Browsing by Author "Elgammal, Mohammed"
Now showing items 1-2 of 2
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THE LEVERAGE EFFECT ON THE VALUE PREMIUM VOLATILITY: FROM AN INTERNATIONAL PERSPECTIVE
( Qatar University , 2015 , Article)This paper investigates the leverage effect on the value premium volatility using GARCH and TARCH models utilizing a unique dataset, for twenty nine countries. The findings show that value premium returns are bigger in ... -
Terrorist attacks and bank financial stability: evidence from MENA economies
( Springer Nature Switzerland AG. , 2022 , Article)This study examines the impact of terrorism on bank stability, represented by bank risk and financial performance. We consider banks from 14 countries located in the Middle East and North Africa region for the period ...
