Details about Haitham A. Al-Zoubi

Access statistics for papers by Haitham A. Al-Zoubi.

Last updated 2009-09-14. Update your information in the RePEc Author Service.

Short-id: pal148

Working Papers

2005

1. A Note on the Foreign Exchange Market Efficiency Hypothesis: Does Small Sample Bias affect Inference?
   Working Papers, University of New Orleans, Department of Economics and Finance

Journal Articles

2009

1. Short-term spot rate models with nonparametric deterministic drift
   The Quarterly Review of Economics and Finance, 2009, 49, (3), 731-747

2008

2. The long swings in the spot exchange rates and the complex unit roots hypothesis
   Journal of International Financial Markets, Institutions and Money, 2008, 18, (3), 236-244
3. The tail behavior of extreme stock returns in the Gulf emerging markets: An implication for financial risk management
   Studies in Economics and Finance, 2008, 25, (1), 21-37

2007

4. Price Limit and Volatility in Taiwan Stock Exchange: Some Additional Evidence from the Extreme Value Approach
   Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2007, 10, (01), 51-61
5. THE RELATIVE RISK PERFORMANCE OF ISLAMIC FINANCE: A NEW GUIDE TO LESS RISKY INVESTMENTS
   International Journal of Theoretical and Applied Finance (IJTAF), 2007, 10, (02), 235-249

2006

6. A nonparametric cointegration analysis of the forward rate unbiasedness hypothesis
   Applied Financial Economics Letters, 2006, 2, (4), 223-227
7. Does Fisher Effect Apply in Developing Countries: Evidence From a Nonlinear Cotrending Test applied to Argentina, Brazil, Malysia, Mexico, Korea and Turkey
   Applied Econometrics and International Development, 2006, 6, (2)
8. Value-at-risk under extreme values: the relative performance in MENA emerging stock markets
   International Journal of Managerial Finance, 2006, 2, (2), 154-172

2005

9. Examining complex unit roots in the MENA countries industrial production indices
   Applied Economics Letters, 2005, 12, (4), 255-259
10. Free trade agreements and equity market integration: the case of the US and Jordan
    Applied Financial Economics, 2005, 15, (14), 995-1005
11. Is there a diversification benefit from investing in the Arab Gulf stock markets? A multivariate GARCH analysis
    Global Business and Economics Review, 2005, 7, (4), 324-342
    Also in Global Business and Economics Review, 2005, 7, (4), 324-342 (2005)