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Co-movement across european stock and real estate markets
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Elsevier
, 2020 , Article)
This study questions the reliability of securitized real estate investment trusts (REITs) for reducing risk in European stock investment portfolio during the global and European crisis periods. It considers co-movement and ...
Impact of global health crisis and oil price shocks on stock markets in the GCC
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Elsevier
, 2022 , Article)
This study examines the impact of global COVID-19 cases and oil price shocks on the stock markets in the GCC. Using the Kalman filter to generate the unexpected oil price shocks, we find that, with the exception of Oman, ...
Systemic risk spillover across global and country stock markets during the COVID-19 pandemic
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Elsevier
, 2021 , Article)
Uncovering the tail risk spillover among global financial markets helps provide a more comprehensive understanding of the information transmission in extreme market conditions such as the COVID-19 outbreak. In this paper, ...
The determinants of stock market index in Syria during the conflict period: Linear versus nonlinear approach
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Gokhale Institute of Politics and Economics
, 2020 , Article)
The main purpose of this paper is to examine the long and the short-rum impact of the macroeconomic variables on the stock market index in Syria during the period 2010:Q1 - 2017:Q4. In addition, this paper aims to investigate ...
Can human development and political stability improve environmental quality? New evidence from the MENA region
(
Elsevier
, 2021 , Article)
We investigate the effects of human development and political stability on environmental quality and examine whether they are viable tools for improving environmental policies. The literature finds that countries can reduce ...
Pass-through of import cost into consumer prices and inflation in GCC countries: Evidence from a nonlinear autoregressive distributed lags model
(
Elsevier
, 2020 , Article)
This paper explores the asymmetric response of consumer prices to import costs using a nonlinear approach that investigates the long and the short run asymmetric pass-through. Quarterly data over the period of 1990-2014 ...
Dynamic volatility transmission and portfolio management across major cryptocurrencies: Evidence from hourly data
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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 ...
Hedging UK stock portfolios with gold and oil: The impact of Brexit
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Elsevier
, 2022 , Article)
The purpose of this paper is to examine dynamic co-movements and portfolio management strategies between UK stock indices (aggregate market index and sector indices) and each of gold and crude oil futures markets, during ...
Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak
(
Elsevier
, 2021 , Article)
In this study, we examine oil price extreme tail risk spillover to individual Gulf Cooperation Council (GCC) stock markets and quantify this spillover's shift before and during the COVID-19 pandemic. A dynamic conditional ...
Do economic downturns affect air pollution? Evidence from the global financial crisis
(
Routledge
, 2021 , Article)
This paper investigates the impact of the 2008 global financial crisis on CO2 emissions within the Environmental Kuznets Curve hypothesis framework. Using a sample of 68 countries for the period 1960 to 2014, we unveil ...