Publications
by members of
Department of Economics and Finance
Faculty of Business and Economics
United Arab Emirates University
Al-Ain, United Arab Emirates
These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.| Working papers | Journal articles | Chapters | Software components |
Working papers
2024
- Abdulnasser Hatemi-J, 2024. "On the Asymmetric Volatility Connectedness," Papers 2404.12997, arXiv.org, revised May 2024.
- Abdulnasser Hatemi-J, 2024. "An Asymmetric Capital Asset Pricing Model," Papers 2404.14137, arXiv.org, revised May 2024.
- Abdulnasser Hatemi-J, 2024. "Testing for the Asymmetric Optimal Hedge Ratios: With an Application to Bitcoin," Papers 2407.19932, arXiv.org, revised Aug 2024.
- Abdulnasser Hatemi-J, 2024. "Efficient Asymmetric Causality Tests," Papers 2408.03137, arXiv.org, revised Aug 2024.
2023
- Abdulnasser Hatemi-J & Alan Mustafa, 2023. "A Simulation Package in VBA to Support Finance Students for Constructing Optimal Portfolios," Papers 2305.12826, arXiv.org.
2022
- El-Khatib, Youssef & Hatemi-J, Abdulnasser, 2022.
"On a Regime Switching Illiquid High Volatile Prediction Model for Cryptocurrencies,"
MPRA Paper
114556, University Library of Munich, Germany.
- Youssef El-Khatib & Abdulnasser Hatemi-J, 2023. "On a regime switching illiquid high volatile prediction model for cryptocurrencies," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 51(2), pages 485-498, July.
- Kalaitzi, Athanasia & Samer, Kherfi & Al-Rousan, Sahel & Katsaiti, Marina-Selini, 2022.
"Are non-primary exports the source for further economic growth in the UAE?,"
LSE Research Online Documents on Economics
114948, London School of Economics and Political Science, LSE Library.
- Kalaitzi Athanasia Stylianou & Kherfi Samer & Alrousan Sahel & Katsaiti Marina-Selini, 2022. "Are Non-Primary Exports the Source for Further Economic Growth in the UAE?," Review of Middle East Economics and Finance, De Gruyter, vol. 18(1), pages 29-51, April.
- Wasseem Mina, 2022. "The Determinants of Youth Unemployment in the Arab Countries," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper2204, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
2021
- Abdulnasser Hatemi-J, 2021. "Dynamic Asymmetric Causality Tests with an Application," Papers 2106.07612, arXiv.org, revised Jun 2021.
2020
- Abdulnasser Hatemi-J, 2020. "Bear Markets and Recessions versus Bull Markets and Expansions," Papers 2009.01343, arXiv.org, revised Nov 2020.
2019
- Abdulnasser Hatemi-J & Mohamed Ali Hajji & Youssef El-Khatib, 2019.
"Exact Solution for the Portfolio Diversification Problem Based on Maximizing the Risk Adjusted Return,"
Papers
1903.01082, arXiv.org.
- Hatemi-J, Abdulnasser & Hajji, Mohamed Ali & El-Khatib, Youssef, 2022. "Exact solution for the portfolio diversification problem based on maximizing the risk adjusted return," Research in International Business and Finance, Elsevier, vol. 59(C).
- Abdulnasser Hatemi-J & Mohamed A. Hajji & Elie Bouri & Rangan Gupta, 2019.
"The Benefits of Diversification between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction,"
Working Papers
201959, University of Pretoria, Department of Economics.
- Abdulnasser Hatemi-J & Mohamed A. Hajji & Elie Bouri & Rangan Gupta, 2022. "The Benefits of Diversification Between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 39(04), pages 1-11, August.
- Osama D. Sweidan & Bashar H. Malkawi, 2019. "The Effect of Oil Price on United Arab Emirates Goods Trade Deficit with the United States," Papers 1909.09057, arXiv.org.
- Basel Awartani & Aktham Maghyereh & Julie Ayton, 2019.
"Oil Price Changes And Industrial Output In The Mena Region: Nonlinearities And Asymmetries,"
Working Papers
1342, Economic Research Forum, revised 20 Sep 2019.
- Awartani, Basel & Maghyereh, Aktham & Ayton, Julie, 2020. "Oil price changes and industrial output in the MENA region: Nonlinearities and asymmetries," Energy, Elsevier, vol. 196(C).
2018
- Abdulnasser Hatemi-J & Youssef El-Khatib, 2018. "Valuation of Currency Options in Markets with a Crunch," Papers 1801.08346, arXiv.org.
- Abdulnasser Hatemi-J & Youssef El-Khatib, 2018.
"The Dividend Discount Model with Multiple Growth Rates of Any Order for Stock Evaluation,"
Papers
1802.08987, arXiv.org.
- Hatemi-J, Abdulnasser & El-Khatib, Youssef, 2023. "The Dividend Discount Model with Multiple Growth Rates of any Order for Stock Evaluation," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 76(1), pages 135-146.
- R. Scott Hacker & Abdulnasser Hatemi-J, 2018.
"Model Selection in Time Series Analysis: Using Information Criteria as an Alternative to Hypothesis Testing,"
Papers
1805.08991, arXiv.org.
- R. Scott Hacker & Abdulnasser Hatemi-J, 2021. "Model selection in time series analysis: using information criteria as an alternative to hypothesis testing," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 49(6), pages 1055-1075, September.
- Abdulnasser Hatemi-J & Chi-Chuan Lee & Chien-Chiang Lee & Rangan Gupta, 2018.
"Insurance Activity and Economic Performance: Fresh Evidence from Asymmetric Panel Causality Tests,"
Working Papers
201828, University of Pretoria, Department of Economics.
