Access Statistics for Aktham I. Maghyereh

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
OIL PRICE CHANGES AND INDUSTRIAL OUTPUT IN THE MENA REGION: NONLINEARITIES AND ASYMMETRIES 0 0 0 23 0 1 5 34
Total Working Papers 0 0 0 23 0 1 5 34


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A nonparametric cointegration analysis of the forward rate unbiasedness hypothesis 0 0 0 0 0 0 1 1
Analytical Modeling and Empirical Analysis of Binary Options Strategies 0 0 2 3 0 0 3 8
Are herding transmissions in the gulf cooperation council stock markets regional or international? 0 0 1 1 0 0 3 5
Asymmetric Responses of Economic Growth to Daily Oil Price Changes: New Global Evidence from Mixed-data Sampling Approach 0 0 0 9 1 1 2 38
Asymmetric effects of oil price uncertainty on corporate investment 0 1 6 32 0 1 17 144
Asymmetric risk transfer in global equity markets: An extended sample that includes the COVID pandemic period 0 0 1 4 1 1 5 22
Asymmetric risk transmissions between oil, gold and US equities: Recent evidence from the realized variance of the futures prices 0 0 1 2 0 0 2 5
Bank Competition, Concentration and Risk-taking in the UAE Banking Industry 1 1 4 83 1 2 12 274
Bank distress prediction: Empirical evidence from the Gulf Cooperation Council countries 0 0 1 64 1 3 5 239
Bubble contagion effect between the main precious metals 1 1 2 4 2 2 4 11
CONNECTEDNESS BETWEEN CRUDE OIL AND US EQUITIES: THE IMPACT OF THE COVID-19 PANDEMIC 0 0 1 2 0 0 5 11
COVID-19 and the volatility interlinkage between bitcoin and financial assets 0 0 0 1 0 0 3 9
COVID-19 pandemic and volatility interdependence between gold and financial assets 0 0 1 8 1 1 4 18
Can gold be used as a hedge against the risks of Sharia-compliant securities? Application for Islamic portfolio management 0 0 1 11 0 3 7 80
Can news-based economic sentiment predict bubbles in precious metal markets? 0 0 2 4 1 1 7 14
Connectedness and hedging between gold and Islamic securities: A new evidence from time-frequency domain approaches 0 0 1 19 1 1 3 101
Corporate debt maturity in the MENA region: Does institutional quality matter? 0 0 1 25 1 4 7 172
Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010 0 0 0 12 0 1 3 137
DYNAMIC CAPITAL STRUCTURE: EVIDENCE FROM THE SMALL DEVELOPING COUNTRY OF JORDAN 0 0 0 99 0 0 3 295
Did real economic uncertainty drive risk connectedness in the oil–stock nexus during the COVID-19 outbreak? A partial wavelet coherence analysis 0 0 0 0 0 1 2 3
Directional spillovers from the U.S. and the Saudi market to equities in the Gulf Cooperation Council countries 0 0 0 16 0 2 2 84
Do structural shocks in the crude oil market affect biofuel prices? 0 0 0 0 0 0 3 5
Do structural shocks in the crude oil market affect biofuel prices? 0 0 0 1 0 0 2 15
Does Fisher Effect Apply in Developing Countries: Evidence From a Nonlinear Cotrending Test applied to Argentina, Brazil, Malysia, Mexico, Korea and Turkey 0 0 2 368 0 3 12 1,327
Does bank income diversification affect systemic risk: New evidence from dual banking systems 0 1 6 31 0 3 12 59
Does foreign competition affect corporate debt maturity structure? Evidence from import penetration 0 0 1 4 0 0 5 13
Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries 0 0 2 87 3 5 10 374
Dynamic transmissions between Sukuk and bond markets 0 0 2 44 0 2 5 151
Dynamic transmissions between the U.S. and equity markets in the MENA countries: New evidence from pre- and post-global financial crisis 0 0 2 19 1 3 8 104
Economic uncertainty, risk-taking incentives and production management 0 2 3 3 1 4 5 5
Electronic Trading and Market Efficiency in an Emerging Market: The Case of the Jordanian Capital Market 0 0 1 102 0 0 1 279
Energy profile and oil shocks: a dynamic analysis of their impact on stock markets 0 0 0 0 0 0 1 1
