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Petranov, Stefan (2022): Съюзът на капиталовите пазари и България. Published in: Chapter in Book: The challenges for the Bulgarian economy on its way to membership in the euro area No. Publishing house: Sofia University St. Kliment Ohridski (1 November 2022): pp. 302-321.
Tomić, Bojan and Sesar, Andrijana and Džaja, Tomislav (2014): Komparativna analiza europskog tržišta kapitala i Dow Jones Industrial Average indeksa. Published in: Accounting and Management No. 15th International Scientific and Professional Conference (June 2014): pp. 265-283.
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Pavla, Vodová (2009): Odstraňování legislativních bariér na trzích hypotečních a spotřebitelských úvěrů. Published in: Acta academica karviniensia No. 2 (2009): pp. 448-457.
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Sirucek, Martin (2013): Vliv peněžní nabídky na akciové bubliny v Japonsku. Published in: Trends economics and management , Vol. 7, No. 16 (2013): pp. 84-95.
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ABDULLAHI, SHAFIU IBRAHIM (2017): Stock Market Linkage, Financial Contagion and Assets Price Movements: Evidence from Nigerian Stock Exchange.
Abasov, Muzaffar (2018): Analyses of the impacts of U.S. macroeconomic announcements on the stock markets of a selection of countries.
Abba, Junaid and Masih, Mansur (2017): Does oil impact Islamic stock markets ? evidence from MENA countries based on wavelet and markov switching approaches.
Abba AHmed, Bello (2020): Impact of Covid-19 Pandemic on Global Economy.
Abba AHmed, Bello and Isah I, Salamatu and Aliyu Chika, Umar (2019): Risk Adjusted Performances of Conventional and Islamic Indices. Published in: Dutse Journal of Humanities and Social Sciences , Vol. 1, No. 3 (9 October 2019): pp. 45-61.
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Abdel Aal Mahmoud, Ashraf (2010): FDI and Local Financial Market Development:A Granger Causality Test Using Panel Data.
Abdi, Aisha Aden and Masih, Mansur (2017): Do macroeconomic variables affect stock–sukuk correlation in the regional markets? evidence from the GCC countries based on DOLS and FM-OLS.
Abdullah, Mace and Masih, Mansur (2017): Is there any significant difference in global volatility of and correlation between shari’ah-compliant (Islamic) equities and sukuk ?
Abidin, Tengku and Masih, Mansur (2016): The relationship between the prices of gold and oil and macroeconomic variables: Malaysian evidence.
Abu Bakar, Norhidayah and Masih, Abul Mansur M. (2014): The Dynamic Linkages between Islamic Index and the Major Stock Markets: New Evidence from Wavelet time-scale decomposition Analysis.
Abubakar, Fahrurrazi and Masih, Mansur (2018): Palm oil export : is it price led or exchange rate led? evidence from Malaysia.
Accolley, Delali (2021): Some Markov-Switching Models for the Toronto Stock Exchange.
Acedański, Jan and Dąbrowski, Marek A. (2024): Looking behind the facade of the Feldstein-Horioka puzzle.
Adediran, Ibrahim Opeyemi and Masih, Mansur (2018): Oil price and the global conventional and islamic stock markets: Is the relationship symmetric or asymmetric ? evidence from nonlinear ARDL.
Adesoye, A. Bolaji and Atanda, Akinwande AbdulMaliq (2012): Monetary Policy and Share Pricing Business in Nigeria. Forthcoming in: (2012): pp. 1-19.
Adnan, Noureen and Shahzad, Syed Jawad Hussain (2014): The European Financial System in Limelight. Published in: International Journal of Trade, Economics and Finance , Vol. 5, No. 6 (1 December 2014): pp. 521-525.
Adznan, Syaima and Masih, Mansur (2018): Exchange rate and trade balance linkage: evidence from Malaysia based on ARDL and NARDL.
Ahmed, Azleen Rosemy and Masih, Mansur (2017): What is the link between financial development and income inequality? evidence from Malaysia.
Ahmed, Rashad (2020): Global Flights-to-Safety and Macroeconomic Adjustment in Emerging Markets.
Ahmed, Walid M.A. (2008): Cointegration and dynamic linkages of international stock markets: an emerging market perspective.
Akdoğu, Serpil Kahraman (2012): CDS, bond spread and sovereign debt crisis in peripherial EU. Published in: Crisis Aftermath: Economic policy changes in the EU and its Member States, Conference Proceedings, Szeged, University of Szeged , Vol. ISBN 9, (2012): pp. 126-133.
Akhtar, Sharmin and Masih, Mansur (2018): Does asymmetry matter in the relationship between exchange rate and remittance? Evidence from a remittance recipient country based on ARDL and NARDL.
Akturk, Halit (2014): Do Stock Returns Provide a Good Hedge Against Inflation? An Empirical Assessment Using Turkish Data during Periods of Structural Change.
Al Shugaa, Ameen and Masih, Mansur (2014): Uncertainty and Volatility in MENA Stock Markets During the Arab Spring.
Alamsyah, Janoearto and Masih, Mansur (2017): Impact of islamic money market development on islamic bank liquidity management: a case study of Indonesia.
Alfazema, Antonio (2020): The impacts of the global financial crisis on the real economy, economic policies and academic debates.
Ali, Ariffhidayat and Masih, Mansur (2017): Relationship between oil price and gross fixed capital formation: Malaysian case.
Ali, Ashraf and M. Kabir, Hassan and Syed Abul, Basher (2015): Loan Loss Provisioning in OIC Countries: Evidence from Conventional vs. Islamic Banks. Published in: Journal of King Abdulaziz University: Islamic Economics , Vol. 28, No. 1 (January 2015): pp. 23-59.
Aliyu, Shehu Usman Rano (2009): Stock Prices and Exchange Rate Interactions in Nigeria: An Intra-Global Financial Crisis Maiden Investigation.
Aliyu, Shehu Usman Rano (2020): What have we learnt from modelling stock returns in Nigeria: Higgledy-piggledy? Published in: Inaugural Lecture Series , Vol. 1, No. 47 (24 June 2021): pp. 1-63.
Aliyu, Shehu Usman Rano and Aminu, Abubakar Wambai (2018): Economic regimes and stock market performance in Nigeria: Evidence from regime switching model.
Alonso-Ortiz, Jorge and Colla, Esteban and Da-Rocha, Jose-Maria (2015): Bounding the productivity default shock : Evidence from the The European Sovereign Debt Crisis.
Aloosh, Arash (2014): Global Variance Risk Premium and Forex Return Predictability.
Alves, Paulo (2013): The Fama French Model or the capital asset pricing model: international evidence. Published in: International Journal of Business and Finance Research , Vol. 7, No. 2 (2013): pp. 79-89.
Alves, Paulo and Ferreira, Miguel (2008): Centre Rules the Markets. Published in: IUP Journal of Applied Finance , Vol. 15, (2008): pp. 489-498.
Amanbayev, Yerkebulan and Masih, Mansur (2017): What factors affect the export competitiveness? Malaysian evidence.
Ambrocio, Gene and Gu, Xian and Hasan, Iftekhar and Politsidis, Panagiotis (2020): The Diplomacy Discount in Global Syndicated Loans.
Ambrocio, Gene and Gu, Xian and Hasan, Iftekhar and Politsidis, Panagiotis (2021): The Diplomacy Discount in Global Syndicated Loans.
Andriansyah, Andriansyah and Messinis, George (2019): Stock Prices, Exchange Rates and Portfolio Equity Flows: A Toda-Yamamoto Panel Causality Test. Published in: Journal of Economic Studies , Vol. 46, No. 2 (22 February 2019): pp. 399-421.
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Angelidis, Timotheos and Benos, Alexandros and Degiannakis, Stavros (2004): The Use of GARCH Models in VaR Estimation. Published in: Statistical Methodology , Vol. 2, No. 1 (2004): pp. 105-128.
Angelidis, Timotheos and Degiannakis, Stavros (2007): Backtesting VaR Models: A Τwo-Stage Procedure. Published in: Journal of Risk Model Validation , Vol. 2, No. 1 (2007): pp. 27-48.
Angelidis, Timotheos and Degiannakis, Stavros (2007): Backtesting VaR Models: A Τwo-Stage Procedure. Published in: Journal of Risk Model Validation , Vol. 1, No. 2 (June 2007): pp. 27-48.
Angelidis, Timotheos and Degiannakis, Stavros (2005): Modeling Risk for Long and Short Trading Positions. Published in: Journal of Risk Finance , Vol. 3, No. 6 (2005): pp. 226-238.
Angelidis, Timotheos and Degiannakis, Stavros (2008): Volatility forecasting: Intra-day versus inter-day models. Published in: Journal of International Financial Markets Institutions and Money No. 18 (2008): pp. 449-465.
Angelidis, Timotheos and Degiannakis, Stavros (2008): Volatility forecasting: intra-day vs. inter-day models. Published in: Journal of International Financial Markets Institutions and Money No. 18 (2008): pp. 449-465.
Angelidis, Timotheos and Tessaromatis, Nikolaos (2014): Global Style Portfolios Based on Country Indices. Forthcoming in: Bankers, Markets & Investors
Angyal (Apolzan), Carmen-Maria and Aniş, Cecilia–Nicoleta (2012): Stock Market Cycles and Future Trend Estimation. Published in: Crisis Aftermath: Economic policy changes in the EU and its Member States, Conference Proceedings, Szeged, University of Szeged , Vol. ISBN 9, (2012): pp. 27-35.
Antonakakis, Nikolaos (2012): Exchange return co-movements and volatility spillovers before and after the introduction of Euro.
Antonakakis, Nikolaos and Chatziantoniou, Ioannis and Filis, George (2014): Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence.
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Antonakakis, Nikolaos and Gabauer, David (2017): Refined Measures of Dynamic Connectedness based on TVP-VAR.
Antonakakis, Nikolaos and Kizys, Renatas and Floros, Christos (2014): Dynamic Spillover Effects in Futures Markets.
Antonakakis, Nikolaos and Vergos, Konstantinos (2012): Sovereign Bond Yield Spillovers in the Euro Zone During the Financial and Debt Crisis.
Anuar, Khairul and Masih, Mansur (2018): What drives shariah (islamic) stock index? a case study of Malaysia.
Arash, Aloosh (2011): Variance Risk Premium Differentials and Foreign Exchange Returns. Published in: EFA Doctoral Tutorial 2012 (18 August 2012)
Ardliansyah, Rifqi (2012): Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets.
Arestis, Philip and Singh, Ajit (2010): Financial globalisation and crisis, institutional transformation and equity. Published in: Centre for Business Research Working Paper Series No. WP405 (June 2010)
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Arfaoui, Mongi and Ben Rejeb, Aymen (2016): Oil, Gold, US dollar and Stock market interdependencies: A global analytical insight.
Arif, Imtiaz and Suleman, Tahir (2014): Terrorism and Stock Market Linkages: An Empirical Study from Pakistan.
Ariff, Azwar and Masih, Mansur (2017): Role of global financial crisis in causing dynamic connectedness of Asian equity markets.
Ariffian, Suffian and Masih, Mansur (2018): Which islamic equity market is the leading one in Southeast Asia ? evidence from some select equity markets.
Arize, Augustine C. and Kallianotis, Ioannis N. and Kasibhatla, Krishna M. and Malindretos, John and Rivera-Solis, Luis Eduardo (2008): Empirical evidence on the relationships between concentration and profitability in Latin American banking. Published in: American Business Review , Vol. Vol.XX, No. No.1 (January 2010): pp. 87-96.
Arouri, Mohamed El Hedi and M’saddek, Oussama and Nguyen, Duc Khuong and Pukthuanthong, Kuntara (2017): Cojumps and Asset Allocation in International Equity Markets.
Arru, Daniela and Iacovoni, Davide and Monteforte, Libero and Pericoli, Filippo Maria (2012): EMU sovereign spreads and macroeconomic news.
Arshad, Muhammad Nadeem (2006): Comparison of Products & Services Offered by Local and Foreign Banks in Pakistan.
