Publications
by alumni of
Edith Cowan University → School of Business
These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.This page is updated in the first days of each month.
| Working papers | Journal articles |
Working papers
2020
- Gazi Salah Uddin & Jose Arreola Hernandez & Syed Jawad Hussain Shahzad & Sang Hoon Kang, 2020, "Characteristics of spillovers between the US stock market and precious metals and oil," Post-Print, HAL, number hal-02489889, Jun, DOI: 10.1016/j.resourpol.2020.101601.
- Uddin, Gazi Salah & Hernandez, Jose Arreola & Shahzad, Syed Jawad Hussain & Kang, Sang Hoon, 2020, "Characteristics of spillovers between the US stock market and precious metals and oil," Resources Policy, Elsevier, volume 66, issue C, DOI: 10.1016/j.resourpol.2020.101601.
- Waqas Hanif & Jose Arreola Hernandez & Perry Sadorsky & Seong-Min Yoon, 2020, "Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?," Post-Print, HAL, number hal-02567429, Jan, DOI: 10.1016/j.najef.2019.101065.
- Hanif, Waqas & Arreola Hernandez, Jose & Sadorsky, Perry & Yoon, Seong-Min, 2020, "Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101065.
- Sang Hoon Kang & Salim Lahmiri & Gazi Salah Uddin & Jose Arreola Hernandez & Seong-Min Yoon, 2020, "Inflation cycle synchronization in ASEAN countries," Post-Print, HAL, number hal-02779489, May, DOI: 10.1016/j.physa.2019.123820.
- Kang, Sang Hoon & Lahmiri, Salim & Uddin, Gazi Salah & Arreola Hernandez, Jose & Yoon, Seong-Min, 2020, "Inflation cycle synchronization in ASEAN countries," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 545, issue C, DOI: 10.1016/j.physa.2019.123820.
- Stelios Bekiros & Jose Arreola Hernandez & Gazi Salah Uddin & Ahmed Taneem Muzaffar, 2020, "On the predictability of crude oil market: A hybrid multiscale wavelet approach," Post-Print, HAL, number hal-02956380, Jul, DOI: 10.1002/for.2635.
- Stelios Bekiros & Jose Arreola Hernandez & Gazi Salah Uddin & Ahmed Taneem Muzaffar, 2020, "On the predictability of crude oil market: A hybrid multiscale wavelet approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 4, pages 599-614, July, DOI: 10.1002/for.2635.
- Jose Arreola Hernandez & Sang Hoon Kang & Syed Jawad Hussain Shahzad & Seong-Min Yoon, 2020, "Spillovers and diversification potential of bank equity returns from developed and emerging America," Post-Print, HAL, number hal-02966894, Nov, DOI: 10.1016/j.najef.2020.101219.
- Arreola Hernandez, Jose & Kang, Sang Hoon & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min, 2020, "Spillovers and diversification potential of bank equity returns from developed and emerging America," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101219.
2019
- Syed Jawad Hussain Shahzad & Thi Hong Van Hoang & Jose Arreola-Hernandez, 2019, "Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe," Post-Print, HAL, number hal-02129104, Mar, DOI: 10.1016/j.frl.2018.04.008.
- Shahzad, Syed Jawad Hussain & Hoang, Thi Hong Van & Arreola-Hernandez, Jose, 2019, "Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe," Finance Research Letters, Elsevier, volume 28, issue C, pages 153-159, DOI: 10.1016/j.frl.2018.04.008.
- Jose Arreola Hernandez & Khamis Hamed Al-Yahyaee & Shawkat Hammoudeh & Walid Mensi, 2019, "Tail dependence risk exposure and diversification potential of Islamic and conventional banks," Post-Print, HAL, number hal-02194592, Apr, DOI: 10.1080/00036846.2019.1602716.
- Jose Arreola Hernandez & Khamis Hamed Al-Yahyaee & Shawkat Hammoudeh & Walid Mensi, 2019, "Tail dependence risk exposure and diversification potential of Islamic and conventional banks," Applied Economics, Taylor & Francis Journals, volume 51, issue 44, pages 4856-4869, September, DOI: 10.1080/00036846.2019.1602716.
- Syed Jawad Hussain Shahzad & Naveed Raza & David Roubaud & Jose Arreola Hernandez & Stelios Bekiros, 2019, "Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit," Post-Print, HAL, number hal-02352004, DOI: 10.1007/s40953-019-00163-1.
