Finance & Economics: Recent submissions
Now showing items 221-240 of 437
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Does investment in insurance stocks reap diversification benefits? Static and time varying copula modeling
( Bellwether Publishing, Ltd. , 2021 , Article)The present article investigates the presence of diversification benefits resulting from the dependence structure in stock returns of Islamic and conventional insurance. Our empirical design is based on the use of daily ... -
Internet use and insurance growth: evidence from a panel of OECD countries
( Elsevier , 2020 , Article)This empirical study aimed to investigate the effect of internet use on the demand for insurance using a sample of OECD countries during the period from 2007 to 2017. We employed a battery of panel data models, taking into ... -
Understanding Water Consumption in Qatar: Evidence From a Nationally Representative Survey
( Taylor and Francis Ltd. , 2022 , Article)This paper presents an analysis of a nationally representative (n = 1,002) telephone survey conducted in Qatar on habits, perceptions, and religious attitudes related to water use. Our empirical analysis yields three main ... -
Using machine learning to analyze the impact of coronavirus pandemic news on the stock markets in GCC countries
( Elsevier , 2022 , Article)COVID-19 has resulted in high volatility in financial markets across the world. The goal of this study is to investigate the impact of COVID-19-related news on the stock markets in Gulf Cooperation Council (GCC) countries. ... -
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 ... -
Political tension and stock markets in the Arabian Peninsula
( 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 ... -
Individual water consumption behavior in relation to urban residential dynamics: The Case of Qatar
( Taylor and Francis Ltd. , 2021 , Article)The purpose of this study was to analyze different human behavioral components and the data collected from several households regarding their water consumption to fathom public demeanor better and underscore the need for ... -
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 ... -
Do labor remittance outflows retard economic growth in Qatar? Evidence from nonlinear cointegration
( Elsevier , 2022 , Article)This paper explores the effects of remittance outflows on real GDP per capita in the Qatar economy. While few works investigated the impact of remittance outflows on economic growth for remitting countries, they did not ... -
Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets: A comparative analysis with yellow metal
( Elsevier , 2019 , Article)This study examines the diversification and hedging properties of Bitcoin (BTC) and gold assets for oil and S&P GSCI investors. We model and forecast the volatility performance of the pairs BTC-oil, gold-oil, BTC-S&P GSCI, ... -
Using Deep Learning to Predict Stock Movements Direction in Emerging Markets: The Case of Qatar Stock Exchange
( Institute of Electrical and Electronics Engineers Inc. , 2020 , Conference)Deep learning approaches have been utilized to predict stocks. In this study, we use convolutional neural network (CNN) to predict stocks direction in Qatar stock exchange (QE) as a case of emerging markets. Prediction in ... -
Evaluating the lending channel of monetary transmission in Qatar
( Inderscience Enterprises Ltd. , 2017 , Conference)This study uses OLS, fixed effect and random effect models to evaluate the lending channel of the monetary policy transmission in Qatar over the 2000-2013 period. The growth in the loans extended by the Qatari banks is ... -
A new quadratic asymmetric error correction model: does size matter?
( Springer Science and Business Media Deutschland GmbH , 2022 , Article)We introduce a new quadratic asymmetric error correction model that comprehensively accounts for both sign and size asymmetries. We also propose a test protocol that allows to rigorously identify different sources of ... -
The dynamics of the relationship between real estate and stock markets in an energy-based economy: The case of Qatar
( 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 ... -
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 ... -
Can exchange rate policies and trade partners' income enhance the trade balance in Algeria? Evidence from the nonlinear ARDL model
( Emerald Group Holdings Ltd. , 2022 , Article)Purpose: This paper aims to examine the effects of the real exchange rate on trade balance in Algeria and investigates whether it represents a viable tool to sustain and improve trade performance using the nonlinear ... -
Testing the Kuznets Curve hypothesis for Qatar: A comparison between carbon dioxide and ecological footprint
( Elsevier , 2017 , Article Review)This paper explores the validity of the Environmental Kuznets Curve (EKC) using two different environment indicators: the carbon dioxide emissions (CO2) and the ecological footprint (EF) in Qatar over the 1980-2011 period. ... -
The determinants of stock market index in Syria during the conflict period: Linear versus nonlinear approach
( 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 ...
