Details about Hassan B. Ghassan

Access statistics for papers by Hassan B. Ghassan.

Last updated 2025-01-07. Update your information in the RePEc Author Service.

Short-id: pgh130

Working Papers

2024

1. Theoretical and Analytical Approach of Financial Stability: Islamic Perspective
   MPRA Paper, University Library of Munich, Germany

2023

2. Modelling of Levels of Relationship Banking in Business Banking
   MPRA Paper, University Library of Munich, Germany

2021

3. 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)
4. 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)

2020

5. Model reduction in dynamical VAR systems
   MPRA Paper, University Library of Munich, Germany
6. Revisiting Banking Stability Using a New Panel Cointegration Test
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Revisiting Banking Stability Using a New Panel Cointegration Test, IJFS, MDPI (2021) (2021)

2019

7. Bi-Demographic Changes and Current Account using SVAR Modeling
   Papers, arXiv.org
8. Bi-Demographic Changes and Current Account using SVAR Modeling: Evidence from Saudi Arabia
   MPRA Paper, University Library of Munich, Germany
9. Bi-Demographic Changes and Current Account using SVAR Modeling: Evidence from Saudi Economy
   Working Papers, HAL
10. Panel Modeling of Z-score: Evidence from Islamic and Conventional Saudi Banks
    MPRA Paper, University Library of Munich, Germany View citations (1)
    Also in MPRA Paper, University Library of Munich, Germany (2019) View citations (1)
    See also Journal Article Panel modeling of z-score: evidence from Islamic and conventional Saudi banks, International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited (2019) (2019)
11. Sticky Price versus Sticky Information Price: Empirical Evidence in the New Keynesian Setting
    MPRA Paper, University Library of Munich, Germany
    Also in MPRA Paper, University Library of Munich, Germany (2019)

2018

12. Banking Stability System: Does it Matter if the Rate of Return is Fixed or Stochastic?
    Papers, arXiv.org
    Also in MPRA Paper, University Library of Munich, Germany (2012) View citations (1)
13. Intertemporal Modeling of the Current Account
    MPRA Paper, University Library of Munich, Germany
14. Re-examining the equation of exchange according to Shariah rationale money
    MPRA Paper, University Library of Munich, Germany

2017

15. Financial Stability of Conventional and Islamic Banks: A Survey
    MPRA Paper, University Library of Munich, Germany View citations (3)
16. New alternative measuring financial stability
    MPRA Paper, University Library of Munich, Germany View citations (3)
    See also Journal Article New alternative measuring financial stability, Turkish Economic Review, KSP Journals (2017) View citations (3) (2017)
17. The Preeminence of Gold and Silver as Money
    MPRA Paper, University Library of Munich, Germany View citations (1)
18. 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)
19. الحساب الجاري للاقتصاد السعودي عبر نموذج داخلي الزمن دلائل من منهجية نموذج التقهقر الذاتي البنيوي
    (The Current Account of Saudi Economy through Intertemporal Model: Evidence from SVAR)
    MPRA Paper, University Library of Munich, Germany

2016

20. A Consumer Model and Social Welfare Based on the Writings of Shibani (750-805 AD, 131-189 AH)
    MPRA Paper, University Library of Munich, Germany View citations (2)
21. Long Run Dynamic Volatilities between OPEC and non-OPEC Crude Oil Prices
    MPRA Paper, University Library of Munich, Germany View citations (9)
    See also Journal Article Long run dynamic volatilities between OPEC and non-OPEC crude oil prices, Applied Energy, Elsevier (2016) View citations (9) (2016)
22. Long Run Relationship between IFDI and Domestic Investment in GCC Countries
    MPRA Paper, University Library of Munich, Germany View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2013)
23. Long-Run Dynamic Relationship between FDI and Domestic Investment in GCC Countries
    EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels View citations (1)
    See also Journal Article Long-Run Dynamic Relationship between FDI and Domestic Investment in GCC Countries, Journal of Economics and Econometrics, Economics and Econometrics Society (2016) View citations (2) (2016)
24. Time Series Analysis of Financial stability of banks: Evidence from Saudi Arabia
    MPRA Paper, University Library of Munich, Germany View citations (8)
    See also Journal Article Time series analysis of financial stability of banks: Evidence from Saudi Arabia, Review of Financial Economics, John Wiley & Sons (2016) View citations (3) (2016)
25. نموذج النفقة والإعتدال حسب كتابات الشيباني
    (Spending and Fairness Model Based on the Writing of Shibani)
    MPRA Paper, University Library of Munich, Germany
26. نموذج نظري إسلامي داخلي الزمن للحساب الجاري
    (Islamic Theoretical Intertemporal Model of the Current Account)
    MPRA Paper, University Library of Munich, Germany

