Details about Faruk Balli

Access statistics for papers by Faruk Balli.

Last updated 2024-12-05. Update your information in the RePEc Author Service.

Short-id: pba557

Working Papers

2021

1. Bi-Demographic and Current Account Dynamics using SVAR Model: Evidence from Saudi Arabia
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Bi-demographic and current account dynamics using SVAR model: evidence from Saudi Arabia, Economic Change and Restructuring, Springer (2022) View citations (1) (2022)
2. Sukuk and bond spreads
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article Sukuk and bond spreads, Journal of Economics and Finance, Springer (2021) View citations (1) (2021)

2019

3. Bi-Demographic Changes and Current Account using SVAR Modeling
   Papers, arXiv.org
4. Bi-Demographic Changes and Current Account using SVAR Modeling: Evidence from Saudi Arabia
   MPRA Paper, University Library of Munich, Germany
5. Bi-Demographic Changes and Current Account using SVAR Modeling: Evidence from Saudi Economy
   Working Papers, HAL

2018

6. A tale of two shocks: What do we learn from the impacts of economic policy uncertainties on tourism?
   Post-Print, HAL View citations (37)

2017

7. Toward Understanding Outbound GCC International Tourism: The Role of Expatriates and Institutional Quality
   MPRA Paper, University Library of Munich, Germany
   Also in MPRA Paper, University Library of Munich, Germany (2017)

2016

8. On the global determinants of visiting home
   MPRA Paper, University Library of Munich, Germany
9. Risk sharing among economic sectors
   MPRA Paper, University Library of Munich, Germany View citations (1)

2015

10. An Analysis of Returns and Volatility Spillovers and their Determinants in Emerging Asian and Middle Eastern Countries
    MPRA Paper, University Library of Munich, Germany View citations (36)
    Also in MPRA Paper, University Library of Munich, Germany (2015) View citations (36)
    See also Journal Article An analysis of returns and volatility spillovers and their determinants in emerging Asian and Middle Eastern countries, International Review of Economics & Finance, Elsevier (2015) View citations (31) (2015)
11. Channels of risk-sharing at a micro level: savings, investments and the risk aversion heterogeneity
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
    See also Journal Article Channels of Risk Sharing at Micro Level: Savings, Investments and Risk Aversion Heterogeneity, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2016) View citations (3) (2016)
12. Globalization and international risk-sharing: do political and social factors matter more than economic integration?
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (1)

2014

13. Determinants of risk sharing through remittances: cross-country evidence
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (2)
14. The determinants of the volatility of returns on cross-border asset holdings
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (4)
    See also Journal Article The determinants of the volatility of returns on cross-border asset holdings, Journal of International Money and Finance, Elsevier (2014) View citations (4) (2014)

2013

15. International Income Risk-Sharing and the Global Financial Crisis of 2008- 2009
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (20)
    Also in MPRA Paper, University Library of Munich, Germany (2013) View citations (20)
    See also Journal Article International income risk-sharing and the global financial crisis of 2008–2009, Journal of Banking & Finance, Elsevier (2013) View citations (22) (2013)
16. Sectoral equity returns and portfolio diversification opportunities across the GCC region
    MPRA Paper, University Library of Munich, Germany View citations (32)
    See also Journal Article Sectoral equity returns and portfolio diversification opportunities across the GCC region, Journal of International Financial Markets, Institutions and Money, Elsevier (2013) View citations (30) (2013)

2012

17. Risk Sharing in the Middle East and North Africa: The Role of Remittances and Factor Incomes
    MPRA Paper, University Library of Munich, Germany View citations (2)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2012) View citations (2)

