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Portfolio management and dependencies among precious metal markets: Evidence from a Copula quantile-on-quantile approach
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Elsevier Ltd
, 2019 , Article)
This study examines the dependence structure among four major precious metal markets: gold, palladium, platinum, and silver. Using the novel Copula Quantile-on-Quantile Regression (C-QQR) approach of Sim (2016), we show ...
Do financial crises alter the dynamics of corporate capital structure? Evidence from GCC countries
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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 ...
Does sukuk market development spur economic growth?
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Elsevier Ltd
, 2017 , Article)
We investigate the impact of sukuk market development on economic growth using a sample comprising all sukuk-issuing countries spanning the period 1995-2015. We use the system GMM estimator to tackle potential omitted ...
Financial development and environmental quality in UAE: Cointegration with structural breaks
(
Elsevier Ltd
, 2016 , Article Review)
This study extends the recent work of Shahbaz et al. (2014) by implementing recent unit root tests with multiple structural breaks and regime-switching cointegration techniques considering for one and two unknown regime ...
Modelling the symmetric and asymmetric relationships between oil prices and those of corn, barley, and rapeseed oil
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Elsevier Ltd
, 2019 , Article)
This study, using linear and nonlinear Autoregressive Distributed Lag (ARDL) Models, investigates the dynamic linkages between oil prices and agricultural commodities. The results from the linear model show that barley, ...
Is exchange rate risk priced in microfinance?
(
Elsevier Ltd
, 2016 , Article)
High microcredit interest rates have often been a source of criticism against the microfinance movement. Research has focused attention on the cost structure of interest rates and more recently on the macroeconomic and ...
The forward premium anomaly in the energy futures markets: A time-varying approach
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Elsevier Ltd
, 2019 , Article)
This paper contributes to the empirical literature on the forward premium anomaly by investigating possible statistical explanations for this puzzling phenomenon in the energy market. To this end, time series of spot and ...
The switching impact of financial stability and economic growth in Qatar: Evidence from an oil-rich country
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Elsevier B.V.
, 2019 , Article)
This paper investigates the relationship between financial stability and economic growth in the Qatar economy over the period 1980:Q1–2013:Q4. The paper estimates the short- and long-run impact of real GDP growth on real ...
Empirical evidence on the long and short run determinants of health expenditure in the Arab world
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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 ...
Socially responsible investing and Islamic funds: New perspectives for portfolio allocation
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Elsevier Ltd
, 2016 , Article)
The purpose of this paper is to investigate the performance of ethical and conventional investments. It examines also whether socially responsible and Islamic investments offer an additional opportunity for domestic investors ...