2015

27. 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)
28. Financial Stability of Islamic and Conventional Banks in Saudi Arabia: Evidence using Pooled and Panel Models
    MPRA Paper, University Library of Munich, Germany
    Also in MPRA Paper, University Library of Munich, Germany (2013) View citations (6)
29. Islamic Consumer Model, Fairness Behavior and Asymptotic Utility
    MPRA Paper, University Library of Munich, Germany View citations (2)
30. Long Run Current Account through theoretical Intertemporal Model
    MPRA Paper, University Library of Munich, Germany
31. الحساب الجاري في المدى البعيد عبر نموذج داخلي الزمن
    (The Current Account in the Long Run through the Intertemporal Model)
    MPRA Paper, University Library of Munich, Germany

2014

32. A Threshold Cointegration Analysis of Asymmetric Adjustment of OPEC and non-OPEC Monthly Crude Oil Prices
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article A threshold cointegration analysis of asymmetric adjustment of OPEC and non-OPEC monthly crude oil prices, Empirical Economics, Springer (2015) View citations (2) (2015)

2013

33. Financial Stability of Islamic and Conventional Banks in Saudi Arabia: a Time Series Analysis
    DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome View citations (3)
34. اختبار أثر التقلب العنقودي لمؤشر تداول باستخدام الارتباط الذاتي المدحرج
    (Test of Clustering Volatility of TASI index using Rolling Autocorrelation)
    MPRA Paper, University Library of Munich, Germany

2012

35. أثر تحرير سوق رأس المال على التذبذب في سوق الأسهم السعودي
    (Effect of Capital Market Liberalization on Volatility of TASI)
    MPRA Paper, University Library of Munich, Germany

2011

36. Public and Private Investment in Saudi Economy: Evidence from Weak Exogeneity and Bound Cointegration Tests
    MPRA Paper, University Library of Munich, Germany
37. هل تؤثر الأزمة المالية العالمية في الاقتصاد السعودي؟ تلحيل عبر نموذج التقهقر الذاتي البنيوي
    (Does the International Financial Crisis impact the Saudi Arabia Economy? SVAR Model Analysis)
    MPRA Paper, University Library of Munich, Germany

2010

38. Does the entry of foreign investors influence the volatility of Doha Securities Market?
    MPRA Paper, University Library of Munich, Germany View citations (1)
39. الارتباط الحركي بين الاستثمار في مؤسسات القطاع الحكومي والاستثمار الخاص عبر نموذج التقهقر الذاتي البنيوي: حالة الاقتصاد السعودي
    (The Dynamic Relationship between the Investment in Public and Private Sectors Using an SVAR Model: Case of Saudi Arabia)
    MPRA Paper, University Library of Munich, Germany

2009

40. Non Linear Adjustment in the MLR Condition: Evidence from Threshold Cointegration
    MPRA Paper, University Library of Munich, Germany
41. اختبار أثر مزاحمة الإنفاق الحكومي للإستثمار الخاص في الاقتصاد السعودي عبر المعاينة المعادة
    (Crowding out Test of Government Expenditures to Private Investment in Saudi Arabia using Bootstrapping)
    MPRA Paper, University Library of Munich, Germany
42. اختبار التكامل المشترك غير الخطي بين الاستثمار الحكومي والاستثمار الخاص في الاقتصاد السعودي
    (Test of Non Linear Cointegration between Government Investment and Private Investment in Saudi Arabia Economy)
    MPRA Paper, University Library of Munich, Germany
43. ما هي طبيعة العلاقة بين الإنفاق الحكومي والإستثمار الخاص في الإقتصاد السعودي؟
    (What is the Nature of the Relationship between Government Spending and Private Investment in Saudi Arabia?)
    MPRA Paper, University Library of Munich, Germany

