Using extensive and comprehensive databases to select a subset of research papers, we
aim to critically analyze previous empirical studies to identify certain patterns in determining …

The importance of crude oil volatility and geopolitical risk for stock pricing is well known in
both developed and emerging economies, but is relatively understudied in major oil …

Using the multivariate quantile autoregression technique, we examine how equity returns of
Islamic and conventional banks are affected by shocks to major financial indices such as the …

Purpose This study aims to uncover the main predictors of financial distress in the Gulf
Cooperation Council (GCC) countries using a wide range of global factors and asset …

Unlike most previous studies examining the causal relationship and dependence between
exchange rates and real estate prices, this study aims to investigate the causal relationship …

Contagion has been one of the most widely studied and challenging problems in recent
economic research. This paper aims at capturing the main impact of contagion risk of the US …

The objective of this work is to estimate the patterns of dependence between the yields of
the stock prices of the main banks of the United States (US) and Mexico. We estimate the …

This study uses the Archimedean Gumbel copula model to construct the dependence
structure and joint probability distributions using the Exponential Distribution as the marginal …