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Hammoudeh, Shawkat M.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
4,105 |
Total
Citations
3 |
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1.
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Hammoudeh, Shawkat M.
Drexel University - Lebow College of Business Yuan, Yuan
Drexel University - Bennett S. LeBow College of Business McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
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912
(10,729)
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Multivariate GARCH, shocks, volatility, transmission, portfolio weights
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2.
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Hammoudeh, Shawkat M.
Drexel University - Lebow College of Business Yuan, Yuan
affiliation not provided to SSRN Thompson, Mark A.
Texas Tech University - Rawls College of Business McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
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838
(12,267)
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1
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Multivariate, shocks, volatility, correlation, dependency, interdependency, precious metals, exchange rates, hedging
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3.
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Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance Chen, Li-Hsueh
affiliation not provided to SSRN Hammoudeh, Shawkat M.
Drexel University - Lebow College of Business McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
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683
(16,607)
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4.
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Sari, Ramazan
Middle East Technical University (METU) Hammoudeh, Shawkat M.
Drexel University - Lebow College of Business Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
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496
(25,773)
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Causality, market liquidity, depth, energy, grains
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5.
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Hammoudeh, Shawkat M.
Drexel University - Lebow College of Business Sarafrazi, Soodabeh
Drexel University - Bennett S. LeBow College of Business Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
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463
(28,228)
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6.
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Hammoudeh, Shawkat M.
Drexel University - Lebow College of Business Liu, Tengdong
Drexel University - Bennett S. LeBow College of Business Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
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423
(31,741)
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7.
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Hammoudeh, Shawkat M.
Drexel University - Lebow College of Business Sari, Ramazan
Middle East Technical University (METU) Liu, Tengdong
Drexel University - Bennett S. LeBow College of Business Uzunkaya, Mehmet
TR Prime Ministry State Planning Organization
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128
(112,093)
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risk, economic risk, political risk, risk ratings, stock market, ARDL
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8.
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Balcilar, Mehmet
Eastern Mediterranean University Demirer, Riza
Department of Economics & Finance, Southern Illinois University Edwardsville Hammoudeh, Shawkat M.
Drexel University - Lebow College of Business
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48
(204,307)
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Herding Behavior, Chinese A- and B-Shares, Dispersion Shocks, Markov-Switching
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9.
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Hammoudeh, Shawkat M.
Drexel University - Lebow College of Business Bhar, Ramaprasad
University of New South Wales (UNSW) - School of Banking and Finance Liu, Tengdong
Drexel University - Bennett S. LeBow College of Business
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33
(235,728)
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CDS, Risk Premium, Great Recession, Quantitative Easing
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10.
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Balcilar, Mehmet
Eastern Mediterranean University Demirer, Riza
Department of Economics & Finance, Southern Illinois University Edwardsville Hammoudeh, Shawkat M.
Drexel University - Lebow College of Business Khalifa, Ahmed A.A.
King Fahd University of Petroleum & Minerals (KFUPM)
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30
(243,454)
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Herding, Gulf Arab Stock Markets, Dispersion Shocks, Markov-Switching
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11.
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Balcilar, Mehmet
Eastern Mediterranean University Demirer, Riza
Department of Economics & Finance, Southern Illinois University Edwardsville Hammoudeh, Shawkat M.
Drexel University - Lebow College of Business
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26
(255,185)
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herding, GCC stock markets, dispersion shocks, Markov-Switching
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12.
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Kim, Won Joong
Kangwon National University - Department of Economics Hammoudeh, Shawkat M.
Drexel University - Lebow College of Business
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22
(268,490)
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GCC membership, structural VAR, block exogeneity, exchange rate, China, export prices, oil price, pass-through, inflation, economic growth
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13.
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Hammoudeh, Shawkat M.
Drexel University - Lebow College of Business Sari, Ramazan
Middle East Technical University (METU) Ewing, Bradley T.
Baylor University - Department of Economics
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3
(331,326)
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2
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14.
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Kim, Won Joong
Kangwon National University - Department of Economics Hammoudeh, Shawkat M.
Drexel University - Lebow College of Business Aleisa, Eisa
Government of the Kingdom of Saudi Arabia - Saudi Arabian Monetary Agency (SAMA)
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0
(349,480)
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