- Syed Jawad Hussain Shahzad & Naveed Raza & David Roubaud & Jose Arreola Hernandez & Stelios Bekiros, 2019, "Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 17, issue 4, pages 885-912, December, DOI: 10.1007/s40953-019-00163-1.
- Syed Jawad Hussain Shahzad & Elie Bouri & Jose Arreola-Hernandez & David Roubaud & Stelios Bekiros, 2019, "Spillover across Eurozone credit market sectors and determinants," Post-Print, HAL, number hal-02353094, May, DOI: 10.1080/00036846.2019.1619014.
- Syed Jawad Hussain Shahzad & Elie Bouri & Jose Arreola-Hernandez & David Roubaud & Stelios Bekiros, 2019, "Spillover across Eurozone credit market sectors and determinants," Applied Economics, Taylor & Francis Journals, volume 51, issue 59, pages 6333-6349, December, DOI: 10.1080/00036846.2019.1619014.
- Sang Hoon Kang & Jose Arreola Hernandez & Seong-Min Yoon, 2019, "Who leads the inflation cycle in Europe? Inflation cycle and spillover influence among Eurozone and non-Eurozone economies," Post-Print, HAL, number hal-02430651, Dec, DOI: 10.1016/j.inteco.2019.10.001.
- Sang Hoon Kang & Jose Arreola Hernandez & Seong-Min Yoon, 2019, "Who leads the inflation cycle in Europe? Inflation cycle and spillover influence among Eurozone and non-Eurozone economies," International Economics, CEPII research center, issue 160, pages 56-71.
- Kang, Sang Hoon & Arreola Hernandez, Jose & Yoon, Seong-Min, 2019, "Who leads the inflation cycle in Europe? Inflation cycle and spillover influence among Eurozone and non-Eurozone economies," International Economics, Elsevier, volume 160, issue C, pages 56-71, DOI: 10.1016/j.inteco.2019.10.001.
- Sang Hoon Kang & Ron Mciver & Jose Arreola Hernandez, 2019, "Co-movements between Bitcoin and Gold: A wavelet coherence analysis," Post-Print, HAL, number hal-02468160, Dec, DOI: 10.1016/j.physa.2019.04.124.
- Kang, Sang Hoon & McIver, Ron P. & Hernandez, Jose Arreola, 2019, "Co-movements between Bitcoin and Gold: A wavelet coherence analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 536, issue C, DOI: 10.1016/j.physa.2019.04.124.
- Gazi Salah Uddin & Jose Arreola Hernandez & Chiraz Labidi & Victor Troster & Seong-Min Yoon, 2019, "The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories," Post-Print, HAL, number hal-02468303, Dec, DOI: 10.1016/j.mulfin.2019.100607.
- Uddin, Gazi Salah & Arreola Hernandez, Jose & Labidi, Chiraz & Troster, Victor & Yoon, Seong-Min, 2019, "The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories," Journal of Multinational Financial Management, Elsevier, volume 52, issue , DOI: 10.1016/j.mulfin.2019.100607.
- Jose Arreola Hernandez & Mazin A.M. Al Janabi, 2019, "Forecasting of dependence, market, and investment risks of a global index portfolio," Post-Print, HAL, number hal-02567413, Dec, DOI: 10.1002/for.2641.
- Jose Arreola Hernandez & Mazin A.M. Al Janabi, 2020, "Forecasting of dependence, market, and investment risks of a global index portfolio," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 3, pages 512-532, April, DOI: 10.1002/for.2641.
2018
- Syed Jawad Hussain Shahzad & Jose Arreola Hernandez & Khamis Hamed Al-Yahyaee & Rania Jammazi, 2018, "Asymmetric risk spillovers between oil and agricultural commodities," Post-Print, HAL, number hal-01774528, Jul, DOI: 10.1016/j.enpol.2018.03.074.
- Shahzad, Syed Jawad Hussain & Hernandez, Jose Arreola & Al-Yahyaee, Khamis Hamed & Jammazi, Rania, 2018, "Asymmetric risk spillovers between oil and agricultural commodities," Energy Policy, Elsevier, volume 118, issue C, pages 182-198, DOI: 10.1016/j.enpol.2018.03.074.
- Syed Jawad Hussain Shahzad & Jose Arreola-Hernandez & Stelios Bekiros & Mobeen Ur Rehman, 2018, "Risk transmitters and receivers in global currency markets," Post-Print, HAL, number hal-01814274, Jun, DOI: 10.1016/j.frl.2017.09.018.