Examining complex unit roots in the MENA countries industrial production indices 0 1 1 70 1 2 3 348
Exploring the dynamic connections between oil price shocks and bond yields in developed nations: A TVP-SVAR-SV approach 1 1 1 1 2 2 2 2
External Debt and Economic Growth in Jordan: the Threshold Effect 0 0 0 0 0 0 7 519
Extreme dependence between structural oil shocks and stock markets in GCC countries 0 0 1 6 0 1 6 21
Financial Liberalization and Stability Demand for Money in Emerging Economies: Evidence from Jordan 0 0 1 284 0 0 2 876
Financial integration of GCC banking markets: A non-parametric bootstrap DEA estimation approach 1 1 2 32 1 3 4 134
Free trade agreements and equity market integration: the case of the US and Jordan 0 0 1 71 1 1 2 388
Global financial crisis versus COVID‐19: Evidence from sentiment analysis 0 0 1 5 0 3 12 30
Have returns and volatilities for financial assets responded to implied volatility during the COVID-19 pandemic? 0 0 0 0 0 0 2 7
Have the extraordinary circumstances of the COVID-19 outbreak and the Russian–Ukrainian conflict impacted the efficiency of cryptocurrencies? 0 0 1 1 0 1 4 6
Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict 0 0 3 8 1 2 17 34
Higher-order moment risk spillovers across various financial and commodity markets: Insights from the Israeli–Palestinian conflict 2 3 14 22 2 4 27 38
Institutions and corporate capital structure in the MENA region 0 0 0 37 1 3 6 247
International Business & Economics Research (IBER) Conference 0 0 0 5 0 0 1 27
Is there a diversification benefit from investing in the Arab Gulf stock markets? A multivariate GARCH analysis 0 0 0 70 0 1 1 300
Modeling and Forecasting Value-at-Risk in the UAE Stock Markets: The Role of Long Memory, Fat Tails and Asymmetries in Return Innovations 0 0 0 26 0 3 3 114
Monetary policy and the central bank's securities 1 1 1 119 1 1 2 332
OPEC meetings, oil market volatility and herding behaviour in the Saudi Arabia stock market 0 1 1 3 2 4 5 30
Oil Price Shocks and Emerging Stock Markets: A Generalized VAR Approach 0 1 5 1,519 2 7 18 3,476
Oil price changes and industrial output in the MENA region: Nonlinearities and asymmetries 0 0 0 2 0 0 2 26
Oil price uncertainly and sovereign credit risk in GCC countries: fresh evidence 1 1 5 5 1 1 6 6
Oil price uncertainty and equity returns 0 1 1 12 0 2 3 63
Oil price uncertainty and real output growth: new evidence from selected oil-importing countries in the Middle East 0 1 3 17 0 2 16 87
Oil structural shocks, bank-level characteristics, and systemic risk: Evidence from dual banking systems 0 0 3 5 1 1 13 20
Pattern and determinants of tail-risk transmission between cryptocurrency markets: new evidence from recent crisis episodes 0 0 1 1 2 4 9 9
Political risk and bank stability in the Middle East and North Africa region 0 1 7 54 1 8 27 275
Price Limit and Volatility in Taiwan Stock Exchange: Some Additional Evidence from the Extreme Value Approach 0 0 1 3 0 0 1 28
Product market competition, oil uncertainty and corporate investment 0 0 0 5 0 0 3 23
Re-examining the Impact of Oil Price Uncertainty on Sovereign CDS Spread of GCC Countries - Accounting for the Asymmetry and Outliers 0 0 2 2 0 0 2 2
Regional Integration of Stock Markets in MENA Countries 0 0 0 2 0 1 2 37
Return and volatility spillovers between Dubai financial market and Abu Dhabi Stock Exchange in the UAE 0 0 0 39 0 1 1 228
Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments 0 0 1 1 1 2 5 5
Risk spillovers and time-varying links between international oil and China’s commodity futures markets: Fresh evidence from the higher-order moments 0 0 0 6 0 1 4 21
Stationary Component in Stock Prices: A Reappraisal of Empirical Findings 0 0 0 2 1 2 2 36
