Browsing Finance & Economics by Author "Abuzayed B."

Now showing items 1-2 of 2

    • Diversification and bank stability in the GCC 

      Abuzayed B.; Al-Fayoumi N.; Molyneux P. ( Elsevier Ltd , 2018 , Article)
      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 ...

    • Long range dependence in an emerging stock market’s sectors: volatility modelling and VaR forecasting 

      Abuzayed B.; Al-Fayoumi N.; Charfeddine L. ( Routledge , 2018 , Article)
      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 ...