- Abdulnasser Hatemi‐J & Chi‐Chuan Lee & Chien‐Chiang Lee & Rangan Gupta, 2019. "Insurance activity and economic performance: Fresh evidence from asymmetric panel causality tests," International Finance, Wiley Blackwell, vol. 22(2), pages 221-240, August.
- Aviral Kumar Tiwari & Juncal Cunado & Abdulnasser Hatemi-J & Rangan Gupta, 2018.
"Oil Price-Inflation Pass-Through in the United States over 1871 to 2018: A Wavelet Coherency Analysis,"
Working Papers
201865, University of Pretoria, Department of Economics.
- Tiwari, Aviral Kumar & Cunado, Juncal & Hatemi-J, Abdulnasser & Gupta, Rangan, 2019. "Oil price-inflation pass-through in the United States over 1871 to 2018: A wavelet coherency analysis," Structural Change and Economic Dynamics, Elsevier, vol. 50(C), pages 51-55.
- Wasseem Mina, 2018. "The Determinants of Social Protection Expenditures and Labor Market Flexibility," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper1810, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
- Wasseem Mina, 2018. "Migrant Remittances and Social Protection," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper1811, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
- Wasseem Mina, 2018. "Labor Market Policies and FDI Flows to GCC Countries," Working Papers 1201, Economic Research Forum, revised 27 May 2018.
2017
- Youssef El-Khatib & Abdulnasser Hatemi-J, 2017. "Computation of second order price sensitivities in depressed markets," Papers 1705.02473, arXiv.org, revised Jan 2018.
- Rutledge, Emilie & Alkaabi, Khaled, 2017. "‘Private sector’ Emiratisation: job satisfaction and sociocultural influences," MPRA Paper 76931, University Library of Munich, Germany.
- Wasseem Mina, 2017. "The Race to the Top: Institutional Clusters and World FDI Shares," Working Papers 1136, Economic Research Forum, revised 09 2003.
2016
- Hatemi-J, Abdulnasser & Mustafa, Alan, 2016. "Testing for Financial Market Integration of the Chinese Market with the US Market," MPRA Paper 72733, University Library of Munich, Germany.
- Hatemi-J, Abdulnasser & Mustafa, Alan, 2016. "A MS-Excel Module to Transform an Integrated Variable into Cumulative Partial Sums for Negative and Positive Components with and without Deterministic Trend Parts," MPRA Paper 73813, University Library of Munich, Germany.
2015
- Abdulnasser Hatemi-J & Tsangyao Chang & Wen-Yi Chen & Feng-Li Lin & Rangan Gupta, 2015. "Asymmetric Granger Causality between Military Expenditures and Economic Growth in Top Six Defense Suppliers," Working Papers 201565, University of Pretoria, Department of Economics.
- Khalifa Abdulrhman & Selini Katsaiti, 2015. "The Determinants of Job Stability in the UAE: Using Satisfaction Variables," Proceedings of International Academic Conferences 1003826, International Institute of Social and Economic Sciences.
- Wasseem Mina & Louis Jaeck, 2015.
"Labor Market Flexibility and FDI Flows: Evidence from Oil-Rich GCC and Middle Income Countries,"
International Center for Public Policy Working Paper Series, at AYSPS, GSU
paper1501, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
- Mina, Wasseem & Jaeck, Louis, 2015. "Labor Market Flexibility and FDI Flows: Evidence from Oil-Rich GCC and Middle Income Countries," MPRA Paper 62652, University Library of Munich, Germany.
2014
- Abdulnasser Hatemi-J & Eduardo Roca, 2014. "BRICs and PIGS in the presence of Uncle Sam and big brothers: Who drive who? Evidence based on asymmetric causality tests," Discussion Papers in Accounting finance:201401, Griffith University, Department of Accounting, Finance and Economics.
- Abdulnasser Hatemi-J & Ahdi N. Ajmi & Ghassen El Montasser & Roula Inglesi-Lotz & Rangan Gupta, 2014.
"Research Output and Economic Growth in G7 Countries: New Evidence from Asymmetric Panel Causality Testing,"
Working Papers
201438, University of Pretoria, Department of Economics.
- Abdulnasser Hatemi-J & Ahdi N. Ajmi & Ghassen El Montasser & Roula Inglesi-Lotz & Rangan Gupta, 2016. "Research output and economic growth in G7 countries: new evidence from asymmetric panel causality testing," Applied Economics, Taylor & Francis Journals, vol. 48(24), pages 2301-2308, May.
- Abdulnasser Hatemi-J & Rangan Gupta & Axel Kasongo & Thabo Mboweni & Ndivhuho Netshitenzhe, 2014. "Are there Asymmetric Causal Relationships between Tourism and Economic Growth in a Panel of G-7 Countries?," Working Papers 201476, University of Pretoria, Department of Economics.
- Rutledge, Emilie & Madi, Mohamed & Forstenlechner, Ingo, 2014. "Parental influence on female vocational decisions in the Arabian Gulf," MPRA Paper 47521, University Library of Munich, Germany.
- Rutledge, Emilie, 2014. "The Rentier State/Resource Curse narrative and the state of the Arabian Gulf," MPRA Paper 59501, University Library of Munich, Germany.
- Wasseem Mina, 2014. "But Most of All We Love Each Other: Does Social Cohesion Pay off? Evidence from FDI Flows to Middle Income Countries," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper1424, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
2013
- Youssef El-Khatib & Abdulnasser Hatemi-J, 2013.
"On the pricing and hedging of options for highly volatile periods,"
Papers
1304.4688, arXiv.org.
- El-Khatib, Youssef & Hatemi-J, Abdulnasser, 2013. "On the pricing and hedging of options for highly volatile periods," MPRA Paper 45272, University Library of Munich, Germany.
