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Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis. (2015). Hammoudeh, Shawkat ; Aloui, Chaker ; ben Hamida, Hela .
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:34:y:2015:i:c:p:69-79.

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  1. Dynamic Co-movement and Volatility Spillover Effect Between Sukuk and Conventional Bonds: A Comparison Study Between ASEAN and GCC. (2024). Suprihadi, Eddy ; Azizan, Noor Azlinna ; Danila, Nevi ; Bunyamin, Bunyamin.
    In: Global Business Review.
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  2. Volatility spillover across spot and futures markets: Evidence from dual financial system. (2024). Elsayed, Ahmed ; Asutay, Mehmet ; Jusoh, Hashim Bin ; Elalaoui, Abdelkader O.
    In: Research in International Business and Finance.
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  3. Spillovers and hedging effectiveness between islamic cryptocurrency and metal markets: Evidence from the COVID-19 outbreak. (2024). Gubareva, Mariya ; Marei, Mohamed ; Ali, Shoaib ; Yousaf, Imran.
    In: International Review of Economics & Finance.
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  4. Switching spillovers and connectedness between Sukuk and international Islamic stock markets. (2024). Yoon, Seong-Min ; Al-Kharusi, Sami ; Lee, Yeonjeong ; Mensi, Walid.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000696.

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  5. Financial fusion: Bridging Islamic and Green investments in the European stock market. (2024). Sensoy, Ahmet ; Karim, Sitara ; Husain, Afzol.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002734.

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  6. Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning. (2023). Uddin, Gazi Salah ; Zhu, You ; Wang, Gang-Jin ; Xie, Chi ; Zhou, Yang.
    In: Research in International Business and Finance.
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  7. A bibliometric review of sukuk literature. (2023). Hassan, M. Kabir ; Paltrinieri, Andrea ; Khan, Ashraf ; Bahoo, Salman.
    In: International Review of Economics & Finance.
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  8. How geopolitical risk drives spillover interconnectedness between crude oil and exchange rate markets: Evidence from the Russia-Ukraine war. (2023). Ohikhuare, Obaika M.
    In: Resources Policy.
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  9. Frequency dependence between oil futures and international stock markets and the role of gold, bonds, and uncertainty indices: Evidence from partial and multivariate wavelet approaches. (2023). Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Ur, Mobeen ; Mensi, Walid.
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  10. Asymmetric relationship between green bonds and Sukuk markets: The role of global risk factors. (2023). Elsayed, Ahmed ; Hadhri, Sinda ; Billah, Mabruk.
    In: Journal of International Financial Markets, Institutions and Money.
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  11. ?uk?k or Bond, Which Is More Sustainable during COVID-19? Global Evidence from the Wavelet Coherence Model. (2022). Ludeen, Abdullah ; Alonazi, Wadi B ; Rehman, Mohd Ziaur ; Khan, Uzair Abdullah ; Bhutto, Niaz Ahmed.
    In: Sustainability.
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  12. Determining Financial Uncertainty through the Dynamics of Sukuk Bonds and Prices in Emerging Market Indices. (2022). Meero, Abdelrhman ; Cherian, Jacob ; Sial, Muhammad Safdar ; Negrut, Constantin Viorel ; Samad, Sarminah ; Abdul, Abdul Aziz ; Salman, Asma.
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  13. The trade-off between knowledge accumulation and independence: The case of the Shariah supervisory board within the Shariah governance and firm performance nexus. (2022). Farquhar, Stuart ; Giorgioni, Gianluigi ; Kok, Seng Kiong.
    In: Research in International Business and Finance.
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  14. Spillovers between Sukuks and Shariah-compliant equity markets. (2022). Balli, Hatice ; de Bruin, Anne ; Ozerballi, Hatice ; Billah, Mabruk.
    In: Pacific-Basin Finance Journal.
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  15. Asymmetric and dynamic links in GCC Sukuk-stocks: Implications for portfolio management before and during the COVID-19 pandemic. (2022). ben Rejeb, Aymen ; Chkili, Walid ; Arfaoui, Mongi.
    In: The Journal of Economic Asymmetries.
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  16. Safe havens in Islamic financial markets: COVID-19 versus GFC. (2022). Choudhury, Tonmoy ; Djajadikerta, Hadrian Geri ; Hassan, Kabir M ; Kamran, Muhammad.
    In: Global Finance Journal.
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  17. Financial connectedness of GCC emerging stock markets. (2021). Hung, Ngo Thai.
    In: Eurasian Economic Review.
    RePEc:spr:eurase:v:11:y:2021:i:4:d:10.1007_s40822-021-00185-2.

