Publications and communications of Hamid Babaei

Babaei, H. (2024). Time-varying dynamics in financial macroeconomics and markets [Doctoral thesis, ULiège - Université de Liège]. ORBi-University of Liège.

Babaei, H., Hübner, G., & Muller, A. (December 2023). The effects of uncertainty on the dynamics of stock market interdependence: Evidence from the time-varying cointegration of the G7 stock markets. Journal of International Money and Finance, 139, 102961. doi:10.1016/j.jimonfin.2023.102961

Babaei, H., & Hübner, G. (28 March 2023). Co-movement dynamics and disruptions of the major stock markets [Paper presentation]. Financial Econometrics Conference to mark Stephen Taylor's Retirement, Lancaster, United Kingdom.

Babaei, H., Hübner, G., & Muller, A. (2022). Do political and economic uncertainties separate stock markets? ORBi-University of Liège.

Babaei, H., & Muller, A. (14 June 2013). Pair trading : a time-varying cointegration approach [Paper presentation]. European Annual Meeting of the FMA.

Babaei, H., Muller, A., & Lambert, M. (18 April 2013). A closer eye on hedge funds' dynamic hedging [Paper presentation]. Liège‐Luxembourg‐Maastricht PhD Workshop.

Lambert, M., Muller, A., & Babaei, H. (2012). Dynamic Trading Strategies of Equity Hedge Funds: Empirical evidence on how they adapt to market conditions. ORBi-University of Liège.

Muller, A., & Babaei, H. (2012). Pair trading: a dynamic cointegration approach. ORBi-University of Liège.