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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 ...
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
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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) ...
Political tension and stock markets in the Arabian Peninsula
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John Wiley and Sons Ltd
, 2021 , Article)
This note investigates the effects of the recent political tensions in the Arabian peninsula on the linkages between the stock markets of the leading Gulf Cooperation Council countries by estimating a VAR-GARCH(1,1) model ...
The dynamics of the relationship between real estate and stock markets in an energy-based economy: The case of Qatar
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Elsevier
, 2021 , Article)
In this study, we investigate the dynamic linkages between the real estate and stock markets in Qatar. Using monthly data over the period 2006-2020, the nonlinear model of Enders and Siklos (2001) and the linear and nonlinear ...
How does corruption undermine banking stability? A threshold nonlinear framework
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Elsevier
, 2020 , Article)
This study assesses the effect of corruption on the occurrence of banking crises for a sample of 38 countries over the period 2000-2017. We consider both the direct and the indirect channels through which corruption might ...