- Youssef El-Khatib & Abdulnasser Hatemi-J, 2013. "On option pricing in illiquid markets with jumps," Papers 1304.4690, arXiv.org.
- Hatemi-J, Abdulnasser, 2013. "A New Asymmetric GARCH Model: Testing, Estimation and Application," MPRA Paper 45170, University Library of Munich, Germany.
- El-khatib, Youssef & Hatemi-J, Abdulnasser, 2013. "On option pricing in illiquid markets with random jumps," MPRA Paper 45172, University Library of Munich, Germany.
- Wasseem Mina, 2013.
"Beyond FDI: The Influence of Bilateral Investment Treaties on Debt,"
International Center for Public Policy Working Paper Series, at AYSPS, GSU
paper1325, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
- Mina, Wasseem, 2012. "Beyond FDI: The Influence of Bilateral Investment Treaties on Debt," MPRA Paper 51920, University Library of Munich, Germany.
- Mina, Wasseem, 2013.
"United Arab Emirates FDI Outlook,"
MPRA Paper
51810, University Library of Munich, Germany.
- Wasseem Mina, 2014. "United Arab Emirates FDI Outlook," The World Economy, Wiley Blackwell, vol. 37(12), pages 1716-1730, December.
- Mina, Wasseem, 2013.
"Political Risk Guarantees and Capital Flows: The Role of Bilateral Investment Treaties,"
MPRA Paper
51811, University Library of Munich, Germany.
- Mina, Wasseem, 2015. "Political risk guarantees and capital flows: The role of bilateral investment treaties," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 9, pages 1-38.
- Mina, Wasseem, 2015. "Political risk guarantees and capital flows: The role of bilateral investment treaties," Economics Discussion Papers 2015-24, Kiel Institute for the World Economy (IfW Kiel).
2011
- Abdulnasser Hatemi-J & Eduardo Roca, 2011. "Are Real Estate Markets Integrated with the World Market?," Discussion Papers in Finance finance:201111, Griffith University, Department of Accounting, Finance and Economics.
- El-Khatib, Youssef & Abdulnasser, Hatemi-J, 2011. "On the calculation of price sensitivities with jump-diffusion structure," MPRA Paper 30596, University Library of Munich, Germany.
- Abdulnasser, Hatemi-J, 2011. "Hidden panel cointegration," MPRA Paper 31604, University Library of Munich, Germany.
- Hatemi-J, Abdulnasser, 2011. "Asymmetric generalized impulse responses and variance decompositions with an application," MPRA Paper 31700, University Library of Munich, Germany.
- Hatemi-J, Abdulnasser, 2011.
"Asymmetric Panel Causality Tests with an Application to the Impact of Fiscal Policy on Economic Performance in Scandinavia,"
MPRA Paper
55527, University Library of Munich, Germany.
- Hatemi-J, Abdulnasser, 2020. "Asymmetric Panel Causality Tests with an Application to the Impact of Fiscal Policy on Economic Performance in Scandinavia," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 73(3), pages 389-404.
- Yamamura, Eiji & Andrés, Antonio R. & Katsaiti, Marina, 2011.
"Does corruption affect suicide? Empirical evidence from OECD countries,"
MPRA Paper
34044, University Library of Munich, Germany.
- Yamamura, Eiji & Andrés, Antonio R., 2011. "Does corruption affect suicide? Empirical evidence from OECD countries," MPRA Paper 29693, University Library of Munich, Germany.
- Yamamura, Eiji & Andrés, Antonio R., 2011. "Does corruption affect suicide? Empirical evidence from OECD countries," MPRA Paper 31622, University Library of Munich, Germany.
2010
- Abdulnasser Hatemi-J & Eduardo Roca, 2010. "The Impact of the US Real Estate Market on Other Major Markets During Normal and Crisis Periods," Discussion Papers in Finance finance:201003, Griffith University, Department of Accounting, Finance and Economics.
- Abdulnasser Hatemi-J & Eduardo Roca, 2010. "Estimating Optimal Hedge Ratio with Unknown Structural Breaks," Discussion Papers in Finance finance:201010, Griffith University, Department of Accounting, Finance and Economics.
- Hacker, Scott & Hatemi-J, Abdulnasser, 2010. "The Properties of Procedures Dealing with Uncertainty about Intercept and Deterministic Trend in Unit Root Testing," Working Paper Series in Economics and Institutions of Innovation 214, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
- Hacker, R. Scott & Hatemi-J, Abdulnasser, 2010.
"A Bootstrap Test for Causality with Endogenous Lag Length Choice - theory and application in finance,"
Working Paper Series in Economics and Institutions of Innovation
223, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
- Scott Hacker & Abdulnasser Hatemi‐J, 2012. "A bootstrap test for causality with endogenous lag length choice: theory and application in finance," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 39(2), pages 144-160, May.
- Hatemi-J, Abdulnasser & El-Khatib, Youssef, 2010.
"Stochastic optimal hedge ratio: Theory and evidence,"
MPRA Paper
26153, University Library of Munich, Germany.
- Abdulnasser Hatemi-J & Youssef El-Khatib, 2012. "Stochastic optimal hedge ratio: theory and evidence," Applied Economics Letters, Taylor & Francis Journals, vol. 19(8), pages 699-703, May.
- Wasseem MIchel Mina, 2010.
"Institutional Reforms Debate and FDI Flows to MENA Region: Does One “Best” Fit All?,"
International Center for Public Policy Working Paper Series, at AYSPS, GSU
paper1034, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
- Wasseem Mina, 2011. "Institutional Reforms Debate and FDI Flows to MENA Region: Does One 'Best' Fit All?," WIDER Working Paper Series wp-2011-050, World Institute for Development Economic Research (UNU-WIDER).
2009
- Michael A. Cohen & Marina-Selini Katsaiti, 2009.