- Shahzad, Syed Jawad Hussain & Arreola-Hernandez, Jose & Bekiros, Stelios & Rehman, Mobeen Ur, 2018, "Risk transmitters and receivers in global currency markets," Finance Research Letters, Elsevier, volume 25, issue C, pages 1-9, DOI: 10.1016/j.frl.2017.09.018.
- Syed Jawad Hussain Shahzad & Jose Arreola Hernandez & Stelios Bekiros & Muhammad Shahbaz & Ghulam Mujtaba Kayani, 2018, "A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling," Post-Print, HAL, number hal-01989649, Sep, DOI: 10.1016/j.intfin.2018.02.013.
- Shahzad, Syed Jawad Hussain & Arreola-Hernandez, Jose & Bekiros, Stelios & Shahbaz, Muhammad & Kayani, Ghulam Mujtaba, 2018, "A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 56, issue C, pages 104-127, DOI: 10.1016/j.intfin.2018.02.013.
- Stelios Bekiros & Syed Jawad Hussain Shahzad & Jose Arreola-Hernandez & Mobeen Ur Rehman, 2018, "Directional predictability and time-varying spillovers between stock markets and economic cycles," Post-Print, HAL, number hal-01996787, Jan, DOI: 10.1016/j.econmod.2017.10.003.
- Bekiros, Stelios & Shahzad, Syed Jawad Hussain & Arreola-Hernandez, Jose & Ur Rehman, Mobeen, 2018, "Directional predictability and time-varying spillovers between stock markets and economic cycles," Economic Modelling, Elsevier, volume 69, issue C, pages 301-312, DOI: 10.1016/j.econmod.2017.10.003.
2016
- Al Janabi, Mazin A.M. & Arreola Hernandez, Jose & Berger, Theo & Nguyen, Duc Khuong, 2016, "Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios," MPRA Paper, University Library of Munich, Germany, number 84626, Jun, revised Nov 2016.
- Al Janabi, Mazin A.M. & Arreola Hernandez, Jose & Berger, Theo & Nguyen, Duc Khuong, 2017, "Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios," European Journal of Operational Research, Elsevier, volume 259, issue 3, pages 1121-1131, DOI: 10.1016/j.ejor.2016.11.019.
2014
- Arreola Hernandez, Jose & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Al Janabi, Mazin A. M. & Reboredo, Juan Carlos, 2014, "Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach," MPRA Paper, University Library of Munich, Germany, number 73399, Dec, revised Aug 2016.
- Jose Arreola Hernandez & Shawkat Hammoudeh & Duc Khuong Nguyen & Mazin A. M. Al Janabi & Juan Carlos Reboredo, 2017, "Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach," Applied Economics, Taylor & Francis Journals, volume 49, issue 25, pages 2409-2427, May, DOI: 10.1080/00036846.2016.1240346.
Journal articles
2024
- Hanif, Waqas & Arreola Hernandez, Jose & Kang, Sang Hoon & Boako, Gideon & Yoon, Seong-Min, 2024, "Interdependence and spillovers between big oil companies and regional and global energy equity markets," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 451-469, DOI: 10.1016/j.iref.2024.02.043.
2023
- Kang, Sang Hoon & Arreola Hernandez, Jose & Rehman, Mobeen Ur & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min, 2023, "Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities," Resources Policy, Elsevier, volume 81, issue C, DOI: 10.1016/j.resourpol.2022.103286.
- Hanif, Waqas & Mensi, Walid & Vo, Xuan Vinh & BenSaïda, Ahmed & Hernandez, Jose Arreola & Kang, Sang Hoon, 2023, "Dependence and risk management of portfolios of metals and agricultural commodity futures," Resources Policy, Elsevier, volume 82, issue C, DOI: 10.1016/j.resourpol.2023.103567.
- Jose Arreola Hernandez & Mohammad Zahid Hasan & Ron P. McIver, 2023, "Bitcoin, gold, and the VIX: short- and long-term effects of economic policy uncertainty," Applied Economics Letters, Taylor & Francis Journals, volume 30, issue 6, pages 761-765, March, DOI: 10.1080/13504851.2021.2018125.
2022
- Jose Arreola Hernandez & Sang Hoon Kang & Seong‐Min Yoon, 2022, "Nonlinear spillover and portfolio allocation characteristics of energy equity sectors: Evidence from the United States and Canada," Review of International Economics, Wiley Blackwell, volume 30, issue 1, pages 1-33, February, DOI: 10.1111/roie.12553.
