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Farooq Malik
Farooq Malik
Professor of Finance, Northern Arizona University
Verified email at nau.edu - Homepage
Title
Cited by
Cited by
Year
Shock and volatility transmission in the oil, US and Gulf equity markets
F Malik, S Hammoudeh
International Review of Economics and Finance 16 (3), 357-368, 2007
5542007
Volatility transmission between oil prices and equity sector returns
F Malik, BT Ewing
International Review of Financial Analysis 18 (3), 95-100, 2009
4752009
Is gold the best hedge and a safe haven under changing stock market volatility?
M Hood, F Malik
Review of Financial Economics 22 (2), 47-52, 2013
4552013
Volatility transmission between gold and oil futures under structural breaks
BT Ewing, F Malik
International Review of Economics and Finance 25, 113-121, 2013
3632013
Volatility transmission in the oil and natural gas markets
BT Ewing, F Malik, O Ozfidan
Energy Economics 24 (6), 525-538, 2002
2602002
Multivariate GARCH modeling of sector volatility transmission
SA Hassan, F Malik
Quarterly Review of Economics and Finance 47 (3), 470-480, 2007
2572007
Volatility spillovers between oil prices and the stock market under structural breaks
BT Ewing, F Malik
Global Finance Journal 29, 12-23, 2016
2062016
Dynamic connectedness of oil price shocks and exchange rates
F Malik, Z Umar
Energy Economics 84, 2019
1652019
Risk management of precious metals
S Hammoudeh, F Malik, M McAleer
Quarterly Review of Economics and Finance 51 (4), 435-441, 2011
1582011
Re-examining the asymmetric predictability of conditional variances: The role of sudden changes in variance
BT Ewing, F Malik
Journal of Banking and Finance 29 (10), 2655-2673, 2005
1442005
Sudden changes in variance and volatility persistence in foreign exchange markets
F Malik
Journal of Multinational Financial Management 13 (3), 217-230, 2003
1392003
Measuring volatility persistence in the presence of sudden changes in the variance of Canadian stock returns
F Malik, BT Ewing, JE Payne
Canadian Journal of Economics 38 (3), 1037-1056, 2005
1172005
Estimating volatility persistence in oil prices under structural breaks
BT Ewing, F Malik
Financial Review 45 (4), 1011-1023, 2010
972010
Modelling asymmetric volatility in oil prices under structural breaks
BT Ewing, F Malik
Energy Economics 63, 227-233, 2017
842017
Modeling volatility in sector index returns with GARCH models using an iterated algorithm
F Malik, SA Hassan
Journal of Economics and Finance 28 (2), 211-225, 2004
702004
Forecasting output using oil prices: A cascaded artificial neural network approach
F Malik, M Nasereddin
Journal of Economics and Business 58 (2), 168-180, 2006
652006
Estimating the impact of good news on stock market volatility
F Malik
Applied Financial Economics 21 (8), 545-554, 2011
442011
The differential effects of output shocks on unemployment rates by race and gender
BT Ewing, W Levernier, F Malik
Southern Economic Journal 68 (3), 584-599, 2002
342002
Volatility spillover between exchange rate and stock returns under volatility shifts
F Malik
Quarterly Review of Economics and Finance 80, 605-613, 2021
252021
Modeling unemployment rates by race and gender: a nonlinear time series approach
BT Ewing, W Levernier, F Malik
Eastern Economic Journal 31 (3), 333-347, 2005
232005
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