2011

18. Channels of risk-sharing among Canadian provinces: 1961--2006
    MPRA Paper, University Library of Munich, Germany View citations (5)
    Also in MPRA Paper, University Library of Munich, Germany (2009) View citations (1)
    See also Journal Article Channels of risk-sharing among Canadian provinces: 1961–2006, Empirical Economics, Springer (2012) View citations (19) (2012)
19. Income and consumption smoothing and welfare gains across Pacific Island countries: The role of remittances and foreign aid
    MPRA Paper, University Library of Munich, Germany View citations (18)
    See also Journal Article Income and consumption smoothing and welfare gains across Pacific Island Countries: The role of remittances and foreign aid, Economic Modelling, Elsevier (2011) View citations (18) (2011)
20. Income insurance and the determinants of income insurance via foreign asset revenues and foreign liability payments
    MPRA Paper, University Library of Munich, Germany View citations (19)
    See also Journal Article Income insurance and the determinants of income insurance via foreign asset revenues and foreign liability payments, Economic Modelling, Elsevier (2011) View citations (19) (2011)
21. On the Feasibility of Monetary Union: Does It Make Sense to Look for Shocks Symmetry across Countries When None of the Countries Constitutes an Optimum Currency Area?
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article On the feasibility of monetary union: Does it make sense to look for shocks symmetry across countries when none of the countries constitutes an optimum currency area?, Economic Modelling, Elsevier (2011) View citations (1) (2011)
22. Risk Sharing through Capital Gains
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (15)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (8)
    See also Journal Article Risk sharing through capital gains, Canadian Journal of Economics, Canadian Economics Association (2012) View citations (33) (2012)

2010

23. From Home Bias to Euro Bias: Disentangling the Effects of Monetary Union on the European Financial Markets
    MPRA Paper, University Library of Munich, Germany View citations (30)
    See also Journal Article From home bias to Euro bias: Disentangling the effects of monetary union on the European financial markets, Journal of Economics and Business, Elsevier (2010) View citations (31) (2010)
24. Is the US dollar a suitable anchor for the newly proposed GCC currency?
    MPRA Paper, University Library of Munich, Germany View citations (11)
    See also Journal Article Is the US Dollar a Suitable Anchor for the Newly Proposed GCC Currency?, The World Economy, Wiley Blackwell (2010) View citations (10) (2010)
25. Modelling the Currency in Circulation for the State of Qatar
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Modelling the currency in circulation for the State of Qatar, International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited (2012) View citations (1) (2012)
26. On the choice of an anchor for the GCC currency: does the symmetry of shocks extend to both the oil and the non-oil sectors
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article On the choice of an anchor for the GCC currency: does the symmetry of shocks extend to both the oil and the non-oil sectors?, International Economics and Economic Policy, Springer (2012) View citations (1) (2012)
27. The Patterns of cross-border portfolio investments in the GCC region: do institutional quality and the number of expatriates play a role?
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article The patterns of cross-border portfolio investments in the GCC region: do institutional quality and the number of expatriates play a role?, Journal of Economics and Finance, Springer (2011) View citations (7) (2011)
28. The Role of Institutions, Culture, and Wellbeing in Explaining Bilateral Remittance Flows: Evidence Both Cross-Country and Individual-Level Analysis
    MPRA Paper, University Library of Munich, Germany View citations (1)

2009

29. Are Mortgage Rates Bubbling Up Trouble for Canadas Metropolitan Housing Sector?
    MPRA Paper, University Library of Munich, Germany
30. Income smoothing and foreign asset holdings
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Income smoothing and foreign asset holdings, Journal of Economics and Finance, Springer (2010) View citations (1) (2010)
31. Output gap and inflation nexus: the case of United Arab Emirates
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Output gap and inflation nexus: the case of United Arab Emirates, International Journal of Economics and Business Research, Inderscience Enterprises Ltd (2009) (2009)
32. Sectoral Equity Returns in the Euro Region: Is There any Room for Reducing the Portfolio Risk?
    MPRA Paper, University Library of Munich, Germany View citations (4)
    See also Journal Article Sectoral equity returns in the Euro region: Is there any room for reducing portfolio risk?, Journal of Economics and Business, Elsevier (2011) View citations (15) (2011)