- Hernandez, Jose Arreola & Shahzad, Syed Jawad Hussain & Sadorsky, Perry & Uddin, Gazi Salah & Bouri, Elie & Kang, Sang Hoon, 2022, "Regime specific spillovers across US sectors and the role of oil price volatility," Energy Economics, Elsevier, volume 107, issue C, DOI: 10.1016/j.eneco.2022.105834.
- Zhuhua Jiang & Chizheng Miao & Jose Arreola Hernandez & Seong-Min Yoon, 2022, "Effect of Increasing Import Competition from China on the Local Labor Market: Evidence from Sweden," Sustainability, MDPI, volume 14, issue 5, pages 1-18, February.
- Jose Arreola Hernandez & Sang Hoon Kang & Seong-Min Yoon, 2022, "Spillovers and portfolio optimization of precious metals and global/regional equity markets," Applied Economics, Taylor & Francis Journals, volume 54, issue 20, pages 2320-2342, April, DOI: 10.1080/00036846.2021.1988889.
- Ahmed BenSaïda & Jose Arreola Hernandez & Houda Litimi & Seong-Min Yoon, 2022, "The influence of oil, gold and stock market index on US equity sectors," Applied Economics, Taylor & Francis Journals, volume 54, issue 6, pages 719-732, February, DOI: 10.1080/00036846.2021.1969001.
- Jose Arreola Hernandez & Sang Hoon Kang & Seong‐Min Yoon, 2022, "Interdependence and portfolio optimisation of bank equity returns from developed and emerging Europe," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 1, pages 678-696, January, DOI: 10.1002/ijfe.2174.
- Lili Dai & Jerry T. Parwada & Donald W. Winchester & Bohui Zhang, 2022, "The more we know, the less we agree: A test of the trading horizon heterogeneity theory," The Financial Review, Eastern Finance Association, volume 57, issue 1, pages 45-67, February, DOI: 10.1111/fire.12282.
- Jerry Parwada & Yixuan Rui & Jianfeng Shen, 2022, "Financial transaction tax and market quality: Evidence from France†," International Review of Finance, International Review of Finance Ltd., volume 22, issue 1, pages 90-113, March, DOI: 10.1111/irfi.12342.
2021
- Hanif, Waqas & Arreola Hernandez, Jose & Mensi, Walid & Kang, Sang Hoon & Uddin, Gazi Salah & Yoon, Seong-Min, 2021, "Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices," Energy Economics, Elsevier, volume 101, issue C, DOI: 10.1016/j.eneco.2021.105409.
- Kang, Sanghoon & Hernandez, Jose Arreola & Sadorsky, Perry & McIver, Ronald, 2021, "Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs," Energy Economics, Elsevier, volume 99, issue C, DOI: 10.1016/j.eneco.2021.105278.
- Ahmad, Wasim & Hernandez, Jose Arreola & Saini, Seema & Mishra, Ritesh Kumar, 2021, "The US equity sectors, implied volatilities, and COVID-19: What does the spillover analysis reveal?," Resources Policy, Elsevier, volume 72, issue C, DOI: 10.1016/j.resourpol.2021.102102.
- Reboredo, Juan Carlos & Ugolini, Andrea & Hernandez, Jose Arreola, 2021, "Dynamic spillovers and network structure among commodity, currency, and stock markets," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102266.
- Jose Arreola Hernandez & Sang Hoon Kang & Ron P. McIver & Seong-Min Yoon, 2021, "Network Interdependence and Optimization of Bank Portfolios from Developed and Emerging Asia Pacific Countries," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 28, issue 4, pages 613-647, December, DOI: 10.1007/s10690-021-09339-3.
- Jose Arreola Hernandez & Sang Hoon Kang & Seong-Min Yoon, 2021, "Spillovers and portfolio optimization of agricultural commodity and global equity markets," Applied Economics, Taylor & Francis Journals, volume 53, issue 12, pages 1326-1341, March, DOI: 10.1080/00036846.2020.1830937.
2020
- Hanif, Waqas & Arreola Hernandez, Jose & Sadorsky, Perry & Yoon, Seong-Min, 2020, "Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101065.
- Waqas Hanif & Jose Arreola Hernandez & Perry Sadorsky & Seong-Min Yoon, 2020, "Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?," Post-Print, HAL, number hal-02567429, Jan, DOI: 10.1016/j.najef.2019.101065.
- Arreola Hernandez, Jose & Kang, Sang Hoon & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min, 2020, "Spillovers and diversification potential of bank equity returns from developed and emerging America," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101219.