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  18. A survey of Islamic finance research – Influences and influencers. (2021). Ali, Mohsin ; Aun, Syed ; Khan, Abdullah ; Haroon, Omair.
    In: Pacific-Basin Finance Journal.
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  19. On the investors sentiments and the Islamic stock-bond interplay across investments horizons. (2021). Shahzad, Syed Jawad Hussain ; Khan, Muhammad Asif ; Hela, Ben hamida ; Hkiri, Besma ; Hussain, Syed Jawad ; Aloui, Chaker.
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  20. From dotcom to Covid-19: A convergence analysis of Islamic investments. (2021). Kenourgios, Dimitris ; Petropoulou, Athina ; Pappas, Vasileios ; Alexakis, Christos.
    In: Journal of International Financial Markets, Institutions and Money.
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  21. The interrelationship between order flow, exchange rate, and the role of American economic news. (2021). Wang, Xiangning ; Firouzi, Shahrokh.
    In: The North American Journal of Economics and Finance.
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  22. Yield spread determinants of sukuk and conventional bonds. (2021). Tsionas, Mike ; Izzeldin, Marwan ; Elnahass, Marwa ; Saeed, Momna.
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  23. Do Islamic indices provide diversification to bitcoin? A time-varying copulas and value at risk application. (2020). Asghar, Nadia ; Ur, Mobeen ; Kang, Sang Hoon.
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  24. A wavelet analysis of inter-dependence, contagion and long memory among global equity markets. (2020). Bhandari, Avishek.
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  25. Are Islamic and conventional capital markets decoupled? Evidence from stock and bonds/sukuk markets in Malaysia. (2019). Ahmed, Habib ; Elsayed, Ahmed H.
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  26. Does the Malaysian Sovereign sukuk market offer portfolio diversification opportunities for global fixed-income investors? Evidence from wavelet coherence and multivariate-GARCH analyses. (2019). SAITI, BURHAN ; Mat, Gairuzazmi Bin ; Rahman, Maya Puspa ; Bhuiyan, Rubaiyat Ahsan.
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  27. A comparative study of exchange rates and order flow based on wavelet transform coherence and cross wavelet transform. (2019). Wang, Xiangning ; Firouzi, Shahrokh.
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  28. Relationship between crude oil prices and global sukuk (islamic bond) index: evidence from Dow Jones Citygroup sukuk index. (2018). Masih, Abul ; Hassan, Fatimatul.
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  29. Can gold be used as a hedge against the risks of Sharia-compliant securities? Application for Islamic portfolio management. (2018). Awartani, Basel ; Maghyereh, Aktham ; Hassan, Abul.
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  30. Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View. (2018). Aloui, Chaker ; ben Hamida, Hela ; Jammazi, Rania.
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  31. Exploring the Dynamic Links between GCC Sukuk and Commodity Market Volatility. (2018). Naifar, Nader.
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  32. The determinants of co-movement dynamics between sukuk and conventional bonds. (2018). Hassan, Kabir M ; Sclip, Alex ; Miani, Stefano ; Dreassi, Alberto ; Paltrinieri, Andrea.
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  33. Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks. (2018). Uddin, Gazi ; Shahzad, Syed Jawad Hussain ; Yoon, Seong-Min ; Hussain, Syed Jawad ; Hernandez, Jose Areola.
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  34. Can Islamic banks have their own benchmark?. (2018). Azad, A. S. M. S., ; Ahsan, Amirul ; Chazi, Abdelaziz ; Azmat, Saad.
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  8. The impact of exchange rate, oil price and gold price on the Kuwaiti stock market: a wavelet analysis. (2020). SAITI, BURHAN ; Ahmad, Basheer Altarturi.
    In: European Journal of Comparative Economics.
    RePEc:liu:liucej:v:17:y:2020:i:1:p:31-54.

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  9. Dynamic Spillovers between Gulf Cooperation Council’s Stocks, VIX, Oil and Gold Volatility Indices. (2020). Chevallier, Julien ; Alqahtani, Abdullah.
    In: JRFM.
    RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:69-:d:344482.

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  10. Oil Price and Energy Depletion Nexus in GCC Countries: Asymmetry Analyses. (2020). Mahmood, Haider ; Yousef, Tarek Tawfik.
    In: Energies.
    RePEc:gam:jeners:v:13:y:2020:i:12:p:3058-:d:370939.

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  11. The asymmetric effects of oil price on sectoral Islamic stocks: New evidence from quantile-on-quantile regression approach. (2020). Sharif, Arshian ; Chang, Bisharat Hussain ; Rehman, Syed Abdul ; Salman, Asma ; Suki, Norazah Mohd ; Aman, Ameenullah.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719304751.

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  12. Oil price changes and industrial output in the MENA region: Nonlinearities and asymmetries. (2020). Maghyereh, Aktham ; Awartani, Basel ; Ayton, Julie.
    In: Energy.
    RePEc:eee:energy:v:196:y:2020:i:c:s036054422030150x.

