| 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 |
0 |
1 |
| Analytical Modeling and Empirical Analysis of Binary Options Strategies |
0 |
0 |
0 |
3 |
1 |
4 |
5 |
13 |
| Are herding transmissions in the gulf cooperation council stock markets regional or international? |
0 |
0 |
0 |
1 |
0 |
2 |
3 |
8 |
| Asymmetric Responses of Economic Growth to Daily Oil Price Changes: New Global Evidence from Mixed-data Sampling Approach |
0 |
0 |
0 |
9 |
1 |
3 |
5 |
42 |
| Asymmetric effects of oil price uncertainty on corporate investment |
0 |
0 |
2 |
33 |
7 |
9 |
28 |
171 |
| Asymmetric risk transfer in global equity markets: An extended sample that includes the COVID pandemic period |
0 |
0 |
1 |
5 |
0 |
0 |
2 |
23 |
| Asymmetric risk transmissions between oil, gold and US equities: Recent evidence from the realized variance of the futures prices |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
5 |
| Bank Competition, Concentration and Risk-taking in the UAE Banking Industry |
0 |
0 |
2 |
84 |
2 |
3 |
9 |
281 |
| Bank distress prediction: Empirical evidence from the Gulf Cooperation Council countries |
0 |
1 |
1 |
65 |
1 |
2 |
10 |
246 |
| Bubble contagion effect between the main precious metals |
0 |
0 |
1 |
4 |
1 |
2 |
7 |
16 |
| CONNECTEDNESS BETWEEN CRUDE OIL AND US EQUITIES: THE IMPACT OF THE COVID-19 PANDEMIC |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
12 |
| COVID-19 and the volatility interlinkage between bitcoin and financial assets |
0 |
0 |
0 |
1 |
3 |
3 |
4 |
13 |
| COVID-19 pandemic and volatility interdependence between gold and financial assets |
0 |
0 |
0 |
8 |
0 |
0 |
2 |
19 |
| Can gold be used as a hedge against the risks of Sharia-compliant securities? Application for Islamic portfolio management |
1 |
1 |
1 |
12 |
2 |
2 |
10 |
87 |
| Can news-based economic sentiment predict bubbles in precious metal markets? |
0 |
0 |
0 |
4 |
0 |
3 |
9 |
22 |
| Connectedness and hedging between gold and Islamic securities: A new evidence from time-frequency domain approaches |
0 |
1 |
3 |
22 |
1 |
3 |
11 |
111 |
| Corporate debt maturity in the MENA region: Does institutional quality matter? |
0 |
0 |
1 |
26 |
1 |
4 |
12 |
180 |
| Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010 |
0 |
0 |
1 |
13 |
1 |
3 |
10 |
146 |
| DYNAMIC CAPITAL STRUCTURE: EVIDENCE FROM THE SMALL DEVELOPING COUNTRY OF JORDAN |
0 |
0 |
0 |
99 |
1 |
2 |
3 |
298 |
| 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 |
2 |
4 |
8 |
10 |
| Directional spillovers from the U.S. and the Saudi market to equities in the Gulf Cooperation Council countries |
0 |
0 |
0 |
16 |
0 |
1 |
7 |
89 |
| Do structural shocks in the crude oil market affect biofuel prices? |
0 |
0 |
0 |
0 |
2 |
3 |
3 |
8 |
| Do structural shocks in the crude oil market affect biofuel prices? |
0 |
0 |
1 |
2 |
1 |
1 |
6 |
21 |
| 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 |
370 |
2 |
6 |
15 |
1,339 |
| Does bank income diversification affect systemic risk: New evidence from dual banking systems |
1 |
1 |
4 |
34 |
1 |
1 |
10 |
66 |
| Does foreign competition affect corporate debt maturity structure? Evidence from import penetration |
0 |
0 |
0 |
4 |
1 |
2 |
5 |
18 |
| Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries |
0 |
0 |
0 |
87 |
1 |
4 |
12 |
381 |
| Dynamic transmissions between Sukuk and bond markets |
0 |
0 |
0 |
44 |
0 |
1 |
5 |
154 |
| Dynamic transmissions between the U.S. and equity markets in the MENA countries: New evidence from pre- and post-global financial crisis |
0 |
0 |
0 |
19 |
3 |
4 |
11 |
112 |
| Economic uncertainty, risk-taking incentives and production management |
0 |
1 |
4 |
5 |
2 |
5 |
13 |
14 |
| Electronic Trading and Market Efficiency in an Emerging Market: The Case of the Jordanian Capital Market |
0 |
0 |
0 |
102 |
1 |
1 |
2 |
281 |
| Energy profile and oil shocks: a dynamic analysis of their impact on stock markets |
0 |
0 |
0 |
0 |
2 |
5 |
9 |
10 |
| Examining complex unit roots in the MENA countries industrial production indices |
0 |
0 |
1 |
70 |
1 |
2 |
6 |
