Zobrazeno 1 - 10
of 19
pro vyhledávání: '"Nedal Al-Fayoumi"'
Publikováno v:
Problems and Perspectives in Management, Vol 10, Iss 3 (2012)
Externí odkaz:
https://doaj.org/article/ca3f9dc942ef46eeb927202777d21027
Autor:
Bana Abuzayed, Nedal Al-Fayoumi
Publikováno v:
Applied Economics. :1-11
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bd3dd491097cb3c072bf39ddf305a64d
https://doi.org/10.1080/00036846.2022.2128178
https://doi.org/10.1080/00036846.2022.2128178
Autor:
Venere Di Bella, Nedal Al-Fayoumi
Publikováno v:
EuroMed Journal of Business, 2016, Vol. 11, Issue 1, pp. 30-56.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/EMJB-01-2015-0003
Publikováno v:
Economic Analysis and Policy. 71:180-197
Uncovering the tail risk spillover among global financial markets helps provide a more comprehensive understanding of the information transmission in extreme market conditions such as the COVID-19 outbreak. In this paper, we examine systemic distress
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3591d2554c66aa6f9daf1583f9ccfe3d
https://doi.org/10.1016/j.eap.2021.04.010
https://doi.org/10.1016/j.eap.2021.04.010
Publikováno v:
International Review of Economics & Finance. 69:189-208
This study questions the reliability of securitized real estate investment trusts (REITs) for reducing risk in European stock investment portfolio during the global and European crisis periods. It considers co-movement and portfolio management by ana
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1adb0d5c6aff2e81be8bdddda5259a18
https://doi.org/10.1016/j.iref.2020.05.010
https://doi.org/10.1016/j.iref.2020.05.010
Publikováno v:
Resources Policy. 75:102434
The purpose of this paper is to examine dynamic co-movements and portfolio management strategies between UK stock indices (aggregate market index and sector indices) and each of gold and crude oil futures markets, during the Brexit referendum (2016)
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b3c0fe83d04a59910277a0d78a0ce361
https://doi.org/10.1016/j.resourpol.2021.102434
https://doi.org/10.1016/j.resourpol.2021.102434
Publikováno v:
Journal of International Financial Markets, Institutions and Money. 57:17-43
This study examines bank diversification strategies and links to financial sector stability. Using a sample of listed and unlisted banks operating in the Gulf Cooperation Council (GCC) countries over 2001 to 2014 we investigate the diversification fe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::97f19b26adba5a1d3ad6dd1037973fc6
https://doi.org/10.1016/j.intfin.2018.04.005
https://doi.org/10.1016/j.intfin.2018.04.005
Publikováno v:
The Journal of Wealth Management. 21:71-87
This article examines the notion that less developed markets may be deemed safe havens for international investors. It tests the effect of mature markets’ fear on risk and return in less developed markets. The study employs multivariate VAR-GARCH m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e96e8f5ce6df9d7176af74ac4029780e
https://doi.org/10.3905/jwm.2018.21.1.071
https://doi.org/10.3905/jwm.2018.21.1.071
Autor:
Bana Abuzayed, Nedal Al-Fayoumi
Publikováno v:
The North American Journal of Economics and Finance. 58:101476
In this study, we examine oil price extreme tail risk spillover to individual Gulf Cooperation Council (GCC) stock markets and quantify this spillover’s shift before and during the COVID-19 pandemic. A dynamic conditional correlation generalized au
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::12f8c976ea2baa959e1b8cc070698ca1
https://doi.org/10.1016/j.najef.2021.101476
https://doi.org/10.1016/j.najef.2021.101476
This study evaluates the sector risk of the Qatar Stock Exchange (QSE), a recently upgraded emerging stock market, using value-at-risk models for the 7 January 2007–18 October 2015 period. After providing evidence for true long memory in volatility
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7b19c3a3e82fd8fc052272737ed174f7
https://hdl.handle.net/10576/12068
https://hdl.handle.net/10576/12068
