Details about Basel Awartani
Access statistics for papers by Basel Awartani.
Last updated 2019-01-16. Update your information in the RePEc Author Service.
Jump to Journal Articles
- Testing and Modelling Market Microstructure Effects with an Application to the Dow Jones Industrial Average
Econometric Society 2004 North American Summer Meetings, Econometric Society View citations (6)
Also in Econometric Society 2004 Australasian Meetings, Econometric Society (2004) View citations (6)
- 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 (12)
- 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 (62)
- Corporate debt maturity in the MENA region: Does institutional quality matter?
International Review of Financial Analysis, 2016, 46, (C), 309-325 View citations (19)
- Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010
Energy Economics, 2016, 56, (C), 205-214 View citations (41)
- Dynamic transmissions between Sukuk and bond markets
Research in International Business and Finance, 2016, 38, (C), 246-261 View citations (24)
- Institutions and corporate capital structure in the MENA region
Emerging Markets Review, 2016, 26, (C), 99-129 View citations (41)
- The connectedness between crude oil and financial markets: Evidence from implied volatility indices
Journal of Commodity Markets, 2016, 4, (1), 56-69 View citations (158)
- 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 (181)
- 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 (28)
- Bank distress prediction: Empirical evidence from the Gulf Cooperation Council countries
Research in International Business and Finance, 2014, 30, (C), 126-147 View citations (21)
- 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 (20)
- Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries
Energy Economics, 2013, 36, (C), 28-42 View citations (181)
- 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 (19)
- 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)
- 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 (13)
- 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)
- 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 (92)
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.