Asandului, Mircea and Lupu, Dan and Mursa, Gabriel Claudiu and Muşetescu, Radu (2015): Dynamic relations between CDS and stock markets in Eastern European countries. Published in: Economic Computation and Economic Cybernetics Studies and Research No. 4 (30 December 2015): pp. 151-170.
Ashraf, Kamran and Masih, Mansur (2017): Does the purchasing power parity theory still hold ? The UK as the case study.
Aslam, Faheem and Aziz, Saqib and Nguyen, Duc Khuong and Mughal, Khurram S. and Khan, Maaz (2020): On the Efficiency of Foreign Exchange Markets in times of the COVID-19 Pandemic.
Asongu, Simplice (2013): Globalization and Financial Market Contagion: Evidence from Financial Crisis and Natural Disasters. Published in: Financial Aspects of Recent Trends in the Global Economy, ASERS Publishing , Vol. 1, No. 1 (June 2013)
Assis de Salles, Andre and Mendes Campanati, Ana Beatriz (2019): The Relevance of Crude Oil Prices on Natural Gas Pricing Expectations: A Dynamic Model Based Empirical Study. Published in: International Journal of Energy Economics and Policy , Vol. 9, No. No.5 (15 June 2019): pp. 322-330.
Astudillo, Alfonso and Braun, Matias and Castaneda, Pablo (2011): The Going Public Decision and the Structure of Equity Markets. Published in: journal of international money and finance , Vol. 7, No. 30 (November 2011): pp. 1451-1470.
Avadanei, Andreea (2010): European corporate bond market integration: lessons from EMU.
Ayoki, Milton (2010): Response of the Financial Markets to the European Central Bank’s Policy Announcements during the Subprime and Global Financial Crisis.
Aysan, Ahmet Faruk (2006): Distributional Effects of Boom-Bust Cycles in Developing Countries with Financial Frictions.
Ayub, Aishaton and Masih, Mansur (2013): The Relationship between Exchange Rates and Islamic Indices in Malaysia FTSE Market: A Wavelet Based Approach.
Azahar, Nurshuhaida and Masih, Mansur (2018): The effect of sub-prime crisis on select southeast Asian stock markets.
Azland, Adam and Masih, Mansur (2017): Discerning the relationship between bitcoin and islamic index.
Azzi, Abdelkebir and Masih, Mansur (2018): Oil price volatility and macroeconomic determinants of growth: evidence from Morocco.
BHANDARI, AVISHEK (2020): Long Memory and Correlation Structures of Select Stock Returns Using Novel Wavelet and Fractal Connectivity Networks.
BOUKEF JLASSI, NABILA and HAMDI, HELMI (2013): Financial liberalization, disaggregated capital flows and banking crisis: Evidence from developing countries. Forthcoming in: Economic Modelling
Bakkali, Saad and Masih, Mansur (2017): Is the GCC islamic index independent of the conventional interest rates ?
Balli, Faruk and Basher, Syed Abul and Jean Louis, Rosmy (2013): Sectoral equity returns and portfolio diversification opportunities across the GCC region.
Balli, Faruk and Ozer-Balli, Hatice (2009): Sectoral Equity Returns in the Euro Region: Is There any Room for Reducing the Portfolio Risk?
Ballis, Antonis and Drakos, Konstantinos (2020): A Markov Chain Analysis for Capitalization Dynamics in the Cryptocurrency Market.
Bampinas, Georgios and Panagiotidis, Theodore and Politsidis, Panagiotis (2020): Sovereign bond and CDS market contagion: A story from the Eurozone crisis.
Bandyopadhyay, Arindam and Saha, Asish (2008): Assessment of Economic Capital: An Equity Market approach.
Banerjee, Rhythm (2024): Shifting Tides: the Effect of Institutional Divestments on the Global Market.
Barassi, Marco and Horvath, Lajos and Zhao, Yuqian (2018): Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models. Forthcoming in: Journal of Business and Economic Statistics
Bartram, Söhnke M. and Brown, Gregory W. and Stulz, René M. (2012): Why are U.S. Stocks More Volatile? Published in: Journal of Finance , Vol. 67, No. 4 (August 2012): pp. 1329-1370.
Basher, Syed Abul and Haug, Alfred A. and Sadorsky, Perry (2011): Oil prices, exchange rates and emerging stock markets.
Basher, Syed Abul and Haug, Alfred A. and Sadorsky, Perry (2019): The impact of economic policy uncertainty and commodity prices on CARB country stock market volatility.
Basher, Syed Abul and Haug, Alfred A. and Sadorsky, Perry (2017): The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach.
Batuo Enowbi, Michael and Guidi, Francesco and Mlambo, Kupukile (2009): Testing the weak-form market efficiency and the day of the week effects of some African countries.
Baumohl, Eduard and Lyocsa, Stefan (2013): Volatility and dynamic conditional correlations of European emerging stock markets.
Baumöhl, Eduard (2013): Stock market integration between the CEE-4 and the G7 markets: Asymmetric DCC and smooth transition approach.
Baumöhl, Eduard and Lyócsa, Štefan (2017): Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis.
Baumöhl, Eduard and Lyócsa, Štefan (2009): Stationarity of time series and the problem of spurious regression.
Bayari, Celal (2020): South Korean Economy and the Free Trade Agreement with China. Published in: The Journal of East Asian Affairs , Vol. 33, No. 1 (30 July 2020): pp. 89-122.
Bayraci, Selcuk (2015): Return, shock and volatility co-movements between the bond markets of Turkey and developed countries.
Bazán, Walter and Ortiz, Marco and Terrones, Marco and Winkelried, Diego (2023): CIP deviations: The role of U.S. banks’ liquidity and regulations.
Bebel, Arkadiusz (2014): Low Versus High Leverage (LVH).
Beckmann, Rainer and Born, Jürgen and Kösters, Wim (2001): The US dollar, the euro, and the yen: An evaluation of their present and future status as international currencies. Published in: IEW Diskussionsbeiträge No. 38 (2001)
Bekiros, Stelios and Nguyen, Duc Khuong and Sandoval Junior, Leonidas and Salah Uddin, Gazi (2015): Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets. Forthcoming in: European Journal of Operational Research
Bekmuratov, Mukhsinbek and Masih, Mansur (2017): Granger-causality between oil price and macrovariables: ARDL approach.
Bhandari, Avishek (2020): Long memory and fractality among global equity markets: A multivariate wavelet approach.
Bialkowski, Jedrzej and Gottschalk, Katrin and Wisniewski, Tomasz (2006): Political orientation of government and stock market returns.
Blau, Benjamin (2018): Does Religiosity Affect Liquidity in Financial Markets? Forthcoming in:
Bojańczyk, Mirosław (2010): Communication of companies with their surroundings - the manipulation of information and information asymmetry.
Boldanov, Rustam and Degiannakis, Stavros and Filis, George (2015): Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries.
Boldanov, Rustam and Degiannakis, Stavros and Filis, George (2016): Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries. Published in: International Review of Financial Analysis No. 48 (2016): pp. 209-220.
Bonga, Wellington Garikai (2019): Stock Market Volatility Analysis using GARCH Family Models: Evidence from Zimbabwe Stock Exchange.
Bonga-Bonga, Lumengo (2024): Exploring the sensitivity of BRICS stock markets to oil Price shocks: a quantile-on-quantile perspective.
Bonga-Bonga, Lumengo and Khalique, Muhammad Masood (2023): The dynamic relationship between digital currency and other financial markets in developed and emerging markets.
Bonga-Bonga, Lumengo and Montshioa, Keitumetse (2024): Navigating extreme market fluctuations: asset allocation strategies in developed vs. emerging economies.
Bonga-Bonga, Lumengo (2014): Assessing the readiness of BRICS grouping for mutually beneficial financial integration.
Bonga-Bonga, Lumengo (2015): Uncovering equity market contagion among BRICS countries: an application of the multivariate GARCH model.
Bonga-Bonga, Lumengo and Nleya, Lebogang (2016): Assessing portfolio market risk in the BRICS economies: use of multivariate GARCH models.
Bonizzi, Bruno (2015): Institutional Investors Allocation to Emerging Markets: a Panel Approach to Asset Demand.
Boonman, Tjeerd (2023): Have drivers of portfolio capital flows changed since the Global Financial Crisis?
Boschi, Melisso (2004): International Financial Contagion: Evidence from the Argentine Crisis of 2001-2002. Published in: Applied Financial Economics , Vol. 15, No. 3 (February 2005): pp. 153-163.
Boshoff, Willem H. (2006): The transmission of foreign financial crises to South Africa: a firm-level study. Published in: Studies in Economics and Econometrics , Vol. 30, No. 2 (2006): pp. 61-85.
Boukef Jlassi, Nabila and Hamdi, Helmi and Joyce, Joseph (2016): External Liabilities, Domestic Institutions and Banking Crises in Developing Economies. Forthcoming in: Review of International Economics
Bouoiyour, Jamal and Selmi, Refk (2016): Brexit concerns, UK and European equities: A lose-lose scenario?
Bouoiyour, Jamal and Selmi, Refk (2015): Greece withdraws from Euro and runs on Bitcoin; April Fools Prank or Serious Possibility?
Bouoiyour, Jamal and Selmi, Refk (2016): Is uncertainty over Brexit damaging the UK and European equities?
Bouoiyour, Jamal and Selmi, Refk (2014): What Does Crypto-currency Look Like? Gaining Insight into Bitcoin Phenomenon.
Bouoiyour, Jamal and Selmi, Refk (2014): What Does Crypto-currency Look Like? Gaining Insight into Bitcoin Phenomenon.
Bouoiyour, Jamal and Selmi, Refk (2016): The infernal couple China-Oil Price and the Responses of G7 Equities: A QQ Approach.
Bouoiyour, Jamal and Selmi, Refk and Miftah, Amal (2015): “Every cloud has a silver lining”; to what extent does the Arab Spring accelerate the integration among Arab monarchies?
Brahmana, Rayenda Khresna and Setiawan, Doddy and Hooy, Chee Wooi (2014): Diversification strategy, Ownership Structure, and Firm Value: a study of public‐listed firms in Indonesia.
Broni, Mohammed Yaw and Masih, Mansur (2017): Does a country’s external debt level affect its Islamic banking sector development? evidence from Malaysia based on quantile regression and markov regime switching.
Bua, Giovanna and Trecroci, Carmine (2016): International Equity Markets Interdependence: Bigger Shocks or Contagion in the 21st Century?
Bulla, Jan and Mergner, Sascha and Bulla, Ingo and Sesboüé, André and Chesneau, Christophe (2010): Markov-switching Asset Allocation: Do Profitable Strategies Exist?
Bulut, Levent and Rizvanoghlu, Islam (2019): Is Gold a Safe Haven? International Evidence revisited.
Buncic, Daniel and Stern, Cord (2018): Forecast ranked tailored equity portfolios.
Bunčák, Tomáš (2013): Jump Processes in Exchange Rates Modeling.
Byrne, Joseph and Sakemoto, Ryuta (2021): The Conditional Volatility Premium on Currency Portfolios.
Byrne, Joseph P and Ibrahim, Boulis Maher and Sakemoto, Ryuta (2017): Carry Trades and Commodity Risk Factors.
Byrne, Joseph P and Ibrahim, Boulis Maher and Sakemoto, Ryuta (2016): Common Information in Carry Trade Risk Factors.
Byrne, Joseph P and Ibrahim, Boulis Maher and Sakemoto, Ryuta (2017): The Time-Varying Risk Price of Currency Carry Trades.
Böninghausen, Benjamin and Zabel, Michael (2013): Credit Ratings and Cross-Border Bond Market Spillovers.
Caiado, Jorge and Crato, Nuno (2007): A GARCH-based method for clustering of financial time series: International stock markets evidence. Forthcoming in: Proceedings of the XIIth Applied Stochastic Models and Data Analysis International Conference
Caiado, Jorge and Crato, Nuno (2008): Identifying the evolution of stock markets stochastic structure after the euro.
