Comparing the Risk Spillover from Oil and Gas to Investment Grade and High-yield Bonds through Optimal Copulas
- Creator: Rahman, Md Lutfur , Shahzad, Syed Jawad Hussain , Uddin, Gazi Salah , Dutta, Anupan
- Resource Type: journal article
- Date: 2022
Asymmetric interdependence between currency markets' volatilities across frequencies and time scales
- Creator: Shahzad, Syed Jawad Hussain , Arreola-Hernandez, Jose , Rahman, Md Lutfur , Uddin, Gazi Salah , Yahya, Muhammad
- Resource Type: journal article
- Date: 2021
Re-examining the real option characteristics of gold for gold mining companies
- Creator: Shahzad, Syed Jawad Hussain , Rahman, Md Lutfur , Lucey, Brian M. , Uddin, Gazi Salah
- Resource Type: journal article
- Date: 2021
Supply and demand driven oil price changes and their non-linear impact on precious metal returns: a Markov regime switching approach
- Creator: Uddin, Gazi Salah , Rahman, Md Lutfur , Shahzad, Syed Jawad Hussain , Rehman, Mobeen Ur
- Resource Type: journal article
- Date: 2018