Finance & Economics: المرسلات الحديثة
السجلات المعروضة 181 -- 200 من 407
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Assessing the Impact of Major Political and Institutional Factors on New Businesses: The Case of Qatar
( Springer , 2022 , Book chapter)This chapter provides an assessment of the impact of the major political and institutional factors on establishing new businesses in the State of Qatar in the long run using the autoregressive distributed lag (ARDL) model. ... -
Does economic policy uncertainty matter to explain connectedness within the international sovereign bond yields?
( Springer , 2022 , Article)This paper examines the determinants of the dynamic connectedness between sovereign bond yields in a sample of G7 countries. In addition to the common macroeconomic factors, we focus on the impact of Economic Policy ... -
On the safe-haven and hedging properties of Bitcoin: new evidence from COVID-19 pandemic
( Emerald Publishing , 2022 , Article)Purpose: This study aims to investigate the safe-haven and hedging properties of Bitcoin against a wide variety of conventional assets before and during the coronavirus disease 2019 (COVID-19) pandemic. Design/methodolog ... -
Connectedness of stock markets with gold and oil: New evidence from COVID-19 pandemic
( Elsevier , 2022 , Article)This paper sets out to explore the impact of COVID-19 pandemic on the dynamic connectedness among gold, oil and five leading stock markets by applying a new DCC-GARCH connectedness approach. We find stronger connectedness ... -
Stock market dependence in crisis periods: Evidence from oil price shocks and the Qatar blockade
( Elsevier , 2020 , Article)This paper examines the correlation and the dependence patterns of the Qatar stock market with other markets using copula statistical theory and exploiting new datasets covering the period August 1998 to June 2018. To ... -
What determines the dependence between stock markets - crisis or financial and economic fundamentals?
( Routledge , 2022 , Article)This paper investigates the economic and financial fundamentals that determine the dynamic linkage between Qatar and a set of selected international stock markets. To this end, we used different dynamic copula constructions ... -
Does renewable energy index respond to the pandemic uncertainty?
( Elsevier , 2021 , Article)Unlike very recent studies examining the most widely traded commodities (such as; oil and gold) under an overwhelming time pressure and amid high pandemic uncertainty, the effects of world pandemic and economic policy ... -
Asymmetric impacts of insurance premiums on the non-oil GDP: some new empirical evidence
( Routledge , 2020 , Article)In this paper, we study the influence of insurance premium on the non-oil gross domestic product in Saudi Arabia. We implement the nonlinear autoregressive distributed lags. The results show that the relationships between ... -
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 ... -
Risk connectedness between energy and stock markets: Evidence from oil importing and exporting countries
( Elsevier , 2022 , Article)The surmounted environmental and energy challenges have motivated this study to explore the connectedness nexus between oil/renewable energy and stock markets for oil-exporting (importing) countries. We utilize the dynamic ... -
Asymmetric determinants of Bitcoin's wild price movements
( Emerald Publishing , 2022 , Article)Purpose: The present work endeavors to explore the potential nonlinear and asymmetric effects of supply fundamental properties of Bitcoin mining process (velocity, size and stock of Bitcoins, cost of production and mining ... -
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 ... -
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 ... -
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 ... -
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. ... -
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 ... -
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. ... -
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 ... -
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 ...