- Jose Arreola Hernandez & Sang Hoon Kang & Syed Jawad Hussain Shahzad & Seong-Min Yoon, 2020, "Spillovers and diversification potential of bank equity returns from developed and emerging America," Post-Print, HAL, number hal-02966894, Nov, DOI: 10.1016/j.najef.2020.101219.
- Khan, Muhammad Asif & Hernandez, Jose Arreola & Shahzad, Syed Jawad Hussain, 2020, "Time and frequency relationship between household investors’ sentiment index and US industry stock returns," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2019.101318.
- Uddin, Gazi Salah & Hernandez, Jose Arreola & Shahzad, Syed Jawad Hussain & Kang, Sang Hoon, 2020, "Characteristics of spillovers between the US stock market and precious metals and oil," Resources Policy, Elsevier, volume 66, issue C, DOI: 10.1016/j.resourpol.2020.101601.
- Gazi Salah Uddin & Jose Arreola Hernandez & Syed Jawad Hussain Shahzad & Sang Hoon Kang, 2020, "Characteristics of spillovers between the US stock market and precious metals and oil," Post-Print, HAL, number hal-02489889, Jun, DOI: 10.1016/j.resourpol.2020.101601.
- Kang, Sang Hoon & Lahmiri, Salim & Uddin, Gazi Salah & Arreola Hernandez, Jose & Yoon, Seong-Min, 2020, "Inflation cycle synchronization in ASEAN countries," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 545, issue C, DOI: 10.1016/j.physa.2019.123820.
- Sang Hoon Kang & Salim Lahmiri & Gazi Salah Uddin & Jose Arreola Hernandez & Seong-Min Yoon, 2020, "Inflation cycle synchronization in ASEAN countries," Post-Print, HAL, number hal-02779489, May, DOI: 10.1016/j.physa.2019.123820.
- Gazi Salah Uddin & Jose Arreola Hernandez & Anupam Dutta & Sang Hoon Kang & Seong-Min Yoon, 2020, "Impact of food price volatility on the US restaurant sector," Applied Economics, Taylor & Francis Journals, volume 52, issue 39, pages 4250-4262, August, DOI: 10.1080/00036846.2020.1733478.
- Waqas Hanif & Jose Arreola-Hernandez & Syed Jawad Hussain Shahzad & Thi Hong Van Hoang & Seong-Min Yoon, 2020, "Regional and copula estimation effects on EU and US energy equity portfolios," Applied Economics, Taylor & Francis Journals, volume 52, issue 49, pages 5311-5342, October, DOI: 10.1080/00036846.2020.1763244.
- Jose Arreola Hernandez & Mazin A.M. Al Janabi, 2020, "Forecasting of dependence, market, and investment risks of a global index portfolio," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 3, pages 512-532, April, DOI: 10.1002/for.2641.
- Jose Arreola Hernandez & Mazin A.M. Al Janabi, 2019, "Forecasting of dependence, market, and investment risks of a global index portfolio," Post-Print, HAL, number hal-02567413, Dec, DOI: 10.1002/for.2641.
- Stelios Bekiros & Jose Arreola Hernandez & Gazi Salah Uddin & Ahmed Taneem Muzaffar, 2020, "On the predictability of crude oil market: A hybrid multiscale wavelet approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 4, pages 599-614, July, DOI: 10.1002/for.2635.
- Stelios Bekiros & Jose Arreola Hernandez & Gazi Salah Uddin & Ahmed Taneem Muzaffar, 2020, "On the predictability of crude oil market: A hybrid multiscale wavelet approach," Post-Print, HAL, number hal-02956380, Jul, DOI: 10.1002/for.2635.
- Faleye, Olubunmi & Kung, Wilson & Parwada, Jerry T. & Tian, Gloria Y., 2020, "Are entrepreneurs special? Evidence from board appointments," Journal of Business Venturing, Elsevier, volume 35, issue 3, DOI: 10.1016/j.jbusvent.2020.106003.
- Ning Ding & Jerry T. Parwada & Jianfeng Shen & Shan Zhou, 2020, "When Does a Stock Boycott Work? Evidence from a Clinical Study of the Sudan Divestment Campaign," Journal of Business Ethics, Springer, volume 163, issue 3, pages 507-527, May, DOI: 10.1007/s10551-018-4021-0.
2019
- Sang Hoon Kang & Jose Arreola Hernandez & Seong-Min Yoon, 2019, "Who leads the inflation cycle in Europe? Inflation cycle and spillover influence among Eurozone and non-Eurozone economies," International Economics, CEPII research center, issue 160, pages 56-71.
