Waqas Hanif

University of Algarve

SCHOLARLY PAPERS

4

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237

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0

Scholarly Papers (4)

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1.

Systemic Risk Spillovers Between Stock Returns of the Banking and Financial Sectors: Evidence from Developed and Emerging Europe

Number of pages: 33 Posted: 10 Apr 2023
Waqas Hanif, Walid Mensi, José Arreola Hernández and Seong-Min Yoon
University of Algarve, Sultan Qaboos University, Tecnologico de Monterrey (ITESM) and Department of Economics, Pusan National University
Downloads 99 (594,711)

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Bank stock returns; Developed and emerging Europe; Non-linear dependence; Spillovers; Copulas; CoVaR

2.

Nonlinear Dependence and Spillovers between Cryptocurrency and Global/Regional Equity Markets

Pacific-Basin Finance Journal, Vol. 74, No. 101822, 2022
Number of pages: 62 Posted: 10 Apr 2023
Waqas Hanif, José Arreola Hernández, Victor Troster, Sang Hoon Kang and Seong-Min Yoon
University of Algarve, Tecnologico de Monterrey (ITESM), Universitat de les Illes Balears, Pusan National University and Department of Economics, Pusan National University
Downloads 80 (674,166)

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Cryptocurrency; copula; conditional value-at-risk; equity market; nonlinear dependence; spillover

3.

Upside/Downside Spillovers between Oil and Chinese Stock Sectors: From the Global Financial Crisis to Global Pandemic

Number of pages: 51 Posted: 17 Aug 2022
Walid Mensi, Waqas Hanif, Xuan Vinh Vo and Seong-Min Yoon
Sultan Qaboos University, University of Algarve, University of Economics Ho Chi Minh City and Department of Economics, Pusan National University
Downloads 58 (803,861)

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Chinese sector stocks, Crude oil futures, Asymmetric spillovers, COVID-19, Financial crisis

4.

Are the Interdependence Characteristics of the Us and Canadian Energy Equity Sectors Nonlinear and Asymmetric?

The North American Journal of Economics and Finance, Vol. 51, January 2020
Posted: 21 Mar 2023
Waqas Hanif, José Arreola Hernández, Perry Sadorsky and Seong-Min Yoon
University of Algarve, Tecnologico de Monterrey (ITESM), York University - Schulich School of Business and Department of Economics, Pusan National University

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Energy sectors, Nonlinear dependence structure, Portfolio optimization, Tail dependence, Vine copulas