User profiles for IMRAN YOUSAF
 | Imran YousafWenzhou-Kean University | Kean University Verified email at kean.edu Cited by 3392 |
Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets
This study examines the dynamic asymmetric return spillovers between gold and oil commodity
futures and 22 European equity sectors using the Diebold and Yilmaz (2012) approach. …
futures and 22 European equity sectors using the Diebold and Yilmaz (2012) approach. …
Green investments: A luxury good or a financial necessity?
This study examines the diversification and hedging benefits of green investments for
conventional stock portfolios in the context of the recent COVID-19 pandemic. While the findings …
conventional stock portfolios in the context of the recent COVID-19 pandemic. While the findings …
Static and dynamic connectedness between NFTs, Defi and other assets: Portfolio implication
I Yousaf, L Yarovaya - Global Finance Journal, 2022 - Elsevier
The paper examines the return and volatility transmission between NFTs, Defi assets, and
other assets (oil, gold, Bitcoin, and S&P 500) using the TVP-VAR framework. The results …
other assets (oil, gold, Bitcoin, and S&P 500) using the TVP-VAR framework. The results …
Linkages between DeFi assets and conventional currencies: Evidence from the COVID-19 pandemic
This paper examines the static and dynamic returns connectedness between four renowned
DeFi assets, namely, Chainlink, Maker, Basic Attention Token, and Synthetix, and four …
DeFi assets, namely, Chainlink, Maker, Basic Attention Token, and Synthetix, and four …
[HTML][HTML] The COVID-19 outbreak and high frequency information transmission between major cryptocurrencies: Evidence from the VAR-DCC-GARCH approach
Using intraday data, this study employs the VAR-DCC-GARCH model to examine return and
volatility transmission among Bitcoin, Ethereum, and Litecoin during the pre-COVID-19 and …
volatility transmission among Bitcoin, Ethereum, and Litecoin during the pre-COVID-19 and …
Linkages between crude oil and emerging Asian stock markets: New evidence from the Chinese stock market crash
This study examines returns and volatility spillover between crude oil and emerging Asian
stock markets during the Chinese stock market crash of 2015. The empirical findings reveal a …
stock markets during the Chinese stock market crash of 2015. The empirical findings reveal a …
Impact of Russian-Ukraine war on clean energy, conventional energy, and metal markets: Evidence from event study approach
This article explores the impact of the Russian-Ukraine war on the metals, conventional
energy, and renewable energy markets, by using an event research technique. The data …
energy, and renewable energy markets, by using an event research technique. The data …
Discovering interlinkages between major cryptocurrencies using high-frequency data: new evidence from COVID-19 pandemic
I Yousaf, S Ali - Financial Innovation, 2020 - Springer
Through the application of the VAR-AGARCH model to intra-day data for three cryptocurrencies
(Bitcoin, Ethereum, and Litecoin), this study examines the return and volatility spillover …
(Bitcoin, Ethereum, and Litecoin), this study examines the return and volatility spillover …
[HTML][HTML] The reaction of G20+ stock markets to the Russia–Ukraine conflict “black-swan” event: Evidence from event study approach
In this paper we examine the impact of the breakout of the conflict between Russia and
Ukraine on the G20 and other selected stock markets using the event study approach. The …
Ukraine on the G20 and other selected stock markets using the event study approach. The …
Risk transmission from the COVID-19 to metals and energy markets
I Yousaf - Resources Policy, 2021 - Elsevier
We examine the risk transmission from the COVID-19 to metal (precious and industrial) and
energy markets using the BEKK-MGARCH model. The findings reveal the significant and …
energy markets using the BEKK-MGARCH model. The findings reveal the significant and …
