Ahmed H. Elsayed

Durham University Business School

Mill Hill Lane

Durham, DH1 3LB

United Kingdom

  • Durham University Business School

SCHOLARLY PAPERS

12

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1,167

SSRN CITATIONS
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Top 40,546

in Total Papers Citations

18

CROSSREF CITATIONS

2

Scholarly Papers (12)

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1.

Searching for Safe Havens during the COVID-19 Pandemic: Determinants of Spillovers between Islamic and Conventional Financial Markets

Number of pages: 15 Posted: 24 Jun 2020
Larisa Yarovaya, Ahmed H. Elsayed and Shawkat M. Hammoudeh
University of Southampton - Southampton Business School, Durham University Business School and Drexel University - Lebow College of Business
Downloads 530 (88,631)
Citation 20

Abstract:

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COVID-19, spillover effect, Islamic markets, gold, oil, Bitcoin

2.

Oil Price Shocks and Exchange Rate Dynamics: New Evidence From Decomposed and Partial Connectedness Measures for Oil Importing and Exporting Economies

Number of pages: 38 Posted: 02 Apr 2022
Ioannis Chatziantoniou, Ahmed H. Elsayed, David Gabauer and Giray Gozgor
Hellenic Mediterranean University, Durham University Business School, Software Competence Center Hagenberg and Istanbul Medeniyet University
Downloads 152 (319,414)

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TVP-VAR, oil price shocks, exchange rates, dynamic connectedness, connectedness decomposition, partial connectedness.

3.

Dependence Structure and Dynamic Connectedness Between Green Bonds and Financial Markets: Fresh Insights from Time-Frequency Analysis Before and During COVID-19 Pandemic

Number of pages: 44 Posted: 14 Mar 2022
Ahmed H. Elsayed, Nader Naifar, samia nasreen and Aviral Kumar Tiwari
Durham University Business School, University of Sfax, Tunisia, Lahore College for Women University (LCWU) and Rajagiri Business School
Downloads 92 (461,203)
Citation 5

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Green bonds, financial markets, Wavelet analysis, static connectedness, dynamic connectedness

4.

Risk Transmissions between Bitcoin and Traditional Financial Assets during the COVID-19 Era: The Role of Global Uncertainties

International Review of Financial Analysis, Forthcoming
Number of pages: 36 Posted: 03 Feb 2022
Ahmed H. Elsayed, Giray Gozgor and Chi Keung Marco Lau
Durham University Business School, Istanbul Medeniyet University and Teesside University
Downloads 91 (464,350)

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Return connectedness; Volatility connectedness; Bitcoin; Financial assets; Global uncertainty measures

5.

International Monetary Policy and Cryptocurrency Markets: Dynamic and Spillover Effects

Number of pages: 39 Posted: 20 Apr 2022
Ahmed H. Elsayed and Ricardo M. Sousa
Durham University Business School and University of Minho
Downloads 89 (470,768)

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Monetary policy, cryptocurrency, time-variation, interconnectedness, spillovers, international transmission

6.

Volatility and Return Connectedness of Cryptocurrency, Gold, and Uncertainty: Evidence from the Cryptocurrency Uncertainty Indices

Number of pages: 23 Posted: 05 Apr 2022
Ahmed H. Elsayed, Giray Gozgor and Larisa Yarovaya
Durham University Business School, Istanbul Medeniyet University and University of Southampton - Southampton Business School
Downloads 52 (626,541)

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Dynamic connectedness; cryptocurrency, policy uncertainty; price uncertainty; gold

7.

Financial Stability and Monetary Policy Reaction Evidence from the GCC Countries

Number of pages: 25 Posted: 03 Sep 2021
Ahmed H. Elsayed, Nader Naifar and samia nasreen
Durham University Business School, University of Sfax, Tunisia and Lahore College for Women University (LCWU)
Downloads 44 (672,102)

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Financial stability; Monetary policy; Taylor rule; GCC countries

8.

The Impact of COVID-19 Pandemic on Interconnectedness Among Major Financial Assets: Evidence From the US Economy

Number of pages: 36 Posted: 16 Dec 2022
Ahmed H. Elsayed, samia nasreen and Aviral Kumar Tiwari
Durham University Business School, Lahore College for Women University (LCWU) and Rajagiri Business School
Downloads 39 (703,875)

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COVID-19; Oil market; Financial markets; Foreign exchange market; Commodity market; Quantile regression

9.

Inflation Synchronization among the G7 and China: The Important Role of Oil Inflation

Energy Economics, Forthcoming
Number of pages: 43 Posted: 01 Jun 2021
Ahmed H. Elsayed, Shawkat M. Hammoudeh and Ricardo M. Sousa
Durham University Business School, Drexel University - Lebow College of Business and University of Minho
Downloads 39 (703,875)
Citation 2

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Oil price inflation, CPI inflation, G7 and China, DECO-GARCH model, spillovers

10.

Financial Stress Dynamics in MENA Region: Evidence from the Arab Spring

Number of pages: 32 Posted: 19 Apr 2021
Ahmed H. Elsayed and Larisa Yarovaya
Durham University Business School and University of Southampton - Southampton Business School
Downloads 23 (825,433)

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financial stress indexes; dynamic frequency connectedness; spillover effect; MENA economies; Arab Spring

11.

On the Transmission of Spillover Risks between the Housing Market, the Mortgage and Equity Reits Markets, and the Stock Market

Number of pages: 29 Posted: 19 Apr 2021
Damian S. Damianov and Ahmed H. Elsayed
Durham University Business School and Durham University Business School
Downloads 16 (889,541)

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Housing Market, Mortgage and Equity REITs Market, Stock Market, Return Spillovers

12.

Bubbles and Crashes in Cryptocurrencies: Interdependence, Contagion, or Asset Rotation?

Finance Research Letters, Vol. 46, No. B, 2022
Posted: 11 Oct 2021 Last Revised: 07 Aug 2023
Md Shahedur R. Chowdhury, Damian S. Damianov and Ahmed H. Elsayed
Arkansas Tech University-College of Business, Durham University Business School and Durham University Business School

Abstract:

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Cryptocurrencies, Interdependence, Contagion, Rotation, Bubbles; Crashes