Caiado, Jorge and Crato, Nuno and Peña, Daniel (2007): Is there an identity within international stock market volatilities? Forthcoming in: Proceedings of the 11th International Conference on Macroeconomics Analysis and International Finance
Camilleri, Silvio John (2006): An Analysis of Stock Index Distributions of Selected Emerging Markets. Published in: Bank of Valletta Review , Vol. Spring, No. 33 (2006): pp. 33-49.
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Douch, Mohamed (2004): Equity Premiums In a Small Open Economy.
Drama, Bedi Guy Herve and Yao, Shen (2010): Management of Stock Price and it Effect on Economic Growth: Case study of West African Financial Markets.
Drousia, Angeliki and Episcopos, Athanasios and Leledakis, George N. (2016): Market Reaction to Actual Daily Share Repurchases in Greece.
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Drousia, Angeliki and Episcopos, Athanasios and Leledakis, George N. and Pyrgiotakis, Emmanuil (2020): EU regulation and open market share repurchases: New evidence.
Drousia, Angeliki and Episcopos, Athanasios and Leledakis, George N. and Pyrgiotakis, Emmanuil (2020): EU regulation and open market share repurchases: New evidence.
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Elasrag, Hussein (2014): Corporate governance in Islamic Finance: Basic concepts and issues.
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Giovanis, Eleftherios (2009): Bootstrapping Fuzzy-GARCH Regressions on the Day of the Week Effect in Stock Returns: Applications in MATLAB.
Giovanis, Eleftherios (2009): Calendar Effects and Seasonality on Returns and Volatility.
Giovanis, Eleftherios (2009): The Month-of-the-year Effect: Evidence from GARCH models in Fifty Five Stock Markets.
Girardi, Daniele (2013): Financialization of food - The determinants of the time-varying relation between agricultural prices and stock market dynamics.
Girardi, Daniele (2012): A brief essay on the financialization of agricultural commodity markets.
Godlewski, Christophe (2008): Duration of loan arrangement and syndicate organization.
Golding, Khabran and Masih, Mansur (2018): Does foreign direct investment lead or lag employment ? an ARDL approach.
Gonzalez, Adrian (2007): Resilience of Microfinance Institutions to National Macroeconomic Events: An Econometric Analysis of MFI asset quality.
Goyenko, Ruslan and Sarkissian, Sergei (2010): Flight to Liquidity and Global Equity Returns.
Guidi, Francesco (2010): Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets.
Guidi, Francesco (2010): Modelling and forecasting volatility of East Asian Newly Industrialized Countries and Japan stock markets with non-linear models.
Guidi, Francesco (2008): Volatility and Long Term Relations in Equity Markets: Empirical Evidence from Germany, Switzerland, and the UK.
Guidi, Francesco and Gupta, Rakesh (2010): Cointegration and conditional correlations among German and Eastern Europe equity markets.
Guidi, Francesco and Ugur, Mehmet (2012): Are South East Europe stock markets integrated with regional and global stock markets?
Gurgul, Henryk and Lach, Łukasz (2011): Causality analysis between public expenditure and economic growth of Polish economy in last decade. Published in: Statistics in Transition: new series. International journal of the Polish Statistical Association , Vol. 11, (2011): pp. 329-359.
Gurgul, Henryk and Lach, Łukasz (2012): The association between stock market and exchange rates for advanced and emerging markets – A case study of the Swiss and Polish economies. Published in: Betriebswirtschaftliche Forschung und Praxis , Vol. 64, No. 2 (2012): p. 2012.
Gábor, Tamás (2012): China's monetary sterilization and it's economical relationship with the European Union. Published in: Crisis Aftermath: Economic policy changes in the EU and its Member States, Conference Proceedings, Szeged, University of Szeged , Vol. ISBN 9, (2012): pp. 356-381.
HUNG, MAO-WEI and SO, LEH-CHYAN (2009): New insights into India’s single stock futures markets. Published in: Review of Futures Markets , Vol. 17, (2009): pp. 335-355.
Hacihasanoglu, Erk and Turhan, Ibrahim M. and Soytas, Ugur (2012): Oil prices and emerging market exchange rates. Published in: The Central Bank of the Republic of Turkey Working Papers Series , Vol. 1, No. 12 (January 2012): pp. 1-26.
Haefliger, Thomas and Waelchli, Urs and Wydler, Daniel (2002): Hedging currency risk: Does it have to be so complicated?
Haidar, Jamal (2015): Can the Euro Survive?
Hakim, Idwan and Masih, Mansur (2014): Portfolio diversification strategy for Malaysia: International and sectoral perspectives.
Halim, Abdul and Masih, Mansur (2017): Comovement between crude oil prices and shariah stock indices: MGARCH-DCC and wavelet analysis.
Halim, Asyraf Abdul and Ariff, Muhammad and Masih, A. Mansur M. (2016): The impact of real estate, inequality and current account imbalances on excessive credit: A cross country analysis.
Hamid, Zuraini and Masih, Mansur (2017): The lead-lag relationship between the rubber price and inflation rate: an evidence from Malaysia.
Hamim, Md. Tanvir (2020): R&D Investments and Idiosyncratic Volatility.
Hammoudeh, Shawkat and Kang, Sang Hoon and Mensi, Walid and Nguyen, Duc Khuong (2014): Dynamic global linkages of the BRICS stock markets with the U.S. and Europe under external crisis shocks: Implications for portfolio risk forecasting.
Hamour, Mohamed and Masih, Mansur (2017): The dilemma of the sharia conscious investor: a time series analysis.
Han, Bing and Hirshleifer, David and Wang, Tracy (2005): Investor Overconfidence and the Forward Discount Puzzle.
Hashim, Khairul Khairiah and Masih, Mansur (2015): Stock market volatility and exchange rates: MGARCH-DCC and wavelet approaches.
Hasnul, Al Gifari and Masih, Mansur (2016): Role of instability in affecting capital flight magnitude: An ARDL bounds testing approach.
Hassan, Fatimatul and Masih, Mansur (2018): Relationship between crude oil prices and global sukuk (islamic bond) index: evidence from Dow Jones Citygroup sukuk index.
Hasson, Ashwaq and Masih, Mansur (2017): Energy consumption, trade openness, economic growth, carbon dioxide emissions and electricity consumption: evidence from South Africa based on ARDL.
Hatemi-J, Abdulnasser and Mustafa, Alan (2016): Testing for Financial Market Integration of the Chinese Market with the US Market.
Hearn, Bruce (2013): Size and liquidity effects in Nigeria: an industrial sector study. Forthcoming in: Journal of Developing Areas
Hegadekatti, Kartik (2017): IBSES: International Bank for Space Exploration and Sciences. Published in: International Institutions: Politics of International Institutions & Global Governance eJournal , Vol. 04, No. 15 (28 April 2017)
Hendriks, Johannes Jurgens and Bonga-Bonga, Lumengo (2020): Sectoral dependence and contagion in the BRICS grouping: an application of the R-Vine copulas.
Hiremath, Gourishankar S (2009): Effects of Option Introduction on Price and Volatility of Underlying Assets - A Review. Published in: GITAM Review of International Business , Vol. 1, No. 2 (2009): pp. 100-121.
Hirshleifer, David and Jian, Ming and Zhang, Huai (2014): Superstition and financial decision making.
Ho, Sin-Yu (2016): Global Economic and Financial Crisis: Exploring the Transmission Channels and Impacts on sub-Saharan African Economies.
Hodori, Arif and Masih, Mansur (2017): Determinants of profitability of takaful operators: new evidence from Malaysia based on dynamic GMM approach.
Hoe, Foong Chee and Masih, Mansur (2017): Short - and long-run relationship between oil price and exchange rate: evidence from Malaysia based on Markov regime switching approach.
Hooy, Chee-Wooi and Lee, Meng-Horng and Chong, Terence Tai Leung (2017): The Sources of Country and Industry Variations in ASEAN Stock Returns. Forthcoming in: Macroeconomics and Finance in Emerging Market Economies
Hosen, Mosharrof and Masih, Mansur (2017): Are Islamic risk factors blessings or curse for stock return? evidence from Malaysia based on dynamic GMM and quantile regression approaches.
Hossain, Saddam and Masih, Mansur (2018): Is the relationship between FDI and inflation nonlinear and asymmetric? new evidence from NARDL approach.
Hou, Yang and Li, Steven (2017): Time-Varying Price Discovery and Autoregressive Loading Factors: Evidence from S&P 500 Cash and E-Mini Futures Markets.
Hou, Yang and Meng, Jiayin (2018): The momentum effect in the Chinese market and its relationship with the simultaneous and the lagged investor sentiment.
Hou, Yang and Nartea, Gilbert (2017): Price Discovery in the Stock Index Futures Market: Evidence from the Chinese stock market crash.
Hryckiewicz, Aneta (2014): The problem with government interventions: The wrong banks, inadequate strategies, or ineffective measures?
Hryckiewicz, Aneta (2014): The problem with government interventions: The wrong banks, inadequate strategies, or ineffective measures?
Hryckiewicz, Aneta and Kozlowski, Lukasz (2014): Banking business models and the nature of financial crises.
Hu, Jian (2008): Dependence Structures in Chinese and U.S. Financial Markets -- A Time-varying Conditional Copula Approach.
Huang, Anni and Kishor, N. Kundan (2017): Corporate Overseas Debt Issuance in the Context of Global Liquidity Transmission.
Huang, Anni and Kishor, N. Kundan (2017): The Rise of Dollar Credit in Emerging Market Economies and US Monetary Policy.
Huang, Huichou and MacDonald, Ronald (2012): Currency Carry Trades, Position-Unwinding Risk, and Sovereign Credit Premia.
Huang, Yajing and Liu, Taoxiong and Lien, Donald (2017): Portfolio Homogenization and Systemic Risk of Financial Network.
Hung, Mao-wei and Lee, Cheng-few and So, Leh-chyan (2005): Hedging with Foreign-listed Single Stock Futures. Published in: Advances in Quantitative Analysis of Finance and Accounting , Vol. 2, (2005): pp. 129-151.
Hutchison, Michael and Kendall, Jake and Pasricha, Gurnain Kaur and Singh, Nirvikar (2009): Indian Capital Control Liberalization: Evidence from NDF Markets.
Hyde, Stuart J (2007): The response of industry stock returns to market, exchange rate and interest rate risks. Published in: Managerial Finance , Vol. 33, (2007): pp. 693-709.
Hyde, Stuart J and Bredin, Don P and Nguyen, Nghia (2007): Correlation dynamics between Asia-Pacific, EU and US stock returns.
Ibhagui, Oyakhilome (2018): Interrelations among cross-currency basis swap spreads: Pre-and post-crisis analysis.
Ibrahim, Zil Farlilah and Masih, Mansur (2017): Is gold a better choice as reserve currency for smaller market economies?
Ihsaanul, Ahmad and Masih, Mansur (2018): Would the volatility of oil price affect the GDP of a country ? Singaporean evidence.
Ilhan, Bilal and Masih, Mansur (2014): Do Portfolio Diversification Opportunities exist across the Euro Zone Islamic Equity Markets? MGARCH-DCC and Wavelet Correlation Analysis.
Ilmolelian, Peter (2005): The determinants of the Harare Stock Exchange (HSE) market capitalisation. Published in: EconPapers No. http://econpapers.repec.org/paper/wpawuwpem/0511016.htm
Imran, Zulfiqar Ali and Ahad, Muhammad (2021): Safe Haven or Hedge: Diversification Abilities of Asset Classes in Pakistan.
Inderst, Georg (2020): Social Infrastructure Finance and Institutional Investors. A Global Perspective.
Inderst, Georg (2017): UK Infrastructure Investment and Finance from a European and Global Perspective.
Inderst, Georg and Stewart, Fiona (2014): Institutional Investment in Infrastructure in Emerging Markets and Developing Economies. Published in: PPIAF Publication (March 2014)
Insel, Aysu and Korkmaz, Abdurrahman (2010): The contagion effect: evidences from former Soviet Economies in Eastern Europe.
