Details about Aktham I. Maghyereh
Access statistics for papers by Aktham I. Maghyereh.
Last updated 2023-03-16. Update your information in the RePEc Author Service.
Short-id: pma3109
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Working Papers
2019
- OIL PRICE CHANGES AND INDUSTRIAL OUTPUT IN THE MENA REGION: NONLINEARITIES AND ASYMMETRIES
Working Papers, Economic Research Forum 
See also Journal Article in Energy (2020)
Journal Articles
2022
- Analytical Modeling and Empirical Analysis of Binary Options Strategies
Future Internet, 2022, 14, (7), 1-23
- Asymmetric risk transfer in global equity markets: An extended sample that includes the COVID pandemic period
The Journal of Economic Asymmetries, 2022, 25, (C) View citations (1)
- Asymmetric risk transmissions between oil, gold and US equities: Recent evidence from the realized variance of the futures prices
Resources Policy, 2022, 79, (C)
- Bubble contagion effect between the main precious metals
Studies in Economics and Finance, 2022, 40, (1), 43-63
- COVID-19 and the volatility interlinkage between bitcoin and financial assets
Empirical Economics, 2022, 63, (6), 2875-2901 View citations (2)
- COVID-19 pandemic and volatility interdependence between gold and financial assets
Applied Economics, 2022, 54, (13), 1473-1486 View citations (1)
- Can news-based economic sentiment predict bubbles in precious metal markets?
Financial Innovation, 2022, 8, (1), 1-29
- Does bank income diversification affect systemic risk: New evidence from dual banking systems
Finance Research Letters, 2022, 47, (PB) View citations (1)
- Extreme dependence between structural oil shocks and stock markets in GCC countries
Resources Policy, 2022, 76, (C) View citations (1)
- Global financial crisis versus COVID‐19: Evidence from sentiment analysis
International Finance, 2022, 25, (2), 218-248
- Have returns and volatilities for financial assets responded to implied volatility during the COVID-19 pandemic?
Journal of Commodity Markets, 2022, 26, (C) View citations (2)
- Oil structural shocks, bank-level characteristics, and systemic risk: Evidence from dual banking systems
Economic Systems, 2022, 46, (4)
- Risk spillovers and time-varying links between international oil and China’s commodity futures markets: Fresh evidence from the higher-order moments
Energy, 2022, 238, (PB) View citations (6)
- THE SYSTEMIC RISK IN THE GULF COOPERATION COUNCIL COUNTRIES’ EQUITY MARKETS AND BANKING SECTORS: A DYNAMIC COVAR APPROACH
Bulletin of Monetary Economics and Banking, 2022, 25, (3), 439-470
- Time–frequency co-movement and risk connectedness among cryptocurrencies: new evidence from the higher-order moments before and during the COVID-19 pandemic
Financial Innovation, 2022, 8, (1), 1-56
2021
- Are herding transmissions in the gulf cooperation council stock markets regional or international?
Review of Behavioral Finance, 2021, 14, (5), 588-611
- OPEC meetings, oil market volatility and herding behaviour in the Saudi Arabia stock market
International Journal of Finance & Economics, 2021, 26, (1), 870-888
- Tail dependence between gold and Islamic securities
Finance Research Letters, 2021, 38, (C) View citations (7)
- The effect of structural oil shocks on bank systemic risk in the GCC countries
Energy Economics, 2021, 103, (C) View citations (4)
- The impact of extreme structural oil-price shocks on clean energy and oil stocks
Energy, 2021, 225, (C) View citations (6)
- Time–frequency quantile dependence between Bitcoin and global equity markets
The North American Journal of Economics and Finance, 2021, 56, (C) View citations (5)
2020
- Asymmetric Responses of Economic Growth to Daily Oil Price Changes: New Global Evidence from Mixed-data Sampling Approach
Review of Economics, 2020, 71, (2), 81-99 View citations (1)
- Asymmetric effects of oil price uncertainty on corporate investment
Energy Economics, 2020, 86, (C) View citations (24)
- Do structural shocks in the crude oil market affect biofuel prices?
