balli-f 1
1. Search for decays of the Higgs boson into scalar particles decaying into four or six b quarks using pp collisions at (Formula presented) = 13 TeV with the ATLAS detector
2. Cross-listing flows under uncertainty: an international perspective
3. Quantifying Return Spillovers in Global Real Estate Markets
4. An examination of the oil market at the outset of the Russia-Ukraine conflict
5. Contemporaneous and lagged R2 decomposed connectedness approach: New evidence from the energy futures market
6. Corporate dividend smoothing: The role of cross-listing
7. Dynamic connectedness between crude oil and equity markets: What about the effects of firms solvency and profitability positions?
8. Energy market deregulation: A new perspective on dividend smoothing
9. Geopolitical risk spillovers and its determinants
10. Impact of the Russia–Ukraine war on hospitality equity markets
11. Spillovers between Sukuks and Shariah-compliant equity markets
12. Spillovers from tourism demand to tourism equity indices
13. Spillovers to sectoral equity returns: do liquidity and financial positions matter?
14. Sukuk and bond spreads
15. The decomposition of tourism demand and tourism receipts
16. Transition to Islamic equities: Systematic risk and Shariah compliance
17. Why do U.S. uncertainties drive stock market spillovers? International evidence
18. A multi-dimensional connectedness and spillover between green bond and Islamic banking equity: Evidence from country level analysis
19. Downside risk connectedness between Islamic sectors and green bond markets: implications for hedging and investment strategies
20. Exploring the dynamic links, implications for hedging and investment strategies between Sukuk and commodity market volatility: Evidence from country level analysis
21. Extreme connectedness of agri-commodities with stock markets and its determinants
22. Spillovers on sectoral sukuk returns: evidence from country level analysis
23. The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors
24. Investment styles of islamic equity funds
25. Demographic-governance factors shaping cryptocurrency holding behavior
26. Firm productivity in the Energy-electricity sector over the last two decades with crisis: The role of cross-listing
27. Sectoral uncertainty spillovers in emerging markets: A quantile time–frequency connectedness approach
28. The global geopolitical-energy uncertainty index and total factor productivity: New evidence from firm-level analysis
29. Bi-demographic and current account dynamics using SVAR model: evidence from Saudi Arabia
30. A note on COVID-19 instigated maximum drawdown in Islamic markets versus conventional counterparts
31. Firm-level political risk and Shari’ah compliance: equity capital cost and payouts policy
32. The Language of Uncertainty: Reading Türkiyes Economic Pulse Through Geopolitical Fog
33. Interconnectivity and investment strategies among commodity prices, cryptocurrencies, and G-20 capital markets: A comparative analysis during COVID-19 and Russian-Ukraine war
34. Asymmetric relationship between gold and Islamic stocks in bearish, normal and bullish market conditions
35. COVID-19 and cryptocurrency market: Evidence from quantile connectedness
36. Hedging the downside risk of commodities through cryptocurrencies
37. Quantile connectedness between Sukuk bonds and the impact of COVID-19
38. Direct real estate, securitized real estate, and equity market dynamic connectedness
39. Immigration and regional housing markets: prices, rents, price-to-rent ratios and disequilibrium
40. Information transmission between oil and housing markets
41. Do conventional currencies hedge cryptocurrencies?
42. Analysis of the frequency dynamics of spillovers and connectedness among Islamic and conventional banks and their determinants: evidence from Gulf Cooperative Council (GCC) markets
43. A new perspective on the linkages between tourism demand and business cycles
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