"Evaluating Health Care Externality Costs Generated by Risky Consumption Goods,"
Working papers
2009-43, University of Connecticut, Department of Economics.
- Michael Cohen & Marina-Selini Katsaiti, 2009. "Evaluating Health Care Externality Costs Generated by Risky Consuption Goods," Food Marketing Policy Center Research Reports 121, University of Connecticut, Department of Agricultural and Resource Economics, Charles J. Zwick Center for Food and Resource Policy.
- Cohen, Michael & Katsaiti, Marina-Selini, 2009. "Evaluating Health Care Externality Costs Generated by Risky Consuption Goods," Research Reports 149964, University of Connecticut, Food Marketing Policy Center.
- Marina-Selini Katsaiti, 2009.
"Obesity and Happiness,"
Working papers
2009-44, University of Connecticut, Department of Economics, revised Apr 2011.
- Marina Selini Katsaiti, 2012. "Obesity and happiness," Applied Economics, Taylor & Francis Journals, vol. 44(31), pages 4101-4114, November.
- Marina-Selini Katsaiti, 2010. "Obesity and Happiness," SOEPpapers on Multidisciplinary Panel Data Research 270, DIW Berlin, The German Socio-Economic Panel (SOEP).
2008
- Wasseem Mina, 2008. "BIT Contracting and FDI Impact in the GCC Countries," Working Papers 437, Economic Research Forum, revised 09 Jan 2008.
2007
- Wasseem, Mina, 2007. "Are the GCC FDI Location Determinants Favorable?," Economics Discussion Papers 2007-23, Kiel Institute for the World Economy (IfW Kiel).
2006
- Philip Shaw & Marina-Selini Katsaiti & Marius Jurgilas, 2006.
"Corruption and Growth Under Weak Identification,"
Working papers
2006-17, University of Connecticut, Department of Economics, revised Mar 2007.
- Philip Shaw & Marina‐Selini Katsaiti & Marius Jurgilas, 2011. "Corruption And Growth Under Weak Identification," Economic Inquiry, Western Economic Association International, vol. 49(1), pages 264-275, January.
- Wasseem Mina & Jorge Martinez-Vazquez, 2006. "Contract Enforcement, Institutional Stability, and the Level and Maturity of International Debt," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper0617, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
2005
- Theodore Panagiotidis & Emilie Rutledge, 2005. "Oil And Gas Markets In The Uk: Evidence For From A Cointegrating Approach," Econometrics 0504004, University Library of Munich, Germany.
2004
- Eduardo D. Roca & Abdulnasser Hatemi-J, 2004. "The Causal Links Between Equity Market Prices: The Case of Australia and Its Major Trading Partners," Econometric Society 2004 Australasian Meetings 99, Econometric Society.
- Abdulnasser , Hatemi-J & Manuchehr, Irandoust, 2004. "Evidence on the Direction of Causation in the Money-Income Relationship: An Alternative Methodology," Working Papers 2004:1, Örebro University, School of Business.
- Theodore Panagiotidis & Emilie Rutledge, 2004. "Oil and gas market in the UK: evidence from a cointegration approach," Discussion Paper Series 2004_18, Department of Economics, Loughborough University, revised Nov 2004.
2002
- Wasseem Mina & Jorge Martinez-Vazquez, 2002. "IMF Lending, Maturity of International Debt and Moral Hazard," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper0301, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
1999
- Hatemi-J, Abdulnasser, 1999.
"Fiscal Policy in Sweden: Effects of EMU Criteria Convergence,"
Working Papers
1999:5, Lund University, Department of Economics, revised Nov 1999.
- Hatemi-J, Abdulnasser, 2002. "Fiscal policy in Sweden: effects of EMU criteria convergence," Economic Modelling, Elsevier, vol. 19(1), pages 121-136, January.
Journal articles
2024
- Aktham Maghyereh & Abdel Razzaq Al Rababa'a & Salem Adel Ziadat, 2024. "Re-examining the Impact of Oil Price Uncertainty on Sovereign CDS Spread of GCC Countries - Accounting for the Asymmetry and Outliers," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, vol. 5(1), pages 1-6.
- Aktham Maghyereh & Jinxin Cui, 2024. "The Impact of Economic Policy Uncertainty on Systemic Risk in the Fintech Industry: Evidence from Crisis Events and the COVID-19 Pandemic," Financial Economics Letters, Anser Press, vol. 3(1), pages 40-51, January.
- Maghyereh, Aktham & Ziadat, Salem Adel & Al Rababa'a, Abdel Razzaq A., 2024. "Exploring the dynamic connections between oil price shocks and bond yields in developed nations: A TVP-SVAR-SV approach," Energy, Elsevier, vol. 306(C).
- Cui, Jinxin & Maghyereh, Aktham, 2024. "Higher-order moment risk spillovers across various financial and commodity markets: Insights from the Israeli–Palestinian conflict," Finance Research Letters, Elsevier, vol. 59(C).
- Cui, Jinxin & Maghyereh, Aktham, 2024. "Unveiling interconnectedness: Exploring higher-order moments among energy, precious metals, industrial metals, and agricultural commodities in the context of geopolitical risks and systemic stress," Journal of Commodity Markets, Elsevier, vol. 33(C).
- Maghyereh, Aktham & Abdoh, Hussein, 2024. "Tail risk connectedness among GCC banks episodes from the Global Financial Crisis to COVID-19 pandemic," The Quarterly Review of Economics and Finance, Elsevier, vol. 96(C).
- Aktham Maghyereh & Hussein Abdoh, 2024. "Oil price uncertainly and sovereign credit risk in GCC countries: fresh evidence," International Economics and Economic Policy, Springer, vol. 21(2), pages 457-482, May.
