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Now showing items 41-47 of 47
Interbank offered rates in Islamic countries: Is the Islamic benchmark different from the conventional benchmarks?
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Elsevier B.V.
, 2019 , Article)
Motivated by the size and the growth of the global Islamic financial services industry, 17 Islamic Banks in six Islamic countries, in conjunction with Thompson Reuters, developed an Islamic Interbank Benchmark Rate (IIBR, ...
Portfolio management and dependencies among precious metal markets: Evidence from a Copula quantile-on-quantile approach
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Elsevier Ltd
, 2019 , Article)
This study examines the dependence structure among four major precious metal markets: gold, palladium, platinum, and silver. Using the novel Copula Quantile-on-Quantile Regression (C-QQR) approach of Sim (2016), we show ...
Modelling the symmetric and asymmetric relationships between oil prices and those of corn, barley, and rapeseed oil
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Elsevier Ltd
, 2019 , Article)
This study, using linear and nonlinear Autoregressive Distributed Lag (ARDL) Models, investigates the dynamic linkages between oil prices and agricultural commodities. The results from the linear model show that barley, ...
The forward premium anomaly in the energy futures markets: A time-varying approach
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Elsevier Ltd
, 2019 , Article)
This paper contributes to the empirical literature on the forward premium anomaly by investigating possible statistical explanations for this puzzling phenomenon in the energy market. To this end, time series of spot and ...
The switching impact of financial stability and economic growth in Qatar: Evidence from an oil-rich country
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Elsevier B.V.
, 2019 , Article)
This paper investigates the relationship between financial stability and economic growth in the Qatar economy over the period 1980:Q1–2013:Q4. The paper estimates the short- and long-run impact of real GDP growth on real ...
Empirical evidence on the long and short run determinants of health expenditure in the Arab world
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Elsevier B.V.
, 2019 , Article)
This paper empirically examines the determinants of health care spending for 18 Arab world countries for the period 1995–2015 by using recently developed panel cointegration techniques. We conducted the same estimations ...
Where does economic growth in the Middle Eastern and North African countries come from?
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Elsevier B.V.
, 2019 , Article)
This study focus on the debate related to the sources of economic growth to show whether it arises from technological progress, physical or human capital accumulation in a selected Middle Eastern and North African (MENA) ...