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Asymmetric import cost pass-through in GCC countries: Evidence from nonlinear panel analysis
( Elsevier B.V. , 2018 , Article)This paper investigates the asymmetric impacts of import costs on inflation in GCC countries. We utilize data from GCC countries and their trading partners over the period of 1990:Q1-2014:Q4 to construct a new import cost ... -
Bank efficiency and industry growth during financial crises
( Elsevier B.V. , 2018 , Article)Financial crises pose many problems for growth, and in this time of increasing financial instability it is important to fully understand why this happens. Many papers have analyzed the relationship between growth and a ... -
Breaks or long range dependence in the energy futures volatility: Out-of-sample forecasting and VaR analysis
( Elsevier B.V. , 2016 , Article)The aim of this paper is to propose an empirical strategy that allows the discrimination between true and spurious long memory behaviors. That strategy is based on the comparison between the estimated long memory parameter ... -
Comovement and spillover among energy markets: A Comparison across different crisis periods
( Elsevier B.V. , 2023 , Article)We compare the comovement and spillover between returns of six developed energy markets during different crisis periods using wavelet multiple correlation and wavelet multiple cross-correlation. The considered countries ... -
Corporate governance and cost of debt financing: Empirical evidence from Canada
( Elsevier B.V. , 2018 , Article)We explore the impact of the Globe and Mail corporate governance index on bond spreads in a sample of Canadian listed companies. The index is composed of four sub-indices—board composition/structure, board compensation, ... -
Corporate governance, bank concentration and economic growth
( Elsevier B.V. , 2017 , Article)We examine the effects of bank concentration and corporate governance among firms in terms of economic growth using panel data for 34 countries and 29 manufacturing sectors over the period 1980-2010. We show the following ... -
Corruption and Economic Development: New Evidence from the Middle Eastern and North African Countries
( Elsevier B.V. , 2017 , Article)This paper analyses the role of economic development in curbing corruption by focusing on political and economic freedoms for a sample of Middle Eastern and North African (MENA) countries over the period 1984-2013. In ... -
Currency risk and microcredit interest rates
( Elsevier B.V. , 2017 , Article)Foreign currency debt provides additional access to capital and offers funds in favorable and flexible terms to microfinance institutions (MFIs). Yet, we find that the use of foreign currency debt, on average, leads to ... -
Decomposed oil price shocks and GCC stock market sector returns and volatility
( Elsevier B.V. , 2023 , Article)This study investigates dynamic mean and tail-based connectedness between decomposed oil price shocks (demand shock, supply shock, and risk shock) and Gulf Cooperation Council (GCC) stock returns and volatility at the ... -
Diversification potential of Asian frontier, BRIC emerging and major developed stock markets: A wavelet-based value at risk approach
( Elsevier B.V. , 2017 , Article)This study examines the portfolio risk and the co-movements between each of the BRIC emerging and South Asian frontier stock markets and each of the major developed stock markets (U.S., UK and Japan), using the wavelet ... -
Do financial crises alter the dynamics of corporate capital structure? Evidence from GCC countries
( Elsevier B.V. , 2017 , Article)We study the impact of the 2008 financial crisis on the capital structure of GCC firms. We employ a dataset covering a 10-year period from eight sectors to investigate patterns in corporate leverage before and after the ... -
Do unemployment benefits affect the choice of debt source?
( Elsevier B.V. , 2019 , Article)This study examines whether labor unemployment risk affects the choice of debt source. Specifically, we examine whether US unemployment insurance (UI) benefits, which reduce unemployment risk, lead to a heavy reliance on ... -
Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications
( Elsevier B.V. , 2017 , Article)This paper investigates the time-varying equicorrelations and risk spillovers between crude oil, gold and the Dow Jones conventional, sustainability and Islamic stock index aggregates and 10 associated disaggregated Islamic ... -
Empirical evidence on the long and short run determinants of health expenditure in the Arab world
( Elsevier B.V. , 2019 , Article)This paper empirically examines the determinants of health care spending for 18 Arab world countries for the period 1995–2015 by using recently developed panel cointegration techniques. We conducted the same estimations ... -
Employee welfare and stock price crash risk
( Elsevier B.V. , 2018 , Article)We examine whether employee welfare practices are associated with future stock price crash risk. Two competing hypotheses were tested: the stakeholder theory hypothesis & the agency theory hypothesis. According to the ... -
How does the tax status of a country impact capital structure? Evidence from the GCC region
( Elsevier B.V. , 2016 , Article)We investigate whether the tax status of a country has an impact on corporate capital structure. This research question is important and timely given that the empirical literature has not reached a consensus on the effect ... -
Impact of terrorist attacks on stock market volatility in emerging markets
( Elsevier B.V. , 2016 , Article)We use an event study methodology alongside an improved bootstrapping test to evaluate the impact of terrorist attacks on the volatility of stock markets in 12 MENA countries, and test for regional financial integration. ... -
Interbank offered rates in Islamic countries: Is the Islamic benchmark different from the conventional benchmarks?
( Elsevier B.V. , 2019 , Article)Motivated by the size and the growth of the global Islamic financial services industry, 17 Islamic Banks in six Islamic countries, in conjunction with Thompson Reuters, developed an Islamic Interbank Benchmark Rate (IIBR, ... -
Scale heterogeneity in discrete choice experiment: An application of generalized mixed logit model in air travel choice
( Elsevier B.V. , 2018 , Article)This study explores to what extent scale heterogeneity (i.e., varying standard deviation of the errors across consumers) is important in air travel choice using data from a stated preference discrete choice experiment. We ... -
Spillovers between food and energy prices and structural breaks
( Elsevier B.V. , 2017 , Article)This paper estimates a bivariate VAR-GARCH(1,1) model to examine linkages between food and energy prices. The adopted framework is suitable to analyse both mean and volatility spillovers, and also allows for possible ...
