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Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets
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Elsevier
, 2020 , Article)
This study examines portfolio management and risk spillovers between four major precious metals (gold, silver, palladium and platinum) and 20 important U.S. exchange markets. To this end, we employ the multivariate DECO-GARCH ...
The impact of business and political news on the GCC stock markets
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Elsevier
, 2020 , Article)
This paper investigates the impact of business and political news on stock market returns in the Gulf Cooperation Council (GCC) countries. For this purpose, it employs a Markov switching model including a separate index ...
Financial development-economic growth nexus in Pakistan: new evidence from the Markov switching model
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Cogent OA
, 2020 , Article)
This paper investigates the impact of financial development on economic growth in Pakistan using the Markov Switching Model over the period 1980-2017. The results based on two-state Markov switching model confirm the ...
COVID-19, cryptocurrencies bubbles and digital market efficiency: sensitivity and similarity analysis
(
Elsevier
, 2022 , Article)
This paper compares the degree of cryptocurrency market efficiency during the pre- and post COVID-19 pandemic with the bubble and non-bubble periods of cryptocurrency markets. Furthermore, it examines and clusters eighteen ...
Analysis of the performance of TAM in oil and gas industry: Factors and solutions for improvement
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Elsevier
, 2020 , Article)
Although it is well recognized that turnaround maintenance (TAM) projects are key determinant of the performance of oil and gas (O&G) companies, little is known about the factors that determine their performance and what ...
Does Financial Sector Promote Economic Growth in Pakistan? Empirical Evidences From Markov Switching Model
(
SAGE Publications Inc.
, 2020 , Article)
This study investigates the financial development-economic growth relationship in Pakistan over the period 1975-2017 using the Markov Switching methodology. The financial development index has been constructed using the ...
Terrorism and capital flows: the missed impact of terrorism in big cities
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Routledge
, 2021 , Article)
This study investigates the effects of four types of terrorist attacks on three types of capital flow. We extend the literature by introducing a new measure of terrorist attacks, namely 'attacks in big cities' and empirically ...
Do information and communication technology and renewable energy use matter for carbon dioxide emissions reduction? Evidence from the Middle East and North Africa region
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Elsevier
, 2021 , Article)
This study aims to investigate whether information and communication technologies (ICT) and renewable energy consumption can help improve environmental quality for a selected group of the Middle East and North Africa (MENA) ...
Does minority management affect a firm's capital structure? Evidence from Japan
(
Elsevier
, 2022 , Article)
This study evaluates the effect of minority management (MG) on capital structure for a sample of listed Japanese companies over three sectors. We used a dynamic panel, threshold-based model that can control for endogeneity ...
Do Exchange Rate Changes Improve the Trade Balance in GCC Countries: Evidence from Nonlinear Panel Cointegration
(
Routledge
, 2022 , Article)
This study examines the asymmetric impact of the nominal effective exchange rate (NEER) on the trade balance in GCC countries over the period of 2000:Q1 to 2017:Q4. The empirical findings of the nonlinear pooled mean group ...