- Salem Adel Ziadat & Aktham Maghyereh, 2024. "Energy profile and oil shocks: a dynamic analysis of their impact on stock markets," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(3), pages 757-780, September.
- Aktham Maghyereh & Mohammad Al-Shboul, 2024. "Have the extraordinary circumstances of the COVID-19 outbreak and the Russian–Ukrainian conflict impacted the efficiency of cryptocurrencies?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-28, December.
- Aktham Maghyereh & Salem Adel Ziadat, 2024. "Pattern and determinants of tail-risk transmission between cryptocurrency markets: new evidence from recent crisis episodes," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-34, December.
2023
- Youssef El-Khatib & Abdulnasser Hatemi-J, 2023.
"On a regime switching illiquid high volatile prediction model for cryptocurrencies,"
Journal of Economic Studies, Emerald Group Publishing Limited, vol. 51(2), pages 485-498, July.
- El-Khatib, Youssef & Hatemi-J, Abdulnasser, 2022. "On a Regime Switching Illiquid High Volatile Prediction Model for Cryptocurrencies," MPRA Paper 114556, University Library of Munich, Germany.
- Hatemi-J, Abdulnasser & El-Khatib, Youssef, 2023.
"The Dividend Discount Model with Multiple Growth Rates of any Order for Stock Evaluation,"
Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 76(1), pages 135-146.
- Abdulnasser Hatemi-J & Youssef El-Khatib, 2018. "The Dividend Discount Model with Multiple Growth Rates of Any Order for Stock Evaluation," Papers 1802.08987, arXiv.org.
- Wasseem Mina, 2023. "Do labor markets and the social contract increase female youth unemployment in the GCC countries?," Middle East Development Journal, Taylor & Francis Journals, vol. 15(1), pages 130-150, January.
- Cui, Jinxin & Maghyereh, Aktham, 2023. "Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict," International Review of Financial Analysis, Elsevier, vol. 86(C).
- Atawnah, Nader & Zaman, Rashid & Liu, Jia & Atawna, Thaer & Maghyereh, Aktham, 2023. "Does foreign competition affect corporate debt maturity structure? Evidence from import penetration," International Review of Financial Analysis, Elsevier, vol. 86(C).
- Cui, Jinxin & Maghyereh, Aktham, 2023. "Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective," Journal of Commodity Markets, Elsevier, vol. 30(C).
- Mohammad Al-Shboul & Aktham Maghyereh, 2023. "Did real economic uncertainty drive risk connectedness in the oil–stock nexus during the COVID-19 outbreak? A partial wavelet coherence analysis," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 12(1), pages 1-23, December.
- Aktham Maghyereh & Hussein Abdoh & Marcin Wątorek, 2023. "The impact of COVID-19 pandemic on the dynamic correlations between gold and U.S. equities: evidence from multifractal cross-correlation analysis," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(2), pages 1889-1903, April.
2022
- Hatemi-J, Abdulnasser & Hajji, Mohamed Ali & El-Khatib, Youssef, 2022.
"Exact solution for the portfolio diversification problem based on maximizing the risk adjusted return,"
Research in International Business and Finance, Elsevier, vol. 59(C).
- Abdulnasser Hatemi-J & Mohamed Ali Hajji & Youssef El-Khatib, 2019. "Exact Solution for the Portfolio Diversification Problem Based on Maximizing the Risk Adjusted Return," Papers 1903.01082, arXiv.org.
- Abdulnasser Hatemi-J & Eduardo Roca & Alan Mustafa, 2022. "Portfolio diversification impact of oil and asymmetric interaction between oil, equity and bonds in the global market: fresh evidence from alternative approaches," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 50(4), pages 790-805, June.
- Abdulnasser Hatemi-J & Mohamed A. Hajji & Elie Bouri & Rangan Gupta, 2022.
"The Benefits of Diversification Between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction,"
Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 39(04), pages 1-11, August.
- Abdulnasser Hatemi-J & Mohamed A. Hajji & Elie Bouri & Rangan Gupta, 2019. "The Benefits of Diversification between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction," Working Papers 201959, University of Pretoria, Department of Economics.
- Kalaitzi Athanasia Stylianou & Kherfi Samer & Alrousan Sahel & Katsaiti Marina-Selini, 2022.
"Are Non-Primary Exports the Source for Further Economic Growth in the UAE?,"
Review of Middle East Economics and Finance, De Gruyter, vol. 18(1), pages 29-51, April.
- Kalaitzi, Athanasia & Samer, Kherfi & Al-Rousan, Sahel & Katsaiti, Marina-Selini, 2022. "Are non-primary exports the source for further economic growth in the UAE?," LSE Research Online Documents on Economics 114948, London School of Economics and Political Science, LSE Library.
- Shamsuddin, Mrittika & Katsaiti, Marina Selini & El Anshasy, Amany A., 2022. "Income rank and income concerns: What correlates with international migration intentions?," Economic Analysis and Policy, Elsevier, vol. 75(C), pages 490-505.
- Sweidan, Osama D. & Elbargathi, Khadiga, 2022. "The effect of oil rent on economic development in Saudi Arabia: Comparing the role of globalization and the international geopolitical risk," Resources Policy, Elsevier, vol. 75(C).
- Osama D. Sweidan, 2022. "Economic Freedom and Entrepreneurship Rate: Evidence from the U.S. States After the Great Recession," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 13(1), pages 111-127, March.
- Aktham Maghyereh & Hussein Abdoh, 2022. "Global financial crisis versus COVID‐19: Evidence from sentiment analysis," International Finance, Wiley Blackwell, vol. 25(2), pages 218-248, August.
