Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets?
By Walid Mensi, Shawkat Hammoudeh, Juan Carlos Reboredo, Duc Khuong Nguyen. 2015
125 citations recorded by the source corpus.
Subfields: Accounting, Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/225b5fee4d0099e4b765b9008387b8935966e062
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Accounting
In Economics and Econometrics
- Ahmet Sensoy
- K. Al-Yahyaee
- Walid Mensi
- Mobeen Ur Rehman
- Debasish Maitra
- Kjersti Aas
- Claudia Czado
- Eike C. Brechmann
Citations in the corpus
- Pair-Copula Constructions for Financial Applications: A Review (2016, background): “Since then, these constructions have been used for equities [48,53,61–63], interest rates [48,64,65], exchange rates [61,66–69], electricity prices and other commodities [61,70–74] and housing prices [75].”
- Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach (2020, background): “Empirical studies show that these Islamic equity assets serve as a safe haven during financial meltdowns, suggesting investors’ flight to quality during these turbulent periods (Mensi et al., 2015).”
- Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications (2017, unknown): “Specifically, we follow Mensi et al. (2015a) to investigate the usefulness of these commodity markets in having better portfolio risk management of the conventional index, the sustainability index and the Islamic stock sectoralmarkets.”