F
Farooq Malik
Researcher at Zayed University
Publications - 31
Citations - 2617
Farooq Malik is an academic researcher from Zayed University. The author has contributed to research in topics: Volatility (finance) & Volatility smile. The author has an hindex of 17, co-authored 31 publications receiving 2199 citations. Previous affiliations of Farooq Malik include University of Southern Mississippi & Northern Arizona University.
Papers
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Shock and volatility transmission in the oil, US and Gulf equity markets
Farooq Malik,Shawkat Hammoudeh +1 more
TL;DR: In this paper, the authors examined the volatility and shock transmission mechanism among US equity, global crude oil market, and equity markets of Saudi Arabia, Kuwait, and Bahrain, and found significant volatility spillover from the Saudi market to the oil market.
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Volatility transmission between oil prices and equity sector returns
Farooq Malik,Bradley T. Ewing +1 more
TL;DR: In this article, the authors employ bivariate GARCH models to simultaneously estimate the mean and conditional variance between five different US sector indexes and oil prices, and find evidence of significant transmission of shocks and volatility between oil prices and some of the examined market sectors.
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Is gold the best hedge and a safe haven under changing stock market volatility
Matthew Hood,Farooq Malik +1 more
TL;DR: In this paper, the role of gold and other precious metals relative to volatility (Volatility Index (VIX)) as a hedge and safe haven was evaluated using data from the US stock market.
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Volatility transmission between gold and oil futures under structural breaks
Bradley T. Ewing,Farooq Malik +1 more
TL;DR: This paper employed univariate and bivariate GARCH models to examine the volatility of gold and oil futures incorporating structural breaks using daily returns from July 1, 1993 to June 30, 2010.
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Volatility transmission in the oil and natural gas markets
TL;DR: The authors empirically examined the univariate and bivariate time-series properties of oil and natural gas index returns, allowing for non-linearity in the variance of each series, as well as for the possibility that changes in volatility in one market may spill over to the other market.