2008

33. International Portfolio Inflows to GCC Markets. Are There any General Patterns?
    MPRA Paper, University Library of Munich, Germany View citations (3)
    See also Journal Article International Portfolio Inflows to GCC Markets: Are There Any General Patterns?, Review of Middle East Economics and Finance, De Gruyter (2009) View citations (17) (2009)
34. Monetary Union Among Arab Gulf Cooperation Council (AGCC) Countries: Does the symmetry of shocks extend to the non-oil sector?
    MPRA Paper, University Library of Munich, Germany View citations (10)
35. New Patterns in International Portfolio Allocation and Income Smoothing
    MPRA Paper, University Library of Munich, Germany View citations (5)
36. On The Road to Monetary Union – Do Arab Gulf Cooperation Council Economies React in the same way to United States' Monetary Policy Shocks?
    MPRA Paper, University Library of Munich, Germany
37. Spillover Effects on Government Bond Yields in Euro Zone. Does Full Financial Integration Exist in European Government Bond Markets?
    MPRA Paper, University Library of Munich, Germany View citations (4)
    See also Journal Article Spillover effects on government bond yields in euro zone. Does full financial integration exist in European government bond markets?, Journal of Economics and Finance, Springer (2009) View citations (31) (2009)
38. Which Output Gap Measure Matters for the Arab Gulf Cooperation Council Countries (AGCC): The Overall GDP Output Gap or the Non-Oil Sector Output Gap?
    MPRA Paper, University Library of Munich, Germany View citations (3)

2007

39. Risk Sharing among OECD and EU Countries: The Role of Capital Gains, Capital Income, Transfers, and Saving
    MPRA Paper, University Library of Munich, Germany View citations (11)

Journal Articles

2024

1. A multi-dimensional connectedness and spillover between green bond and Islamic banking equity: Evidence from country level analysis
   Pacific-Basin Finance Journal, 2024, 83, (C) View citations (3)
2. An investigation of the frequency dynamics of spillovers and connectedness among GCC sectoral indices
   International Review of Economics & Finance, 2024, 89, (PA), 1442-1467 View citations (3)
3. Asymmetric connectedness and investment strategies between commodities and Islamic banks: Evidence from gulf cooperative council (GCC) markets
   Pacific-Basin Finance Journal, 2024, 86, (C)
4. Cross-listing flows under uncertainty: an international perspective
   Applied Economics, 2024, 56, (19), 2357-2374
5. Downside risk connectedness between Islamic sectors and green bond markets: implications for hedging and investment strategies
   Applied Economics, 2024, 56, (59), 8900-8933
6. Exploring the dynamic links, implications for hedging and investment strategies between Sukuk and commodity market volatility: Evidence from country level analysis
   International Review of Economics & Finance, 2024, 93, (PA), 350-371 View citations (2)
7. Firm productivity in the Energy-electricity sector over the last two decades with crisis: The role of cross-listing
   Energy Economics, 2024, 130, (C)
8. How important are prices in long-haul travel? Evidence from New Zealand
   Tourism Economics, 2024, 30, (6), 1492-1507
9. Investment styles of islamic equity funds
   International Review of Economics & Finance, 2024, 89, (PB), 172-187
10. Measuring economic country-specific uncertainty in Türkiye
    Empirical Economics, 2024, 67, (4), 1649-1689
11. Sectoral uncertainty spillovers in emerging markets: A quantile time–frequency connectedness approach
    International Review of Economics & Finance, 2024, 93, (PB), 121-139 View citations (1)
12. The decomposition of tourism demand and tourism receipts
    Tourism Economics, 2024, 30, (5), 1339-1348

