Shock and volatility transmission in the oil, US and Gulf equity markets F Malik, S Hammoudeh International Review of Economics and Finance 16 (3), 357-368, 2007 | 560 | 2007 |
Volatility transmission between oil prices and equity sector returns F Malik, BT Ewing International Review of Financial Analysis 18 (3), 95-100, 2009 | 483 | 2009 |
Is gold the best hedge and a safe haven under changing stock market volatility? M Hood, F Malik Review of Financial Economics 22 (2), 47-52, 2013 | 463 | 2013 |
Volatility transmission between gold and oil futures under structural breaks BT Ewing, F Malik International Review of Economics and Finance 25, 113-121, 2013 | 370 | 2013 |
Multivariate GARCH modeling of sector volatility transmission SA Hassan, F Malik Quarterly Review of Economics and Finance 47 (3), 470-480, 2007 | 265 | 2007 |
Volatility transmission in the oil and natural gas markets BT Ewing, F Malik, O Ozfidan Energy Economics 24 (6), 525-538, 2002 | 265 | 2002 |
Volatility spillovers between oil prices and the stock market under structural breaks BT Ewing, F Malik Global Finance Journal 29, 12-23, 2016 | 213 | 2016 |
Dynamic connectedness of oil price shocks and exchange rates F Malik, Z Umar Energy Economics 84, 2019 | 175 | 2019 |
Risk management of precious metals S Hammoudeh, F Malik, M McAleer Quarterly Review of Economics and Finance 51 (4), 435-441, 2011 | 159 | 2011 |
Re-examining the asymmetric predictability of conditional variances: The role of sudden changes in variance BT Ewing, F Malik Journal of Banking and Finance 29 (10), 2655-2673, 2005 | 143 | 2005 |
Sudden changes in variance and volatility persistence in foreign exchange markets F Malik Journal of Multinational Financial Management 13 (3), 217-230, 2003 | 139 | 2003 |
Measuring volatility persistence in the presence of sudden changes in the variance of Canadian stock returns F Malik, BT Ewing, JE Payne Canadian Journal of Economics 38 (3), 1037-1056, 2005 | 118 | 2005 |
Estimating volatility persistence in oil prices under structural breaks BT Ewing, F Malik Financial Review 45 (4), 1011-1023, 2010 | 96 | 2010 |
Modelling asymmetric volatility in oil prices under structural breaks BT Ewing, F Malik Energy Economics 63, 227-233, 2017 | 85 | 2017 |
Modeling volatility in sector index returns with GARCH models using an iterated algorithm F Malik, SA Hassan Journal of Economics and Finance 28 (2), 211-225, 2004 | 72 | 2004 |
Forecasting output using oil prices: A cascaded artificial neural network approach F Malik, M Nasereddin Journal of Economics and Business 58 (2), 168-180, 2006 | 65 | 2006 |
Estimating the impact of good news on stock market volatility F Malik Applied Financial Economics 21 (8), 545-554, 2011 | 44 | 2011 |
The differential effects of output shocks on unemployment rates by race and gender BT Ewing, W Levernier, F Malik Southern Economic Journal 68 (3), 584-599, 2002 | 33 | 2002 |
Volatility spillover between exchange rate and stock returns under volatility shifts F Malik Quarterly Review of Economics and Finance 80, 605-613, 2021 | 27 | 2021 |
Modeling unemployment rates by race and gender: a nonlinear time series approach BT Ewing, W Levernier, F Malik Eastern Economic Journal 31 (3), 333-347, 2005 | 24 | 2005 |