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Details about Faruk Balli

Phone:+6463505699-2330
Postal address:School of Economics and Finance Massey University Albany, Auckland New Zealand
Workplace:School of Economics and Finance, Business School, Massey University, (more information at EDIRC)

Access statistics for papers by Faruk Balli.

Last updated 2024-03-04. Update your information in the RePEc Author Service.

Short-id: pba557


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Working Papers

2021

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

2019

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

2018

  1. A tale of two shocks: What do we learn from the impacts of economic policy uncertainties on tourism?
    Post-Print, HAL View citations (32)

2017

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

2016

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

2015

  1. An Analysis of Returns and Volatility Spillovers and their Determinants in Emerging Asian and Middle Eastern Countries
    MPRA Paper, University Library of Munich, Germany Downloads View citations (30)
    Also in MPRA Paper, University Library of Munich, Germany (2015) Downloads View citations (30)

    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) Downloads View citations (31) (2015)
  2. 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 Downloads
    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) Downloads View citations (3) (2016)
  3. 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 Downloads View citations (1)

2014

  1. 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 Downloads View citations (2)
  2. 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 Downloads 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) Downloads View citations (4) (2014)

2013

  1. 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 Downloads View citations (20)
    Also in MPRA Paper, University Library of Munich, Germany (2013) Downloads 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) Downloads View citations (22) (2013)
  2. Sectoral equity returns and portfolio diversification opportunities across the GCC region
    MPRA Paper, University Library of Munich, Germany Downloads View citations (31)
    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) Downloads View citations (27) (2013)

2012

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

2011

  1. Channels of risk-sharing among Canadian provinces: 1961--2006
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)
    Also in MPRA Paper, University Library of Munich, Germany (2009) Downloads View citations (1)

    See also Journal Article Channels of risk-sharing among Canadian provinces: 1961–2006, Empirical Economics, Springer (2012) Downloads View citations (19) (2012)
  2. 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 Downloads View citations (17)
    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) Downloads View citations (17) (2011)
  3. Income insurance and the determinants of income insurance via foreign asset revenues and foreign liability payments
    MPRA Paper, University Library of Munich, Germany Downloads 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) Downloads View citations (19) (2011)
  4. 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 Downloads 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) Downloads View citations (1) (2011)
  5. Risk Sharing through Capital Gains
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (15)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (8)

    See also Journal Article Risk sharing through capital gains, Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons (2012) Downloads View citations (15) (2012)

2010

  1. From Home Bias to Euro Bias: Disentangling the Effects of Monetary Union on the European Financial Markets
    MPRA Paper, University Library of Munich, Germany Downloads View citations (32)
    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) Downloads View citations (31) (2010)
  2. Is the US dollar a suitable anchor for the newly proposed GCC currency?
    MPRA Paper, University Library of Munich, Germany Downloads 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)
  3. Modelling the Currency in Circulation for the State of Qatar
    MPRA Paper, University Library of Munich, Germany Downloads
    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) Downloads (2012)
  4. 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 Downloads
    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) Downloads View citations (1) (2012)
  5. 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 Downloads 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) Downloads View citations (7) (2011)
  6. 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 Downloads View citations (1)

2009

  1. Are Mortgage Rates Bubbling Up Trouble for Canadas Metropolitan Housing Sector?
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Income smoothing and foreign asset holdings
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article Income smoothing and foreign asset holdings, Journal of Economics and Finance, Springer (2010) Downloads View citations (1) (2010)
  3. Output gap and inflation nexus: the case of United Arab Emirates
    MPRA Paper, University Library of Munich, Germany Downloads
    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) Downloads (2009)
  4. Sectoral Equity Returns in the Euro Region: Is There any Room for Reducing the Portfolio Risk?
    MPRA Paper, University Library of Munich, Germany Downloads 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) Downloads View citations (15) (2011)

2008

  1. International Portfolio Inflows to GCC Markets. Are There any General Patterns?
    MPRA Paper, University Library of Munich, Germany Downloads 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) Downloads View citations (17) (2009)
  2. 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 Downloads View citations (9)
  3. New Patterns in International Portfolio Allocation and Income Smoothing
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)
  4. 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 Downloads
  5. 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 Downloads 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) Downloads View citations (30) (2009)
  6. 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 Downloads View citations (3)