- Kang, Sang Hoon & Arreola Hernandez, Jose & Yoon, Seong-Min, 2019, "Who leads the inflation cycle in Europe? Inflation cycle and spillover influence among Eurozone and non-Eurozone economies," International Economics, Elsevier, volume 160, issue C, pages 56-71, DOI: 10.1016/j.inteco.2019.10.001.
- Sang Hoon Kang & Jose Arreola Hernandez & Seong-Min Yoon, 2019, "Who leads the inflation cycle in Europe? Inflation cycle and spillover influence among Eurozone and non-Eurozone economies," Post-Print, HAL, number hal-02430651, Dec, DOI: 10.1016/j.inteco.2019.10.001.
- Shahzad, Syed Jawad Hussain & Hoang, Thi Hong Van & Arreola-Hernandez, Jose, 2019, "Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe," Finance Research Letters, Elsevier, volume 28, issue C, pages 153-159, DOI: 10.1016/j.frl.2018.04.008.
- Syed Jawad Hussain Shahzad & Thi Hong Van Hoang & Jose Arreola-Hernandez, 2019, "Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe," Post-Print, HAL, number hal-02129104, Mar, DOI: 10.1016/j.frl.2018.04.008.
- Uddin, Gazi Salah & Arreola Hernandez, Jose & Labidi, Chiraz & Troster, Victor & Yoon, Seong-Min, 2019, "The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories," Journal of Multinational Financial Management, Elsevier, volume 52, issue , DOI: 10.1016/j.mulfin.2019.100607.
- Gazi Salah Uddin & Jose Arreola Hernandez & Chiraz Labidi & Victor Troster & Seong-Min Yoon, 2019, "The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories," Post-Print, HAL, number hal-02468303, Dec, DOI: 10.1016/j.mulfin.2019.100607.
- Kang, Sang Hoon & McIver, Ron P. & Hernandez, Jose Arreola, 2019, "Co-movements between Bitcoin and Gold: A wavelet coherence analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 536, issue C, DOI: 10.1016/j.physa.2019.04.124.
- Sang Hoon Kang & Ron Mciver & Jose Arreola Hernandez, 2019, "Co-movements between Bitcoin and Gold: A wavelet coherence analysis," Post-Print, HAL, number hal-02468160, Dec, DOI: 10.1016/j.physa.2019.04.124.
- Syed Jawad Hussain Shahzad & Naveed Raza & David Roubaud & Jose Arreola Hernandez & Stelios Bekiros, 2019, "Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 17, issue 4, pages 885-912, December, DOI: 10.1007/s40953-019-00163-1.
- Syed Jawad Hussain Shahzad & Naveed Raza & David Roubaud & Jose Arreola Hernandez & Stelios Bekiros, 2019, "Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit," Post-Print, HAL, number hal-02352004, DOI: 10.1007/s40953-019-00163-1.
- Jose Arreola Hernandez & Khamis Hamed Al-Yahyaee & Shawkat Hammoudeh & Walid Mensi, 2019, "Tail dependence risk exposure and diversification potential of Islamic and conventional banks," Applied Economics, Taylor & Francis Journals, volume 51, issue 44, pages 4856-4869, September, DOI: 10.1080/00036846.2019.1602716.
- Jose Arreola Hernandez & Khamis Hamed Al-Yahyaee & Shawkat Hammoudeh & Walid Mensi, 2019, "Tail dependence risk exposure and diversification potential of Islamic and conventional banks," Post-Print, HAL, number hal-02194592, Apr, DOI: 10.1080/00036846.2019.1602716.
- Syed Jawad Hussain Shahzad & Elie Bouri & Jose Arreola-Hernandez & David Roubaud & Stelios Bekiros, 2019, "Spillover across Eurozone credit market sectors and determinants," Applied Economics, Taylor & Francis Journals, volume 51, issue 59, pages 6333-6349, December, DOI: 10.1080/00036846.2019.1619014.
- Syed Jawad Hussain Shahzad & Elie Bouri & Jose Arreola-Hernandez & David Roubaud & Stelios Bekiros, 2019, "Spillover across Eurozone credit market sectors and determinants," Post-Print, HAL, number hal-02353094, May, DOI: 10.1080/00036846.2019.1619014.
- Faff, Robert W. & Parwada, Jerry T. & Tan, Eric K.M., 2019, "Did connected hedge funds benefit from bank bailouts during the financial crisis?," Journal of Banking & Finance, Elsevier, volume 107, issue C, pages 1-1, DOI: 10.1016/j.jbankfin.2019.08.003.