352 |
| Exploring the dynamic connections between oil price shocks and bond yields in developed nations: A TVP-SVAR-SV approach |
0 |
0 |
4 |
4 |
4 |
8 |
16 |
16 |
| External Debt and Economic Growth in Jordan: the Threshold Effect |
0 |
0 |
0 |
0 |
0 |
3 |
8 |
527 |
| Extreme dependence between structural oil shocks and stock markets in GCC countries |
0 |
0 |
0 |
6 |
1 |
1 |
2 |
22 |
| Financial Liberalization and Stability Demand for Money in Emerging Economies: Evidence from Jordan |
0 |
0 |
0 |
284 |
1 |
2 |
3 |
879 |
| Financial integration of GCC banking markets: A non-parametric bootstrap DEA estimation approach |
0 |
1 |
2 |
33 |
2 |
3 |
8 |
139 |
| Free trade agreements and equity market integration: the case of the US and Jordan |
1 |
1 |
1 |
72 |
1 |
2 |
4 |
391 |
| Global financial crisis versus COVID‐19: Evidence from sentiment analysis |
0 |
0 |
4 |
9 |
2 |
4 |
12 |
39 |
| Have returns and volatilities for financial assets responded to implied volatility during the COVID-19 pandemic? |
0 |
0 |
0 |
0 |
1 |
3 |
3 |
10 |
| Have the extraordinary circumstances of the COVID-19 outbreak and the Russian–Ukrainian conflict impacted the efficiency of cryptocurrencies? |
0 |
0 |
1 |
2 |
0 |
2 |
8 |
13 |
| 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 |
1 |
1 |
1 |
9 |
16 |
16 |
24 |
56 |
| Higher-order moment risk spillovers across various financial and commodity markets: Insights from the Israeli–Palestinian conflict |
1 |
1 |
5 |
24 |
2 |
2 |
13 |
47 |
| Institutions and corporate capital structure in the MENA region |
0 |
0 |
0 |
37 |
0 |
0 |
5 |
249 |
| International Business & Economics Research (IBER) Conference |
0 |
0 |
0 |
5 |
1 |
3 |
3 |
30 |
| Is there a diversification benefit from investing in the Arab Gulf stock markets? A multivariate GARCH analysis |
0 |
0 |
0 |
70 |
0 |
0 |
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 |
1 |
6 |
9 |
120 |
| Monetary policy and the central bank's securities |
0 |
0 |
1 |
119 |
3 |
4 |
8 |
339 |
| OPEC meetings, oil market volatility and herding behaviour in the Saudi Arabia stock market |
0 |
1 |
2 |
4 |
2 |
3 |
11 |
37 |
| Oil Price Shocks and Emerging Stock Markets: A Generalized VAR Approach |
0 |
0 |
1 |
1,519 |
5 |
6 |
17 |
3,486 |
| Oil price changes and industrial output in the MENA region: Nonlinearities and asymmetries |
0 |
0 |
0 |
2 |
2 |
3 |
5 |
31 |
| Oil price uncertainly and sovereign credit risk in GCC countries: fresh evidence |
1 |
2 |
7 |
11 |
6 |
10 |
17 |
22 |
| Oil price uncertainty and equity returns |
0 |
0 |
2 |
13 |
1 |
1 |
8 |
69 |
| Oil price uncertainty and real output growth: new evidence from selected oil-importing countries in the Middle East |
0 |
1 |
3 |
19 |
2 |
4 |
14 |
99 |
| Oil structural shocks, bank-level characteristics, and systemic risk: Evidence from dual banking systems |
0 |
0 |
0 |
5 |
0 |
1 |
4 |
23 |
| Pattern and determinants of tail-risk transmission between cryptocurrency markets: new evidence from recent crisis episodes |
0 |
0 |
1 |
2 |
2 |
4 |
11 |
16 |
| Political risk and bank stability in the Middle East and North Africa region |
1 |
3 |
8 |
61 |
3 |
15 |
38 |
305 |
| Price Limit and Volatility in Taiwan Stock Exchange: Some Additional Evidence from the Extreme Value Approach |
0 |
0 |
0 |
3 |
2 |
2 |
2 |
30 |
| Product market competition, oil uncertainty and corporate investment |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
23 |
| Re-examining the Impact of Oil Price Uncertainty on Sovereign CDS Spread of GCC Countries - Accounting for the Asymmetry and Outliers |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
4 |
| Regional Integration of Stock Markets in MENA Countries |
0 |
0 |
0 |
2 |
2 |
3 |
4 |
40 |
| Return and volatility spillovers between Dubai financial market and Abu Dhabi Stock Exchange in the UAE |
0 |
0 |
0 |
39 |
0 |
0 |
3 |
230 |
| 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 |
0 |
1 |
0 |
4 |
14 |
17 |
| Risk spillovers and time-varying links between international oil and China’s commodity futures markets: Fresh evidence from the higher-order moments |
