Browsing by Author "Arabiyat, Talah S."
Now showing items 1-2 of 2
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Does investors' fear gauge in a mature market matter? Evidence from the MENA region
Abuzayed, Bana; Al-Fayoumi, Nedal; Arabiyat, Talah S. ( Institutional Investor, Inc , 2018 , Article)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 ... -
The banking sector, stress and financial crisis: symmetric and asymmetric analysis
Al-Fayoumi, Nedal; Abuzayed, Bana; Arabiyat, Talah S. ( Routledge , 2019 , Article)This study investigates the impact of economic and financial stress on US banking sector returns during periods of crisis and tranquility. It further examines symmetric and asymmetric effects. The study applies GARCH (1, ...