Gazi Salah Uddin

Linkoping University - Department of Management and Engineering Division

Linköping, 581 83

Sweden

  • Linkoping University - Department of Management and Engineering Division

SCHOLARLY PAPERS

8

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Scholarly Papers (8)

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1.

Is Gold a Hedge Against Inflation? A Wavelet Time-Scale Perspective

Review of Quantitative Finance and Accounting, Forthcoming
Number of pages: 57 Posted: 10 Oct 2015 Last Revised: 07 Oct 2017
Thomas Conlon, Brian M. Lucey and Gazi Salah Uddin
University College Dublin, Trinity Business School, Trinity College Dublin and Linkoping University - Department of Management and Engineering Division
Downloads 579 (44,924)

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Gold, Realized Inflation, Unexpected Inflation, Holding Period

2.

Co-Movements between Germany and International Stock Markets: Some New Evidence from DCC-GARCH and Wavelet Approaches

Number of pages: 23 Posted: 18 Aug 2013
Gazi Salah Uddin, Mohamed El Hedi Arouri and Aviral Kumar Tiwari
Linkoping University - Department of Management and Engineering Division, EDHEC Business School and IFHE University (ICFAI) - Faculty of Management
Downloads 154 (187,077)

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DCC-GARCH, Co-movement, Wavelet coherence, Germany

3.

The Short-Term Persistence of International Mutual Fund Performance

Economic Modelling. Volume 52, Part B, January 2016, Pages 926–938.
Number of pages: 39 Posted: 17 Jul 2014 Last Revised: 15 Dec 2015
Javier Vidal-García, Marta Vidal, Sabri Boubaker and Gazi Salah Uddin
Harvard University, Universidad Europea de Madrid, South Champagne Business School and Linkoping University - Department of Management and Engineering Division
Downloads 135 (208,243)

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Mutual Fund; Performance Persistence; Portfolio Management; Factor Models

4.

The Relation between Fees and Return Predictability in the Mutual Fund Industry

Economic Modelling. Volume 47, June 2015, p. 260-270
Number of pages: 38 Posted: 24 Nov 2013 Last Revised: 26 Sep 2018
Marta Vidal, Javier Vidal-García, Hooi Hooi Lean and Gazi Salah Uddin
Universidad Europea de Madrid, Harvard University, Universiti Sains Malaysia and Linkoping University - Department of Management and Engineering Division
Downloads 135 (208,243)

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Mutual Fund Performance; Mutual Fund Fees; Return Predictability; Investor´s Performance

5.

When and How Does the Gold Prices Influence Gold Stocks? Evidence from Cross-Quantilogram Analysis

Number of pages: 32 Posted: 25 Jan 2018
Syed Jawad Hussain Shahzad, Md Lutfur Rahman, Brian M. Lucey and Gazi Salah Uddin
Montpellier Business School, University of Newcastle (Australia) - Newcastle Business School, Trinity Business School, Trinity College Dublin and Linkoping University - Department of Management and Engineering Division
Downloads 80 (298,497)

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gold price, gold mining stock price, asymmetric relation, cross-quantilogram, rolling estimation

6.

Money Supply and Inflation Dynamics in the Asia-Pacific Economies: A Time-Frequency Approach

Studies in Nonlinear Dynamics and Econometrics, Vol. 21, No. 3, Apr 2017
Number of pages: 12 Posted: 25 Jul 2017 Last Revised: 15 Sep 2017
Stelios Bekiros, Ahmed Taneem Muzaffar, Gazi Salah Uddin and Javier Vidal-García
European University Institute - Economics Department (ECO), Independent, Linkoping University - Department of Management and Engineering Division and Harvard University
Downloads 44 (400,224)

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Monetary Policy, Wavelet Analysis, Nonlinear Causality

7.

Commodity Market Contagion Under Uncertainty: Evidence from the Perspective of Financialization Versus Hedging Strategy

Number of pages: 22 Posted: 06 Dec 2018
Gazi Salah Uddin and Salem Boubakri
Linkoping University - Department of Management and Engineering Division and Paris-Sorbonne University of Abu Dhabi
Downloads 11 (561,613)

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Commodity Markets, Equity Markets, Economic Policy Uncertainty, Financial Uncertainty, PSTR

8.

Understanding the Relationship between Inflation and Growth: A Wavelet Transformation Approach in the Case of Bangladesh

The World Economy, Vol. 40, Issue 9, pp. 1918-1933, 2017
Number of pages: 16 Posted: 13 Sep 2017
Gazi Salah Uddin, Ahmed Taneem Muzaffar, Mohamed Arouri and Bo Sjö
Linkoping University - Department of Management and Engineering Division, Independent, Université Côte d'Azur and Linkoping University
Downloads 0 (650,406)
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