Hedge and safe-haven attributes of faith-based stocks vis-à-vis cryptocurrency environmental attention: a multi-scale quantile regression analysis

A Bossman, M Gubareva, T Teplova - Applied Economics, 2024 - Taylor & Francis
The attractiveness of the equities of the Islamic faith-compliant companies as a hedge or
possible diversifier has been underscored; however, there is a lack of empirical research on …

How do sectoral Islamic equity markets react to geopolitical risk, economic policy uncertainty, and oil price shocks?

MB Hasan, MK Hassan, A Alhomaidi - The Journal of Economic …, 2023 - Elsevier
This study explores the impact of three major risk and uncertainty indices (Geopolitical Risk
(GPR), Economic Policy Uncertainty (EPU), and Oil Market Volatility (OVX)) on the Dow …

Dynamic inflation hedging performance and downside risk: A comparison between Islamic and conventional stock indices

R Selmi, M Wohar, F Deisting, K Kasmaoui - The Quarterly Review of …, 2023 - Elsevier
Inflation has attained the highest level in decades, with the Russian/Ukrainian war adding
upward pressure on prices of energy and food. The recent war has exacerbated the already …

Interplay of multifractal dynamics between shadow policy rates and stock markets

F Aslam, W Mohti, H Ali, P Ferreira - Heliyon, 2023 - cell.com
Stock markets are generally perceived as a barometer of the economy and respond to
international monetary policies even before economic activities. Many central banks have …

Fossil fuel prices and economic policy uncertainty–A regime-switching approach

TO Ayinde, FA Adeyemi - Energy and Climate Change, 2024 - Elsevier
The study investigates the impact of fossil fuel prices on the regime-switching dynamics of
economic policy uncertainty for the global economy. The period of investigation spans 25 …

Quantile analysis of Bitcoin returns: uncovering market dynamics

M Antar - The Journal of Risk Finance, 2024 - emerald.com
Purpose This study delves into Bitcoin's return dynamics to address its pronounced volatility,
particularly in extreme market conditions. We analyze a broad range of explanatory …

Oil crisis vs pandemic: a broader outlook of time-frequency volatility transmission between Islamic and conventional stock markets

MU Rehman, A Saleem, J Sági - Cogent Economics & Finance, 2024 - Taylor & Francis
This study explores volatility spillovers and financial connectedness between conventional
and Islamic equity stock markets in developed, emerging, and frontier economies. Four …

Using Short Time Series of Monofractal Synthetic Fluctuations to Estimate the Foreign Exchange Rate: The Case of the US Dollar and the Chilean Peso (USD–CLP)

JL López, D Morales-Salinas, D Toral-Acosta - Economies, 2024 - search.proquest.com
Short time series are fundamental in the foreign exchange market due to their ability to
provide real-time information, allowing traders to react quickly to market movements, thus …