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  13. Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets. (2019). Demirer, Riza ; Balcilar, Mehmet ; Hammoudeh, Shawkat.
    In: Working Papers.
    RePEc:emu:wpaper:15-48.pdf.

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  14. Measuring persistence of dependence between crude oil prices and GCC stock markets: A copula approach. (2019). Mokni, Khaled ; Youssef, Manel .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:72:y:2019:i:c:p:14-33.

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  15. Oil price and inflation dynamics in the Gulf Cooperation Council countries. (2019). Nusair, Salah.
    In: Energy.
    RePEc:eee:energy:v:181:y:2019:i:c:p:997-1011.

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  16. Relationship between the oil price volatility and sectoral stock markets in oil-exporting economies: Evidence from wavelet nonlinear denoised based quantile and Granger-causality analysis. (2019). Tiwari, Aviral ; Hamdi, Besma ; Alqahtani, Faisal ; Aloui, Mouna.
    In: Energy Economics.
    RePEc:eee:eneeco:v:80:y:2019:i:c:p:536-552.

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  17. A comparative study of exchange rates and order flow based on wavelet transform coherence and cross wavelet transform. (2019). Wang, Xiangning ; Firouzi, Shahrokh.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:82:y:2019:i:c:p:42-56.

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  18. Causal structure among US corn futures and regional cash prices in the time and frequency domain. (2018). Xu, Xiaojie.
    In: Journal of Applied Statistics.
    RePEc:taf:japsta:v:45:y:2018:i:13:p:2455-2480.

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  19. Actual and Expected Inflation in the U.S.: A Time-Frequency View. (2018). Xu, Yingying ; Ortiz, Jaime ; Liu, Zhixin.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2018:i:1:p:42-62.

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  20. Oil price shocks and stock market returns of the GCC countries: empirical evidence from quantile regression analysis. (2018). Nusair, Salah ; Al-Khasawneh, Jamal.
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:51:y:2018:i:4:d:10.1007_s10644-017-9207-4.

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  21. Information transmission across stock indices and stock index futures: International evidence using wavelet framework. (2018). Aloui, Chaker ; Yarovaya, Larisa ; Keung, Marco Chi ; Hkiri, Besma.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:44:y:2018:i:c:p:411-421.

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  22. Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks. (2018). Uddin, Gazi ; Shahzad, Syed Jawad Hussain ; Yoon, Seong-Min ; Hussain, Syed Jawad ; Hernandez, Jose Areola.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:56:y:2018:i:c:p:167-180.

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  23. Extreme dependence and risk spillovers between oil and Islamic stock markets. (2018). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Al-Yahyaee, Khamis H ; Ur, Mobeen ; Hammoudeh, Shawkat ; Mensi, Walid.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:34:y:2018:i:c:p:42-63.

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  24. International and Macroeconomic Determinants of Oil Price: Evidence from Gulf Cooperation Council Countries. (2018). Albaity, Mohamed ; Mustafa, Hasan.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2018-01-9.

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  25. Oil Prices and GCC Stock Markets: New Evidence from Smooth Transition Models. (2018). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Ben Naceur, Sami ; Kanaan, Oussama ; Bennaceur, Sami .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7072.

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  26. Reinvestigating the Oil Price–Stock Market Nexus: Evidence from Chinese Industry Stock Returns. (2018). Fang, Sheng ; Egan, Paul G ; Lu, Xinsheng.
    In: China & World Economy.
    RePEc:bla:chinae:v:26:y:2018:i:3:p:43-62.

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  27. Investor herds and oil prices evidence in the Gulf Cooperation Council (GCC) equity markets. (2017). Demirer, Riza ; Ulussever, Talat.
    In: Central Bank Review.
    RePEc:tcb:cebare:v:17:y:2017:i:3:p:77-89.

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  28. On the dynamic interactions between energy and stock markets under structural shifts: Evidence from Egypt. (2017). Ahmed, Walid.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:42:y:2017:i:c:p:61-74.

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  29. Does speculation in the oil market drive investor herding in emerging stock markets?. (2017). Demirer, Riza ; Balcilar, Mehmet ; Ulussever, Talat.
    In: Energy Economics.
    RePEc:eee:eneeco:v:65:y:2017:i:c:p:50-63.

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  30. Diversification potential of Asian frontier, BRIC emerging and major developed stock markets: A wavelet-based value at risk approach. (2017). Shahzad, Syed Jawad Hussain ; Mensi, walid ; Zeitun, Rami ; Hammoudeh, Shawkat ; Hussain, Syed Jawad ; Ur, Mobeen.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:32:y:2017:i:c:p:130-147.

