Drive Stock Markets? Time-Frequency Analysis of BRICS

Complexity (New York, N.Y.), 2022, Vol.2022 (1)

2022

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Time-frequency analysis of financial stress and global commodities prices: Insights from wavelet-based approaches

Cogent economics & finance, 2022-12, Vol.10 (1)

2022

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Situated Information Flow between Food Commodity and Regional Equity Markets: An EEMD-Based Transfer Entropy Analysis

Discrete dynamics in nature and society, 2022, Vol.2022 (1)

2022

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Flights-to-and-from-Quality with Islamic and Conventional Bonds in the COVID-19 Pandemic Era: ICEEMDAN-Based Transfer Entropy

Complexity (New York, N.Y.), 2022, Vol.2022 (1)

2022

Volltextzugriff (PDF)

Vulnerability of Sustainable Islamic Stock Returns to Implied Market Volatilities: An Asymmetric Approach

Discrete dynamics in nature and society, 2022, Vol.2022 (1)

2022

Volltextzugriff (PDF)

Assessing interdependence and contagion effects on the bond yield and stock returns nexus in Sub-Saharan Africa: Evidence from wavelet analysis

Scientific African, 2022-07, Vol.16, p.e01232, Article e01232

2022

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Assessing the safe haven properties of oil in African stock markets amid the COVID-19 pandemic: a quantile regression analysis

Quantitative finance and economics, 2022-01, Vol.6 (2), p.244-269

2022

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Information flow between global financial market stress and African equity markets: An EEMD-based transfer entropy analysis

Heliyon, 2023-03, Vol.9 (3), p.e13899-e13899, Article e13899

2023

Volltextzugriff (PDF)

Time-Frequency Analysis of COVID-19 Shocks and Energy Commodities

Complexity (New York, N.Y.), 2023, Vol.2023, p.1-16

2023

Volltextzugriff (PDF)

Exchange Rate, COVID-19, and Stock Returns in Africa: Insights from Time-Frequency Domain

Discrete dynamics in nature and society, 2022, Vol.2022 (1)

2022

Volltextzugriff (PDF)

Time-Frequency Connectedness between Shariah Indices in a Systemic Crisis Era

Complexity (New York, N.Y.), 2023, Vol.2023, p.1-17

2023

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When you need them, they are not there: hedge capacities of cryptocurrencies disappear in downtrend markets

Financial innovation (Heidelberg), 2024-12, Vol.10 (1), p.112-38, Article 112

2024

Volltextzugriff (PDF)

Does volatility in cryptocurrencies drive the interconnectedness between the cryptocurrencies market? Insights from wavelets

Cogent economics & finance, 2022-12, Vol.10 (1)

2022

Volltextzugriff (PDF)

EXPLORING THE ASYMMETRIC EFFECTS OF ECONOMIC POLICY UNCERTAINTY AND IMPLIED VOLATILITIES ON ENERGY FUTURES RETURNS: NOVEL INSIGHTS FROM QUANTILE-ON-QUANTILE REGRESSION

Journal of business economics and management, 2022-12, Vol.23 (6), p.1351-1376

2022

Volltextzugriff (PDF)

Time-frequency connectedness between food commodities: New implications for portfolio diversification

Environmental challenges (Amsterdam, Netherlands), 2022-12, Vol.9, p.100623, Article 100623

2022

Volltextzugriff (PDF)

Effect of supplier appraisal on firm performance in Ghana: Views of employees of selected manufacturing firms

Scientific African, 2023-09, Vol.21, p.e01829, Article e01829

2023

Volltextzugriff (PDF)

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Information Flow from COVID-19 Pandemic to Islamic and Conventional Equities: An ICEEMDAN-Induced Transfer Entropy Analysis

Asymmetric impacts of geopolitical risk on stock markets: A comparative analysis of the E7 and G7 equities during the Russian-Ukrainian conflict

Dynamic connectedness and spillovers between Islamic and conventional stock markets: time- and frequency-domain approach in COVID-19 era

Technology and instructor dimensions, e-learning satisfaction, and academic performance of distance students in Ghana

Correction: Information flow dynamics between geopolitical risk and major asset returns

Spillovers and contagion between BRIC and G7 markets: New evidence from time-frequency analysis

Exploring the dynamic connectedness between commodities and African equities

Information flow dynamics between geopolitical risk and major asset returns

Investor sentiment and the interdependence structure of GIIPS stock market returns: A multiscale approach

Do Local and World COVID-19 Media Coverage Drive Stock Markets? Time-Frequency Analysis of BRICS

Time-frequency analysis of financial stress and global commodities prices: Insights from wavelet-based approaches

Situated Information Flow between Food Commodity and Regional Equity Markets: An EEMD-Based Transfer Entropy Analysis

Flights-to-and-from-Quality with Islamic and Conventional Bonds in the COVID-19 Pandemic Era: ICEEMDAN-Based Transfer Entropy

Vulnerability of Sustainable Islamic Stock Returns to Implied Market Volatilities: An Asymmetric Approach

Assessing interdependence and contagion effects on the bond yield and stock returns nexus in Sub-Saharan Africa: Evidence from wavelet analysis

Assessing the safe haven properties of oil in African stock markets amid the COVID-19 pandemic: a quantile regression analysis

Information flow between global financial market stress and African equity markets: An EEMD-based transfer entropy analysis

Time-Frequency Analysis of COVID-19 Shocks and Energy Commodities

Exchange Rate, COVID-19, and Stock Returns in Africa: Insights from Time-Frequency Domain

Time-Frequency Connectedness between Shariah Indices in a Systemic Crisis Era

When you need them, they are not there: hedge capacities of cryptocurrencies disappear in downtrend markets

Does volatility in cryptocurrencies drive the interconnectedness between the cryptocurrencies market? Insights from wavelets

EXPLORING THE ASYMMETRIC EFFECTS OF ECONOMIC POLICY UNCERTAINTY AND IMPLIED VOLATILITIES ON ENERGY FUTURES RETURNS: NOVEL INSIGHTS FROM QUANTILE-ON-QUANTILE REGRESSION

Time-frequency connectedness between food commodities: New implications for portfolio diversification

Effect of supplier appraisal on firm performance in Ghana: Views of employees of selected manufacturing firms

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