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Return and volatility spillovers in the presence of structural breaks: evidence from GCC Islamic and conventional banks
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Palgrave Macmillan Ltd.
, 2019 , Article)
The dynamics of return and volatility spillover indices were investigated to reveal the strength and direction of transmission that occurred during a financial crisis. The focus of this study was especially placed on the ...
Competition and microcredit interest rates: international evidence
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Springer Verlag
, 2019 , Article)
The limited number of existing papers that link competition among microfinance institutions (MFIs) and microcredit interest rates, provide inconclusive and counterintuitive results. This paper uses data from 1997 MFIs ...
The banking sector, stress and financial crisis: symmetric and asymmetric analysis
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Routledge
, 2019 , Article)
This study investigates the impact of economic and financial stress on US banking sector returns during periods of crisis and tranquility. It further examines symmetric and asymmetric effects. The study applies GARCH (1, ...
Terrorism and tourism demand: a case study of Lebanon, Turkey and israel
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Routledge
, 2019 , Article)
Using a seemingly unrelated regression (SUR) model, this paper examines the impact of domestic and transnational terrorism on tourism demand (as measured by visitor arrivals) to Lebanon, Turkey and Israel. The distinguishing ...
Rational functions: an alternative approach to asset pricing
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Routledge
, 2019 , Article)
This paper shows that asset prices are linear polynomials of various underlying explanatory factors and asset returns being ratios of these polynomials, are rational functions that do not add linearly when averaging. Hence, ...
Support for smallholder farmers through Islamic instruments: The case of Bangladesh and lessons for Nigeria
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Emerald Group Publishing Ltd.
, 2019 , Article)
Purpose: In societies with strong presence of Islam, Islamic instruments with more scope for fairness and equity can be innovatively harnessed to play an increasing role in the development process and poverty alleviation ...
The Impact of Liquidity on Debt Maturity After a Financial Crisis: Evidence from the Gulf Cooperation Council Region
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Routledge
, 2019 , Article)
This article contributes to the existent literature on corporate debt maturity by studying a new channel through which firms may mitigate the effects of a major economic downturn such as the 2008 global financial crisis. ...
Foreign Direct Investment Determinants in Oil Exporting Countries: Revisiting the Role of Natural Resources
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Sage Publications India Pvt. Ltd
, 2019 , Article)
This article explores the determinants of foreign direct investment (FDI) in oil-dependent economies and revisits the role of natural resources in attracting FDI to countries of this kind. Panel data from the six Gulf ...
Gender effects for loss aversion: Yes, no, maybe?
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Springer
, 2019 , Article)
Gender effects in risk taking have attracted much attention by economists, and remain debated. Loss aversion—the stylized finding that a given loss carries substantially greater weight than a monetarily equivalent gain—is ...
Testing for the Granger-causality between returns in the U.S. and GIPSI stock markets
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Elsevier B.V.
, 2019 , Article)
This paper studies the Granger-causality between the U.S. stock market and five stock markets in so-called ‘debtor countries’ of the European Union: Greece, Ireland, Portugal, Spain and Italy (GIPSI). We consider four novel ...