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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. ...
A Model of Endogenous Financial Inclusion: Implications for Inequality and Monetary Policy
(
Wiley
, 2021 , Article)
We propose a monetary model with endogenous credit market participation to study the impact of financial inclusion on inequality and welfare. We find that consumption inequality results from differences in agents' decision ...
The relevance of supply side taxation for attracting foreign direct investment to developing countries: evidence from Egypt
(
University of New South Wales
, 2021 , Article)
Many developing countries commonly use tax incentives as a key instrument for attracting foreign direct investment (FDI). Empirical studies have identified a causal relationship between FDI and a number of determinants ...
Risk connectedness between energy and stock markets: Evidence from oil importing and exporting countries
(
Elsevier
, 2022 , Article)
The surmounted environmental and energy challenges have motivated this study to explore the connectedness nexus between oil/renewable energy and stock markets for oil-exporting (importing) countries. We utilize the dynamic ...
Dynamic volatility transmission and portfolio management across major cryptocurrencies: Evidence from hourly data
(
Elsevier
, 2020 , Article)
This study used hourly data to examine the dynamic conditional correlations and hedging strategies in the main cryptocurrency markets: Bitcoin (BTC), Ethereum (ETH), Litecoin (LTC), and Ripple (XRP). Multivariate generalized ...
Towards a Comprehensive Transfer Pricing Framework to Foster Tax Compliance in Egypt
(
Internationaal Bureau voor Fiscale Documentatie (IBFD)
, 2019 , Article)
A comprehensive framework for transfer pricing is essential to ensure MNEs’ compliance with transfer pricing legislation and guidelines. The transfer pricing framework in Egypt at present is incomprehensive because of the ...
The Islamic Rate of Return Versus the Nominal Rate of Interest: A Macroeconometric Model
(
Springer
, 2020 , Article)
This paper investigates the question of “will the replacement of the nominal interest rate by the expected Islamic real rate of return have positive consequences on the macroeconomic performance?” The study adopts a dynamic ...
Reviewing the oil price-GDP growth relationship: A replication study
(
Elsevier
, 2020 , Article)
This paper presents a thorough replication of Hamilton (2003) which in turn replicates and extends the findings of four seminal papers regarding the oil price-GDP growth relationship. Firstly, we replicate the empirical ...
Diversification potential of Asian frontier, BRIC emerging and major developed stock markets: A wavelet-based value at risk approach
(
Elsevier B.V.
, 2017 , Article)
This study examines the portfolio risk and the co-movements between each of the BRIC emerging and South Asian frontier stock markets and each of the major developed stock markets (U.S., UK and Japan), using the wavelet ...
The mechanisms of stagflation in Egypt:The arab spring five years later
(
Bulgarska Akademiya na Naukite
, 2017 , Article)
This study addresses the economic performance of the Egyptian economy during the periods before and after the 25th January upheaval in 2011. It analyses, in particular, the extent to which monetary and fiscal policies ...