2023

13. Analysis of the frequency dynamics of spillovers and connectedness among Islamic and conventional banks and their determinants: evidence from Gulf Cooperative Council (GCC) markets
    Applied Economics, 2023, 55, (50), 5895-5924
14. Contemporaneous and lagged R2 decomposed connectedness approach: New evidence from the energy futures market
    Finance Research Letters, 2023, 57, (C) View citations (12)
15. Dynamic connectedness between crude oil and equity markets: What about the effects of firm's solvency and profitability positions?
    Journal of Commodity Markets, 2023, 31, (C) View citations (2)
16. Emigrants’ visit home and remittance inflows nexus
    Tourism Economics, 2023, 29, (5), 1405-1411
17. Extreme connectedness of agri-commodities with stock markets and its determinants
    Global Finance Journal, 2023, 56, (C) View citations (8)
18. Impact of the Russia–Ukraine war on hospitality equity markets
    Tourism Economics, 2023, 29, (8), 2206-2215
19. Interconnectivity and investment strategies among commodity prices, cryptocurrencies, and G-20 capital markets: A comparative analysis during COVID-19 and Russian-Ukraine war
    International Review of Economics & Finance, 2023, 88, (C), 547-593 View citations (5)
20. Market reaction to macroeconomic anouncements: green vs conventional bonds
    Applied Economics, 2023, 55, (15), 1637-1662 View citations (2)
21. The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors
    Pacific-Basin Finance Journal, 2023, 77, (C) View citations (3)
22. The predictors of intent to leave in the accounting and finance sector in Asia-Pacific countries: a cross-industrial meta-analysis study
    Applied Economics, 2023, 55, (5), 467-486
23. Time‐frequency dynamics between fear connectedness of stocks and alternative assets
    International Journal of Finance & Economics, 2023, 28, (2), 2188-2201 View citations (2)

2022

24. A note on COVID-19 instigated maximum drawdown in Islamic markets versus conventional counterparts
    Finance Research Letters, 2022, 46, (PB) View citations (3)
25. Bi-demographic and current account dynamics using SVAR model: evidence from Saudi Arabia
    Economic Change and Restructuring, 2022, 55, (3), 1327-1363 View citations (1)
    See also Working Paper Bi-Demographic and Current Account Dynamics using SVAR Model: Evidence from Saudi Arabia, MPRA Paper (2021) (2021)
26. COVID-19 and cryptocurrency market: Evidence from quantile connectedness
    Applied Economics, 2022, 54, (3), 280-306 View citations (21)
27. Corporate dividend smoothing: The role of cross-listing
    Journal of Corporate Finance, 2022, 72, (C) View citations (6)
28. Direct real estate, securitized real estate, and equity market dynamic connectedness
    Applied Economics, 2022, 54, (23), 2658-2677 View citations (1)
29. Do conventional currencies hedge cryptocurrencies?
    The Quarterly Review of Economics and Finance, 2022, 85, (C), 223-228 View citations (7)
30. Geopolitical risk spillovers and its determinants
    The Annals of Regional Science, 2022, 68, (2), 463-500 View citations (15)
31. Immigration and regional housing markets: prices, rents, price-to-rent ratios and disequilibrium
    Regional Studies, 2022, 56, (3), 420-432
32. Islamic equity markets versus their conventional counterparts in the COVID‐19 age: Reaction, resilience, and recovery
    International Review of Finance, 2022, 22, (2), 315-324 View citations (4)
33. Quantile connectedness between Sukuk bonds and the impact of COVID-19
    Applied Economics Letters, 2022, 29, (15), 1378-1387 View citations (3)
34. SHARIAH COMPLIANT FIRMS AND RISK SHARING UNDER PANDEMIC ERA
    Journal of Islamic Monetary Economics and Finance, 2022, 8, (3), 429-440
35. Specialization in national output and international cross-listing
    Applied Economics, 2022, 54, (37), 4241-4258
36. Spillovers between Sukuks and Shariah-compliant equity markets
    Pacific-Basin Finance Journal, 2022, 72, (C) View citations (11)
37. Spillovers from tourism demand to tourism equity indices
    Tourism Economics, 2022, 28, (8), 2228-2235
38. Spillovers on sectoral sukuk returns: evidence from country level analysis
    Applied Economics, 2022, 54, (38), 4402-4432 View citations (10)
39. Transition to Islamic equities: Systematic risk and Shari'ah compliance
    Global Finance Journal, 2022, 51, (C)

