المنشورات و المؤلفات
This paper empirically investigates the relationship between financial development and economic growth in the North Africa region, using a panel regression and different indicators of financial development. We find that the relation depends on the...
The paper explores the empirical evidence of the volatility interactions among the Gulf Cooperation Council (GCC) stock markets and world oil price over the weekly period spanning from June 24, 2005 to March 25, 2011. The study is conducted based on...
This paper empirically investigates the interdependence between GCC stock market and oil price by considering structural breaks in conditional volatility. The univariate and multivariate GARCH models are extended by including structural breaks which...
This study employs data envelope analysis to produce the efficiency measures for both Islamic and conventional banks and conducts the means tests to investigate the efficiency comparison between the two bank types in the Gulf Cooperation Council (...
This paper proposes two types of stochastic correlation structures for Multivariate Stochastic Volatility models, such as the constant correlation (CC) and dynamic correlation (DC) models. Both structures can be used for purposes of determining...
In this article, we examine the intradaily Euro-dollar exchange rate volatility persistence result from the dissymmetric impact of monetary policy signals stemming from the ECB Council and the FOMC. A model is constructed by extending the AR(1)-...
Using data envelopment analysis (DEA), this paper estimates the efficiency of 25 Islamic banks operating in Gulf Cooperation Council (GCC) countries during the period 2003-2009. It also examines the relationship between the efficiency of Islamic...
This study investigates volatility spillover for 5 sectors, namely; banking, financial service, industrial, real estate and oil between international stock markets focusing on two zones. The first zone includes developed market excluding North...
This paper investigates the volatility transmission effect and conditional correlations among crude oil, stock market and sector stock indexes in Saudi Arabia. Using daily data from January 3, 2009 to March 21, 2012 and VAR-BEKK specification, we...