Refining value-at-risk estimates using a Bayesian Markov-switching GJR-GARCH copula-EVT model von Sampid, Marius Galabe, Hasim, Haslifah M, Dai, Hongsheng

Volltext

Inference of financial networks using the normalised mutual information rate von Goh, Yong Kheng, Hasim, Haslifah M, Antonopoulos, Chris G

Volltext

Evaluation of multivariate GARCH models in an optimal asset allocation framework von Abdul Aziz, Nor Syahilla, Vrontos, Spyridon, M. Hasim, Haslifah

Volltext

Forecasting robust value-at-risk estimates: evidence from UK banks von Sampid, Marius Galabe, Hasim, Haslifah M.

Volltext

Do precious metal spot prices influence each other? Evidence from a nonparametric causality-in-quantiles approach von Bhatia, Vaneet, Das, Debojyoti, Tiwari, Aviral Kumar, Shahbaz, Muhammad, Hasim, Haslifah M.

Volltext

Integrating Zakat and Purification in a Modified Black–Litterman Model for Shariah-Compliant Stock Portfolios von Subekti, Retno, Abdurakhman, Rosadi, Dedi, Hasim, Haslifah M

Volltext

Analysing the spillover of inflation in selected Euro-area countries von Tiwari, Aviral Kumar, Shahbaz, Muhammad, Hasim, Haslifah M., Elheddad, Mohamed M.

Volltext

Oman's Trade Potentials with Indian Ocean Rim Countries von Gani, Azmat, Hasim, Haslifah M, Al-Mawali, Nasser

Volltext

Bilateral intra-industry trade flows and intellectual property rights protections: further evidence from the United Kingdom von Hasim, Haslifah M., Al-Mawali, Nasser, Das, Debojyoti

Volltext

On the relationship of gold, crude oil, stocks with financial stress: A causality-in-quantiles approach von Das, Debojyoti, Kumar, Surya Bhushan, Tiwari, Aviral Kumar, Shahbaz, Muhammad, Hasim, Haslifah M.

Volltext

Estimating value-at-risk using a multivariate copula-based volatility model: Evidence from European banks von Sampid, Marius Galabe, Hasim, Haslifah M.

Volltext

Inference of forex and stock-index financial networks based on the normalised mutual information rate von Goh, Yong K, Hasim, Haslifah M, Antonopoulos, Chris G

Volltext