Iordan-Constantinescu, Nicolae (2014): Euro and the three Cs - competition, competitiveness, convergence. Published in: Journal of Euro and Competitiveness No. issue nr. 2/2014 (7 August 2014): pp. 4-12.
Iqbal, Javed and Brooks, Robert and Galagedera, Don UA (2007): Robust Tests of the Lower Partial Moment Asset Pricing Model in Emerging Markets.
Iqbal, Javed and Brooks, Robert and Galagedera, Don UA (2007): Testing Asset Pricing Models in Emerging Markets: An Examination of Higher Order Co-Moments and Alternative Factor Models. Published in: Proceedings 12 Doctoral Reseach Conference, Faculty of Business and Economics Monash University , Vol. 12, (October 2007): pp. 109-120.
Isaacs, Ziyaat and Masih, Mansur (2017): Testing the long-run relationship between exchange rate, oil price, FDI and GDP: an ARDL approach.
Isaev, Mirolim and Masih, Mansur (2017): Macroeconomic and bank-specific determinants of different categories of non-performing financing in Islamic banks: Evidence from Malaysia.
Isaev, Mirolim and Masih, Mansur (2017): The nexus of private sector foreign debt, unemployment, trade openness: evidence from Australia.
Issaoui, Fakhri and WASSIM, TOUILI and HASSEN, TOUMI (2016): The Effects of Money Laundering (ML) on Growth: Application to the Gulf Countries.
Ito, Yutaka and Managi, Shunsuke and Matsuda, Akimi (2012): Performances of Socially Responsible Investment and Environmentally Friendly Funds.
Izyani, Nurul and Masih, Mansur (2018): Do the trading partners’ exchange rates impact the export performance of a country? evidence from Malaysia.
Jackowicz, Krzszof and Kowalewski, Oskar and Kozłowski, Łukasz and Roszkowska, Paulina (2014): Issuing Bonds, Shares or Staying Private? Determinants of Going Public in an Emerging Economy.
Jahan-Parvar, Mohammad and Waters, George (2009): Equity Price Bubbles in the Middle Eastern and North African Financial Markets.
Jahan-Parvar, Mohammad R. and Liu, Xuan and Rothman, Philip (2009): Equity Returns and Business Cycles in Small Open Economies.
Janus, Jakub (2022): Cross-border flights to safe assets in bond markets: evidence from emerging market economies.
Jeon, Bang Nam and Ji, Philip and Zhang, Hongfang (2012): International linkages of Japanese bond markets: an empirical analysis.
Ji, Qiang and Liu, Bing-Yue and Nguyen, Duc Khuong and Fan, Ying (2019): Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates.
Jin, Hui and Cao, Yanka (2014): Panel Data Analysis of Performance of QDII Equity Funds in China.
Jin, Muzhao and Kearney, Fearghal and Li, Youwei and Yang, Yung Chiang (2019): Intraday Time-series Momentum: Evidence from China.
Jiranyakul, Komain (2014): Does oil price uncertainty transmit to the Thai stock market?
Jiranyakul, Komain (2014): Does oil price uncertainty transmit to the Thai stock market?
Jiranyakul, Komain (2014): Does oil price uncertainty transmit to the Thai stock market?
Jiranyakul, Komain (2014): Does oil price uncertainty transmit to the Thai stock market?
Jiranyakul, Komain (2016): Dynamic relationship between stock return, trading volume, and volatility in the Stock Exchange of Thailand: does the US subprime crisis matter?
Jiranyakul, Komain (2014): Oil price volatility and real effective exchange rate: the case of Thailand.
Julian, Inchauspe and Helen, Cabalu (2013): What Drives the Shanghai Stock Market? An Examination of its Linkage to Macroeconomic Fundamentals.
Jung, Kuk Mo (2015): Liquidity Risk and Time-Varying Correlation Between Equity and Currency Returns.
Kabir, Mustafa and Masih, Mansur (2019): Portfolio diversification between exchange rates and islamic stocks: evidence from the USA, Euro area, Japan and Malaysia.
Kabir, Sarkar Humayun and Masih, Mansur (2014): Dynamic Integration of Domestic Equity Price, Foreign Equity Price and Macroeconomic Indicators: Evidence from Malaysia.
Kablan, S and Yousfi, O (2011): Efficiency of islamic and conventional banks in countries with islamic banking.
Kalaichelvan, Mohandass and Lim Kai Jie, Shawn (2012): A Critical Evaluation of the Significance of Round Numbers in European Equity Markets in Light of the Predictions from Benford’s Law. Published in: International Research Journal of Finance and Economics No. 95 : pp. 196-210.
Kamil, Nazrol and Masih, Mansur (2016): Shari’ah (islamic)compliant investments in Malaysia: influences of selected stock indices and their trend/cycle decomposition equity.
Kapoor, Sony and Hillman, David and Spratt, Stephen (2007): Taking the Next Step - Implementing a Currency Transaction Development Levy.
Karaoulanis, Ioannis and Pelagidis, Theodore (2021): Panamax markets behaviour: explaining volatility and expectations. Published in: Journal of Shipping and Trade (2021)
Karathanassis, George and Sogiakas, Vasilios (2007): Spill Over Effects of Futures Contracts Initiation on the Cash Market: A Comparative Analysis.
Karimi, Mohammad sharif and Yusop, Zulkornain and Siong Hook, Law (2009): Location decision for foreign direct investment in ASEAN countries (A TOPSIS Approach).
Karkowska, Renata (2013): The empirical analysis of dynamic relationship between financial intermediary connections and market return volatility. Published in: Faculty of Management Working Paper Series , Vol. No 3, No. No 3/ 2013 (October 2013): pp. 1-13.
Kasibhatla, Krishna and Stewart, David and Sen, Swapan and Malindretos, John (2006): Are equity market daily price indices and returns in the major european markets european markets cointegrated? Tests and evidence. Published in: American Economist , Vol. 50, No. 2 (2006): pp. 47-57.
Kazemi, Hossein S. and Ogus, Ayla (2012): Was There a Contagion during the Asian Crises? Published in: Applied Mathematics No. 4 (January 2013): pp. 29-39.
Kazemi, Hossein S. and Zhai, Weili and He, Jibao and Cai, Jinghan (2013): Stock Market Volatility, Speculative Short Sellers and Weekend Effect: International Evidence. Published in: Journal of Financial Risk Management , Vol. Vol.2, No. 2013. No. 3 : pp. 47-54.
Keskinsoy, Bilal (2017): A Data Survey on International Capital Flows to Developing Countries.
Keskinsoy, Bilal (2017): Lucas Paradox in the Short-Run.
Khan, Muhammad Arshad and Sajid, Muhammad Zubair (2007): Integration of Financial Markets in SAARC Countries: Evidence Based on Uncovered Interest rate Parity Hypothesis. Published in: Kashmir Economic Review , Vol. 16, No. 1 (2007): pp. 1-16.
Khasanov, Khush and Masih, Mansur (2016): Macroeconomic variables and oil price: evidence from Turkey.
Khor, Hoe Ee and Kee, Rui Xiong (2008): Asia: A Perspective on the Subprime Crisis. Published in: Finance and Development , Vol. 45, No. 2 (1 June 2008): pp. 19-23.
Killins, Robert N. and Egly, Peter V. and Escobari, Diego (2017): The Impact of Oil Shocks on the Housing Market: Evidence from Canada and U.S. Forthcoming in:
Kim, Woochan (2011): Korea investment corporation: its origin and evolution. Published in: Journal of the Asia Pacific Economy , Vol. 2, No. 17 (6 May 2012): pp. 22-36.
Kim, Woochan and Sung, Taeyoon and Wei, Shang-Jin (2014): The Diffusion of Corporate Governance to Emerging Markets: Evaluating Two Dimensions of Investor Heterogeneity.
Kodila-Tedika, Oasis and Asongu, Simplice (2015): Genetic Distance and Cognitive Human Capital: A Cross-National Investigation.
Kodila-Tedika, Oasis and Asongu, Simplice and Cinyabuguma, Matthias (2016): Financial Development and Geographic Isolation: Global Evidence.
Kodila-Tedika, Oasis and Asongu, Simplice and Cinyabuguma, Matthias and Tchamyou, Vanessa (2017): Financial Development and Pre-historic Geographical Isolation: Global Evidence. Published in: Financial History Review , Vol. 24, No. 3 (December 2017): pp. 283-306.
Kodongo, Odongo and Ojah, Kalu (2014): The conditional pricing of currency and inflation risks in Africa's equity markets.
Kohnert, Dirk (2018): Britain & Africa: heading for the Brexit rocks.
Kohnert, Dirk (2018): Britain and Africa: heading for the Brexit rocks.
Kohnert, Dirk (2018): Britain and Africa: heading for the Brexit rocks. Forthcoming in: Africa Spectrum , Vol. 47, No. 2 (October 2018)
Kohnert, Dirk (2021): The EU-Africa summit 2021 : Quo vadis, in the light of Brexit and Corona.
Kohnert, Dirk (2021): The EU-Africa summit 2021 : Quo vadis, in the light of Brexit and Corona.
Kohnert, Dirk (2020): The impact of Brexit on Africa in times of the Corona Crisis.
Kohnert, Dirk (2020): The impact of Brexit on Africa in times of the Corona Crisis.
Kohnert, Dirk (2020): The impact of Brexit on Africa in times of the Corona Crisis.
Kohnert, Dirk (2020): The impact of Brexit on Africa in times of the Corona Crisis.
Kohnert, Dirk (2019): The impact of Brexit on Francophone Africa.
Kohonen, Anssi (2012): On detection of volatility spillovers in simultaneously open stock markets.
Kollmann, Robert (2016): Discussion of "Financial Intermediation in a Global Environment" (Victoria Nuguer). Forthcoming in: International Journal of Central Banking (2016)
Konchyn, Vadym (2011): European countries with a diagnosis of financial default: expectancy and fear of its announcement in Ukraine. Published in: The Economic Annals-XXI Journal (ISSN 1728-6220) No. Nr. 5-6, 2011 (June 2011): pp. 21-26.
Kozmenko, Olha and Kuzmenko, Olha (2012): The integration of the banking, insurance and reinsurance markets in Russia and Ukraine. Published in: Banks and Bank Systems , Vol. 7, No. 3 (19 October 2012): pp. 103-111.
Kucuk, Ugur N. (2010): Dynamic Sources of Sovereign Bond Market Liquidity.
Kucuk, Ugur N. (2010): Non-default Component of Sovereign Emerging Market Yield Spreads and its Determinants: Evidence from Credit Default Swap Market. Published in: The Journal of Fixed Income , Vol. 19, No. Spring 2010 (4 April 2010): pp. 44-66.
Kusi, Baah and Agbloyor, Elikplimi and Gyeke-Dako, Agyapomaa and Asongu, Simplice (2020): Financial Sector Transparency, Financial Crises and Market Power: A Cross-Country Evidence. Forthcoming in: International Journal of Finance and Economics
Köksal, Bülent (2012): An analysis of intraday patterns and liquidity on the Istanbul stock exchange.
Küçük, Ugur N. (2009): Emerging Market Local Currency Bond Market, Too Risky to Invest?
Laakkonen, Helinä and Lanne, Markku (2008): Asymmetric News Effects on Volatility: Good vs. Bad News in Good vs. Bad Times.
Lal, Amant (2009): An Empirical Time Series Model of Economic Growth and Environment.
Landon, Stuart and Smith, Constance (1999): The risk premium, exchange rate expectations, and the forward exchange rate: Estimates for the Yen-Dollar rate.
Lazarides, Themistokles and Drmmpetas, Evaggelos (2009): Fallacies, Collapses, Crises. Now What?
Le, Anh H. (2022): Central bank digital currency and cryptocurrency in emerging markets.
Le, Thai-Ha and Chang, Youngho (2011): The impact of oil price fluctuations on stock markets in developed and emerging economies.
