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Is there a systemic risk between Sharia, Sukuk, and GCC stock markets? A ΔCoVaR risk metric‐based copula approach. (2021). Yoon, Seong-Min ; Shahzad, Syed Jawad Hussain ; Mensi, Walid ; Hussain, Syed Jawad ; Alyahyaee, Khamis Hamed.
In: International Journal of Finance & Economics.
RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2904-2926.

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  1. Interconnectedness and systemic risk: Evidence from global stock markets. (2024). Çevik, Emrah ; Kilic, Yunus ; Dibooglu, Sel ; Bugan, Mehmet Fatih ; Terzioglu, Hande Caliskan ; Cevik, Emrah Ismail.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000758.

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  2. Dynamic risk spillovers from oil to stock markets: Fresh evidence from GARCH copula quantile regression-based CoVaR model. (2022). Yoon, Seong-Min ; Alshater, Muneer ; Tian, Maoxi.
    In: Energy Economics.
    RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004704.

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  43. Distributional Impacts of the Self-Sufficiency Project. (2005). Bitler, Marianne P ; Gelbach, Jonah B. ; Hoynes, Hilary W..
    In: Working Papers.
    RePEc:cda:wpaper:05-30.

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  44. Efficient Semiparametric Estimation of Quantile Treatment Effects. (2004). Firpo, Sergio.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:605.

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  45. Evaluating Dominance Ranking of PSID Incomes by various Household Attributes. (2003). Maasoumi, Esfandiar ; Heshmati, Almas.
    In: Departmental Working Papers.
    RePEc:smu:ecowpa:0509.

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  46. Treatment Effect Heterogeneity in Theory and Practice. (2003). Angrist, Joshua.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9708.

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  47. Treatment Effect Heterogeneity in Theory and Practice. (2003). Angrist, Joshua.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp851.

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  48. Semiparametric instrumental variable estimation of treatment response models. (2003). Abadie, Alberto.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:113:y:2003:i:2:p:231-263.

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  49. Consistent testing for stochastic dominance: a subsampling approach. (2002). Maasoumi, Esfandiar ; LINTON, OLIVER ; Wang, Yoon-Jae.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:03/02.

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  50. Consistent Testing for Stochastic Dominance: A Subsampling Approach. (2002). Whang, Yoon-Jae ; Maasoumi, Esfandiar ; LINTON, OLIVER.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1356.

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