2021

40. Asymmetric relationship between gold and Islamic stocks in bearish, normal and bullish market conditions
    Resources Policy, 2021, 72, (C) View citations (17)
41. Firm‐level political risk and Shari’ah compliance: equity capital cost and payouts policy
    Accounting and Finance, 2021, 61, (3), 4639-4667
42. Hedging the downside risk of commodities through cryptocurrencies
    Applied Economics Letters, 2021, 28, (2), 153-160 View citations (24)
43. Information transmission between oil and housing markets
    Energy Economics, 2021, 95, (C) View citations (7)
44. Network Connectedness of World's Islamic Equity Markets
    Finance Research Letters, 2021, 41, (C) View citations (2)
45. Quantifying Return Spillovers in Global Real Estate Markets
    Journal of Housing Economics, 2021, 52, (C) View citations (2)
46. Spillovers to sectoral equity returns: do liquidity and financial positions matter?
    Applied Economics, 2021, 53, (27), 3097-3130 View citations (8)
47. Sukuk and bond spreads
    Journal of Economics and Finance, 2021, 45, (3), 529-543 View citations (1)
    See also Working Paper Sukuk and bond spreads, MPRA Paper (2021) View citations (1) (2021)
48. Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds
    Finance Research Letters, 2021, 40, (C) View citations (120)
49. Why do U.S. uncertainties drive stock market spillovers? International evidence
    International Review of Economics & Finance, 2021, 76, (C), 288-301 View citations (14)

2020

50. A hybrid achromatic metalens
    Nature Communications, 2020, 11, (1), 1-8 View citations (7)
51. A small open economy DSGE model with workers' remittances
    Journal of Economic Studies, 2020, 47, (6), 1339-1361
52. Bond market integration of emerging economies and bilateral linkages
    Accounting and Finance, 2020, 60, (3), 2039-2062
53. Can happiness predict future volatility in stock markets?
    Research in International Business and Finance, 2020, 54, (C) View citations (14)
54. Connectedness of cryptocurrencies and prevailing uncertainties
    Applied Economics Letters, 2020, 27, (16), 1316-1322 View citations (15)
55. Consumption smoothing and housing capital gains: evidence from Australia, Canada, and New Zealand
    Applied Economics, 2020, 52, (56), 6145-6161
56. Corporate net income and payout smoothing under Shari'ah compliance
    Pacific-Basin Finance Journal, 2020, 60, (C) View citations (7)
57. Determinants of risk sharing via exports: trade openness and specialisation
    International Journal of Computational Economics and Econometrics, 2020, 10, (4), 380-397
58. Economic policy uncertainty spillover effects on sectoral equity returns of New Zealand
    Journal of Economics and Finance, 2020, 44, (4), 670-686 View citations (9)
59. Economic uncertainties, macroeconomic announcements and sukuk spreads
    Applied Economics, 2020, 52, (35), 3748-3769 View citations (9)
60. Energy commodity uncertainties and the systematic risk of US industries
    Energy Economics, 2020, 85, (C) View citations (30)
61. Risk Sharing and Institutional Quality: Evidence from OECD and Emerging Economies
    Scottish Journal of Political Economy, 2020, 67, (1), 53-71 View citations (2)
62. Shari'ah compliance requirements and the cost of equity capital
    Pacific-Basin Finance Journal, 2020, 62, (C) View citations (1)
63. Time and frequency domain quantile coherence of emerging stock markets with gold and oil prices
    Physica A: Statistical Mechanics and its Applications, 2020, 553, (C) View citations (43)

2019

64. Determinants of sector of holders international equity holdings
    International Review of Economics & Finance, 2019, 63, (C), 329-338 View citations (1)
65. Geopolitical risk and tourism demand in emerging economies
    Tourism Economics, 2019, 25, (6), 997-1005 View citations (21)
66. International tourism demand, number of airline seats and trade triangle: Evidence from New Zealand partners
    Tourism Economics, 2019, 25, (1), 132-144 View citations (2)
67. Modelling the volatility of international visitor arrivals to New Zealand
    Journal of Air Transport Management, 2019, 75, (C), 204-214 View citations (9)
68. Risk sharing role of foreign aid in developing countries
    Applied Economics, 2019, 51, (53), 5753-5766 View citations (4)
69. Spillover network of commodity uncertainties
    Energy Economics, 2019, 81, (C), 914-927 View citations (94)
70. Spillovers and the determinants in Islamic equity markets
    The North American Journal of Economics and Finance, 2019, 50, (C) View citations (17)
71. What monetary discretion can and cannot do under boom and bust cycles? Evidence from an emerging economy
    Journal of Economic Studies, 2019, 46, (6), 1224-1240