0 |
0 |
1 |
7 |
1 |
3 |
5 |
25 |
| Stationary Component in Stock Prices: A Reappraisal of Empirical Findings |
0 |
0 |
0 |
2 |
1 |
2 |
4 |
38 |
| THE RELATIVE RISK PERFORMANCE OF ISLAMIC FINANCE: A NEW GUIDE TO LESS RISKY INVESTMENTS |
0 |
0 |
2 |
32 |
0 |
1 |
6 |
73 |
| THE SYSTEMIC RISK IN THE GULF COOPERATION COUNCIL COUNTRIES’ EQUITY MARKETS AND BANKING SECTORS: A DYNAMIC COVAR APPROACH |
0 |
0 |
0 |
4 |
1 |
1 |
2 |
9 |
| Tail dependence between Bitcoin and financial assets: Evidence from a quantile cross-spectral approach |
1 |
1 |
2 |
27 |
6 |
7 |
10 |
100 |
| Tail dependence between gold and Islamic securities |
0 |
0 |
0 |
5 |
1 |
1 |
1 |
27 |
| Tail risk connectedness among GCC banks episodes from the Global Financial Crisis to COVID-19 pandemic |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
6 |
| Testing for long-range dependence in stock market returns: a further evidence from MENA emerging stock markets |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
3 |
| The Capital Structure Choice and Financial Market Liberalization: A Panel Data Analysis and GMM Estimation in Jordan |
0 |
0 |
1 |
321 |
1 |
3 |
7 |
1,149 |
| The Impact of Economic Policy Uncertainty on Systemic Risk in the Fintech Industry: Evidence from Crisis Events and the COVID-19 Pandemic |
3 |
3 |
7 |
18 |
5 |
6 |
20 |
74 |
| The Impact of Sentiment on Commodity Return and Volatility |
0 |
0 |
1 |
25 |
0 |
3 |
12 |
69 |
| 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 |
2 |
2 |
2 |
91 |
| The Random Walk Hypothesis and the Evidence from the Amman (Jordan) Stock Exchange |
0 |
0 |
0 |
47 |
0 |
0 |
0 |
197 |
| The co-movement between oil and clean energy stocks: A wavelet-based analysis of horizon associations |
0 |
0 |
3 |
13 |
2 |
4 |
11 |
59 |
| The connectedness between crude oil and financial markets: Evidence from implied volatility indices |
0 |
0 |
0 |
24 |
4 |
5 |
9 |
131 |
| The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes |
1 |
2 |
2 |
59 |
4 |
7 |
12 |
252 |
| The effect of market structure, regulation, and risk on banks efficiency |
0 |
0 |
1 |
58 |
0 |
0 |
6 |
277 |
| The effect of structural oil shocks on bank systemic risk in the GCC countries |
0 |
0 |
1 |
14 |
2 |
4 |
12 |
59 |
| The effects of investor emotions sentiments on crude oil returns: A time and frequency dynamics analysis |
0 |
0 |
0 |
2 |
0 |
0 |
3 |
26 |
| The factors influencing the decision to list on Abu Dhabi securities exchange |
0 |
0 |
1 |
7 |
2 |
5 |
10 |
43 |
| The impact of COVID-19 pandemic on the dynamic correlations between gold and U.S. equities: evidence from multifractal cross-correlation analysis |
0 |
0 |
0 |
1 |
1 |
3 |
4 |
9 |
| The impact of extreme structural oil-price shocks on clean energy and oil stocks |
0 |
0 |
0 |
10 |
4 |
8 |
11 |
65 |
| 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 |
2 |
2 |
| 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 |
0 |
121 |
| The tail dependence structure between investor sentiment and commodity markets |
0 |
0 |
1 |
5 |
1 |
2 |
4 |
34 |
| Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective |
0 |
0 |
1 |
3 |
1 |
2 |
5 |
18 |
| 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 |
0 |
3 |
2 |
3 |
7 |
18 |
| Time–frequency quantile dependence between Bitcoin and global equity markets |
0 |
2 |
3 |
15 |
1 |
5 |
9 |
50 |
| Unveiling interconnectedness: Exploring higher-order moments among energy, precious metals, industrial metals, and agricultural commodities in the context of geopolitical risks and systemic stress |
0 |
0 |
3 |
4 |
8 |
14 |
25 |
35 |
| Value‐at‐risk under extreme values: the relative performance in MENA emerging stock markets |
0 |
0 |
0 |
1 |
0 |
2 |
6 |
8 |
| Volatility spillovers and cross-hedging between gold, oil and equities: Evidence from the Gulf Cooperation Council countries |
1 |
1 |
2 |
32 |
4 |
5 |
12 |
124 |
| Total Journal Articles |
13 |
25 |
100 |
4,309 |
159 |
301 |
743 |
15,552 |
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