THE RELATIVE RISK PERFORMANCE OF ISLAMIC FINANCE: A NEW GUIDE TO LESS RISKY INVESTMENTS 0 1 3 31 0 2 7 69
THE SYSTEMIC RISK IN THE GULF COOPERATION COUNCIL COUNTRIES’ EQUITY MARKETS AND BANKING SECTORS: A DYNAMIC COVAR APPROACH 0 0 1 4 0 0 2 7
Tail dependence between Bitcoin and financial assets: Evidence from a quantile cross-spectral approach 0 0 1 25 0 1 3 91
Tail dependence between gold and Islamic securities 0 0 0 5 0 0 0 26
Tail risk connectedness among GCC banks episodes from the Global Financial Crisis to COVID-19 pandemic 0 0 0 0 1 1 4 4
Testing for long-range dependence in stock market returns: a further evidence from MENA emerging stock markets 0 0 0 0 1 1 1 1
The Capital Structure Choice and Financial Market Liberalization: A Panel Data Analysis and GMM Estimation in Jordan 0 1 1 321 0 3 6 1,145
The Impact of Economic Policy Uncertainty on Systemic Risk in the Fintech Industry: Evidence from Crisis Events and the COVID-19 Pandemic 0 1 3 12 0 2 25 56
The Impact of Sentiment on Commodity Return and Volatility 0 0 0 24 1 3 4 60
The Interrelationship between the FED’s Profit and Selected Macroeconomic Variables - L’interrelazione tra profitti della Federal Reserve e alcune variabili macroeconomiche 0 0 0 10 0 0 0 89
The Random Walk Hypothesis and the Evidence from the Amman (Jordan) Stock Exchange 0 0 0 47 0 0 1 197
The co-movement between oil and clean energy stocks: A wavelet-based analysis of horizon associations 0 1 2 11 1 2 8 50
The connectedness between crude oil and financial markets: Evidence from implied volatility indices 0 0 0 24 1 4 7 126
The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes 0 0 2 57 1 4 16 244
The effect of market structure, regulation, and risk on banks efficiency 0 1 1 58 0 2 4 273
The effect of structural oil shocks on bank systemic risk in the GCC countries 0 1 4 14 1 4 19 51
The effects of investor emotions sentiments on crude oil returns: A time and frequency dynamics analysis 0 0 0 2 0 2 3 25
The factors influencing the decision to list on Abu Dhabi securities exchange 1 1 1 7 1 2 5 35
The impact of COVID-19 pandemic on the dynamic correlations between gold and U.S. equities: evidence from multifractal cross-correlation analysis 0 0 1 1 0 1 3 6
The impact of extreme structural oil-price shocks on clean energy and oil stocks 0 0 1 10 0 1 5 55
The long-run relationship between stock returns and inflation in developing countries: further evidence from a nonparametric cointegration test 0 0 0 0 1 1 1 1
The performance of value-at-risk models in emerging markets: evidence from Kuwait stock exchange 0 0 0 1 0 0 0 202
The tail behavior of extreme stock returns in the Gulf emerging markets 0 0 0 25 0 0 1 121
The tail dependence structure between investor sentiment and commodity markets 0 0 1 4 0 0 4 30
Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective 0 1 2 3 0 1 10 14
Time–frequency co-movement and risk connectedness among cryptocurrencies: new evidence from the higher-order moments before and during the COVID-19 pandemic 0 0 1 3 0 0 4 11
Time–frequency quantile dependence between Bitcoin and global equity markets 0 0 1 12 3 3 6 44
Unveiling interconnectedness: Exploring higher-order moments among energy, precious metals, industrial metals, and agricultural commodities in the context of geopolitical risks and systemic stress 1 1 2 2 2 3 13 13
Value‐at‐risk under extreme values: the relative performance in MENA emerging stock markets 0 0 0 1 0 1 2 3
Volatility spillovers and cross-hedging between gold, oil and equities: Evidence from the Gulf Cooperation Council countries 0 0 0 30 0 3 7 115
Total Journal Articles 10 28 129 4,237 50 154 555 14,963
8 registered items for which data could not be found


Statistics updated 2025-03-03