2018

72. Does inflation bias stabilize real growth? Evidence from Pakistan
    Journal of Policy Modeling, 2018, 40, (6), 1083-1103 View citations (5)
73. Globalization and international risk-sharing: The role of social and political integration
    European Journal of Political Economy, 2018, 55, (C), 324-345 View citations (10)
74. New Zealand business tourism
    Tourism Economics, 2018, 24, (4), 386-417 View citations (15)
75. The effect of macroeconomic announcements at a sectoral level in the US and European Union
    Research in International Business and Finance, 2018, 44, (C), 256-272 View citations (4)

2017

76. Cross-country determinants of economic policy uncertainty spillovers
    Economics Letters, 2017, 156, (C), 179-183 View citations (74)
77. International arrivals forecasting for Australian airports and the impact of tourism marketing expenditure
    Tourism Economics, 2017, 23, (2), 403-428 View citations (12)
78. The relevance and relative robustness of sources of inflation bias in Pakistan
    Economic Modelling, 2017, 63, (C), 283-303 View citations (4)

2016

79. An empirical assessment of monetary discretion: The case of Pakistan
    Journal of Policy Modeling, 2016, 38, (5), 954-970 View citations (4)
80. Channels of Risk Sharing at Micro Level: Savings, Investments and Risk Aversion Heterogeneity
    International Journal of Finance & Economics, 2016, 21, (1), 90-104 View citations (3)
    See also Working Paper Channels of risk-sharing at a micro level: savings, investments and the risk aversion heterogeneity, CAMA Working Papers (2015) (2015)
81. The impacts of immigrants and institutions on bilateral tourism flows
    Tourism Management, 2016, 52, (C), 221-229 View citations (34)
82. WOULD AUSTRALIA–NEW ZEALAND BE A VIABLE CURRENCY UNION? EVIDENCE FROM INTERSTATE RISK-SHARING PERFORMANCES
    Contemporary Economic Policy, 2016, 34, (3), 531-552 View citations (1)

2015

83. An analysis of returns and volatility spillovers and their determinants in emerging Asian and Middle Eastern countries
    International Review of Economics & Finance, 2015, 39, (C), 311-325 View citations (31)
    See also Working Paper An Analysis of Returns and Volatility Spillovers and their Determinants in Emerging Asian and Middle Eastern Countries, MPRA Paper (2015) View citations (36) (2015)
84. Determinants of risk sharing through remittances
    Journal of Banking & Finance, 2015, 55, (C), 107-116 View citations (30)
85. Modelling the tourism receipt's volatility
    Applied Economics Letters, 2015, 22, (2), 110-115 View citations (6)
86. Possible Best Currency Basket Selection from the Perspective of Real Effective Exchange Rate
    Pacific Economic Review, 2015, 20, (4), 635-650
87. Research Note: The Impact of Marketing Expenditure on International Tourism Demand for the Cook Islands
    Tourism Economics, 2015, 21, (6), 1331-1343 View citations (1)
88. The impact of the Hizmet movement on Turkey's bilateral trade
    Economic Modelling, 2015, 45, (C), 74-82
89. The transmission of market shocks and bilateral linkages: Evidence from emerging economies
    International Review of Financial Analysis, 2015, 42, (C), 349-357 View citations (18)