- Maghyereh, Aktham & Abdoh, Hussein & Al-Shboul, Mohammad, 2022. "Oil structural shocks, bank-level characteristics, and systemic risk: Evidence from dual banking systems," Economic Systems, Elsevier, vol. 46(4).
- Cui, Jinxin & Maghyereh, Aktham & Goh, Mark & Zou, Huiwen, 2022. "Risk spillovers and time-varying links between international oil and China’s commodity futures markets: Fresh evidence from the higher-order moments," Energy, Elsevier, vol. 238(PB).
- Maghyereh, Aktham Issa & Yamani, Ehab, 2022. "Does bank income diversification affect systemic risk: New evidence from dual banking systems," Finance Research Letters, Elsevier, vol. 47(PB).
- Maghyereh, Aktham & Abdoh, Hussein & Awartani, Basel, 2022. "Have returns and volatilities for financial assets responded to implied volatility during the COVID-19 pandemic?," Journal of Commodity Markets, Elsevier, vol. 26(C).
- Maghyereh, Aktham & Awartani, Basel & Abdoh, Hussein, 2022. "Asymmetric risk transfer in global equity markets: An extended sample that includes the COVID pandemic period," The Journal of Economic Asymmetries, Elsevier, vol. 25(C).
- Maghyereh, Aktham & Abdoh, Hussein, 2022. "Extreme dependence between structural oil shocks and stock markets in GCC countries," Resources Policy, Elsevier, vol. 76(C).
- Maghyereh, Aktham & Awartani, Basel & Virk, Nader S., 2022. "Asymmetric risk transmissions between oil, gold and US equities: Recent evidence from the realized variance of the futures prices," Resources Policy, Elsevier, vol. 79(C).
- Aktham Maghyereh & Hussein Abdoh, 2022. "Bubble contagion effect between the main precious metals," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 40(1), pages 43-63, March.
- Gurdal Ertek & Aysha Al-Kaabi & Aktham Issa Maghyereh, 2022. "Analytical Modeling and Empirical Analysis of Binary Options Strategies," Future Internet, MDPI, vol. 14(7), pages 1-23, July.
- Aktham Maghyereh & Nader Virk & Basel Awartani & Mohammad Al Shboul, 2022. "The Systemic Risk In The Gulf Cooperation Council Countries’ Equity Markets And Banking Sectors: A Dynamic Covar Approach," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 25(3), pages 439-470, November.
- Aktham Maghyereh & Hussein Abdoh, 2022. "COVID-19 and the volatility interlinkage between bitcoin and financial assets," Empirical Economics, Springer, vol. 63(6), pages 2875-2901, December.
- Aktham Maghyereh & Hussein Abdoh, 2022. "Can news-based economic sentiment predict bubbles in precious metal markets?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-29, December.
- Jinxin Cui & Aktham Maghyereh, 2022. "Time–frequency co-movement and risk connectedness among cryptocurrencies: new evidence from the higher-order moments before and during the COVID-19 pandemic," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-56, December.
- Aktham Issa Maghyereh & Hussein A. Abdoh, 2022. "COVID-19 pandemic and volatility interdependence between gold and financial assets," Applied Economics, Taylor & Francis Journals, vol. 54(13), pages 1473-1486, March.
- Aktham Maghyereh & Hussein Abdoh, 2022. "Connectedness Between Crude Oil And Us Equities: The Impact Of The Covid-19 Pandemic," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 17(04), pages 1-30, December.
2021
- R. Scott Hacker & Abdulnasser Hatemi-J, 2021.
"Model selection in time series analysis: using information criteria as an alternative to hypothesis testing,"
Journal of Economic Studies, Emerald Group Publishing Limited, vol. 49(6), pages 1055-1075, September.
- R. Scott Hacker & Abdulnasser Hatemi-J, 2018. "Model Selection in Time Series Analysis: Using Information Criteria as an Alternative to Hypothesis Testing," Papers 1805.08991, arXiv.org.
- Hatemi-J, Abdulnasser & MANESCHIÖLD, Per-Ola, 2021. "Testing for the Tourism Led Economic Growth Hypothesis in Sweden with Structural Breaks," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 74(3), pages 293-310.
- Hatemi-J, Abdulnasser & Taha, Viyan, 2021. "Portfolio Diversification Benefits between Financial Markets of the US and China: Empirical Evidence from two Alternative Methods," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 74(4), pages 537-546.
- Wasseem Mina, 2021. "Do Labor Market Flexibility and Efficiency Increase Government Social Protection Expenditures?," Applied Economics, Taylor & Francis Journals, vol. 53(33), pages 3871-3887, July.
- Sweidan, Osama D., 2021. "Is the geopolitical risk an incentive or obstacle to renewable energy deployment? Evidence from a panel analysis," Renewable Energy, Elsevier, vol. 178(C), pages 377-384.
- Maghyereh, Aktham & Abdoh, Hussein, 2021. "Time–frequency quantile dependence between Bitcoin and global equity markets," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
- Maghyereh, Aktham & Abdoh, Hussein, 2021. "The effect of structural oil shocks on bank systemic risk in the GCC countries," Energy Economics, Elsevier, vol. 103(C).
- Maghyereh, Aktham & Abdoh, Hussein, 2021. "The impact of extreme structural oil-price shocks on clean energy and oil stocks," Energy, Elsevier, vol. 225(C).
- Maghyereh, Aktham & Abdoh, Hussein, 2021. "Tail dependence between gold and Islamic securities," Finance Research Letters, Elsevier, vol. 38(C).
- Dina Gabbori & Basel Awartani & Aktham I. Maghyereh & Nader Virk, 2021. "Are herding transmissions in the gulf cooperation council stock markets regional or international?," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 14(5), pages 588-611, March.
