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

Journal of cleaner production, 2021-04, Vol.292, p.125988, Article 125988

2021

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

Energy policy, 2021-06, Vol.153, p.112285, Article 112285

2021

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

Energy economics, 2018-10, Vol.76, p.1-20

2018

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Oil price shocks, global financial markets and their connectedness

Energy economics, 2020-05, Vol.88, p.104771, Article 104771

2020

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

Tourism management (1982), 2017-06, Vol.60, p.223-232

2017

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Explosive behavior in the Chinese stock market: A sectoral analysis

Pacific-Basin finance journal, 2023-10, Vol.81, p.102104, Article 102104

2023

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

International review of financial analysis, 2017-07, Vol.52, p.9-26

2017

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Default risk transmission in the travel and leisure industry

International journal of hospitality management, 2023-08, Vol.113, p.103525, Article 103525

2023

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

Energy economics, 2019-10, Vol.84, p.104513, Article 104513

2019

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

International review of economics & finance, 2017-05, Vol.49, p.453-483

2017

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

Journal of international money and finance, 2023-12, Vol.139, p.102948, Article 102948

2023

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

Applied economics, 2016-06, Vol.48 (26), p.2469-2481

2016

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

Applied economics, 2018-09, Vol.50 (42), p.4500-4521

2018

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

Applied economics, 2018-05, Vol.50 (24), p.2677-2697

2018

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

Physica A, 2019-12, Vol.536, p.122579, Article 122579

2019

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Interest Rate Sensitivity of Spanish Industries: A Quantile Regression Approach

The Manchester school, 2017-03, Vol.85 (2), p.212-242

2017

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

Physica A, 2018-02, Vol.492, p.446-462

2018

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Oil price risk in the Spanish stock market: An industry perspective

Economic modelling, 2014-02, Vol.37, p.280-290

2014

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

Mathematics (Basel), 2021-04, Vol.9 (8), p.900

2021

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

The Energy journal (Cambridge, Mass.), 2023-11, Vol.44 (6), p.211-243

2023

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

Finance research letters, 2022-08, Vol.48, p.102872, Article 102872

2022

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Main driving factors of the interest rate-stock market Granger causality

International review of financial analysis, 2017-07, Vol.52, p.260-280

2017

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Interest rate changes and stock returns: A European multi-country study with wavelets

International review of economics & finance, 2016-07, Vol.44, p.1-12

2016

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Dynamic spillover effects among tourism, economic growth and macro-finance risk factors

Portuguese economic journal, 2020-09, Vol.19 (3), p.173-194

2020

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U.S. stock prices and macroeconomic fundamentals: Fresh evidence using the quantile ARDL approach

International journal of finance and economics, 2021-07, Vol.26 (3), p.3569-3587

2021

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

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

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

Oil price shocks, global financial markets and their connectedness

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

Explosive behavior in the Chinese stock market: A sectoral analysis

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

Default risk transmission in the travel and leisure industry

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

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

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

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

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

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

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

Interest Rate Sensitivity of Spanish Industries: A Quantile Regression Approach

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

Oil price risk in the Spanish stock market: An industry perspective

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

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

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

Main driving factors of the interest rate-stock market Granger causality

Interest rate changes and stock returns: A European multi-country study with wavelets

Dynamic spillover effects among tourism, economic growth and macro-finance risk factors

U.S. stock prices and macroeconomic fundamentals: Fresh evidence using the quantile ARDL approach

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