O. Bacha
Economics and Econometrics · 2014–2016
A researcher in the Science corpus: 3 papers; trusts 14 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 60 citations into it
- Finance — 50 citations into it
Whom O. Bacha trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Michael R. Chernick
- Marcello Pericoli
- Vincent Bodart
- Mara Madaleno
- Brandon Whitcher
- Simon Neaime
- Khaled A. Hussein
- Rumi Masih
- M. Sbracia
- Juan Carlos Reboredo
Papers from O. Bacha's perspective
Ordered by how strongly the researchers O. Bacha trusts endorse each paper. Same corpus, a different order for every researcher.
- No Contagion, Only Interdependence: Measuring Stock Market Comovements
- A Rational Expectations Model of Financial Contagion
- A New Approach to Measuring Financial Contagion
- Wavelet Methods for Time Series Analysis (Technometrics)
- Multifractal Detrended Fluctuation Analysis of Nonstationary Time Series
- On crises, contagion, and confusion
- Wavelet analysis of covariance with application to atmospheric time series
- Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
- Long-range dependence and multifractality in the term structure of LIBOR interest rates
- Contagion as a Wealth Effect
Their papers
- An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA (2014) — 163 citations
- The diversification benefits from Islamic investment during the financial turmoil: The case for the US-based equity investors (2014) — 200 citations
- Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis (2016) — 114 citations