2014

90. Diversification across ASEAN-wide sectoral and national equity returns
    Economic Modelling, 2014, 41, (C), 398-407 View citations (11)
91. Foreign portfolio diversification and risk-sharing
    Economics Letters, 2014, 125, (2), 187-190 View citations (7)
92. Oil Price and Stock Market Synchronization in Gulf Cooperation Council Countries
    Emerging Markets Finance and Trade, 2014, 50, (1), 22-51 View citations (15)
93. The determinants of the volatility of returns on cross-border asset holdings
    Journal of International Money and Finance, 2014, 44, (C), 1-23 View citations (4)
    See also Working Paper The determinants of the volatility of returns on cross-border asset holdings, CAMA Working Papers (2014) View citations (4) (2014)

2013

94. Impacts of exported Turkish soap operas and visa-free entry on inbound tourism to Turkey
    Tourism Management, 2013, 37, (C), 186-192 View citations (25)
95. International income risk-sharing and the global financial crisis of 2008–2009
    Journal of Banking & Finance, 2013, 37, (7), 2303-2313 View citations (22)
    See also Working Paper International Income Risk-Sharing and the Global Financial Crisis of 2008- 2009, CAMA Working Papers (2013) View citations (20) (2013)
96. Low-inflation-targeting monetary policy and differential unemployment rate: Is monetary policy to be blamed for the financial crisis? — Evidence from major OECD countries
    Economic Modelling, 2013, 30, (C), 546-564 View citations (9)
97. On the empirics of risk-sharing across MENA countries
    Applied Economics, 2013, 45, (23), 3370-3377 View citations (4)
98. Risk sharing in the Middle East and North Africa
    The Economics of Transition, 2013, 21, (1), 135-155 View citations (6)
99. Sectoral equity returns and portfolio diversification opportunities across the GCC region
    Journal of International Financial Markets, Institutions and Money, 2013, 25, (C), 33-48 View citations (30)
    See also Working Paper Sectoral equity returns and portfolio diversification opportunities across the GCC region, MPRA Paper (2013) View citations (32) (2013)
100. Time-Varying Spillover Effects on Sectoral Equity Returns
     International Review of Finance, 2013, 13, (1), 67-91 View citations (18)

2012

101. Channels of risk-sharing among Canadian provinces: 1961–2006
     Empirical Economics, 2012, 43, (2), 763-787 View citations (19)
     See also Working Paper Channels of risk-sharing among Canadian provinces: 1961--2006, MPRA Paper (2011) View citations (5) (2011)
102. Estimating the output gap for the UAE: a production function approach
     International Journal of Monetary Economics and Finance, 2012, 5, (1), 76-86
103. Modelling the currency in circulation for the State of Qatar
     International Journal of Islamic and Middle Eastern Finance and Management, 2012, 5, (4), 321-339 View citations (1)
     See also Working Paper Modelling the Currency in Circulation for the State of Qatar, MPRA Paper (2010) (2010)
104. On the choice of an anchor for the GCC currency: does the symmetry of shocks extend to both the oil and the non-oil sectors?
     International Economics and Economic Policy, 2012, 9, (1), 83-110 View citations (1)
     See also Working Paper On the choice of an anchor for the GCC currency: does the symmetry of shocks extend to both the oil and the non-oil sectors, MPRA Paper (2010) (2010)
105. On the feasibility of monetary union among Gulf Cooperation Council (GCC) countries: does the symmetry of shocks extend to the non-oil sector?
     Journal of Economics and Finance, 2012, 36, (2), 319-334 View citations (5)
106. Risk sharing through capital gains
     Canadian Journal of Economics, 2012, 45, (2), 472-492 View citations (33)
     Also in Canadian Journal of Economics/Revue canadienne d'économique, 2012, 45, (2), 472-492 (2012) View citations (16)
     See also Working Paper Risk Sharing through Capital Gains, CEPR Discussion Papers (2011) View citations (15) (2011)

