Hussain Shahzad, Syed Jawad

Top Publications

Top Publications Authored or Co-Authored by "Hussain Shahzad, Syed Jawad"

• Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method

  Journal of Banking and Finance, Volume 75, Year 2017, Citations 257
• Asymmetric efficiency of cryptocurrencies during COVID19

  Physica A: Statistical Mechanics and its Applications, Volume 565, Article 125562, Year 2021, Citations 110
• Asymmetric volatility spillover among Chinese sectors during COVID-19

  International Review of Financial Analysis, Volume 75, Article 101754, Year 2021, Citations 105
• Extreme dependence and risk spillovers between oil and Islamic stock markets

  Emerging Markets Review, Volume 34, Year 2018, Citations 101
• Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?

  International Review of Economics and Finance, Volume 49, Year 2017, Citations 101