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Now showing items 21-28 of 28
Impact of terrorist attacks on stock market volatility in emerging markets
(
Elsevier B.V.
, 2016 , Article)
We use an event study methodology alongside an improved bootstrapping test to evaluate the impact of terrorist attacks on the volatility of stock markets in 12 MENA countries, and test for regional financial integration. ...
Further evidence on the rationality of interest rate expectations: A comprehensive study of developed and emerging economies
(
Elsevier
, 2016 , Article)
This study performs unbiasedness and efficiency tests of three-month and twelve-month ahead interest rate forecasts of one short-term and one long-term security of 10 developed and 20 emerging economies by exploiting a new ...
Do oil producing countries offer international diversification benefits? Evidence from GCC countries
(
Elsevier
, 2016 , Article)
This paper provides evidence of the existence of diversification benefits in international stock markets when oil producing countries are included in a global portfolio. Moreover, it examines whether recent oil shocks and ...
Breaks or long range dependence in the energy futures volatility: Out-of-sample forecasting and VaR analysis
(
Elsevier B.V.
, 2016 , Article)
The aim of this paper is to propose an empirical strategy that allows the discrimination between true and spurious long memory behaviors. That strategy is based on the comparison between the estimated long memory parameter ...
The simultaneous estimation of credit growth, valuation, and stability of the Gulf Cooperation Council banking industry
(
Elsevier
, 2016 , Article)
We use a simultaneous equations model to study the relationship between bank stability, performance and credit growth for 59 GCC banks over the period 2004-2012. To derive our results, we use a dynamic panel estimation ...
Examining the Monetary Policy Transmission in Jordan: The Bank-Lending Channel
(2016 , Article)
This study examines the relevance of banking lending channel in Jordan using OLS,
fixed effect model and random effect over the period 2001-2012. The growth in
bank loans of all the sixteen local banks operating in Jordan ...
Is exchange rate risk priced in microfinance?
(
Elsevier Ltd
, 2016 , Article)
High microcredit interest rates have often been a source of criticism against the microfinance movement. Research has focused attention on the cost structure of interest rates and more recently on the macroeconomic and ...
Socially responsible investing and Islamic funds: New perspectives for portfolio allocation
(
Elsevier Ltd
, 2016 , Article)
The purpose of this paper is to investigate the performance of ethical and conventional investments. It examines also whether socially responsible and Islamic investments offer an additional opportunity for domestic investors ...