Zobrazeno 1 - 10
of 10
pro vyhledávání: '"Abdulsalam Abidemi Sikiru"'
Publikováno v:
Quantitative Finance and Economics, Vol 5, Iss 2, Pp 352-372 (2021)
In this study, we exploit the information contained in financial innovations in precious metals for hedging the risks associated with the Asia-Pacific equities during the current pandemic. We measure financial innovations as exchange traded funds (ET
Externí odkaz:
https://doaj.org/article/b818b3f665ec4d309eda2e51fd4c40c9
Publikováno v:
Borsa Istanbul Review, Vol 20, Iss , Pp S40-S48 (2020)
In this study, we examine the response of emerging stock markets due to the uncertainty of pandemics and epidemics (UPE), including the COVID-19 pandemic. We demonstrate this by evaluating the stock return predictability of 24 emerging market stocks
Externí odkaz:
https://doaj.org/article/c07226111ede4db1a11fa41b723ec965
Publikováno v:
Journal of Forecasting. 42:3-16
Publikováno v:
Qualityquantity.
This study is motivated around the COVID-19 pandemic as a source of rising financial market risks. Hence, we investigate whether pandemic-induced risks can be hedged by alternative investment in financial innovations captured in exchange traded funds
Publikováno v:
Quality & Quantity
We assess the hedging capabilities of four prominent precious metals namely gold, palladium, platinum and silver against market risks due to epidemics and pandemics. The research objective is informed by the COVID-19 pandemic which amplifies health r
Publikováno v:
Bulletin Ekonomi Moneter dan Perbankan, Vol 24, Iss 2, Pp 169-180 (2021)
In this study, we extend the literature analyzing the predictive content of commodity prices for exchange rates by examining the role of palm oil price. Our analysis focuses on Indonesia and Malaysia, the two top producers and exporters of palm oil,
Publikováno v:
The Singapore Economic Review. :1-24
Motivated by the drive to achieve monetary union in the Economic Community of West African States (ECOWAS), the vulnerability of member countries to global and regional shocks is examined, using the global VAR (GVAR) framework so constructed for the
Publikováno v:
International Journal of Finance & Economics
The global lockdowns including movement restrictions during COVID‐19 pandemic impacted the hospitality business negatively and by extension the trading of related stocks such as travel & tourism stocks. Owing to the long standing hedging potential
Publikováno v:
Quantitative Finance and Economics, Vol 5, Iss 2, Pp 352-372 (2021)
In this study, we exploit the information contained in financial innovations in precious metals for hedging the risks associated with the Asia-Pacific equities during the current pandemic. We measure financial innovations as exchange traded funds (ET
Publikováno v:
Asian Economics Letters. 1
In this paper, we examine the potential of the Asia-Pacific Islamic stock market to serve as a good hedge against uncertainty due to pandemics and epidemics (UPE). Relying on a new dataset for UPE, we find evidence in favour of the hedging potential