Re-examining oil and BRICS’stock markets: new evidence from wavelet and MGARCH-DCC MM Karim, MAF Chowdhury, M Masih Macroeconomics and Finance in Emerging Market Economies 15 (2), 196-214, 2022 | 33 | 2022 |
Do the Islamic stock market returns respond differently to the realized and implied volatility of oil prices? Evidence from the time–frequency analysis MM Karim, M Masih Emerging Markets Finance and Trade 57 (9), 2616-2631, 2021 | 31 | 2021 |
Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? Wavelet-based granger-causality, asymmetric quantile regression … MM Karim, NH Kawsar, M Ariff, M Masih Journal of International Financial Markets, Institutions and Money 77, 101532, 2022 | 19 | 2022 |
Pricing risky corporate bonds: An empirical study BE Baaquie, MM Karim Journal of Futures Markets, 2022 | 5 | 2022 |
Corporate bonds: fixed versus stochastic coupons—an empirical study BE Baaquie, MM Karim Journal of Asset Management, 2024 | 1 | 2024 |
Return-volatility relationships in cryptocurrency markets: Evidence from asymmetric quantiles and non-linear ARDL approach MM Karim, MH Ali, L Yarovaya, MH Uddin, S Hammoudeh International Review of Financial Analysis 90, 102894, 2023 | 1 | 2023 |
COVID-19 pandemic and the dynamics of major investable assets: What gives shelter to investors? AHM Noman, MM Karim, MK Hassan, MA Khan, S Pervin International Review of Economics & Finance 86, 14-30, 2023 | 1 | 2023 |
Mathematical Modeling of Sukuk BE Baaquie, MM Karim, ME Shah Mohd Rasid World Scientific Annual Review of Islamic Finance 1, 21-39, 2023 | | 2023 |
Empirical analysis of a pricing model for corporate bonds with stochastic coupons MM Karim PQDT-Global, 2021 | | 2021 |