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Prof. Khamis Hamed Al-Yahyaee
Prof. Khamis Hamed Al-Yahyaee
Vice Chancellor, Muscat University
在 squ.edu.om 的电子邮件经过验证
标题
引用次数
引用次数
年份
Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets
KH Al-Yahyaee, W Mensi, SM Yoon
Finance Research Letters 27, 228-234, 2018
3002018
Capital structure and financial performance: evidence from Oman
NV Rao, KHM Al-Yahyaee, LAM Syed
Indian Journal of Economics and Business 6 (1), 1, 2007
1952007
Stock market efficiency: A comparative analysis of Islamic and conventional stock markets
S Ali, SJH Shahzad, N Raza, KH Al-Yahyaee
Physica A: Statistical Mechanics and Its Applications 503, 139-153, 2018
1752018
The information content of cash dividend announcements in a unique environment
K Al-Yahyaee, T Pham, T Walter
Journal of Banking and Finance 35 (3), 606-612, 2011
1712011
Analyzing time–frequency co-movements across gold and oil prices with BRICS stock markets: A VaR based on wavelet approach
W Mensi, B Hkiri, KH Al-Yahyaee, SH Kang
International Review of Economics & Finance 54, 74-102, 2018
1622018
Structural breaks and double long memory of cryptocurrency prices: A comparative analysis from Bitcoin and Ethereum
W Mensi, KH Al-Yahyaee, SH Kang
Finance Research Letters 29, 222-230, 2019
1582019
Dynamic volatility spillovers and connectedness between global, regional, and GIPSI stock markets
W Mensi, FZ Boubaker, KH Al-Yahyaee, SH Kang
Finance Research Letters 25, 230-238, 2018
1582018
Asymmetric risk spillovers between oil and agricultural commodities
SJH Shahzad, JA Hernandez, KH Al-Yahyaee, R Jammazi
Energy Policy 118, 182-198, 2018
1322018
Extreme dependence and risk spillovers between oil and Islamic stock markets
SJH Shahzad, W Mensi, S Hammoudeh, MU Rehman, KH Al-Yahyaee
Emerging Markets Review 34, 42-63, 2018
1322018
Can uncertainty indices predict Bitcoin prices? A revisited analysis using partial and multivariate wavelet approaches
KH Al-Yahyaee, MU Rehman, W Mensi, IMW Al-Jarrah
The North American Journal of Economics and Finance 49, 47-56, 2019
1292019
Why cryptocurrency markets are inefficient: The impact of liquidity and volatility
KH Al-Yahyaee, W Mensi, HU Ko, SM Yoon, SH Kang
The North American Journal of Economics and Finance 52, 101168, 2020
1172020
Time-varying volatility spillovers between stock and precious metal markets with portfolio implications
W Mensi, KH Al-Yahyaee, SH Kang
Resources Policy 53, 88-102, 2017
1152017
The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes
W Mensi, A Tiwari, E Bouri, D Roubaud, KH Al-Yahyaee
Energy Economics 66, 122-139, 2017
1122017
Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis
W Mensi, YJ Lee, KH Al-Yahyaee, A Sensoy, SM Yoon
Finance Research Letters 31, 19-25, 2019
1102019
Energy, precious metals, and GCC stock markets: Is there any risk spillover?
KH Al-Yahyaee, W Mensi, A Sensoy, SH Kang
Pacific-Basin finance journal 56, 45-70, 2019
1092019
Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach
W Mensi, MU Rehman, D Maitra, KH Al-Yahyaee, A Sensoy
Research in International Business and Finance 53, 101230, 2020
1012020
Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies: Portfolio risk management implications
W Mensi, MU Rehman, KH Al-Yahyaee, IMW Al-Jarrah, SH Kang
The North American Journal of Economics and Finance 48, 283-294, 2019
1002019
Impact of Islamic banking development and major macroeconomic variables on economic growth for Islamic countries: Evidence from panel smooth transition models
W Mensi, S Hammoudeh, AK Tiwari, KH Al-Yahyaee
Economic Systems 44 (1), 100739, 2020
852020
Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets: A comparative analysis with yellow metal
KH Al-Yahyaee, W Mensi, IMW Al-Jarrah, A Hamdi, SH Kang
The North American Journal of Economics and Finance 49, 104-120, 2019
762019
Do Islamic stocks outperform conventional stock sectors during normal and crisis periods? Extreme co-movements and portfolio management analysis
KH Al-Yahyaee, W Mensi, MU Rehman, XV Vo, SH Kang
Pacific-Basin Finance Journal 62, 101385, 2020
742020
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