2008

44. La condition de Marshall-Lerner-Robinson est-elle stable ? Approche par le test GLS cointégration à niveau et puissance améliorés
    (Does the Marshall-Lerner-Robinson condition verify the stability? Evidence from GLS-cointegration test with Good Size and Power)
    MPRA Paper, University Library of Munich, Germany
45. Test de l’Effet de la Fiscalité Foncière sur l’Investissement Touristique
    (Testing the Effect of the Land Tax on Tourism Investment)
    MPRA Paper, University Library of Munich, Germany

2004

46. Test de l’équivalence Ricardienne par la Modélisation SVAR
    (Ricardian Equivalence Test by SVAR Modeling)
    MPRA Paper, University Library of Munich, Germany
47. آثار عجز الميزانية على الإدخار الخاص في الإقتصاد المغربي عبر نمذجة التقهقر الذاتي البنيوي
    (Effects of Budget Deficit on Private Savings in Moroccan Economy using SVAR Modeling)
    MPRA Paper, University Library of Munich, Germany

2003

48. Relations de Long Terme entre Investissement, Déficit Extérieur et Autofinancement sur un Panel Sectoriel
    (Long Run Relationships between Investment, Trade Deficit and Cash-Flow: Evidence from Sectorial Panel)
    MPRA Paper, University Library of Munich, Germany View citations (2)
49. Test de l’effet de stabilisation automatique par la modélisation SVAR sans contrainte de long terme
    (Testing the Automatic Stabilization Effect: Evidence from SVAR Model without Long-Term Constraint)
    MPRA Paper, University Library of Munich, Germany

2002

50. الإنفاق العمومي والإستثمار الخاص اختبار أثر المزاحمة عبر المعاينة المعادة
    (Public Spending and Private Investment: Test of Crowding-out Effects through Re-sampling)
    MPRA Paper, University Library of Munich, Germany
51. نظام الزكاة المالي وتحسين المعاش العام تقدير كمي شمولي في الاقتصاد المغربي
    (Zakat and Improved Public Welfare: A Global Estimation in the Moroccan Economy)
    MPRA Paper, University Library of Munich, Germany

2001

52. Estimation Robuste des Equations d’Importation à Contamination Ponctuelle
    (Robust estimation of the Equations of Punctual contaminated Imports)
    MPRA Paper, University Library of Munich, Germany
53. Formes et méthodes d’estimation des systèmes récursifs dynamiques à double indice
    (Forms and Estimation Methods of Panel Recursive Dynamic Systems)
    MPRA Paper, University Library of Munich, Germany

2000

54. Tests de G-causalité et spécification d’un modèle économétrique: Application sur un panel sectoriel marocain
    (G-causality tests and specification of an econometric model: Evidence form Sectoral Moroccan panel)
    MPRA Paper, University Library of Munich, Germany

1998

55. Fluctuations conjoncturelles et croissance tendancielle de l’économie Marocaine
    (Cyclical Variations and Trend of Growth: Evidence from Moroccan Economy)
    MPRA Paper, University Library of Munich, Germany View citations (3)

1997

56. Indicateurs économiques et financiers: Positionnement de l’Economie Marocaine par rapport à 10 Pays
    (Economic and financial indicators: Positioning the Moroccan economy to 10 Countries)
    MPRA Paper, University Library of Munich, Germany

1994

57. Modèles récursifs à double indice
    LATEC - Document de travail - Economie (1991-2003), LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne View citations (1)

1993

58. Modèle économétrique de l'industrie agro-alimentaire
    Working Papers, HAL
    Also in LATEC - Document de travail - Economie (1991-2003), LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne (1993)

