Zobrazeno 1 - 10
of 53
pro vyhledávání: '"MUNEER, SHAIK"'
Autor:
Kunal Saha, Muneer Shaik
Publikováno v:
Cogent Economics & Finance, Vol 12, Iss 1 (2024)
This study aims to uncover interdependencies between two distinctive but increasingly influential dimensions in contemporary finance, namely, Environmental, Social, and Governance (ESG) and Sharia guidelines. We examine the long-term association betw
Externí odkaz:
https://doaj.org/article/a6acf7902ff142628b1560ad86b6c84d
Autor:
Muneer Shaik, Pratik Kamdar, Nishad Nawaz, Mustafa Raza Rabbani, Sahar E-Vahdati, Mohd. Afzal Saifi, Himani Grewal
Publikováno v:
Cogent Economics & Finance, Vol 12, Iss 1 (2024)
This study investigates how the Global Financial Crisis has affected the weak-form Efficient Market Hypothesis (EMH) on the stock prices of sixteen nations throughout the globe based on a suite of Fourier unit root tests. Considering the smooth struc
Externí odkaz:
https://doaj.org/article/c1a41b54bed44e6180c7c015667b80ea
Publikováno v:
Technological and Economic Development of Economy (2024)
The objective of the study was to examine the effects of the COVID-19 pandemic on India’s economy. The analysis focused on several economic metrics, including stock market prices, the rupee’s value in relation to the US dollar, economic activity,
Externí odkaz:
https://doaj.org/article/002381d9795141dc882054c9b0d14eb1
Autor:
Muneer Shaik, Mustafa Raza Rabbani, Mohd Atif, Ahmet Faruk Aysan, Mohammad Noor Alam, Umar Nawaz Kayani
Publikováno v:
PLoS ONE, Vol 19, Iss 2, p e0286963 (2024)
We investigate the dynamic volatility connectedness of geopolitical risk, stocks, bonds, bitcoin, gold, and oil from January 2018 to April 2022 in this study. We look at connectivity during the Pre-COVID, COVID, and Russian-Ukraine war subsamples. Du
Externí odkaz:
https://doaj.org/article/7c8a16a90cdb4bd486ddf19548b94c7a
Autor:
Muneer Shaik, Syed Ahsan Jamil, Iqbal Thonse Hawaldar, Mohammad Sahabuddin, Mustafa Raza Rabbani, Mohd Atif
Publikováno v:
Cogent Economics & Finance, Vol 11, Iss 1 (2023)
AbstractThe study uses wavelet power spectrum and wavelet coherence transformation methodologies to examine how geopolitical risk affected the returns on stocks, oil, and gold during the GFC, COVID-19, and Russia-Ukraine war-three disruptive events t
Externí odkaz:
https://doaj.org/article/ef070f6d50b645c9b0caa69d28658595
Publikováno v:
Journal of Open Innovation: Technology, Market and Complexity, Vol 9, Iss 3, Pp 100129- (2023)
In this study, we investigate the dynamic volatility connectedness of FinTech, innovative technology communication, and cryptocurrency indices for the period from June 2018 to June 2022. We investigate the connectivity and risk spillovers before and
Externí odkaz:
https://doaj.org/article/75cc24ac74d147968fe293bc5c1cfb2d
Autor:
Muneer Shaik, Lakshmi Padmakumari
Publikováno v:
Investment Management & Financial Innovations, Vol 19, Iss 1, Pp 51-63 (2022)
Value-at-risk (VaR) is the most common and widely used risk measure that enterprises, particularly major banking corporations and investment bank firms employ in their risk mitigation processes. The purpose of this study is to investigate the value-a
Externí odkaz:
https://doaj.org/article/d5934670cf8a4f8e8d4eb6804bbe86f9
Autor:
Muneer Shaik, Maheswaran S
Publikováno v:
IIMB Management Review, Vol 32, Iss 2, Pp 208-216 (2020)
We propose a new measure of risk called the expected lifetime range (ELR) ratio, based on high and low prices. We point out that it becomes possible for us to uncover the evidence of mean reversion based on the new ELR ratio even when the classic Lo
Externí odkaz:
https://doaj.org/article/a527de230b87419385d522c92449af6d
Publikováno v:
Applied Economics. :1-21
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::02ff5a7796be2ed46ae628503821fe3d
https://doi.org/10.1080/00036846.2023.2174499
https://doi.org/10.1080/00036846.2023.2174499
Autor:
Gurmeet Singh, Muneer Shaik
Publikováno v:
International Journal of Economics and Financial Issues, Vol 10, Iss 3 (2020)
This study investigates the expiration effects of stock index futures before and after the introduction Bank Nifty weekly options from April 2013 to June 2019. To check for the expiration effects, the volume and mean returns for expiration groups is
Externí odkaz:
https://doaj.org/article/670623ed8fd148dca38ae9f134115cb3