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  31. Co-Movement of Healthcare Financing in OECD Countries: Evidence from Discrete Wavelet Analyses. (2016). Chen, Wen-Yi ; Lin, Yu-Hui .
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2016:i:3:p:40-56.

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  32. Environmental conditions, fund characteristics, and Islamic orientation: An analysis of mutual fund performance for the MENA region. (2016). Tortosa-Ausina, Emili ; Matallin-Saez, Juan Carlos ; de Mingo-Lopez, Diego Victor ; El-Masry, Ahmed A.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:132:y:2016:i:s:p:174-197.

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  33. Oil price and stock market co-movement: What can we learn from time-scale approaches?. (2016). Guesmi, Khaled ; Ftiti, Zied ; Abid, Ilyes .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:46:y:2016:i:c:p:266-280.

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  34. The effects of oil price shocks on the economies of the Gulf Co-operation Council countries: Nonlinear analysis. (2016). Nusair, Salah.
    In: Energy Policy.
    RePEc:eee:enepol:v:91:y:2016:i:c:p:256-267.

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  35. Dynamic Spillovers between Oil and Stock Markets: New Approaches at Spillover Index. (2015). Liao, Ting-Huei ; Lee, Yen-Hsien ; Huang, Ya-Ling .
    In: International Journal of Financial Research.
    RePEc:jfr:ijfr11:v:6:y:2015:i:2:p:178-189.

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  36. Mutual Fund Performance in MENA Countries: Environmental Conditions and Fund Characteristics. (2015). El-Masry, Ahmed ; Matallin-Saez, Juan Carlos ; Tortosa-Ausina, Emili ; El-Mosallamy, Dalia .
    In: Working Papers.
    RePEc:jau:wpaper:2015/02.

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  37. Investment horizon heterogeneity and wavelet: Overview and further research directions. (2015). Dubey, Rameshwar ; Gunasekaran, Angappa ; De, Anupam ; Chakrabarty, Anindya .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:429:y:2015:i:c:p:45-61.

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  38. Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis. (2015). Hammoudeh, Shawkat ; Aloui, Chaker ; ben Hamida, Hela .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:34:y:2015:i:c:p:69-79.

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  39. Oil price risk exposure and the cross-section of stock returns: The case of net exporting countries. (2015). Khalifa, Ahmed ; Demirer, Riza ; Khalifa, Ahmed A. A., ; Jategaonkar, Shrikant P..
    In: Energy Economics.
    RePEc:eee:eneeco:v:49:y:2015:i:c:p:132-140.

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  40. Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries. (2015). Hammoudeh, Shawkat ; Aloui, Chaker ; ben Hamida, Hela .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:31:y:2015:i:c:p:311-329.

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  41. Does Indian Stock Market Provide Diversification Benefits Against Oil Price Shocks? A Sectoral Analysis. (2014). Masih, Abul ; Ali, Mohsin.
    In: MPRA Paper.
    RePEc:pra:mprapa:58828.

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  42. The time scale behavior of oil-stock relationships: what we learn from the ASEAN-5 countries. (2014). Uddin, Gazi Salah.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-441.

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  43. Investing in gold: Individual asset risk in the long run. (2014). Michis, Antonis.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:11:y:2014:i:4:p:369-374.

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  44. Wavelet dynamics for oil-stock world interactions. (2014). Pinho, Carlos ; Madaleno, Mara.
    In: Energy Economics.
    RePEc:eee:eneeco:v:45:y:2014:i:c:p:120-133.

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  45. The relationship between energy and equity markets: Evidence from volatility impulse response functions. (2014). Wohar, Mark ; Olson, Eric ; Vivian, Andrew J..
    In: Energy Economics.
    RePEc:eee:eneeco:v:43:y:2014:i:c:p:297-305.

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  46. Modelling and forecasting value at risk and expected shortfall for GCC stock markets: Do long memory, structural breaks, asymmetry, and fat-tails matter?. (2014). Aloui, Chaker ; ben Hamida, Hela .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:29:y:2014:i:c:p:349-380.

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  47. Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis. (2014). Aloui, Chaker ; Hkiri, Besma.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:36:y:2014:i:c:p:421-431.

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  48. Instability and time. (2013). Boubaker, Heni ; Sghaier, Nadia .
    In: Working Papers.
    RePEc:ipg:wpaper:2013-23.

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  49. Instability and time-varying dependence structure between oil prices and stock markets in GCC countries. (2013). Boubaker, Heni.
    In: Working Papers.
    RePEc:ipg:wpaper:2013-023.

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  50. The impact of global oil price shocks on the Lebanese stock market. (2013). Dagher, Leila ; El Hariri, Sadika .
    In: Energy.
    RePEc:eee:energy:v:63:y:2013:i:c:p:366-374.

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