2007

  1. Risk Sharing among OECD and EU Countries: The Role of Capital Gains, Capital Income, Transfers, and Saving
    MPRA Paper, University Library of Munich, Germany Downloads 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) Downloads
  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 Downloads
  3. Cross-listing flows under uncertainty: an international perspective
    Applied Economics, 2024, 56, (19), 2357-2374 Downloads
  4. Firm productivity in the Energy-electricity sector over the last two decades with crisis: The role of cross-listing
    Energy Economics, 2024, 130, (C) Downloads
  5. Investment styles of islamic equity funds
    International Review of Economics & Finance, 2024, 89, (PB), 172-187 Downloads

2023

  1. 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 Downloads
  2. Contemporaneous and lagged R2 decomposed connectedness approach: New evidence from the energy futures market
    Finance Research Letters, 2023, 57, (C) Downloads
  3. 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) Downloads
  4. Emigrants’ visit home and remittance inflows nexus
    Tourism Economics, 2023, 29, (5), 1405-1411 Downloads
  5. Extreme connectedness of agri-commodities with stock markets and its determinants
    Global Finance Journal, 2023, 56, (C) Downloads View citations (1)
  6. Impact of the Russia–Ukraine war on hospitality equity markets
    Tourism Economics, 2023, 29, (8), 2206-2215 Downloads
  7. 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 Downloads View citations (1)
  8. Market reaction to macroeconomic anouncements: green vs conventional bonds
    Applied Economics, 2023, 55, (15), 1637-1662 Downloads View citations (1)
  9. The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors
    Pacific-Basin Finance Journal, 2023, 77, (C) Downloads View citations (1)
  10. 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 Downloads
  11. Time‐frequency dynamics between fear connectedness of stocks and alternative assets
    International Journal of Finance & Economics, 2023, 28, (2), 2188-2201 Downloads View citations (1)

2022

  1. A note on COVID-19 instigated maximum drawdown in Islamic markets versus conventional counterparts
    Finance Research Letters, 2022, 46, (PB) Downloads View citations (2)
  2. Bi-demographic and current account dynamics using SVAR model: evidence from Saudi Arabia
    Economic Change and Restructuring, 2022, 55, (3), 1327-1363 Downloads View citations (1)
    See also Working Paper Bi-Demographic and Current Account Dynamics using SVAR Model: Evidence from Saudi Arabia, MPRA Paper (2021) Downloads (2021)
  3. COVID-19 and cryptocurrency market: Evidence from quantile connectedness
    Applied Economics, 2022, 54, (3), 280-306 Downloads View citations (12)
  4. Corporate dividend smoothing: The role of cross-listing
    Journal of Corporate Finance, 2022, 72, (C) Downloads View citations (3)
  5. Direct real estate, securitized real estate, and equity market dynamic connectedness
    Applied Economics, 2022, 54, (23), 2658-2677 Downloads View citations (1)
  6. Do conventional currencies hedge cryptocurrencies?
    The Quarterly Review of Economics and Finance, 2022, 85, (C), 223-228 Downloads View citations (3)
  7. Geopolitical risk spillovers and its determinants
    The Annals of Regional Science, 2022, 68, (2), 463-500 Downloads View citations (4)
  8. Immigration and regional housing markets: prices, rents, price-to-rent ratios and disequilibrium
    Regional Studies, 2022, 56, (3), 420-432 Downloads
  9. 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 Downloads View citations (1)
  10. Quantile connectedness between Sukuk bonds and the impact of COVID-19
    Applied Economics Letters, 2022, 29, (15), 1378-1387 Downloads
  11. SHARIAH COMPLIANT FIRMS AND RISK SHARING UNDER PANDEMIC ERA
    Journal of Islamic Monetary Economics and Finance, 2022, 8, (3), 429-440 Downloads
  12. Specialization in national output and international cross-listing
    Applied Economics, 2022, 54, (37), 4241-4258 Downloads
  13. Spillovers between Sukuks and Shariah-compliant equity markets
    Pacific-Basin Finance Journal, 2022, 72, (C) Downloads View citations (5)
  14. Spillovers from tourism demand to tourism equity indices
    Tourism Economics, 2022, 28, (8), 2228-2235 Downloads
  15. Spillovers on sectoral sukuk returns: evidence from country level analysis
    Applied Economics, 2022, 54, (38), 4402-4432 Downloads View citations (6)
  16. Transition to Islamic equities: Systematic risk and Shari'ah compliance
    Global Finance Journal, 2022, 51, (C) Downloads

