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Details about Aktham I. Maghyereh

Workplace:Faculty of Business and Economics, United Arab Emirates University, (more information at EDIRC)
Department of Economics and Finance, Faculty of Business and Economics, United Arab Emirates University, (more information at EDIRC)

Access statistics for papers by Aktham I. Maghyereh.

Last updated 2024-03-07. Update your information in the RePEc Author Service.

Short-id: pma3109


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Working Papers

2019

  1. OIL PRICE CHANGES AND INDUSTRIAL OUTPUT IN THE MENA REGION: NONLINEARITIES AND ASYMMETRIES
    Working Papers, Economic Research Forum Downloads
    See also Journal Article Oil price changes and industrial output in the MENA region: Nonlinearities and asymmetries, Energy, Elsevier (2020) Downloads View citations (9) (2020)

Journal Articles

2024

  1. Have the extraordinary circumstances of the COVID-19 outbreak and the Russian–Ukrainian conflict impacted the efficiency of cryptocurrencies?
    Financial Innovation, 2024, 10, (1), 1-28 Downloads
  2. Higher-order moment risk spillovers across various financial and commodity markets: Insights from the Israeli–Palestinian conflict
    Finance Research Letters, 2024, 59, (C) Downloads
  3. Pattern and determinants of tail-risk transmission between cryptocurrency markets: new evidence from recent crisis episodes
    Financial Innovation, 2024, 10, (1), 1-34 Downloads
  4. The Impact of Economic Policy Uncertainty on Systemic Risk in the Fintech Industry: Evidence from Crisis Events and the COVID-19 Pandemic
    Financial Economics Letters, 2024, 3, (1), 40-51 Downloads

2023

  1. Did real economic uncertainty drive risk connectedness in the oil–stock nexus during the COVID-19 outbreak? A partial wavelet coherence analysis
    Journal of Economic Structures, 2023, 12, (1), 1-23 Downloads
  2. Does foreign competition affect corporate debt maturity structure? Evidence from import penetration
    International Review of Financial Analysis, 2023, 86, (C) Downloads View citations (2)
  3. Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict
    International Review of Financial Analysis, 2023, 86, (C) Downloads View citations (18)
  4. The impact of COVID-19 pandemic on the dynamic correlations between gold and U.S. equities: evidence from multifractal cross-correlation analysis
    Quality & Quantity: International Journal of Methodology, 2023, 57, (2), 1889-1903 Downloads
  5. Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective
    Journal of Commodity Markets, 2023, 30, (C) Downloads View citations (2)

2022

  1. Analytical Modeling and Empirical Analysis of Binary Options Strategies
    Future Internet, 2022, 14, (7), 1-23 Downloads
  2. Asymmetric risk transfer in global equity markets: An extended sample that includes the COVID pandemic period
    The Journal of Economic Asymmetries, 2022, 25, (C) Downloads View citations (7)
  3. Asymmetric risk transmissions between oil, gold and US equities: Recent evidence from the realized variance of the futures prices
    Resources Policy, 2022, 79, (C) Downloads View citations (1)
  4. Bubble contagion effect between the main precious metals
    Studies in Economics and Finance, 2022, 40, (1), 43-63 Downloads
  5. CONNECTEDNESS BETWEEN CRUDE OIL AND US EQUITIES: THE IMPACT OF THE COVID-19 PANDEMIC
    Annals of Financial Economics (AFE), 2022, 17, (04), 1-30 Downloads View citations (1)
  6. COVID-19 and the volatility interlinkage between bitcoin and financial assets
    Empirical Economics, 2022, 63, (6), 2875-2901 Downloads View citations (15)
  7. COVID-19 pandemic and volatility interdependence between gold and financial assets
    Applied Economics, 2022, 54, (13), 1473-1486 Downloads View citations (3)
  8. Can news-based economic sentiment predict bubbles in precious metal markets?
    Financial Innovation, 2022, 8, (1), 1-29 Downloads View citations (2)
  9. Does bank income diversification affect systemic risk: New evidence from dual banking systems
    Finance Research Letters, 2022, 47, (PB) Downloads View citations (3)
  10. Extreme dependence between structural oil shocks and stock markets in GCC countries
    Resources Policy, 2022, 76, (C) Downloads View citations (6)
  11. Global financial crisis versus COVID‐19: Evidence from sentiment analysis
    International Finance, 2022, 25, (2), 218-248 Downloads View citations (2)
  12. Have returns and volatilities for financial assets responded to implied volatility during the COVID-19 pandemic?
    Journal of Commodity Markets, 2022, 26, (C) Downloads View citations (7)
  13. Oil structural shocks, bank-level characteristics, and systemic risk: Evidence from dual banking systems
    Economic Systems, 2022, 46, (4) Downloads View citations (1)
  14. 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) Downloads View citations (16)
  15. 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 Downloads
  16. 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 Downloads View citations (8)