- Dina Gabbori & Basel Awartani & Aktham Maghyereh & Nader Virk, 2021. "OPEC meetings, oil market volatility and herding behaviour in the Saudi Arabia stock market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 870-888, January.
2020
- Alsamara, Mouyad & Mrabet, Zouhair & Hatemi-J, Abdulnasser, 2020. "Pass-through of import cost into consumer prices and inflation in GCC countries: Evidence from a nonlinear autoregressive distributed lags model," International Review of Economics & Finance, Elsevier, vol. 70(C), pages 89-101.
- Abdulnasser Hatemi-J & Youssef El-Khatib, 2020. "The nexus of trade-weighted dollar rates and the oil prices: an asymmetric approach," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 47(7), pages 1579-1589, April.
- Hatemi-J, Abdulnasser, 2020.
"Asymmetric Panel Causality Tests with an Application to the Impact of Fiscal Policy on Economic Performance in Scandinavia,"
Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 73(3), pages 389-404.
- Hatemi-J, Abdulnasser, 2011. "Asymmetric Panel Causality Tests with an Application to the Impact of Fiscal Policy on Economic Performance in Scandinavia," MPRA Paper 55527, University Library of Munich, Germany.
- Mrittika Shamsuddin & Marina-Selini Katsaiti, 2020. "Migration and Happiness: Evidence from Germany," Journal of Happiness Studies, Springer, vol. 21(8), pages 2931-2955, December.
- Polyzos, Stathis & Samitas, Aristeidis & Katsaiti, Marina-Selini, 2020. "Who is unhappy for Brexit? A machine-learning, agent-based study on financial instability," International Review of Financial Analysis, Elsevier, vol. 72(C).
- Wasseem Mina, 2020. "Social protection expenditures and performance-pay," Review of Development Finance Journal, Chartered Institute of Development Finance, vol. 10(2), pages 38-61.
- Mina, Wasseem, 2020. "Do GCC market-oriented labor policies encourage inward FDI flows?," Research in International Business and Finance, Elsevier, vol. 51(C).
- Maghyereh, Aktham I. & Sweidan, Osama D., 2020.
"Do structural shocks in the crude oil market affect biofuel prices?,"
International Economics, Elsevier, vol. 164(C), pages 183-193.
- Aktham I. Maghyereh & Osama D. Sweidan, 2020. "Do structural shocks in the crude oil market affect biofuel prices?," International Economics, CEPII research center, issue 164, pages 183-193.
- Osama D. Sweidan, 2020. "The effect of oil prices on the economic diversification process: evidence from the GCC countries," Economics and Business Letters, Oviedo University Press, vol. 9(4), pages 334-341.
- Maghyereh Aktham & Sweidan Osama & Awartani Basel, 2020. "Asymmetric Responses of Economic Growth to Daily Oil Price Changes: New Global Evidence from Mixed-data Sampling Approach," Review of Economics, De Gruyter, vol. 71(2), pages 81-99, August.
- Maghyereh, Aktham & Abdoh, Hussein, 2020. "Asymmetric effects of oil price uncertainty on corporate investment," Energy Economics, Elsevier, vol. 86(C).
- Awartani, Basel & Maghyereh, Aktham & Ayton, Julie, 2020.
"Oil price changes and industrial output in the MENA region: Nonlinearities and asymmetries,"
Energy, Elsevier, vol. 196(C).
- Basel Awartani & Aktham Maghyereh & Julie Ayton, 2019. "Oil Price Changes And Industrial Output In The Mena Region: Nonlinearities And Asymmetries," Working Papers 1342, Economic Research Forum, revised 20 Sep 2019.
- Maghyereh, Aktham & Abdoh, Hussein, 2020. "Tail dependence between Bitcoin and financial assets: Evidence from a quantile cross-spectral approach," International Review of Financial Analysis, Elsevier, vol. 71(C).
- Maghyereh, Aktham & Awartani, Basel & Abdoh, Hussein, 2020. "The effects of investor emotions sentiments on crude oil returns: A time and frequency dynamics analysis," International Economics, Elsevier, vol. 162(C), pages 110-124.
- Maghyereh, Aktham & Abdoh, Hussein, 2020. "The tail dependence structure between investor sentiment and commodity markets," Resources Policy, Elsevier, vol. 68(C).
- Al-Shboul, Mohammad & Maghyereh, Aktham & Hassan, Abul & Molyneux, Phillip, 2020. "Political risk and bank stability in the Middle East and North Africa region," Pacific-Basin Finance Journal, Elsevier, vol. 60(C).
- Hussein Abdoh & Aktham Maghyereh, 2020. "Product market competition, oil uncertainty and corporate investment," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 16(5), pages 645-671, April.
- Aktham Maghyereh & Hussein Abdoh & Mohammad Al-Shboul, 2020. "The Impact of Sentiment on Commodity Return and Volatility," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 23(04), pages 1-34, December.
2019
- Abdulnasser Hatemi‐J & Chi‐Chuan Lee & Chien‐Chiang Lee & Rangan Gupta, 2019.
"Insurance activity and economic performance: Fresh evidence from asymmetric panel causality tests,"
International Finance, Wiley Blackwell, vol. 22(2), pages 221-240, August.
- Abdulnasser Hatemi-J & Chi-Chuan Lee & Chien-Chiang Lee & Rangan Gupta, 2018. "Insurance Activity and Economic Performance: Fresh Evidence from Asymmetric Panel Causality Tests," Working Papers 201828, University of Pretoria, Department of Economics.
- Tiwari, Aviral Kumar & Cunado, Juncal & Hatemi-J, Abdulnasser & Gupta, Rangan, 2019.
"Oil price-inflation pass-through in the United States over 1871 to 2018: A wavelet coherency analysis,"
Structural Change and Economic Dynamics, Elsevier, vol. 50(C), pages 51-55.
