Browsing by Author "Al-Fayoumi N."
Now showing items 1-2 of 2
-
Diversification and bank stability in the GCC
Abuzayed B.; Al-Fayoumi N.; Molyneux P. ( Elsevier Ltd , 2018 , Article)This study examines bank diversification strategies and links to financial sector stability. Using a sample of listed and unlisted banks operating in the Gulf Cooperation Council (GCC) countries over 2001 to 2014 we ... -
Long range dependence in an emerging stock market’s sectors: volatility modelling and VaR forecasting
Abuzayed B.; Al-Fayoumi N.; Charfeddine L. ( Routledge , 2018 , Article)This study evaluates the sector risk of the Qatar Stock Exchange (QSE), a recently upgraded emerging stock market, using value-at-risk models for the 7 January 2007–18 October 2015 period. After providing evidence for true ...