Lean, Hooi Hooi and Ang, Wei Rong and Smyth, Russell (2014): Performance and Performance Persistence of Socially Responsible Investment Funds in Europe and North America.
Lechman, Ewa and Marszk, Adam (2014): ICT technologies and financial innovations: the case of Exchange Traded Funds in Brazil, Japan, Mexico, South Korea and the United States.
Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2016): Forecast in Capital Markets.
Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2015): Quantum money.
Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2013): Venture capital optimal investment portfolio strategies selection in diffusion - type financial systems in global capital markets with nonlinearities.
Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2015): Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets.
Lee, Byung-Joo (2007): Uncovered Interest Parity: Cross-sectional Evidence.
Lee, Chin and Law, Chee-Hong (2013): The Effects of Trade Openness on Malaysian Exchange Rate. Published in: International Economic and Finance Journal , Vol. 8, No. 1 (2013): pp. 25-39.
Lee, David (2022): Generic Price Model for Commodity Derivatives.
Lee, Kam Weng and Masih, Mansur (2018): Investigating the causal relationship between exchange rate variability and palm oil export: evidence from Malaysia based on ARDL and nonlinear ARDL approaches.
Leitao, Joao and Armada, Manuel Rocha and Ferreira, Joaaquim (2012): Corruption and Co-Movements in European Listed Sport Companies: Did Calciocaos really matter?
Leledakis, George N. and Pyrgiotakis, Emmanouil G. (2019): Market concentration and bank M&As: Evidence from the European sovereign debt crisis.
Lenz, Rainer (2008): The Logic of Merger and Acquisition Pricing. Forthcoming in:
Leon, Jorge and Vega, Melissa (2013): What is driving the Capital Inflows to Costa Rica? Risk Premium and Interest Rate Differentials.
Lestano, Lestano (2015): Asymmetric Exchange Rate Exposure in Indonesian Industry Sectors.
Levy, Daniel and Mayer, Tamir and Raviv, Alon (2020): Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers.
Li, Mengling and Zheng, Huanhuan and Chong, Terence Tai Leung and Zhang, Yang (2016): The Stock-Bond Comovements and Cross-Market Trading. Published in: Journal of Economic Dynamics and Control , Vol. 73, (1 December 2016): pp. 417-438.
Li, Youwei and Waterworth, James (2016): Eurozone network connectedness during calm and crisis: evidence from the MTS platform for interdealer trading of European sovereign debt.
Liew, Venus Khim-Sen (2020): Abnormal returns on tourism shares in the Chinese stock exchanges amid COVID-19 pandemic. Published in: International Journal of Economics and Management , Vol. 14, No. 2 (August 2020): pp. 247-262.
Liew, Venus Khim-Sen (2020): The effect of novel coronavirus pandemic on tourism share prices. Published in: Journal of Tourism Futures No. Early Cite (August 2020)
Liew, Venus Khim-Sen and Puah, Chin-Hong (2020): Chinese stock market sectoral indices performance in the time of novel coronavirus pandemic.
Lim, Siok Jin (2020): Portfolio diversification opportunities for U.S. Islamic investors with its trading partners when the world catches a cold: A Multivariate-GARCH and wavelet approach.
Lim, Siok Jin and Masih, Mansur (2017): Exploring portfolio diversification opportunities in Islamic capital markets through bitcoin: evidence from MGARCH-DCC and Wavelet approaches.
Liu, Tao (2015): The onshore-offshore interaction of RMB market: a high-frequency analysis.
Liu, Xuan (2007): Trade Openness and the Cost of Sudden Stops: The Role of Financial Frictions.
Ludwig, Alexander (2013): Sovereign risk contagion in the Eurozone: a time-varying coefficient approach.
Lupu, Dan and Asandului, Mircea (2014): Considerations on the relantionship between exchange rates and stock markets in Eastern Europe in time of crisis. Published in: Transformations in Business & Economics , Vol. 13, No. 3C (33C) (30 September 2014): pp. 430-445.
Lyocsa, Stefan (2015): Predicting changes in the output of OECD countries: An international network perspective.
Lyócsa, Štefan and Baumöhl, Eduard (2012): Testing the covariance stationarity of CEE stocks.
Lyócsa, Štefan and Baumöhl, Eduard and Výrost, Tomáš (2012): Stock returns and real activity: the dynamic conditional lagged correlation approach.
Lyócsa, Štefan and Výrost, Tomáš and Baumöhl, Eduard (2012): Breakdowns and revivals: the long-run relationship between the stock market and real economic activity in the G-7 countries.
M. Sani, Nur Fatin Najwa and Ismail, Fathiyah and W. Mahmood, Wan Mansor (2014): Causal relationship between financial depth and economic growth: evidence from Asia-Pacific Countries.
Maake, Tebogo and Bonga-Bonga, Lumengo (2019): The relationship between carry trade and asset markets in South Africa.
Mabanga, Chris and Bonga-Bonga, Lumengo (2020): The effects of oil prices on equity market returns in BRICS grouping: A quantile-on-quantile approach.
Madeira, Makharam and Masih, Mansur (2017): Does the purchasing power parity theory hold for Malaysia ?
Mahmood, Nihal and Masih, Mansur (2019): Does institutional stability granger-cause foreign direct investment? evidence from Canada.
Mahmud, Nurrul Iiyana and Masih, Mansur (2016): Are shariah (islamic) stock market returns stable ? evidence from the select islamic stock indices of emerging markets, USA, UK and Japan.
Majeed, Ayesha and Masih, Mansur (2016): A study of long- run theoretical relationship between ASEAN stock market indices and developed stock market indices of US and Japan.
Makaew, Tanakorn and Maksimovic, Vojislav (2013): Industry Shocks, Operating Risk, and Corporate Financial Policies around the World.
Makhanya, Kabelo Collen and Bonga-Bonga, Lumengo and Manguzvane, Mathias Mandla (2023): Examining the dependence structure between carry trade and equity market returns in BRICS countries.
Makovsek, Dejan and Moszoro, Marian W. (2018): Risk pricing inefficiency in public-private partnerships. Published in: Transport Reviews , Vol. 38, No. 3 (2018): pp. 298-321.
Malayan, Firoz and Masih, Mansur (2017): Causal linkages between the energy sector and islamic regional indexes: evidence from GCC, EU, US, emerging markets and Asia-pacific.
Malikov, Emir and Hartarska, Valentina (2018): Endogenous Scope Economies in Microfinance Institutions.
Malikov, Emir and Hartarska, Valentina and Mersland, Roy (2019): Economies of Diversification in Microfinance: Evidence from Quantile Estimation on Panel Data.
Malliaris, A.G. and Malliaris, Mary (2011): Are oil, gold and the euro inter-related? time series and neural network analysis. Forthcoming in: Review of Quantitative Finance and Accounting (2011)
Mamoon, Dawood and Nicholas, Howard (2017): Financial Liberalisation and Economic Growth: A Preliminary Analysis.
Mamoru, Nagano (2011): Who issues debt securities in emerging countries?
Managi, Shunsuke and Okimoto, Tatsuyoshi and Matsuda, Akimi (2012): Do Socially Responsible Investment Indexes Outperform Conventional Indexes?
Marçal, Emerson F. and Valls Pereira, Pedro L. (2008): Testing the Hypothesis of Contagion using Multivariate Volatility Models. Published in: Brazilian Review of Econometrics , Vol. 28, No. 2 (November 2008): pp. 21-34.
Masih, Mansur and Majid, Hamdan Abdul (2013): Comovement of Selected International Stock Market Indices:A Continuous Wavelet Transformation and Cross Wavelet Transformation Analysis.
Masih, Mansur and Majid, Hamdan Abdul (2013): Stock Price and Industrial Production in Developing Countries: A Dynamic Heterogeneous Panel Analysis.
Masih, Mansur and Majid, Hamdan Abdul (2013): The Volatility and Correlations of Stock Returns of Some Crisis-Hit Countries: US, Greece, Thailand and Malaysia: Evidence from MGARCH-DCC applications.
Matei, Florin (2014): An empirical examination of stock market integration in EMU.
Mavee, Nasha and Bonga-Bonga, Lumengo (2017): The unbiased forward rate hypothesis before and after the inflation targeting regime in South Africa: A cointegration Analysis.
Mayanja, Abubaker B. and Legesi, Kenneth (2007): Risk and Return on Uganda's stock exchange. Forthcoming in: Capital Markets Journal
McCauley, Joseph L. and Bassler, Kevin E. and Gunaratne, Gemunu h. (2007): Martingales, the efficient market hypothesis, and spurious stylized facts.
Mellado, Cristhian and Escobari, Diego (2014): Virtual Integration of Financial Markets: A Dynamic Correlation Analysis of the Creation of the Latin American Integrated Market. Forthcoming in: Applied Economics
Menkhoff, Lukas and Sarno, Lucio and Schmeling, Maik and Schrimpf, Andreas (2009): Carry Trades and Global FX Volatility.
Mensah, Jones Odei and Premaratne, Gamini (2014): Exploring Diversification Benefits in Asia-Pacific Equity Markets.
Michael, Bryane and Apostoloski, Nenad (2012): The Middle Eastern Wealth Management Industry: Boon or Bust? Published in: Middle East Institute Working Paper Series (2012)
Micuda, Dan (2007): Barriers in EU retail financial markets. Published in:
Mierzejewski, Fernando (2007): An actuarial approach to short-run monetary equilibrium. Published in: Proceedings of the 5th Actuarial and Financial Mathematics Day (2007): pp. 67-76.
Mierzejewski, Fernando (2009): The cost of capital in markets with opaque intermediaries and the risk-structure of interest rates.
Mina, Wasseem (2012): Beyond FDI: The Influence of Bilateral Investment Treaties on Debt.
Mina, Wasseem (2013): Political Risk Guarantees and Capital Flows: The Role of Bilateral Investment Treaties.
Miras, Hassan and Masih, Mansur (2017): Stock returns and macroeconomic factors in an emerging economy: Malaysian evidence.
Mirdala, Rajmund (2011): Financial Deepening and Economic Growth in the European Transition Economies. Published in: Journal of Applied Economic Sciences , Vol. 6, No. 2 (September 2011): pp. 177-194.
Mirdala, Rajmund (2011): Financial Integration and Economic Growth in the European Transition Economies. Published in: Journal of Advanced Studies in Finance , Vol. 2, No. 2 (December 2011): pp. 116-137.
Mirdala, Rajmund and Svrčeková, Aneta and Semančíková, Jozefína (2015): On the Relationship between Financial Integration, Financial Liberalization and Macroeconomic Volatility. Published in: Journal of Applied Economic Sciences , Vol. 10, No. 2 (July 2015): pp. 552-570.
Mishra, Anil (2014): Measures of Equity Home Bias Puzzle.
Mishra, Anil V (2015): Foreign Bias in Australian Domiciled Mutual Fund Holdings.
Mishra, Anil V and Ratti, Ronald A (2013): Taxation of Domestic Dividend Income and Foreign Investment Holdings.
Mittal, Amit and Garg, Ajay Kumar (2018): Bank stocks inform higher growth – A System GMM analysis of ten emerging markets in Asia. Published in: Quarterly Review of Economics and Finance (June 2020)
Modena, Matteo (2011): Agricultural commodities and financial markets.
Mohamad, Sharifah Fairuz Syed and Masih, Mansur (2013): Gold price movements in selected currencies: wavelet approach.
Mohamad, Sharifah Fairuz Syed and Masih, Mansur (2013): An application of MGARCH-DCC analysis on selected currencies in terms of gold Price.
Mohd, Rafede and Masih, Mansur (2018): Testing the asymmetric and lead-lag relationship between CPI and PPI: an application of the ARDL and NARDL approaches.
Montshioa, Keitumetse and Muteba Mwamba, John Weirstrass and Bonga-Bonga, Lumengo (2021): Asset allocation in extreme market conditions: a comparative analysis between developed and emerging economies.
