S
Safwan Mohd Nor
Researcher at Victoria University, Australia
Publications - 34
Citations - 377
Safwan Mohd Nor is an academic researcher from Victoria University, Australia. The author has contributed to research in topics: Credit default swap & Stock (geology). The author has an hindex of 7, co-authored 26 publications receiving 217 citations. Previous affiliations of Safwan Mohd Nor include Universiti Malaysia Terengganu.
Papers
More filters
Journal ArticleDOI
Asymmetric determinants of CDS spreads: U.S. industry-level evidence through the NARDL approach
TL;DR: In this paper, the authors investigated the presence of asymmetries in the short and long-run relationships between the 5-year CDS index spreads at the U.S. industry level and a set of major macroeconomic and financial variables, namely the corresponding industry stock indices, the VIX index, the 5year Treasury bond yield and the crude oil price, using the NARDL approach.
Journal ArticleDOI
Examining the efficiency and interdependence of US credit and stock markets through MF-DFA and MF-DXA approaches
Syed Jawad Hussain Shahzad,Safwan Mohd Nor,Walid Mensi,Walid Mensi,Ronald Ravinesh Kumar,Ronald Ravinesh Kumar +5 more
TL;DR: In this paper, the power law properties of 11 US credit and stock markets at the industry level were examined using MF-DFA and multifractal detrended cross-correlation analysis to evaluate the mutual interdependence between CDS-equity market pairs.
Journal ArticleDOI
Government responses to COVID-19 and industry stock returns
TL;DR: The strictest responses of the New Zealand government are notable, given their ability to contain and contain the COVID-19 outbreak as mentioned in this paper, and the strictness of their policies.
Journal ArticleDOI
Interdependence and contagion among industry-level US credit markets: An application of wavelet and VMD based copula approaches
Syed Jawad Hussain Shahzad,Safwan Mohd Nor,Ronald Ravinesh Kumar,Ronald Ravinesh Kumar,Walid Mensi,Walid Mensi +5 more
TL;DR: In this paper, the authors examined the interdependence and contagion among US industry-level credit markets using daily data of 11 industries from 17 December 2007 to 31 December 2014 for the time-frequency, namely, wavelet squared coherence analysis.
Journal ArticleDOI
Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants
Syed Jawad Hussain Shahzad,Safwan Mohd Nor,Safwan Mohd Nor,Shawkat Hammoudeh,Muhammad Shahbaz +4 more
TL;DR: In this paper, the causal links between U.S. industry-wise credits and stock markets were examined, and the full sample bootstrap Granger causality results showed that all stock markets Granger cause their CDS counterparts and there is also bidirectional causality for the banking, healthcare and material industries.