2021

  1. Asymmetric relationship between gold and Islamic stocks in bearish, normal and bullish market conditions
    Resources Policy, 2021, 72, (C) Downloads View citations (11)
  2. Firm‐level political risk and Shari’ah compliance: equity capital cost and payouts policy
    Accounting and Finance, 2021, 61, (3), 4639-4667 Downloads
  3. Hedging the downside risk of commodities through cryptocurrencies
    Applied Economics Letters, 2021, 28, (2), 153-160 Downloads View citations (14)
  4. Information transmission between oil and housing markets
    Energy Economics, 2021, 95, (C) Downloads View citations (3)
  5. Network Connectedness of World's Islamic Equity Markets
    Finance Research Letters, 2021, 41, (C) Downloads
  6. Quantifying Return Spillovers in Global Real Estate Markets
    Journal of Housing Economics, 2021, 52, (C) Downloads View citations (1)
  7. Spillovers to sectoral equity returns: do liquidity and financial positions matter?
    Applied Economics, 2021, 53, (27), 3097-3130 Downloads View citations (2)
  8. Sukuk and bond spreads
    Journal of Economics and Finance, 2021, 45, (3), 529-543 Downloads
    See also Working Paper Sukuk and bond spreads, MPRA Paper (2021) Downloads (2021)
  9. Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds
    Finance Research Letters, 2021, 40, (C) Downloads View citations (72)
  10. Why do U.S. uncertainties drive stock market spillovers? International evidence
    International Review of Economics & Finance, 2021, 76, (C), 288-301 Downloads View citations (9)

2020

  1. A hybrid achromatic metalens
    Nature Communications, 2020, 11, (1), 1-8 Downloads View citations (4)
  2. A small open economy DSGE model with workers' remittances
    Journal of Economic Studies, 2020, 47, (6), 1339-1361 Downloads
  3. Bond market integration of emerging economies and bilateral linkages
    Accounting and Finance, 2020, 60, (3), 2039-2062 Downloads
  4. Can happiness predict future volatility in stock markets?
    Research in International Business and Finance, 2020, 54, (C) Downloads View citations (10)
  5. Connectedness of cryptocurrencies and prevailing uncertainties
    Applied Economics Letters, 2020, 27, (16), 1316-1322 Downloads View citations (11)
  6. Consumption smoothing and housing capital gains: evidence from Australia, Canada, and New Zealand
    Applied Economics, 2020, 52, (56), 6145-6161 Downloads
  7. Corporate net income and payout smoothing under Shari'ah compliance
    Pacific-Basin Finance Journal, 2020, 60, (C) Downloads View citations (6)
  8. Determinants of risk sharing via exports: trade openness and specialisation
    International Journal of Computational Economics and Econometrics, 2020, 10, (4), 380-397 Downloads
  9. Economic policy uncertainty spillover effects on sectoral equity returns of New Zealand
    Journal of Economics and Finance, 2020, 44, (4), 670-686 Downloads View citations (7)
  10. Economic uncertainties, macroeconomic announcements and sukuk spreads
    Applied Economics, 2020, 52, (35), 3748-3769 Downloads View citations (5)
  11. Energy commodity uncertainties and the systematic risk of US industries
    Energy Economics, 2020, 85, (C) Downloads View citations (22)
  12. Risk Sharing and Institutional Quality: Evidence from OECD and Emerging Economies
    Scottish Journal of Political Economy, 2020, 67, (1), 53-71 Downloads View citations (2)
  13. Shari'ah compliance requirements and the cost of equity capital
    Pacific-Basin Finance Journal, 2020, 62, (C) Downloads View citations (1)
  14. 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) Downloads View citations (32)