International Economics, 2020, 164, (C), 183-193 View citations (1)
Also in International Economics, 2020, (164), 183-193 (2020)
- Oil price changes and industrial output in the MENA region: Nonlinearities and asymmetries
Energy, 2020, 196, (C) View citations (6)
See also Working Paper (2019)
- Political risk and bank stability in the Middle East and North Africa region
Pacific-Basin Finance Journal, 2020, 60, (C) View citations (10)
- Product market competition, oil uncertainty and corporate investment
International Journal of Managerial Finance, 2020, 16, (5), 645-671 View citations (1)
- Tail dependence between Bitcoin and financial assets: Evidence from a quantile cross-spectral approach
International Review of Financial Analysis, 2020, 71, (C) View citations (23)
- The Impact of Sentiment on Commodity Return and Volatility
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2020, 23, (04), 1-34
- The effects of investor emotions sentiments on crude oil returns: A time and frequency dynamics analysis
International Economics, 2020, 162, (C), 110-124 View citations (3)
- The tail dependence structure between investor sentiment and commodity markets
Resources Policy, 2020, 68, (C) View citations (9)
2019
- Connectedness and hedging between gold and Islamic securities: A new evidence from time-frequency domain approaches
Pacific-Basin Finance Journal, 2019, 54, (C), 13-28 View citations (45)
- Oil price uncertainty and real output growth: new evidence from selected oil-importing countries in the Middle East
Empirical Economics, 2019, 56, (5), 1601-1621 View citations (21)
- The co-movement between oil and clean energy stocks: A wavelet-based analysis of horizon associations
Energy, 2019, 169, (C), 895-913 View citations (52)
2018
- Bank Competition, Concentration and Risk-taking in the UAE Banking Industry
Economia Internazionale / International Economics, 2018, 71, (2), 129-148 View citations (2)
- 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)
- The factors influencing the decision to list on Abu Dhabi securities exchange
Journal of Behavioral and Experimental Finance, 2018, 19, (C), 89-103
2017
- 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)
2016
- 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)
- Oil price uncertainty and equity returns
Journal of Financial Economic Policy, 2016, 8, (1), 64-79
- 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)
2015
- 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)
2014
- 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)
- The Interrelationship between the FED’s Profit and Selected Macroeconomic Variables - L’interrelazione tra profitti della Federal Reserve e alcune variabili macroeconomiche
Economia Internazionale / International Economics, 2014, 67, (4), 493-516
- The effect of market structure, regulation, and risk on banks efficiency
Journal of Economic Studies, 2014, 41, (3), 405-430
2013
- 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 (180)
2012
- 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)
- 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 (10)
2008
- The tail behavior of extreme stock returns in the Gulf emerging markets
Studies in Economics and Finance, 2008, 25, (1), 21-37
2007
- Price Limit and Volatility in Taiwan Stock Exchange: Some Additional Evidence from the Extreme Value Approach
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2007, 10, (01), 51-61 View citations (3)
- Stationary Component in Stock Prices: A Reappraisal of Empirical Findings
Multinational Finance Journal, 2007, 11, (3-4), 287-322 View citations (2)
- THE RELATIVE RISK PERFORMANCE OF ISLAMIC FINANCE: A NEW GUIDE TO LESS RISKY INVESTMENTS
International Journal of Theoretical and Applied Finance (IJTAF), 2007, 10, (02), 235-249 View citations (29)
- Testing for long-range dependence in stock market returns: a further evidence from MENA emerging stock markets
Applied Financial Economics Letters, 2007, 3, (6), 365-371 View citations (1)
2006
- A nonparametric cointegration analysis of the forward rate unbiasedness hypothesis
Applied Financial Economics Letters, 2006, 2, (4), 223-227 View citations (1)
- Does Fisher Effect Apply in Developing Countries: Evidence From a Nonlinear Cotrending Test applied to Argentina, Brazil, Malysia, Mexico, Korea and Turkey
Applied Econometrics and International Development, 2006, 6, (2) View citations (1)
- Monetary policy and the central bank's securities
Applied Economics Letters, 2006, 13, (9), 593-598 View citations (5)
- Regional Integration of Stock Markets in MENA Countries
Journal of Emerging Market Finance, 2006, 5, (1), 59-94 View citations (6)
- The long-run relationship between stock returns and inflation in developing countries: further evidence from a nonparametric cointegration test
Applied Financial Economics Letters, 2006, 2, (4), 265-273 View citations (7)
2005
- DYNAMIC CAPITAL STRUCTURE: EVIDENCE FROM THE SMALL DEVELOPING COUNTRY OF JORDAN
IIUM Journal of Economics and Management, 2005, 13, (1), 1-32 View citations (6)
- Electronic Trading and Market Efficiency in an Emerging Market: The Case of the Jordanian Capital Market
Emerging Markets Finance and Trade, 2005, 41, (4), 5-19 View citations (3)
- Examining complex unit roots in the MENA countries industrial production indices
Applied Economics Letters, 2005, 12, (4), 255-259 View citations (3)
- Free trade agreements and equity market integration: the case of the US and Jordan
Applied Financial Economics, 2005, 15, (14), 995-1005 View citations (1)
- Is there a diversification benefit from investing in the Arab Gulf stock markets? A multivariate GARCH analysis
Global Business and Economics Review, 2005, 7, (4), 324-342
- The performance of value-at-risk models in emerging markets: evidence from Kuwait stock exchange
Ekonomia, 2005, 8, (2), 194-209
2004
- Oil Price Shocks and Emerging Stock Markets: A Generalized VAR Approach
International Journal of Applied Econometrics and Quantitative Studies, 2004, 1, (2), 27-40 View citations (105)
- The Capital Structure Choice and Financial Market Liberalization: A Panel Data Analysis and GMM Estimation in Jordan
Applied Econometrics and International Development, 2004, 4, (2)
2003
- External Debt and Economic Growth in Jordan: the Threshold Effect
Economia Internazionale / International Economics, 2003, 56, (3), 337-355 View citations (6)
- Financial Liberalization and Stability Demand for Money in Emerging Economies: Evidence from Jordan
Applied Econometrics and International Development, 2003, 3, (2) View citations (1)
- International Business & Economics Research (IBER) Conference
Economics Bulletin, 2003, 28, (50), A50
- The Random Walk Hypothesis and the Evidence from the Amman (Jordan) Stock Exchange
Zagreb International Review of Economics and Business, 2003, 6, (1-2), 29-42
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