2018
- Bekiros, Stelios & Shahzad, Syed Jawad Hussain & Arreola-Hernandez, Jose & Ur Rehman, Mobeen, 2018, "Directional predictability and time-varying spillovers between stock markets and economic cycles," Economic Modelling, Elsevier, volume 69, issue C, pages 301-312, DOI: 10.1016/j.econmod.2017.10.003.
- Stelios Bekiros & Syed Jawad Hussain Shahzad & Jose Arreola-Hernandez & Mobeen Ur Rehman, 2018, "Directional predictability and time-varying spillovers between stock markets and economic cycles," Post-Print, HAL, number hal-01996787, Jan, DOI: 10.1016/j.econmod.2017.10.003.
- Shahzad, Syed Jawad Hussain & Hernandez, Jose Arreola & Al-Yahyaee, Khamis Hamed & Jammazi, Rania, 2018, "Asymmetric risk spillovers between oil and agricultural commodities," Energy Policy, Elsevier, volume 118, issue C, pages 182-198, DOI: 10.1016/j.enpol.2018.03.074.
- Syed Jawad Hussain Shahzad & Jose Arreola Hernandez & Khamis Hamed Al-Yahyaee & Rania Jammazi, 2018, "Asymmetric risk spillovers between oil and agricultural commodities," Post-Print, HAL, number hal-01774528, Jul, DOI: 10.1016/j.enpol.2018.03.074.
- Shahzad, Syed Jawad Hussain & Arreola-Hernandez, Jose & Bekiros, Stelios & Rehman, Mobeen Ur, 2018, "Risk transmitters and receivers in global currency markets," Finance Research Letters, Elsevier, volume 25, issue C, pages 1-9, DOI: 10.1016/j.frl.2017.09.018.
- Syed Jawad Hussain Shahzad & Jose Arreola-Hernandez & Stelios Bekiros & Mobeen Ur Rehman, 2018, "Risk transmitters and receivers in global currency markets," Post-Print, HAL, number hal-01814274, Jun, DOI: 10.1016/j.frl.2017.09.018.
- Shahzad, Syed Jawad Hussain & Arreola-Hernandez, Jose & Bekiros, Stelios & Shahbaz, Muhammad & Kayani, Ghulam Mujtaba, 2018, "A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 56, issue C, pages 104-127, DOI: 10.1016/j.intfin.2018.02.013.
- Syed Jawad Hussain Shahzad & Jose Arreola Hernandez & Stelios Bekiros & Muhammad Shahbaz & Ghulam Mujtaba Kayani, 2018, "A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling," Post-Print, HAL, number hal-01989649, Sep, DOI: 10.1016/j.intfin.2018.02.013.
2017
- Al Janabi, Mazin A.M. & Arreola Hernandez, Jose & Berger, Theo & Nguyen, Duc Khuong, 2017, "Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios," European Journal of Operational Research, Elsevier, volume 259, issue 3, pages 1121-1131, DOI: 10.1016/j.ejor.2016.11.019.
- Al Janabi, Mazin A.M. & Arreola Hernandez, Jose & Berger, Theo & Nguyen, Duc Khuong, 2016, "Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios," MPRA Paper, University Library of Munich, Germany, number 84626, Jun, revised Nov 2016.
- Jose Arreola Hernandez & Shawkat Hammoudeh & Duc Khuong Nguyen & Mazin A. M. Al Janabi & Juan Carlos Reboredo, 2017, "Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach," Applied Economics, Taylor & Francis Journals, volume 49, issue 25, pages 2409-2427, May, DOI: 10.1080/00036846.2016.1240346.
- Arreola Hernandez, Jose & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Al Janabi, Mazin A. M. & Reboredo, Juan Carlos, 2014, "Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach," MPRA Paper, University Library of Munich, Germany, number 73399, Dec, revised Aug 2016.
- Oh, Natalie Y. & Parwada, Jerry T. & Tan, Eric K. M., 2017, "Should Indirect Brokerage Fees Be Capped? Lessons from Mutual Fund Marketing and Distribution Expenses," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 2, pages 781-809, April.
- Ning Ding & Jerry Parwada & Jianfeng Shen, 2017, "Information Sharing within the Networks of Delegated Portfolio Managers: Evidence from Plan Sponsors and Their Subadvisers," Journal of Behavioral Finance, Taylor & Francis Journals, volume 18, issue 1, pages 99-113, January, DOI: 10.1080/15427560.2016.1238369.
