Details about Aktham I. Maghyereh

Access statistics for papers by Aktham I. Maghyereh.

Last updated 2024-12-06. Update your information in the RePEc Author Service.

Short-id: pma3109

Working Papers

2019

1. OIL PRICE CHANGES AND INDUSTRIAL OUTPUT IN THE MENA REGION: NONLINEARITIES AND ASYMMETRIES
   Working Papers, Economic Research Forum
   See also Journal Article Oil price changes and industrial output in the MENA region: Nonlinearities and asymmetries, Energy, Elsevier (2020) View citations (13) (2020)

Journal Articles

2024

1. Economic uncertainty, risk-taking incentives and production management
   International Journal of Managerial Finance, 2024, 20, (5), 1121-1143 View citations (1)
2. Energy profile and oil shocks: a dynamic analysis of their impact on stock markets
   Eurasian Economic Review, 2024, 14, (3), 757-780 View citations (1)
3. Exploring the dynamic connections between oil price shocks and bond yields in developed nations: A TVP-SVAR-SV approach
   Energy, 2024, 306, (C)
4. 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
5. Higher-order moment risk spillovers across various financial and commodity markets: Insights from the Israeli–Palestinian conflict
   Finance Research Letters, 2024, 59, (C) View citations (5)
6. Oil price uncertainly and sovereign credit risk in GCC countries: fresh evidence
   International Economics and Economic Policy, 2024, 21, (2), 457-482 View citations (2)
7. Pattern and determinants of tail-risk transmission between cryptocurrency markets: new evidence from recent crisis episodes
   Financial Innovation, 2024, 10, (1), 1-34
8. Re-examining the Impact of Oil Price Uncertainty on Sovereign CDS Spread of GCC Countries - Accounting for the Asymmetry and Outliers
   Energy RESEARCH LETTERS, 2024, 5, (1), 1-6
9. Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments
   International Review of Economics & Finance, 2024, 95, (C) View citations (1)
10. Tail risk connectedness among GCC banks episodes from the Global Financial Crisis to COVID-19 pandemic
    The Quarterly Review of Economics and Finance, 2024, 96, (C)
11. 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 View citations (1)
12. Unveiling interconnectedness: Exploring higher-order moments among energy, precious metals, industrial metals, and agricultural commodities in the context of geopolitical risks and systemic stress
    Journal of Commodity Markets, 2024, 33, (C) View citations (5)

2023

13. 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 View citations (1)
14. Does foreign competition affect corporate debt maturity structure? Evidence from import penetration
    International Review of Financial Analysis, 2023, 86, (C) View citations (8)
15. 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) View citations (34)
16. 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
17. Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective
    Journal of Commodity Markets, 2023, 30, (C) View citations (10)

2022

18. Analytical Modeling and Empirical Analysis of Binary Options Strategies
    Future Internet, 2022, 14, (7), 1-23 View citations (1)
19. 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 (8)
20. Asymmetric risk transmissions between oil, gold and US equities: Recent evidence from the realized variance of the futures prices
    Resources Policy, 2022, 79, (C) View citations (4)
21. Bubble contagion effect between the main precious metals
    Studies in Economics and Finance, 2022, 40, (1), 43-63
22. CONNECTEDNESS BETWEEN CRUDE OIL AND US EQUITIES: THE IMPACT OF THE COVID-19 PANDEMIC
    Annals of Financial Economics (AFE), 2022, 17, (04), 1-30 View citations (3)
23. COVID-19 and the volatility interlinkage between bitcoin and financial assets
    Empirical Economics, 2022, 63, (6), 2875-2901 View citations (20)
24. COVID-19 pandemic and volatility interdependence between gold and financial assets
    Applied Economics, 2022, 54, (13), 1473-1486 View citations (4)
25. Can news-based economic sentiment predict bubbles in precious metal markets?
    Financial Innovation, 2022, 8, (1), 1-29 View citations (6)
26. Does bank income diversification affect systemic risk: New evidence from dual banking systems
    Finance Research Letters, 2022, 47, (PB) View citations (8)
27. Extreme dependence between structural oil shocks and stock markets in GCC countries
    Resources Policy, 2022, 76, (C) View citations (9)
28. Global financial crisis versus COVID‐19: Evidence from sentiment analysis
    International Finance, 2022, 25, (2), 218-248 View citations (2)
29. 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 (11)
30. Oil structural shocks, bank-level characteristics, and systemic risk: Evidence from dual banking systems
    Economic Systems, 2022, 46, (4) View citations (3)
31. 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 (21)
32. 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 View citations (1)
33. 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 View citations (10)

2021

34. Are herding transmissions in the gulf cooperation council stock markets regional or international?
    Review of Behavioral Finance, 2021, 14, (5), 588-611
35. OPEC meetings, oil market volatility and herding behaviour in the Saudi Arabia stock market
    International Journal of Finance & Economics, 2021, 26, (1), 870-888 View citations (3)
36. Tail dependence between gold and Islamic securities
    Finance Research Letters, 2021, 38, (C) View citations (11)
37. The effect of structural oil shocks on bank systemic risk in the GCC countries
    Energy Economics, 2021, 103, (C) View citations (17)
38. The impact of extreme structural oil-price shocks on clean energy and oil stocks
    Energy, 2021, 225, (C) View citations (34)
39. Time–frequency quantile dependence between Bitcoin and global equity markets
    The North American Journal of Economics and Finance, 2021, 56, (C) View citations (9)