2021

  1. Are herding transmissions in the gulf cooperation council stock markets regional or international?
    Review of Behavioral Finance, 2021, 14, (5), 588-611 Downloads
  2. OPEC meetings, oil market volatility and herding behaviour in the Saudi Arabia stock market
    International Journal of Finance & Economics, 2021, 26, (1), 870-888 Downloads View citations (1)
  3. Tail dependence between gold and Islamic securities
    Finance Research Letters, 2021, 38, (C) Downloads View citations (11)
  4. The effect of structural oil shocks on bank systemic risk in the GCC countries
    Energy Economics, 2021, 103, (C) Downloads View citations (11)
  5. The impact of extreme structural oil-price shocks on clean energy and oil stocks
    Energy, 2021, 225, (C) Downloads View citations (25)
  6. Time–frequency quantile dependence between Bitcoin and global equity markets
    The North American Journal of Economics and Finance, 2021, 56, (C) Downloads View citations (8)

2020

  1. 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 Downloads View citations (1)
  2. Asymmetric effects of oil price uncertainty on corporate investment
    Energy Economics, 2020, 86, (C) Downloads View citations (40)
  3. Do structural shocks in the crude oil market affect biofuel prices?
    International Economics, 2020, 164, (C), 183-193 Downloads View citations (1)
    Also in International Economics, 2020, (164), 183-193 (2020) Downloads
  4. Oil price changes and industrial output in the MENA region: Nonlinearities and asymmetries
    Energy, 2020, 196, (C) Downloads View citations (9)
    See also Working Paper OIL PRICE CHANGES AND INDUSTRIAL OUTPUT IN THE MENA REGION: NONLINEARITIES AND ASYMMETRIES, Working Papers (2019) Downloads (2019)
  5. Political risk and bank stability in the Middle East and North Africa region
    Pacific-Basin Finance Journal, 2020, 60, (C) Downloads View citations (20)
  6. Product market competition, oil uncertainty and corporate investment
    International Journal of Managerial Finance, 2020, 16, (5), 645-671 Downloads View citations (3)
  7. Tail dependence between Bitcoin and financial assets: Evidence from a quantile cross-spectral approach
    International Review of Financial Analysis, 2020, 71, (C) Downloads View citations (40)
  8. The Impact of Sentiment on Commodity Return and Volatility
    Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2020, 23, (04), 1-34 Downloads
  9. The effects of investor emotions sentiments on crude oil returns: A time and frequency dynamics analysis
    International Economics, 2020, 162, (C), 110-124 Downloads View citations (7)
  10. The tail dependence structure between investor sentiment and commodity markets
    Resources Policy, 2020, 68, (C) Downloads View citations (15)

2019

  1. 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 Downloads View citations (55)
  2. 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 Downloads View citations (26)
  3. The co-movement between oil and clean energy stocks: A wavelet-based analysis of horizon associations
    Energy, 2019, 169, (C), 895-913 Downloads View citations (70)

2018

  1. Bank Competition, Concentration and Risk-taking in the UAE Banking Industry
    Economia Internazionale / International Economics, 2018, 71, (2), 129-148 Downloads View citations (3)
  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 Downloads View citations (15)
  3. The factors influencing the decision to list on Abu Dhabi securities exchange
    Journal of Behavioral and Experimental Finance, 2018, 19, (C), 89-103 Downloads

2017

  1. Volatility spillovers and cross-hedging between gold, oil and equities: Evidence from the Gulf Cooperation Council countries
    Energy Economics, 2017, 68, (C), 440-453 Downloads View citations (79)