2019

  1. Determinants of sector of holders international equity holdings
    International Review of Economics & Finance, 2019, 63, (C), 329-338 Downloads View citations (1)
  2. Geopolitical risk and tourism demand in emerging economies
    Tourism Economics, 2019, 25, (6), 997-1005 Downloads View citations (15)
  3. International tourism demand, number of airline seats and trade triangle: Evidence from New Zealand partners
    Tourism Economics, 2019, 25, (1), 132-144 Downloads View citations (1)
  4. Modelling the volatility of international visitor arrivals to New Zealand
    Journal of Air Transport Management, 2019, 75, (C), 204-214 Downloads View citations (7)
  5. Risk sharing role of foreign aid in developing countries
    Applied Economics, 2019, 51, (53), 5753-5766 Downloads View citations (3)
  6. Spillover network of commodity uncertainties
    Energy Economics, 2019, 81, (C), 914-927 Downloads View citations (66)
  7. Spillovers and the determinants in Islamic equity markets
    The North American Journal of Economics and Finance, 2019, 50, (C) Downloads View citations (11)
  8. 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 Downloads

2018

  1. Does inflation bias stabilize real growth? Evidence from Pakistan
    Journal of Policy Modeling, 2018, 40, (6), 1083-1103 Downloads View citations (4)
  2. Globalization and international risk-sharing: The role of social and political integration
    European Journal of Political Economy, 2018, 55, (C), 324-345 Downloads View citations (9)
  3. New Zealand business tourism
    Tourism Economics, 2018, 24, (4), 386-417 Downloads View citations (15)
  4. 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 Downloads View citations (4)

2017

  1. Cross-country determinants of economic policy uncertainty spillovers
    Economics Letters, 2017, 156, (C), 179-183 Downloads View citations (65)
  2. International arrivals forecasting for Australian airports and the impact of tourism marketing expenditure
    Tourism Economics, 2017, 23, (2), 403-428 Downloads View citations (11)
  3. The relevance and relative robustness of sources of inflation bias in Pakistan
    Economic Modelling, 2017, 63, (C), 283-303 Downloads View citations (4)

2016

  1. An empirical assessment of monetary discretion: The case of Pakistan
    Journal of Policy Modeling, 2016, 38, (5), 954-970 Downloads View citations (4)
  2. Channels of Risk Sharing at Micro Level: Savings, Investments and Risk Aversion Heterogeneity
    International Journal of Finance & Economics, 2016, 21, (1), 90-104 Downloads 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) Downloads (2015)
  3. The impacts of immigrants and institutions on bilateral tourism flows
    Tourism Management, 2016, 52, (C), 221-229 Downloads View citations (32)
  4. WOULD AUSTRALIA–NEW ZEALAND BE A VIABLE CURRENCY UNION? EVIDENCE FROM INTERSTATE RISK-SHARING PERFORMANCES
    Contemporary Economic Policy, 2016, 34, (3), 531-552 Downloads View citations (1)

2015

  1. 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 Downloads 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) Downloads View citations (30) (2015)
  2. Determinants of risk sharing through remittances
    Journal of Banking & Finance, 2015, 55, (C), 107-116 Downloads View citations (27)
  3. Modelling the tourism receipt's volatility
    Applied Economics Letters, 2015, 22, (2), 110-115 Downloads View citations (3)
  4. Possible Best Currency Basket Selection from the Perspective of Real Effective Exchange Rate
    Pacific Economic Review, 2015, 20, (4), 635-650 Downloads
  5. Research Note: The Impact of Marketing Expenditure on International Tourism Demand for the Cook Islands
    Tourism Economics, 2015, 21, (6), 1331-1343 Downloads View citations (1)
  6. The impact of the Hizmet movement on Turkey's bilateral trade
    Economic Modelling, 2015, 45, (C), 74-82 Downloads
  7. The transmission of market shocks and bilateral linkages: Evidence from emerging economies
    International Review of Financial Analysis, 2015, 42, (C), 349-357 Downloads View citations (16)

