Information Flow from COVID-19 Pandemic to Islamic and Conventional Equities: An ICEEMDAN-Induced Transfer Entropy Analysis
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DOI: 10.1155/2021/4917051
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Cited by:
- Yemba, Boniface P., 2022. "User cost of foreign monetary assets under dollarization," Finance Research Letters, Elsevier, vol. 49(C).
- Umar, Zaghum & Bossman, Ahmed & Choi, Sun-Yong & Teplova, Tamara, 2022. "Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression," Finance Research Letters, Elsevier, vol. 48(C).
- Thobekile Qabhobho & Emmanuel Asafo-Adjei & Peterson Owusu Junior & Anokye M. Adam, 2022. "Quantifying information transfer between Commodities and Implied Volatilities in the Energy Markets: A Multi-frequency Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 12(5), pages 472-481, September.
- Bossman, Ahmed & Gubareva, Mariya & Teplova, Tamara, 2023. "EU sectoral stocks amid geopolitical risk, market sentiment, and crude oil implied volatility: An asymmetric analysis of the Russia-Ukraine tensions," Resources Policy, Elsevier, vol. 82(C).
- Armah, Mohammed & Amewu, Godfred, 2024. "Quantile dependence and asymmetric connectedness between global financial market stress and REIT returns: Evidence from the COVID-19 pandemic," The Journal of Economic Asymmetries, Elsevier, vol. 29(C).
- Bossman, Ahmed & Umar, Zaghum & Teplova, Tamara, 2022. "Modelling the asymmetric effect of COVID-19 on REIT returns: A quantile-on-quantile regression analysis," The Journal of Economic Asymmetries, Elsevier, vol. 26(C).
- Ghallabi, Fahmi & Yousaf, Imran & Ghorbel, Ahmed & Li, Yanshuang, 2024. "Time-varying risk spillovers between renewable energy and Islamic stock markets: Evidence from the Russia-Ukraine conflict," Pacific-Basin Finance Journal, Elsevier, vol. 85(C).
- Yang, Junhua & Agyei, Samuel Kwaku & Bossman, Ahmed & Gubareva, Mariya & Marfo-Yiadom, Edward, 2024. "Energy, metals, market uncertainties, and ESG stocks: Analysing predictability and safe havens," The North American Journal of Economics and Finance, Elsevier, vol. 69(PB).
- Umar, Zaghum & Bossman, Ahmed & Teplova, Tamara & Marfo-Yiadom, Edward, 2024. "Does time-varying risk aversion sentiment matter in the connectedness among Sub-Saharan African bond markets?," Emerging Markets Review, Elsevier, vol. 61(C).
- Ebenezer Boateng & Emmanuel Asafo-Adjei & John Gartchie Gatsi & ÂȘtefan Cristian Gherghina & Liliana Nicoleta Simionescu, 2022. "Multifrequency-based non-linear approach to analyzing implied volatility transmission across global financial markets," Oeconomia Copernicana, Institute of Economic Research, vol. 13(3), pages 699-743, September.
- Asafo-Adjei, Emmanuel & Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Lee, Chi-Chuan, 2024. "Risk synchronization in Australia stock market: A sector analysis," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 582-610.
- Bossman, Ahmed & Umar, Zaghum & Agyei, Samuel Kwaku & Junior, Peterson Owusu, 2022. "A new ICEEMDAN-based transfer entropy quantifying information flow between real estate and policy uncertainty," Research in Economics, Elsevier, vol. 76(3), pages 189-205.
- Bossman, Ahmed & Agyei, Samuel Kwaku, 2022. "Interdependence structure of global commodity classes and African equity markets: A vector wavelet coherence analysis," Resources Policy, Elsevier, vol. 79(C).
- Sihyun An & Jihae Kim & Gahyun Choi & Hanwool Jang & Kwangwon Ahn, 2024. "The effect of rare events on information-leading role: evidence from real estate investment trusts and overall stock markets," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-10, December.
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