Do market conditions affect interconnectedness pattern of socially responsible equities?
We assess the interconnectedness pattern of sustainability leaders from United States
market during stable, boom and crisis situations for the period 01-Oct-2005 to 31-May-2021 …
market during stable, boom and crisis situations for the period 01-Oct-2005 to 31-May-2021 …
[HTML][HTML] Inter-and intra-connectedness between energy, gold, Bitcoin, and Gulf cooperation council stock markets: New evidence from various financial crises
I Younis, MA Naeem, WU Shah, X Tang - Research in International …, 2025 - Elsevier
This study analyzes the inter-dependence of the oil, gold, Bitcoin (BTC), and Gulf
Cooperation Council stock markets during the recent Russia–Ukraine and Israel–Palestine …
Cooperation Council stock markets during the recent Russia–Ukraine and Israel–Palestine …
Mapping fear in financial markets: Insights from dynamic networks and centrality measures
MA Naeem, A Senthilkumar, N Arfaoui… - Pacific-Basin Finance …, 2024 - Elsevier
Investor sentiment, particularly fear sentiment, significantly influences financial markets by
increasing uncertainty and triggering extreme judgments during volatile periods. This study …
increasing uncertainty and triggering extreme judgments during volatile periods. This study …
[HTML][HTML] Navigating median and extreme volatility in stock markets: Implications for portfolio strategies
MA Naeem - International Review of Economics & Finance, 2024 - Elsevier
This study explores the interdependencies among developed stock markets using the
LASSO technique with quantile regression within a network analysis framework. Traditional …
LASSO technique with quantile regression within a network analysis framework. Traditional …
[HTML][HTML] Decomposing risk spillover effect in international stock market: A novel intertemporal network topology approach
X Zhang, Z Lv, MA Naeem, A Rauf, J Liu - Finance Research Letters, 2024 - Elsevier
This paper investigates the intertemporal risk effects in global stock markets using a novel
network topology based on relative importance analysis. The rolling time window approach …
network topology based on relative importance analysis. The rolling time window approach …
Risk dynamics in energy transition: Evaluating downside risks and interconnectedness in fossil fuel and renewable energy markets
Amidst rising concerns over climate change, the global shift from oil-powered vehicles to
lithium-powered electric vehicles marks a critical pivot in the energy sector. This transition …
lithium-powered electric vehicles marks a critical pivot in the energy sector. This transition …
The trend of digital finance: unveiling the multidimensional network of cryptocurrency risk propagation
F Zhou - Applied Economics, 2024 - Taylor & Francis
This study primarily explores the mechanisms of risk propagation among cryptocurrencies,
unveiling for the first time the frequency dimension of risk propagation within the …
unveiling for the first time the frequency dimension of risk propagation within the …
[HTML][HTML] Cryptocurrencies as a vehicle for capital exodus: Evidence from the Russian–Ukrainian crisis
Cryptocurrencies provide an escape from the conventional financial system and its
regulations and could therefore become increasingly popular in the midst of geopolitical …
regulations and could therefore become increasingly popular in the midst of geopolitical …
[PDF][PDF] Research in International Business and Finance
I Younis, MA Naeem, WU Shah, X Tang - researchgate.net
This study analyzes the inter-dependence of the oil, gold, Bitcoin (BTC), and Gulf
Cooperation Council stock markets during the recent Russia–Ukraine and Israel–Palestine …
Cooperation Council stock markets during the recent Russia–Ukraine and Israel–Palestine …