2020

40. 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)
41. Asymmetric effects of oil price uncertainty on corporate investment
    Energy Economics, 2020, 86, (C) View citations (59)
42. 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) View citations (3)
43. Oil price changes and industrial output in the MENA region: Nonlinearities and asymmetries
    Energy, 2020, 196, (C) View citations (13)
    See also Working Paper OIL PRICE CHANGES AND INDUSTRIAL OUTPUT IN THE MENA REGION: NONLINEARITIES AND ASYMMETRIES, Working Papers (2019) (2019)
44. Political risk and bank stability in the Middle East and North Africa region
    Pacific-Basin Finance Journal, 2020, 60, (C) View citations (25)
45. Product market competition, oil uncertainty and corporate investment
    International Journal of Managerial Finance, 2020, 16, (5), 645-671 View citations (3)
46. Tail dependence between Bitcoin and financial assets: Evidence from a quantile cross-spectral approach
    International Review of Financial Analysis, 2020, 71, (C) View citations (52)
47. The Impact of Sentiment on Commodity Return and Volatility
    Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2020, 23, (04), 1-34
48. 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 (7)
49. The tail dependence structure between investor sentiment and commodity markets
    Resources Policy, 2020, 68, (C) View citations (18)

2019

50. 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 (63)
51. 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 (32)
52. The co-movement between oil and clean energy stocks: A wavelet-based analysis of horizon associations
    Energy, 2019, 169, (C), 895-913 View citations (81)

2018

53. Bank Competition, Concentration and Risk-taking in the UAE Banking Industry
    Economia Internazionale / International Economics, 2018, 71, (2), 129-148 View citations (4)
54. 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 (16)
55. The factors influencing the decision to list on Abu Dhabi securities exchange
    Journal of Behavioral and Experimental Finance, 2018, 19, (C), 89-103

2017

56. 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 (84)

2016

57. Corporate debt maturity in the MENA region: Does institutional quality matter?
    International Review of Financial Analysis, 2016, 46, (C), 309-325 View citations (31)
58. Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010
    Energy Economics, 2016, 56, (C), 205-214 View citations (54)
59. Dynamic transmissions between Sukuk and bond markets
    Research in International Business and Finance, 2016, 38, (C), 246-261 View citations (34)
60. Institutions and corporate capital structure in the MENA region
    Emerging Markets Review, 2016, 26, (C), 99-129 View citations (50)
61. Oil price uncertainty and equity returns
    Journal of Financial Economic Policy, 2016, 8, (1), 64-79 View citations (11)
62. The connectedness between crude oil and financial markets: Evidence from implied volatility indices
    Journal of Commodity Markets, 2016, 4, (1), 56-69 View citations (192)
63. 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 (269)

2015

64. 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 (36)

2014

65. Bank distress prediction: Empirical evidence from the Gulf Cooperation Council countries
    Research in International Business and Finance, 2014, 30, (C), 126-147 View citations (27)
66. 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
67. The effect of market structure, regulation, and risk on banks efficiency
    Journal of Economic Studies, 2014, 41, (3), 405-430 View citations (8)

2013

68. 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 (25)
69. Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries
    Energy Economics, 2013, 36, (C), 28-42 View citations (218)

2012

70. 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 (21)
71. 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)
72. 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 (11)

2008

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

2007

74. 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 (4)
75. Stationary Component in Stock Prices: A Reappraisal of Empirical Findings
    Multinational Finance Journal, 2007, 11, (3-4), 287-322 View citations (2)
76. 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 (31)
77. 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

2006

78. A nonparametric cointegration analysis of the forward rate unbiasedness hypothesis
    Applied Financial Economics Letters, 2006, 2, (4), 223-227
79. 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)
80. Monetary policy and the central bank's securities
    Applied Economics Letters, 2006, 13, (9), 593-598 View citations (5)
81. Regional Integration of Stock Markets in MENA Countries
    Journal of Emerging Market Finance, 2006, 5, (1), 59-94 View citations (6)
82. 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
83. Value‐at‐risk under extreme values: the relative performance in MENA emerging stock markets
    International Journal of Managerial Finance, 2006, 2, (2), 154-172

2005

84. DYNAMIC CAPITAL STRUCTURE: EVIDENCE FROM THE SMALL DEVELOPING COUNTRY OF JORDAN
    IIUM Journal of Economics and Management, 2005, 13, (1), 1-32 View citations (7)
85. 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)
86. Examining complex unit roots in the MENA countries industrial production indices
    Applied Economics Letters, 2005, 12, (4), 255-259 View citations (3)
87. 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)
88. 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
89. The performance of value-at-risk models in emerging markets: evidence from Kuwait stock exchange
    Ekonomia, 2005, 8, (2), 194-209

2004

90. 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 (109)
91. 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

92. External Debt and Economic Growth in Jordan: the Threshold Effect
    Economia Internazionale / International Economics, 2003, 56, (3), 337-355 View citations (6)
93. Financial Liberalization and Stability Demand for Money in Emerging Economies: Evidence from Jordan
    Applied Econometrics and International Development, 2003, 3, (2) View citations (1)
94. International Business & Economics Research (IBER) Conference
    Economics Bulletin, 2003, 28, (50), A50
95. 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