2014

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

2013

  1. Impacts of exported Turkish soap operas and visa-free entry on inbound tourism to Turkey
    Tourism Management, 2013, 37, (C), 186-192 Downloads View citations (23)
  2. International income risk-sharing and the global financial crisis of 2008–2009
    Journal of Banking & Finance, 2013, 37, (7), 2303-2313 Downloads View citations (22)
    See also Working Paper International Income Risk-Sharing and the Global Financial Crisis of 2008- 2009, CAMA Working Papers (2013) Downloads View citations (20) (2013)
  3. 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 Downloads View citations (7)
  4. On the empirics of risk-sharing across MENA countries
    Applied Economics, 2013, 45, (23), 3370-3377 Downloads View citations (4)
  5. Risk sharing in the Middle East and North Africa
    The Economics of Transition, 2013, 21, (1), 135-155 Downloads View citations (6)
  6. Sectoral equity returns and portfolio diversification opportunities across the GCC region
    Journal of International Financial Markets, Institutions and Money, 2013, 25, (C), 33-48 Downloads View citations (27)
    See also Working Paper Sectoral equity returns and portfolio diversification opportunities across the GCC region, MPRA Paper (2013) Downloads View citations (31) (2013)
  7. Time-Varying Spillover Effects on Sectoral Equity Returns
    International Review of Finance, 2013, 13, (1), 67-91 Downloads View citations (17)

2012

  1. Channels of risk-sharing among Canadian provinces: 1961–2006
    Empirical Economics, 2012, 43, (2), 763-787 Downloads View citations (19)
    See also Working Paper Channels of risk-sharing among Canadian provinces: 1961--2006, MPRA Paper (2011) Downloads View citations (5) (2011)
  2. Estimating the output gap for the UAE: a production function approach
    International Journal of Monetary Economics and Finance, 2012, 5, (1), 76-86 Downloads
  3. 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 Downloads
    See also Working Paper Modelling the Currency in Circulation for the State of Qatar, MPRA Paper (2010) Downloads (2010)
  4. 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 Downloads 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) Downloads (2010)
  5. 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 Downloads View citations (5)
  6. Risk sharing through capital gains
    Canadian Journal of Economics/Revue canadienne d'économique, 2012, 45, (2), 472-492 Downloads View citations (15)
    Also in Canadian Journal of Economics, 2012, 45, (2), 472-492 (2012) Downloads View citations (32)

    See also Working Paper Risk Sharing through Capital Gains, CEPR Discussion Papers (2011) Downloads View citations (15) (2011)

2011

  1. Decomposing the Income Insurance Channel across OECD and Emerging Markets
    International Review of Finance, 2011, 11, (4), 515-535 Downloads View citations (1)
  2. 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 Downloads View citations (17)
    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) Downloads View citations (17) (2011)
  3. Income insurance and the determinants of income insurance via foreign asset revenues and foreign liability payments
    Economic Modelling, 2011, 28, (5), 2296-2306 Downloads 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) Downloads View citations (19) (2011)
  4. 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 Downloads 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) Downloads View citations (1) (2011)
  5. 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 Downloads View citations (15)
    Also in Journal of Economics and Business, 2011, 63, (2), 89-106 (2011) Downloads 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) Downloads View citations (4) (2009)
  6. 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 Downloads 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) Downloads View citations (2) (2010)

2010

  1. 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 Downloads 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) Downloads View citations (32) (2010)
  2. Income smoothing and foreign asset holdings
    Journal of Economics and Finance, 2010, 34, (1), 23-29 Downloads View citations (1)
    See also Working Paper Income smoothing and foreign asset holdings, MPRA Paper (2009) Downloads (2009)
  3. 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) Downloads View citations (11) (2010)

2009

  1. International Portfolio Inflows to GCC Markets: Are There Any General Patterns?
    Review of Middle East Economics and Finance, 2009, 5, (2), 45-65 Downloads View citations (17)
    See also Working Paper International Portfolio Inflows to GCC Markets. Are There any General Patterns?, MPRA Paper (2008) Downloads View citations (3) (2008)
  2. Output gap and inflation nexus: the case of United Arab Emirates
    International Journal of Economics and Business Research, 2009, 1, (1), 118-135 Downloads
    See also Working Paper Output gap and inflation nexus: the case of United Arab Emirates, MPRA Paper (2009) Downloads (2009)
  3. 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 Downloads View citations (30)
    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) Downloads 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. Downloads

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 Downloads View citations (9)
 
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