Morema, Kgotso and Bonga-Bonga, Lumengo (2018): The impact of oil and gold price fluctuations on the South African equity market: volatility spillovers and implications for portfolio management.
Morgan, Horatio M. (2013): The Political Economy of Trade-Financial Liberalization and Financial Underdevelopment: A perspective from China.
Mosteut, Safini and Masih, Mansur (2017): Does the exchange rate volatility affect the foreign direct investment? the case of Thailand.
Mpoha, Salifya and Bonga-Bonga, Lumengo (2020): Assessing the extent of exchange rate risk pricing in equity markets: emerging versus developed economies.
Mpoha, Salifya and Bonga-Bonga, Lumengo (2021): Spillover effects from China and the US to global emerging markets: a dynamic analysis.
Mudiangombe, Benjamin and Muteba Mwamba, John Weirstrass (2019): Dependence Structure of Insurance Credit Default Swaps.
Mukherjee, Dr. Kedar nath (2011): Commodity investments: opportunities for Indian institutional investors.
Mukherjee, Dr. Kedar nath and Mishra, Dr. R. K. (2008): Stock Market Integration and Volatility Spillover:India and its Major Asian Counterparts.
Mukrim, Anis and Masih, Mansur (2017): The impact of macroeconomic variables on the crude palm oil export: Malaysian evidence based on ARDL approach.
Mukrim, Syahirah and Masih, Mansur (2018): Do islamic indices help portfolio diversification ? application of multivariate GARCH and wavelet coherence.
Mulyadi, Martin Surya (2009): Volatility spillover in Indonesia, USA, and Japan capital market.
Musa, Mustafa and Masih, Mansur (2016): Are the ASEAN stock markets integrated with the US market ? new evidence from wavelet coherence.
Musaev, Mekhroj and Masih, Mansur (2017): Impact of oil price volatility on macroeconomic variables: an ARDL approach.
Musaeva, Gulzhan and Masih, Mansur (2018): Granger-causal relationship between islamic stock markets and oil prices: a case study of Malaysia.
Mustapha, Ishaq Muhammad and Masih, Mansur (2017): Dynamics of islamic stock market returns and exchange rate movements in the ASEAN Countries in a regime-switching environment: Implications for the islamic investors and risk hedgers.
Muteba Mwamba, John and Mhlanga, Isaah (2013): Extreme conditional value at risk: a coherent scenario for risk management.
Muñoz, Mª Pilar and Márquez, María Dolores and Sánchez, Josep A. (2011): Contagion between United States and european markets during the recent crises. Published in: Aestimatio. The IEB International Journal of Finance No. 2 (July 2011): pp. 1-24.
Mynhardt, H. R. and Plastun, Alex (2013): The Overreaction Hypothesis: The Case of Ukrainian Stock Market. Published in: Corporate Ownership and Control Volume , Vol. 11, No. 1 (2013): pp. 406-422.
NEIFAR, MALIKA and HDIDER, ANIS (2024): Role of Crude Oil, Natural Gas and Wheat Prices and the Impact of the Russian-Ukrainian War on the Investor Social Network Sentiment; Evidence from the US Stock Market. Published in:
NEIFAR, MALIKA (2023): Macroeconomic Factors and UK Stock Market: Evidence through the Non-Linear ARDL model.
NEIFAR, MALIKA and HACHICHA, Fatma (2022): GFH validity for Canada, UK, and Suisse stock markets: Evidence from univariate and panel ARDL models.
NWAOBI, GODWIN C (2008): The Economics of Financial Derivative Instruments.
Nabi, Mahmoud Sami (2001): Banking Performance and Speculative Attacks Under Asymmetric Information.
Nabi, Mahmoud Sami and Rajhi, Taoufik (2002): The Effect of Financial Liberalization on the Economic Development Process in case of Inefficient Banking.
Nagayasu, Jun (2010): Economic Factors Contributing to Time-Varying Conditional Correlations in Stock Returns.
Nahavandian, Mohsen and Masih, Mansur (2016): Granger-causal relationship between macroeconomic factors and the Malaysian islamic index.
Nakatani, Ryota (2018): Output Costs of Currency Crises: Shocks, Policies and Cycles.
Naleef, Mohamed and Masih, Mansur (2018): Impact of political instability on economic growth, exchange rates and unemployment: Malaysian evidence.
Narciso, Alexandre (2010): The impact of population ageing on international capital flows.
Naseer, Areef Ahmed and Masih, Mansur (2016): Expect the unexpected: housing price bubble on the horizon in Malaysia.
Naser, Hanan and Ahmed, Abdul Rashid (2016): Oil Price Shocks and Stock Market Performance in Emerging Economies: Some Evidence using FAVAR Models.
Naseri, Marjan and Masih, Mansur (2013): Causality between Malaysian Islamic Stock Market and Macroeconomic Variables.
Naseri, Marjan and Masih, Mansur (2014): Integration and Comovement of Developed and Emerging Islamic Stock Markets: A Case Study of Malaysia.
Nath, Golaka (2012): Indian corporate bonds market –an analytical prospective.
Nazeer, Abdul Malik and Masih, Mansur (2017): Impact of political instability on foreign direct investment and Economic Growth: Evidence from Malaysia.
Ndiaye, Ndeye Djiba and Masih, Mansur (2017): Is inflation targeting the proper monetary policy regime in a dual banking system? new evidence from ARDL bounds test.
Ndiweni, Zinzile Lorna and Bonga-Bonga, Lumengo (2022): Contagion or decoupling? Evidence from emerging stock markets.
Neal, Larry and Garcia-Iglesias, Concepcion (2012): The economy of Spain in the eurozone before and after the crisis of 2008. Forthcoming in:
Ngoepe, Letlhogonolo Kearabilwe and Bonga-Bonga, Lumengo (2024): The connectedness of financial risk and green financial instruments: a dynamic and frequency analysis.
Nguyen, Duc Khuong and Topaloglou, Nikolas and Walther, Thomas (2020): Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach.
Nistor, Costel and Dumitriu, Ramona and Stefanescu, Razvan (2012): Impact of the global crisis on the linkages between CAC 40 and indexes from CEE countries. Published in: Proceedings of the 2nd International Conference on Business Administration and Economics ”People. Ideas. Experience”, October 25-26, 2012, Reşiţa (22 October 2012): pp. 319-332.
Nistor, Costel and Panico, Paolo and Nistor, Rozalia and Muntean, Mihaela-Carmen (2010): The American mortgage crisis implications on the international economics evolutions. Published in: The Annals of “Dunarea de Jos” University of Galati No. Fascicle I – 2010. Economics and Applied Informatics. Years XVI – no 1 - ISSN 1584-0409 (2010): pp. 299-310.
Nistor, Costel and Stefanescu, Razvan and Dumitriu, Ramona (2009): The impact of the US stock market on the Romanian stock market in the context of the financial crisis. Published in: Proceedings of the International Scientific Conference “Challenges for Analysis of the Economy, the Businesses, and Social Progress”, Szeged, November 19-21, 2009 (8 March 2010): pp. 636-655.
Noman, Abdullah (2008): Purchasing Power Parity in South Asia: A Panel Data Approach.
Nwaobi, Godwin (2008): MODELLING THE WORLD EXCHANGE RATES:DYNAMICS, VOLATILITY AND FORECASTING.
O'Connor, Fergal and Lucey, Brian and Batten, Jonathan and Baur, Dirk (2015): The Financial Economics of Gold - a survey.
Obregon, Carlos (2022): The Resolution of Economic Conflicts: Beyond the Economic System. Published in:
Obregon, Carlos (2023): Social Choice and Institutionalism. Published in:
Ogundipe, Adeyemi and Ogundipe, Oluwatomisin (2013): Oil Price and Exchange Rate Volatility in Nigeria.
Oh, Swee-Ling and Lau, Evan and Puah, Chin-Hong and Abu Mansor, Shazali (2010): Volatility Co-movement of ASEAN-5 Equity Markets.
Ojeda-Joya, Jair (2019): A consumption-based approach to exchange rate predictability.
Okay, Nesrin (1998): Asymmetric Volatility Dynamics: Evidence From the Istanbul Stock Exchange. Published in: Business & Economics for the 21st Century, Anthology , Vol. II, No. ISBN: 0-9659831-1-0 (1998): pp. 207-216.
Okotori, Tonprebofa and Ayunku, Peter (2019): An empirical investigation on efficient market test for the Nigerian stock exchange (NSE). Published in: IOSR Journal of Economics and Finance (IOSR-JEF) , Vol. 10, No. Issue 6 Ser. IV (Nov. – Dec 2019) (18 December 2019): pp. 1-9.
Okur, Mustafa and Cevik, Emrah Ismail (2013): Testing intraday volatility spillovers in Turkish capital markets: evidence from ISE. Published in: Economic Research-Ekonomska Istraživanja , Vol. 26, No. 3 (2013): pp. 99-116.
Olkhov, Victor (2014): Expressions of market-based correlations between prices and returns of two assets.
Olkhov, Victor (2023): Market-Based Probability of Stock Returns.
Olujobi, Khalilat and Masih, Mansur (2018): Does the purchasing power parity theory hold for the exchange rate between the USA and Malaysia ?
Omer, Gamal Salih and Masih, Mansur (2014): Estimating and Forecasting Conditional Volatility and Correlations of the Dow Jones Islamic Stock Market Index Using Multivariate GARCH-DCC.
Omer, Muhammad and de Haan, Jakob and Scholtens, Bert (2013): Does Uncovered Interest rate Parity Hold After All?
Orlowski, Lucjan T (2008): Stages of the 2007/2008 Global Financial Crisis: Is There a Wandering Asset-Price Bubble? Published in: Economics E-Journal , Vol. 43, (18 December 2008)
Orth, Walter (2011): Default probability estimation in small samples - with an application to sovereign bonds.
Ortiz, Marco and Herrera, Gerardo and Perez, Fernando (2022): The shine beneath: foreign exchange intervention in resource-rich economies.
Ortiz, Marco and Miyahara, Ken (2022): Portfolio shocks and the financial accelerator in a small open economy.
Osman, Khairul Nizam and Masih, Mansur (2018): Granger-causality of selective Dow Jones islamic and sustainability regional equity indices.
Othman, Nurhuda and Masih, Mansur (2018): Granger-causality between palm oil, gold and stocks (islamic and conventional): Malaysian evidence based on ARDL approach.
Ozili, Peterson and Arun, Thankom (2020): Spillover of COVID-19: Impact on the Global Economy.
Ozili, Peterson K (2018): Banking Stability Determinants in Africa. Published in:
Ozili, Peterson K (2020): Covid-19 pandemic and economic crisis: The Nigerian experience and structural causes.
Ozili, Peterson K (2017): Earnings Management in Interconnected Networks: A Perspective. Published in:
Ozili, Peterson K. (2023): The COVID-19 global debt crisis: how to avoid it.
Ozkok, Zeynep (2012): Financial Harmonization and Industrial Growth: Evidence from Europe.
P., Srinivasan and M., Kalaivani (2013): Stock Market Linkages in Emerging Asia-Pacific Markets.
Pallegedara, Asankha (2012): Dynamic relationships between stock market performance and short term interest rate Empirical evidence from Sri Lanka.
Pan, Wei-Fong (2018): Evidence of Investor Sentiment Contagion across Asset Markets.
Panait, Iulian (2011): Stock market diagnosis. Published in: HYPERION INTERNATIONAL JOURNAL OF ECONOPHYSICS & NEW ECONOMY , Vol. 4, No. 2 (2011): pp. 313-315.
Panait, Iulian and Constantinescu, Alexandru (2012): Stylized facts of the daily and monthly returns for the European stock indices during 2007-2012. Forthcoming in: Journal of Applied Quantitative Methods No. 3 (2012)
Panait, Iulian and Slavescu, Ecaterina Oana (2012): Skewness in stock returns: evidence from the Bucharest stock exchange during 2000 – 2011. Published in: CKS – eBook 2012 (2012): pp. 1592-1600.