2015
- Bekiros, Stelios & Hernandez, Jose Arreola & Hammoudeh, Shawkat & Nguyen, Duc Khuong, 2015, "Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios," Resources Policy, Elsevier, volume 46, issue P2, pages 1-11, DOI: 10.1016/j.resourpol.2015.07.003.
- Lili Dai & Jerry T. Parwada & Bohui Zhang, 2015, "The Governance Effect of the Media's News Dissemination Role: Evidence from Insider Trading," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 53, issue 2, pages 331-366, May, DOI: 10.1111/1475-679X.12073.
2014
- Arreola Hernandez, Jose, 2014, "Are oil and gas stocks from the Australian market riskier than coal and uranium stocks? Dependence risk analysis and portfolio optimization," Energy Economics, Elsevier, volume 45, issue C, pages 528-536, DOI: 10.1016/j.eneco.2014.08.015.
2012
- Narulita, Wista A. & Parwada, Jerry T., 2012, "Evolution of a mutual fund market: Empirical analysis of simultaneous growth and decline by fund category in Indonesia," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 5, pages 1217-1236, DOI: 10.1016/j.intfin.2012.05.012.
- Robert Faff & Tribeni Lodh & Jerry Pawada, 2012, "Location Decisions of Domestic and Foreign-Affiliated Financial Advisors: Australian Evidence," Journal of Financial Services Research, Springer;Western Finance Association, volume 42, issue 3, pages 207-228, December, DOI: 10.1007/s10693-011-0123-x.
- Joey Wenling Yang & Jerry Parwada, 2012, "Predicting stock price movements: an ordered probit analysis on the Australian Securities Exchange," Quantitative Finance, Taylor & Francis Journals, volume 12, issue 5, pages 791-804, October, DOI: 10.1080/14697688.2010.494612.
2009
- Jerry T. Parwada & Joey W. Yang, 2009, "Information Diffusion among International Fund Managers: Multicountry Evidence," Financial Management, Financial Management Association International, volume 38, issue 4, pages 817-835, December, DOI: 10.1111/j.1755-053X.2009.01057.x.
2008
- Parwada, Jerry T., 2008, "The Genesis of Home Bias? The Location and Portfolio Choices of Investment Company Start-Ups," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 43, issue 1, pages 245-266, March.
- Oh, Natalie Y. & Parwada, Jerry T. & Walter, Terry S., 2008, "Investors' trading behavior and performance: Online versus non-online equity trading in Korea," Pacific-Basin Finance Journal, Elsevier, volume 16, issue 1-2, pages 26-43, January.
2007
- Elor Dishi & David R. Gallagher & Jerry T. Parwada, 2007, "Institutional investment flows and the determinants of top fund manager turnover," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 47, issue 2, pages 243-266, June, DOI: 10.1111/j.1467-629X.2006.00204.x.
- Robert W. Faff & Jerry T. Parwada & Hun‐Lune Poh, 2007, "The Information Content of Australian Managed Fund Ratings," Journal of Business Finance & Accounting, Wiley Blackwell, volume 34, issue 9‐10, pages 1528-1547, November, DOI: 10.1111/j.1468-5957.2007.02053.x.
- Oh, Natalie Y. & Parwada, Jerry T., 2007, "Relations between mutual fund flows and stock market returns in Korea," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 17, issue 2, pages 140-151, April.
2006
- David E. Allen & Jerry T. Parwada, 2006, "Investors' response to mutual fund company mergers," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 2, issue 2, pages 121-135, April, DOI: 10.1108/17439130610657340.
2005
- Jerry Parwada & Robert Faff, 2005, "Pension Plan Investment Management Mandates: An Empirical Analysis of Manager Selection," Journal of Financial Services Research, Springer;Western Finance Association, volume 27, issue 1, pages 77-98, February, DOI: 10.1007/s10693-005-6413-4.
2004
- David E. Allen & Jerry T. Parwada, 2004, "Effects of Bank Funds Management Activities on the Disintermediation of Bank Deposits," Journal of Business Finance & Accounting, Wiley Blackwell, volume 31, issue 7‐8, pages 1151-1170, September, DOI: 10.1111/j.0306-686X.2004.00570.x.
2003
- Jerry T. Parwada, 2003, "Trends and determinants of Australian managed fund transaction costs," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 43, issue 3, pages 345-363, November, DOI: 10.1111/j.1467-629x.2003.00095.x.
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