Details about Basel Awartani

Access statistics for papers by Basel Awartani.

Last updated 2019-01-16. Update your information in the RePEc Author Service.

Short-id: paw37

Working Papers

2004

1. Testing and Modelling Market Microstructure Effects with an Application to the Dow Jones Industrial Average
   Econometric Society 2004 Australasian Meetings, Econometric Society View citations (6)
   Also in Econometric Society 2004 North American Summer Meetings, Econometric Society (2004) View citations (6)

Journal Articles

2018

1. Can gold be used as a hedge against the risks of Sharia-compliant securities? Application for Islamic portfolio management
   Journal of Asset Management, 2018, 19, (6), 394-412 View citations (16)

2017

2. Volatility spillovers and cross-hedging between gold, oil and equities: Evidence from the Gulf Cooperation Council countries
   Energy Economics, 2017, 68, (C), 440-453 View citations (80)

2016

3. Corporate debt maturity in the MENA region: Does institutional quality matter?
   International Review of Financial Analysis, 2016, 46, (C), 309-325 View citations (27)
4. Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010
   Energy Economics, 2016, 56, (C), 205-214 View citations (47)
5. Dynamic transmissions between Sukuk and bond markets
   Research in International Business and Finance, 2016, 38, (C), 246-261 View citations (33)
6. Institutions and corporate capital structure in the MENA region
   Emerging Markets Review, 2016, 26, (C), 99-129 View citations (46)
7. Oil price uncertainty and equity returns
   Journal of Financial Economic Policy, 2016, 8, (1), 64-79 View citations (11)
8. The connectedness between crude oil and financial markets: Evidence from implied volatility indices
   Journal of Commodity Markets, 2016, 4, (1), 56-69 View citations (182)
9. The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes
   Energy Economics, 2016, 57, (C), 78-93 View citations (233)

2015

10. Dynamic transmissions between the U.S. and equity markets in the MENA countries: New evidence from pre- and post-global financial crisis
    The Quarterly Review of Economics and Finance, 2015, 56, (C), 123-138 View citations (35)

2014

11. Bank distress prediction: Empirical evidence from the Gulf Cooperation Council countries
    Research in International Business and Finance, 2014, 30, (C), 126-147 View citations (26)
12. The effect of market structure, regulation, and risk on banks efficiency
    Journal of Economic Studies, 2014, 41, (3), 405-430 View citations (8)

2013

13. Directional spillovers from the U.S. and the Saudi market to equities in the Gulf Cooperation Council countries
    Journal of International Financial Markets, Institutions and Money, 2013, 27, (C), 224-242 View citations (25)
14. Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries
    Energy Economics, 2013, 36, (C), 28-42 View citations (212)

2012

15. Financial integration of GCC banking markets: A non-parametric bootstrap DEA estimation approach
    Research in International Business and Finance, 2012, 26, (2), 181-195 View citations (20)
16. Modeling and Forecasting Value-at-Risk in the UAE Stock Markets: The Role of Long Memory, Fat Tails and Asymmetries in Return Innovations
    Review of Middle East Economics and Finance, 2012, 8, (1), 1-22 View citations (2)
17. Return and volatility spillovers between Dubai financial market and Abu Dhabi Stock Exchange in the UAE
    Applied Financial Economics, 2012, 22, (10), 837-848 View citations (11)

2009

18. Assessing Market Microstructure Effects via Realized Volatility Measures with an Application to the Dow Jones Industrial Average Stocks
    Journal of Business & Economic Statistics, 2009, 27, (2), 251-265 View citations (16)

2008

19. Forecasting volatility with noisy jumps: an application to the Dow Jones Industrial Average stocks
    Journal of Forecasting, 2008, 27, (3), 267-278 View citations (1)

2005

20. Predicting the volatility of the S&P-500 stock index via GARCH models: the role of asymmetries
    International Journal of Forecasting, 2005, 21, (1), 167-183 View citations (100)