1992

59. L'Industrie Laitière Française: Modèles d'Entreprises et Formes de Concurrence/Coordination Inter-Firmes
    (French Dairy Industry: Enterprise models and Inter-Firms Competition/Coordination Forms)
    MPRA Paper, University Library of Munich, Germany

Journal Articles

2022

1. 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)

2021

2. Revisiting Banking Stability Using a New Panel Cointegration Test
   IJFS, 2021, 9, (2), 1-8
   See also Working Paper Revisiting Banking Stability Using a New Panel Cointegration Test, MPRA Paper (2020) (2020)
3. 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)

2019

4. Panel modeling of z-score: evidence from Islamic and conventional Saudi banks
   International Journal of Islamic and Middle Eastern Finance and Management, 2019, 12, (3), 448-468
   See also Working Paper Panel Modeling of Z-score: Evidence from Islamic and Conventional Saudi Banks, MPRA Paper (2019) View citations (1) (2019)

2017

5. New alternative measuring financial stability
   Turkish Economic Review, 2017, 4, (3), 275-281 View citations (3)
   See also Working Paper New alternative measuring financial stability, MPRA Paper (2017) View citations (3) (2017)

2016

6. A consumer and social welfare model based on the writings of Shibani (750-805 AD, 131-189 AH)
   PSL Quarterly Review, 2016, 69, (278), 235-266 View citations (1)
7. Editorial - Theoretical and Empirical Islamic Economics
   Journal of Reviews on Global Economics, 2016, 5, I
8. Fairness and Ethics in Spending
   Journal of Reviews on Global Economics, 2016, 5, 281-287
9. Long run dynamic volatilities between OPEC and non-OPEC crude oil prices
   Applied Energy, 2016, 169, (C), 384-394 View citations (9)
   See also Working Paper Long Run Dynamic Volatilities between OPEC and non-OPEC Crude Oil Prices, MPRA Paper (2016) View citations (9) (2016)
10. Long-Run Dynamic Relationship between FDI and Domestic Investment in GCC Countries
    Journal of Economics and Econometrics, 2016, 59, (2), 16-43 View citations (2)
    See also Working Paper Long-Run Dynamic Relationship between FDI and Domestic Investment in GCC Countries, EERI Research Paper Series (2016) View citations (1) (2016)
11. Time series analysis of financial stability of banks: Evidence from Saudi Arabia
    Review of Financial Economics, 2016, 31, (1), 3-17 View citations (3)
    Also in Review of Financial Economics, 2016, 31, (C), 3-17 (2016) View citations (8)
    See also Working Paper Time Series Analysis of Financial stability of banks: Evidence from Saudi Arabia, MPRA Paper (2016) View citations (8) (2016)

2015

12. A threshold cointegration analysis of asymmetric adjustment of OPEC and non-OPEC monthly crude oil prices
    Empirical Economics, 2015, 49, (1), 305-323 View citations (2)
    See also Working Paper A Threshold Cointegration Analysis of Asymmetric Adjustment of OPEC and non-OPEC Monthly Crude Oil Prices, MPRA Paper (2014) View citations (1) (2014)
13. 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)

2013

14. The impacts of International Financial Crisis on Saudi Arabia Economy: Evidence from Asymmetric SVAR modelling
    Journal of Reviews on Global Economics, 2013, 2, 390-406 View citations (7)

2012

15. Bound Cointegration Test on Private Investment’s Equation: Evidence from Saudi Economy
    Applied Econometrics and International Development, 2012, 12, (1)

2010

16. The Dynamic Relationship between the Investment in Public and Private Sectors Using an SVAR Model: Case of Saudi Arabia
    Journal of Economic and Administrative Sciences, 2010, 26, (1), 1-26

2009

17. An Alternative Identification of the Economic Shocks in SVAR Models
    Economics Bulletin, 2009, 29, (2), 1019-1026 View citations (1)

2007

18. DOES THE CONSTRAINT IN THE MATRIX OF LONG RUN EFFECTS BIAS THE RICARDIAN EQUIVALENCE TEST?
    Applied Econometrics and International Development, 2007, 7, (1) View citations (2)