2011

107. Decomposing the Income Insurance Channel across OECD and Emerging Markets
     International Review of Finance, 2011, 11, (4), 515-535 View citations (1)
108. Income and consumption smoothing and welfare gains across Pacific Island Countries: The role of remittances and foreign aid
     Economic Modelling, 2011, 28, (4), 1642-1649 View citations (18)
     See also Working Paper Income and consumption smoothing and welfare gains across Pacific Island countries: The role of remittances and foreign aid, MPRA Paper (2011) View citations (18) (2011)
109. Income insurance and the determinants of income insurance via foreign asset revenues and foreign liability payments
     Economic Modelling, 2011, 28, (5), 2296-2306 View citations (19)
     See also Working Paper Income insurance and the determinants of income insurance via foreign asset revenues and foreign liability payments, MPRA Paper (2011) View citations (19) (2011)
110. On the feasibility of monetary union: Does it make sense to look for shocks symmetry across countries when none of the countries constitutes an optimum currency area?
     Economic Modelling, 2011, 28, (6), 2701-2718 View citations (1)
     See also Working Paper On the Feasibility of Monetary Union: Does It Make Sense to Look for Shocks Symmetry across Countries When None of the Countries Constitutes an Optimum Currency Area?, MPRA Paper (2011) View citations (1) (2011)
111. Sectoral equity returns in the Euro region: Is there any room for reducing portfolio risk?
     Journal of Economics and Business, 2011, 63, (2), 89-106 View citations (15)
     Also in Journal of Economics and Business, 2011, 63, (2), 89-106 (2011) View citations (15)
     See also Working Paper Sectoral Equity Returns in the Euro Region: Is There any Room for Reducing the Portfolio Risk?, MPRA Paper (2009) View citations (4) (2009)
112. The patterns of cross-border portfolio investments in the GCC region: do institutional quality and the number of expatriates play a role?
     Journal of Economics and Finance, 2011, 35, (4), 434-455 View citations (7)
     See also Working Paper The Patterns of cross-border portfolio investments in the GCC region: do institutional quality and the number of expatriates play a role?, MPRA Paper (2010) View citations (2) (2010)

2010

113. From home bias to Euro bias: Disentangling the effects of monetary union on the European financial markets
     Journal of Economics and Business, 2010, 62, (5), 347-366 View citations (31)
     See also Working Paper From Home Bias to Euro Bias: Disentangling the Effects of Monetary Union on the European Financial Markets, MPRA Paper (2010) View citations (30) (2010)
114. Income smoothing and foreign asset holdings
     Journal of Economics and Finance, 2010, 34, (1), 23-29 View citations (1)
     See also Working Paper Income smoothing and foreign asset holdings, MPRA Paper (2009) (2009)
115. Is the US Dollar a Suitable Anchor for the Newly Proposed GCC Currency?
     The World Economy, 2010, 33, (12), 1898-1922 View citations (10)
     See also Working Paper Is the US dollar a suitable anchor for the newly proposed GCC currency?, MPRA Paper (2010) View citations (11) (2010)

2009

116. International Portfolio Inflows to GCC Markets: Are There Any General Patterns?
     Review of Middle East Economics and Finance, 2009, 5, (2), 45-65 View citations (17)
     See also Working Paper International Portfolio Inflows to GCC Markets. Are There any General Patterns?, MPRA Paper (2008) View citations (3) (2008)
117. Output gap and inflation nexus: the case of United Arab Emirates
     International Journal of Economics and Business Research, 2009, 1, (1), 118-135
     See also Working Paper Output gap and inflation nexus: the case of United Arab Emirates, MPRA Paper (2009) (2009)
118. Spillover effects on government bond yields in euro zone. Does full financial integration exist in European government bond markets?
     Journal of Economics and Finance, 2009, 33, (4), 331-363 View citations (31)
     See also Working Paper Spillover Effects on Government Bond Yields in Euro Zone. Does Full Financial Integration Exist in European Government Bond Markets?, MPRA Paper (2008) View citations (4) (2008)

Edited books

2023

1. Internet Finance and Digital Economy:Advances in Digital Economy and Data Analysis Technology
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd.

Chapters

2006

1. The Impact of the EMU on Channels of Risk Sharing between Member Countries
   A chapter in Proceedings of the Conference on Human and Economic Resources, 2006, pp 399-429 View citations (9)