Panait, Iulian and Slavescu, Ecaterina Oana (2011): Volatility and causality study of the daily returns on the Bucharest Stock Exchange during 2007-2011. Published in: Proceeding of the 17th International Conference The Knowledge-Based Organization – Economic, Social and Administrative Approaches to the Knowledge-Based Organization (October 2011): pp. 292-300.
Panetta, Ida Claudia (2006): Financial markets trend: ageing and pension system reform.
Paramati, Sudharshan Reddy and Gupta, Rakesh and Tandon, Kishore (2016): Dynamic Analysis of Time-Varying Correlations and Cointegration Relationship between Australia and Frontier Equity Markets. Published in: International Journal of Business and Emerging Markets , Vol. 8, No. 2 (1 May 2016): pp. 121-145.
Park, Kwang Suk and Masih, Mansur (2015): Does the shariah index move together with the conventional equity indexes?
Parker, John C. (2005): What is the most appropriate model for generating scenarios for daily foreign exchange rates?
Pasricha, Gurnain (2008): Financial integration in emerging market economies.
Pasricha, Gurnain Kaur (2006): Survey of Literature on Covered and Uncovered Interest Parities.
Pastén, Boris and Tapia, Pablo and Sepúlveda, Jorge (2022): Returns in US copper companies the face of the volatility and stringency of COVID-19.
Pavla, Vodová (2009): Measuring the integration of credit markets. Published in: STAVÁREK, D., VODOVÁ, P. (ed.) Proceedings of the 12th International Conference on Finance and Banking. (2010): pp. 260-265.
Peicuti, Cristina (2014): The Great Depression and the Great Recession: A Comparative Analysis of their Analogies. Published in: The European Journal of Comparative Economics , Vol. Vol. 1, No. n. 1 (10 June 2014): pp. 55-78.
Pelagidis, Theodore and Karaoulanis, Ioannis (2021): Capesize markets behavior: Explaining volatility and expectations. Published in: Asian Journal of Shipping and Logistics , Vol. 37, No. 1 (2021)
Pelagidis, Theodore and Panagiotopoulos, George (2019): Forward Freight Agreements and Market Transparency in the Capesizs Sector. Published in: Asian Journal of Shipping and Logistics , Vol. 35, No. 3 (2019)
Peresetsky, A. A. (2011): What determines the behavior of the Russian stock market.
Peresetsky, Anatoly and Yakubov, Ruslan (2015): Autocorrelation in an unobservable global trend: Does it help to forecast market returns?
Petranov, Stefan (2016): Capital markets union and the prospect for Bulgaria. Published in: ANNUAL OF SOFIA UNIVERSITY “ST. KLIMENT OHRIDSKI” , Vol. 16, No. FACULTY OF ECONOMICS AND BUSINESS ADMINISTRATION (2018): pp. 217-230.
Petrushchak, Bohdan (2011): The calendar regularity of earnings and volatility distribution on the Ukrainian stock market. Published in: Proceedings of the 9th International Scientific Conference of Students and Young Scientists “Shevchenkivska Vesna 2011”. – 2011. – Kyiv: Taras Shevchenko National University of Kyiv. – Pages: 280–282. , Vol. 1, No. 9 (April 2011): pp. 280-282.
Phiri, Andrew (2016): Did the global financial crisis alter equilibrium adjustment dynamics between the US Fed rates and stock price volatility in the SSA region?
Phume, Maphelane Palesa and Bonga-Bonga, Lumengo (2018): Return and volatility spillovers between South African and Nigerian equity markets.
Phungo, Muka and Bonga-Bonga, Lumengo (2019): An analysis of the unbiased forward rate hypothesis in developed and emerging economies.
Pierucci, Eleonora and Pericoli, Filippo and Ventura, Luigi (2014): Reassessing international investment patterns: a revisitation of Lane and Milesi-Ferretti's evidence.
Pincheira, Pablo and Hardy, Nicolas (2018): Forecasting Base Metal Prices with Commodity Currencies.
Pincheira, Pablo and Hardy, Nicolas (2021): The Mean Squared Prediction Error Paradox.
Pincheira, Pablo and Hardy, Nicolas (2020): The Mean Squared Prediction Error Paradox: A summary.
Pincheira, Pablo and Jarsun, Nabil (2020): Summary of the Paper Entitled: Forecasting Fuel Prices with the Chilean Exchange Rate.
Pontines, Victor and Siregar, Reza Yamora (2011): Cross-border bank lending to selected SEACEN economies: an integrative report.
Popa, Catalin C. (2009): The new relations between global economy, international trade and financial system. Published in: Scientific Bulletin of Naval Academy , Vol. 1, No. 2 (12 November 2009): pp. 132-136.
Pradhan, Jaya Prakash (2009): HOW DID DECOUPLED BECOME COUPLED? :INDIA’S MIRACLE GROWTH DROPS.
Qureshi, Salman Ali and Rehman, Kashif ur and Hunjra, Ahmed Imran (2012): Factors Affecting Investment Decision Making of Equity Fund Managers. Published in: Wulfenia Journal , Vol. 19, No. 10 : pp. 280-291.
R, Pazhanisamy (2024): The Entry of BRICS Currency and Exit of Dollar: Evidence from International Trade Theories and Policy Implications.
Rabhi, Ayoub (2020): Stock market vulnerability to the Covid-19 pandemic: Evidence from emerging Asian stock markets.
Raghibi, Abdessamad and Oubdi, Lahsen (2020): Shari’ah-compliant Stock Screening: A Financial Perspective. Published in: Journal of Islamic Banking and Finance , Vol. 37, No. 1 (March 2020): pp. 86-98.
Rahamat, Amri and Masih, Mansur (2017): Granger-causality between oil price, exchange rate and government bonds: evidence from Malaysia.
Raheem, Ibrahim and le Roux, Sara and Asongu, Simplice (2019): The Role of Asymmetry and Uncertainties in the Capital Flows-Economic Growth Nexus.
Rahim, Adam Mohamed and Masih, Mansur (2018): Comovement of stock markets of Singapore and its major Asian trading partners.
Rahim, Adam Mohamed and Masih, Mansur (2014): Effects of Political Turmoil (Arab Spring) on Portfolio Diversification Benefits: Perspectives of the Moroccan Islamic Stock investors.
Rahim, Adam Mohamed and Masih, Mansur (2014): Portfolio Diversification Benefits of Islamic Stocks and Malaysia’s Major Trading Partners:MGARCH-DCC and Wavelet Correlation Approaches.
Rahmali, Atiqah and Masih, Mansur (2017): Discerning the effect of international stock markets before and after the subprime crisis.
Rahman, Md. Nafizur and Nower, Nowshin and Abbas, Syed Mahdee and Nahian, Abdullah Hill and Tushar, Md. Raqibul Hasan (2020): Introduction of Bond Market: Would it be a possible Solution for Bangladesh?
Rahman, Syarifah and Masih, Mansur (2018): The vulnerability of Islamic bank’s credit risk to oil price shocks: evidence from Malaysia based on ARDL approach.
Rahmani, Halima and Masih, Mansur (2018): Does remittance lead or lag exchange rate? evidence from Morocco.
Ramos Murillo, Erick (2022): Case studies’ evidence of greenium in green bond sovereign issuances during the pandemic selloff of March 2020.
Rangoanana, Motena Sefora and Bonga-Bonga, Lumengo (2020): Carry trade and capital market returns in South Africa.
Rashid, Abdul (2009): The Economic Exchange Rate Exposure: Evidence for a Small Open Economy.
Ratti, Ronald A and Vespignani, Joaquin L. (2012): Crude Oil Prices and Liquidity, the BRIC and G3 countries.
Raul, Matsushita and Iram, Gleria and Annibal, Figueiredo and Sergio, Da Silva (2006): The Chinese Chaos Game. Forthcoming in: Physica A
Razak, Lutfi Abdul and Masih, Mansur (2017): Revisit Feldstein-Horioka puzzle: evidence from Malaysia (1960-2015).
Razak, Najwa and Masih, Mansur (2018): The relationship between exchange rate and trade balance: evidence from Malaysia based on ARDL and Nonlinear ARDL approaches.
Razak, Razman and Masih, Mansur (2017): The links between crude palm oil, conventional and Islamic stock markets: evidence from Malaysia based on continuous and discrete wavelet analysis.
Reddy, Kotapati Srinivasa and Nangia, Vinay Kumar and Agrawal, Rajat (2014): The 2007-2008 global financial crisis, and cross-border mergers and acquisitions: A 26-nation exploratory study. Published in: Global Journal of Emerging Market Economies , Vol. 6, No. 3 (2014): pp. 257-281.
Reinhart, Carmen (2012): Capital Inflows, Credit Booms and Their Risks. Published in: hina-US Economists Symposium--United States and China: Systemic Responsibilities for the Global Economy (2012)
Reinhart, Carmen (2003): New approaches to crisis resolution: Weighing the options (A comment). Published in: Brookings Trade Forum 2003 (2003): pp. 338-348.
Reinhart, Carmen (2001): Private inflows when crises are anticipated: a case study of Korea (A comment). Published in: Financial Crises in Emerging Markets (2001): pp. 275-279.
Reza, Md. Ridwan and Masih, Mansur (2017): Regime switching behavior of volatilities of Islamic equities: evidence from Markov- Switching GARCH models for some selected broad based indices.
Rhodes, Kevin M (2015): Impacts on investors sentiments of financial crisis- A study with references of recent financial crisis.
Riaz, Samina and Khan, Muhammad Irfan and Iqbal, Athar (2018): Risk Management Practices and Islamic Bankers’ Perception about Potential Risk in Islamic Countries. Published in: Journal of Managerial Sciences , Vol. 12, No. 3 (30 December 2018): pp. 159-177.
Ripamonti, Alexandre and Kayo, Eduardo (2016): Corporate Governance and Capital Structure: Stock, Bonds and Substitution. Published in: Mackenzie Management Review , Vol. 5, No. 17 (September 2016): pp. 85-109.
Riska Dwi, Astuti and Nadia, Fazira (2018): The Effect of Cryptocurrency on Exchange Rate of China: Case Study of Bitcoin.
Rodríguez-Aguilar, Román and Cruz-Aké, Salvador and Venegas-Martínez, Francisco (2014): A Measure of Early Warning of Exchange-Rate Crises Based on the Hurst Coefficient and the Αlpha-Stable Parameter.
Roslan, Syed and Masih, Mansur (2018): Savings and bank loans dynamics in implementing the new international accounting standard IFRS-9: Malaysia as a case study.
Rossi, Francesco (2008): Enhancing balanced portfolios with cppi methodologies – insights from a simulation exercise.
Rossi, Francesco (2011): Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates.
Rossi, Francesco (2012): U.K. cross-sectional equity data: The case for robust investability filters. Published in: European Economics Letters , Vol. 1, No. 1 (December 2012): pp. 6-13.
Rossi, Francesco (2011): U.K. cross-sectional equity data: do not trust the dataset! The case for robust investability filters.
SHAHANI, RAKESH and PALIWAL, RIYA (2020): An empirical analysis of the Co-movement of Crude, Gold, Rupee-Dollar Exchange rate and Nifty 50 Stock Index during Sub-prime and Coronavirus crisis periods.
Saculsan, Phoebe and Kanamura, Takashi (2019): Examining risk and return profiles of renewable energy investment in developing countries: The Case of the Philippines.
Saha, Malayendu and Bhunia, Amalendu (2012): How far India has gone down the road towards financial integration with US since subprime crisis? An Econometric Analysis.
Sahminan, Sahminan (2006): Adjustments of the Non-Financial Sector to the Rise in Exchange Rate Volatility and Their Policy Implications in Indonesia.
Sahoo, Ganeswar (2010): International Capital Flows: An empirical study of the relationship between equity and debt investments.
Saiti, Buerhan and Bacha, Obiyathulla and Masih, Mansur (2014): Is the global leadership of the US financial market over other financial markets shaken by 2007-2009 financial crisis? Evidence from Wavelet Analysis.