2016

  1. Corporate debt maturity in the MENA region: Does institutional quality matter?
    International Review of Financial Analysis, 2016, 46, (C), 309-325 Downloads View citations (27)
  2. Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010
    Energy Economics, 2016, 56, (C), 205-214 Downloads View citations (46)
  3. Dynamic transmissions between Sukuk and bond markets
    Research in International Business and Finance, 2016, 38, (C), 246-261 Downloads View citations (33)
  4. Institutions and corporate capital structure in the MENA region
    Emerging Markets Review, 2016, 26, (C), 99-129 Downloads View citations (46)
  5. Oil price uncertainty and equity returns
    Journal of Financial Economic Policy, 2016, 8, (1), 64-79 Downloads View citations (11)
  6. The connectedness between crude oil and financial markets: Evidence from implied volatility indices
    Journal of Commodity Markets, 2016, 4, (1), 56-69 Downloads View citations (178)
  7. The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes
    Energy Economics, 2016, 57, (C), 78-93 Downloads View citations (226)

2015

  1. 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 Downloads View citations (33)

2014

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

2013

  1. 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 Downloads View citations (25)
  2. Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries
    Energy Economics, 2013, 36, (C), 28-42 Downloads View citations (207)

2012

  1. Financial integration of GCC banking markets: A non-parametric bootstrap DEA estimation approach
    Research in International Business and Finance, 2012, 26, (2), 181-195 Downloads View citations (20)
  2. 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 Downloads View citations (2)
  3. Return and volatility spillovers between Dubai financial market and Abu Dhabi Stock Exchange in the UAE
    Applied Financial Economics, 2012, 22, (10), 837-848 Downloads View citations (11)

2008

  1. The tail behavior of extreme stock returns in the Gulf emerging markets
    Studies in Economics and Finance, 2008, 25, (1), 21-37 Downloads View citations (1)

2007

  1. 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 Downloads View citations (3)
  2. Stationary Component in Stock Prices: A Reappraisal of Empirical Findings
    Multinational Finance Journal, 2007, 11, (3-4), 287-322 Downloads View citations (2)
  3. 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 Downloads View citations (30)

2006

  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) Downloads View citations (1)
  2. Monetary policy and the central bank's securities
    Applied Economics Letters, 2006, 13, (9), 593-598 Downloads View citations (5)
  3. Regional Integration of Stock Markets in MENA Countries
    Journal of Emerging Market Finance, 2006, 5, (1), 59-94 Downloads View citations (6)
  4. Value‐at‐risk under extreme values: the relative performance in MENA emerging stock markets
    International Journal of Managerial Finance, 2006, 2, (2), 154-172 Downloads

2005

  1. DYNAMIC CAPITAL STRUCTURE: EVIDENCE FROM THE SMALL DEVELOPING COUNTRY OF JORDAN
    IIUM Journal of Economics and Management, 2005, 13, (1), 1-32 Downloads View citations (7)
  2. 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 Downloads View citations (3)
  3. Examining complex unit roots in the MENA countries industrial production indices
    Applied Economics Letters, 2005, 12, (4), 255-259 Downloads View citations (3)
  4. Free trade agreements and equity market integration: the case of the US and Jordan
    Applied Financial Economics, 2005, 15, (14), 995-1005 Downloads View citations (1)
  5. 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 Downloads
  6. The performance of value-at-risk models in emerging markets: evidence from Kuwait stock exchange
    Ekonomia, 2005, 8, (2), 194-209

2004

  1. Oil Price Shocks and Emerging Stock Markets: A Generalized VAR Approach
    International Journal of Applied Econometrics and Quantitative Studies, 2004, 1, (2), 27-40 Downloads View citations (108)
  2. 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) Downloads

2003

  1. External Debt and Economic Growth in Jordan: the Threshold Effect
    Economia Internazionale / International Economics, 2003, 56, (3), 337-355 View citations (6)
  2. Financial Liberalization and Stability Demand for Money in Emerging Economies: Evidence from Jordan
    Applied Econometrics and International Development, 2003, 3, (2) Downloads View citations (1)
  3. International Business & Economics Research (IBER) Conference
    Economics Bulletin, 2003, 28, (50), A50 Downloads
  4. 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 Downloads
 
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