Saiti, Buerhan and Masih, Mansur (2014): The Co-movement of Selective Conventional and Islamic Stock Markets in East Asia: Is there any Impact on Shariah Compliant Equity Investment in China?
Saleem, Kashif and Vaihekoski, Mika (2007): Time-varying global and local sources of risk in Russian stock market.
Salisu, Afees and Raheem, Ibrahim and Vo, Xuan (2021): Assessing the safe haven property of the gold market during COVID-19 pandemic. Forthcoming in: International Review of Financial Analysis
Salleh, Eddee and Masih, Mansur (2017): Does gold act as an inflation hedge ? Malaysian case.
Salles, Andre Assis de (2012): The Relationship between Crude Oil Prices and Exchange Rates. Published in: China-USA Business Review , Vol. 11, No. 5 (2012): pp. 581-590.
Salles, Andre Assis de and Maria Eduarda, Silva and Paulo, Teles (2022): Empirical Evidence of Associations and Similarities between the National Equity Markets Indexes and Crude Oil Prices in the International Market. Published in: Open Journal of Business and Management , Vol. 10, (January 2022): pp. 155-174.
Samad, Abdul and Masih, Mansur (2018): Does institutional quality matter in attracting foreign direct investment? the case of Ethiopia based on ARDL approach.
Samad, Esma and Masih, Mansur (2018): Effects of fiscal components on economic growth: evidence from Malaysia.
Sambracos, Evangelos and Maniati, Marina (2015): Analysis of Financial Crisis Results on Dry Bulk Market & Financing.
Sambracos, Evangelos and Maniati, Marina (2013): Shipping Market Financing: Special Features and the Impact of Basel III.
Sandoval Paucar, Giovanny (2021): A CONDITIONAL CORRELATION ANALYSIS FOR THE COLOMBIAN STOCK MARKET. Published in:
Santillán Salgado, Roberto and Hibert Sánchez, Abel (2009): A dominant firm’s strategy and its effect on the capital structure of non‐dominant firms in the self‐service discount stores industry. Published in: Memories of the Emerging Challenges in the Western Hemisphere Conference
Saparova, Nurzhamal and Masih, Mansur (2018): Does foreign direct investment lead or lag economic growth ? evidence from Russia.
Sarkissian, Sergei and Schill, Michael (2010): Cross listing waves.
Sarkissian, Sergei and Schill, Michael (2010): The Nature of the Foreign Listing Premium: A Cross-Country Examination.
Saupi, Nabil and Masih, Mansur (2018): Lead-lag between exchange rates and trade balance: Malaysian evidence.
Saydaliev, Hayot Berk and Chin, Lee and OSKENBAYEV, Yessengali (2020): The Nexus of Remittances, Institutional Quality and Financial Inclusion. Published in: Economic Research-Ekonomska Istrazivanja , Vol. 33, No. 1 (2020): pp. 3528-3544.
Schilirò, Daniele (2011): Alberto Quadrio Curzio - Valeria Miceli, Sovereign Wealth Funds. A complete guide to state-owned investment funds. Published in: Rivista Internazionale di Scienze Sociali , Vol. 119, No. 1 (March 2011): pp. 81-82.
Schulz, Alexander and Wolff, Guntram B. (2009): Sovereign bond market integration: the euro, trading platforms and financial crises.
Schär, Fabian (2020): Blockchain Forks: A Formal Classification Framework and Persistency Analysis. Forthcoming in: Singapore Economic Review , Vol. tbd, No. forthcoming (2020)
Sehgal, Sanjay and Gupta, Priyanshi and Deisting, Florent (2014): Assessing Time-Varying Stock Market Integration in EMU for Normal and Crisis Periods.
Sen, Chitrakalpa and Chakrabarti, Gagari and Sarkar, Amitava (2010): Asymmetric Response in Foreign Exchange Volatility under Structural Break.
Sepúlveda Velásquez, Jorge and Tapia Griñen, Pablo and Pastén Henríquez, Boris (2021): Analyzing stock market signals for H1N1 and COVID-19: The BRIC case.
Serwa, Dobromił (2007): Larger crises cost more: impact of banking sector instability on output growth.
Seven, Ünal and Yilmaz, Fatih (2020): World Equity Markets and COVID-19: Immediate Response and Recovery Prospects.
Sever, Can (2014): Systemic Liquidity Crisis with Dynamic Haircuts.
Shachmurove, Yochanan and Vulanovic, Milos (2014): SPACs with focus on China.
Shafaai, Shafizal and Masih, Mansur (2018): The dynamics of growth, exports, exchange rate and foreign direct investment: evidence from Malaysia.
Shah, Anand and Bahri, Anu (2023): Tokenomics: How “Risky” are the Stablecoins?
Shah, Mumtaz Hussain and Azam, Ayesha (2018): Financial Development and Investors Location Choice in The Arab World. Published in: International Journal of Business Studies Review , Vol. 4, No. 1 (June 2018): pp. 58-74.
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Shaikh, Salman (2013): Determinants of Islamic Banking Growth in Pakistan. Forthcoming in: Journal of Islamic Economics, Banking & Finance , Vol. 10, No. 1 (1 January 2014)
Sharabati, Yamen and Masih, Mansur (2017): Are imports driven by exports or the other way around ?Thailand evidence.
Shehadeh, Ali and Erdős, Péter and Li, Youwei and Moore, Michael (2016): US Dollar Carry Trades in the Era of “Cheap Money”.
Shehadeh, Ali and Li, Youwei and Moore, Michael (2016): The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity.
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Shirai, Sayuri (2009): The Impact of the US Subprime Mortgage Crisis on the World and East Asia.
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Simplice A, Asongu (2011): Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries.
Simplice A, Asongu (2011): Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries.
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Sokhombela, Andiswa Luncedo Lwandile and Bonga-Bonga, Lumengo and Manguzvane, Mathias Mandla (2024): Assessing the performance of safe haven assets during major crises.
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Stefanescu, Răzvan and Dumitriu, Ramona (2015): Buy and sell signals on Bucharest Stock Exchange. Published in: VANGUARD SCIENTIFIC INSTRUMENTS IN MANAGEMENT , Vol. 2, No. 11 (2015)
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Sulaiman, Nadzri and Masih, Mansur (2017): Macroeconomic variables and stock markets (domestic and foreign): evidence from Malaysia.
Sun, David and Tsai, Shih-Chuan (2013): Diversifying Risks in Bond Portfolios: A Cross-border Approach.
Suwanhirunkul, Suwijak and Masih, Mansur (2018): Islamic equity as an alternative investment from the perspective of the Southeast Asian investors: evidence from MGARCH-DCC and Wavelet Coherence.
Syed Abul, Basher (2014): Stock markets and energy prices.
Syed Abul, Basher and Alfred A, Haug and Perry, Sadorsky (2015): The impact of oil shocks on exchange rates: A Markov-switching approach.
Syed Abul, Basher and Perry, Sadorsky (2015): Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH.
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Sánchez Ramos, Karen Melissa and Karimi, Abdul Matin and Elmalawany, Omar (2020): Access to Green Financing: A Case Study of Mexico.
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Talmain, Gabriel (2017): Two-country Model and Foreign Exchange Dynamics.
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Tanin, Tauhidul Islam and Masih, Mansur (2017): Does economic freedom lead or lag economic growth? evidence from Bangladesh.
Tapia, Pablo and Pastén, Boris and Sepulveda Velasquez, Jorge (2022): Earthquakes in Chile-Peru and the price of copper.
Tapia, Pablo and Pastén, Boris and Sepulveda Velasquez, Jorge (2022): Performance of the Chinese energy market in times of Russian military interventions.
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Tatom, John (2007): "Why Have Interest Rates Been So Low?".
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Temesvary, Judit and Ongena, Steven and Owen, Ann L. (2015): A Global Lending Channel Unplugged? Does U.S. Monetary Policy Affect Cross-border and Affiliate Lending by Global U.S. Banks?
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Yildirim, Ramazan and Masih, Mansur (2018): Investigating International Portfolio Diversification Opportunities for the Asian Islamic Stock Market Investors. Published in: Management of Islamic Finance: Principle, Practice, and Performance , Vol. 19, No. International Finance Review (6 November 2018): pp. 1-36.
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Yilmaz, Adil and Unal, Gazanfer and Karatasoglu, Cengiz (2016): Wavelet Based Analysis Of Major Real Estate Markets.
Yokoyama, Kazuki (2023): Whispers of Chaos: Intervention on the Mexican Dollar Quotes in Japan, 1869-1885.
Yoshida, Yushi and Susai, Masayuki (2016): Stepping out of the limit order book: Empirical evidence from the EBS FX market.
Yousef, Mona and Masih, Mansur (2018): Dynamics between shariah (islamic) and non-shariah stock market indices: GCC market evidence based on static and dynamic panel techniques.
Yousfi, Ouidad (2011): Islamic private equity: what is new?
Yusoff, Yuzlizawati and Masih, Mansur (2014): Comovement of East and West Stock Market Indexes.
Zada, Najeeb and Masih, Mansur (2017): Exploring the relationship between the Malaysian islamic index and international islamic indices.
Zakaria, Khairuddin and Masih, Mansur (2017): Impact of various islamic equity markets on sharia (islamic) compliant equity invesments in emerging markets.
Zaman, Gheorghe and Georgescu, George (2011): Sovereign risk and debt sustainability: warning levels for Romania. Published in: Non-Linear Modelling in Economics. Beyond Standard Economics (March 2011): pp. 234-270.
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Zhai, Weiyang (2020): Financial structure, capital openness and financial crisis.
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Zhang, Dayong and Dickinson, David and Barassi, Marco (2008): Volatility Switching in Shanghai Stock Exchange: Does regulation help reduce volatility?
Zhou, Siwen (2018): Measuring the Signaling Effect of the ECB’s Asset Purchase Programme at the Effective Lower Bound.
Zhu, Junjun and Xie, Shiyu (2010): Bayesian Analysis of a Triple-Threshold GARCH Model with Application in Chinese Stock Market.
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amri amamou, souhir (2021): Cryptocurrencies responses to the Covid-19 waves.
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el Alaoui, AbdelKader and Masih, Mansur and Bacha, Obiyathulla and Asutay, Mehmet (2014): Leverage versus volatility: Evidence from the Capital Structure of European Firms.
el Alaoui, AbdelKader and Masih, Mansur and Bacha, Obiyathulla and Asutay, Mehmet (2014): Leverage, Sensitivity to Market Risk and Contagion: A Multi-Country Analysis for Shari’ah(Islamic) Stock Screening.
el Alaoui, AbdelKader and Masih, Mansur and Bacha, Obiyathulla and Asutay, Mehmet (2014): Leverage, return, volatility and contagion: Evidence from the portfolio framework.
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shafaai, Shafizal and Masih, Mansur (2013): Stock market and crude oil relationship: A wavelet analysis.
Çankaya, Serkan and Eken, Hasan/M. and Ulusoy, Veysel (2011): The Impact of Short Selling on Intraday Volatility: Evidence from the Istanbul Stock Exchange. Published in: International Research Journal of Finance and Economics No. 93 (2012): pp. 202-212.
Çankaya, Serkan and Ulusoy, Veysel and Eken, Hasan/M. (2011): The Behavior of Istanbul Stock Exchange Market: An Intraday Volatility/Return Analysis Approach. Published in: African Journal of Business Management , Vol. 5, No. 16 (18 August 2011): pp. 7017-7030.
Öztürk, Mustafa and Aras, Osman Nuri (2011): Foreign Capital Investment and Economic Crises in Turkey. Published in: International Journal of Social Sciencesand Humanity Studies , Vol. 1, No. 3 (2011): pp. 323-335.
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Chiny, Faycal (2013): La modélisation des interactions entre les coefficients de corrélation et les volatilités sur les marchés financiers Marocain, Français, Américain et Japonais.
Chiny, Faycal (2013): La modélisation des interactions entre les corrélations et les volatilités des marchés financiers Marocain, Français, Américain et Japonais.
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