- Aviral Kumar Tiwari & Juncal Cunado & Abdulnasser Hatemi-J & Rangan Gupta, 2018. "Oil Price-Inflation Pass-Through in the United States over 1871 to 2018: A Wavelet Coherency Analysis," Working Papers 201865, University of Pretoria, Department of Economics.
- Hatemi-J, Abdulnasser, 2019. "The Causal Impact of Stock Market Development on Economic Development in the UAE: An Asymmetric Approach," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 72(2), pages 171-184.
- Hatemi-J, Abdulnasser & Al-Mohana, Safa, 2019. "Testing for Financial Market Integration of the UAE Market with the Global Market," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 72(4), pages 475-492.
- Wasseem Mina, 2019. "Diaspora and government welfare spending: Do migrant remittances increase public social protection?," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 48(3), November.
- Aktham I. Maghyereh & Basil Awartani & Osama D. Sweidan, 2019. "Oil price uncertainty and real output growth: new evidence from selected oil-importing countries in the Middle East," Empirical Economics, Springer, vol. 56(5), pages 1601-1621, May.
- Osama D. Sweidan, 2019. "Economic Sustainability of the MENA Region," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, vol. 65(1), pages 71-86.
- Maghyereh, Aktham I. & Awartani, Basel & Abdoh, Hussein, 2019. "The co-movement between oil and clean energy stocks: A wavelet-based analysis of horizon associations," Energy, Elsevier, vol. 169(C), pages 895-913.
- Maghyereh, Aktham I. & Abdoh, Hussein & Awartani, Basel, 2019. "Connectedness and hedging between gold and Islamic securities: A new evidence from time-frequency domain approaches," Pacific-Basin Finance Journal, Elsevier, vol. 54(C), pages 13-28.
2018
- Abdulnasser Hatemi-J & Rangan Gupta & Axel Kasongo & Thabo Mboweni & Ndivhuho Netshitenzhe, 2018. "Does tourism cause growth asymmetrically in a panel of G-7 countries? A short note," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 45(1), pages 49-57, February.
- Abdulnasser Hatemi-J & Tsangyao Chang & Wen-Yi Chen & Feng-Li Lin & Rangan Gupta, 2018. "Asymmetric causality between military expenditures and economic growth in top six defense spenders," Quality & Quantity: International Journal of Methodology, Springer, vol. 52(3), pages 1193-1207, May.
- Amany A. El Anshasy & Marina-Selini Katsaiti, 2018. "Is reducing energy intensity enough to put the oil-rich GCC states on a more sustainable environmental path?," Empirical Economics, Springer, vol. 55(3), pages 965-992, November.
- Apergis, Nicholas & Katsaiti, Marina-Selini, 2018. "Poverty and the resource curse: Evidence from a global panel of countries," Research in Economics, Elsevier, vol. 72(2), pages 211-223.
- Osama D. Sweidan, 2018. "Economic performance and carbon intensity of human well-being: empirical evidence from the MENA region," Journal of Environmental Planning and Management, Taylor & Francis Journals, vol. 61(4), pages 699-723, March.
- Maghyereh, Aktham I. & Awartani, Basel, 2018. "The factors influencing the decision to list on Abu Dhabi securities exchange," Journal of Behavioral and Experimental Finance, Elsevier, vol. 19(C), pages 89-103.
- Aktham Maghyereh & Basel Awartani & Abul Hassan, 2018. "Can gold be used as a hedge against the risks of Sharia-compliant securities? Application for Islamic portfolio management," Journal of Asset Management, Palgrave Macmillan, vol. 19(6), pages 394-412, October.
- Maghyereh, Aktham I., 2018. "Bank Competition, Concentration and Risk-taking in the UAE Banking Industry," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 71(2), pages 129-148.
2017
- Youssef El-Khatib & Abdulnasser Hatemi-J, 2017. "Option valuation and hedging in markets with a crunch," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 44(5), pages 801-815, October.
- Abdulnasser Hatemi-J & Abdulrahman Al Shayeb & Eduardo Roca, 2017. "The effect of oil prices on stock prices: fresh evidence from asymmetric causality tests," Applied Economics, Taylor & Francis Journals, vol. 49(16), pages 1584-1592, April.
- Emilie Rutledge, 2017. "Oil rent, the Rentier State/Resource Curse Narrative and the GCC Countries," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 41(2), pages 132-152, June.
- Emilie Rutledge & Mohammed Madi, 2017. "Parental influence on female vocational intentions in the Arabian Gulf," International Journal of Manpower, Emerald Group Publishing Limited, vol. 38(2), pages 145-159, May.
- Wasseem Mina, 2017.
"Institutional Clusters and FDI Flows to the MENA Region,"
Africagrowth Agenda, Africagrowth Institute, vol. 14(3), pages 8-11.
- Wasseem Mina, 2017. "Institutional Clusters and FDI Flows to the MENA Region," Eurasian Studies in Business and Economics, in: Mehmet Huseyin Bilgin & Hakan Danis & Ender Demir & Ugur Can (ed.), Empirical Studies on Economics of Innovation, Public Economics and Management, pages 243-252, Springer.
- Osama D. Sweidan, 2017. "The influence of political regime vs political instability on real output," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 44(1), pages 154-167, January.
- Sweidan Osama, 2017.
"Economic Freedom and the Informal Economy,"
Global Economy Journal, De Gruyter, vol. 17(4), pages 1-10, December.
- Osama Sweidan, 2017. "Economic Freedom and the Informal Economy," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 17(4), pages 1-10, December.
- Osama D. Sweidan, 2017. "Monetary Transmission: Testing the Post-Keynesian View After the Great Recession," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, vol. 63(3), pages 233-257.
- Maghyereh, Aktham I. & Awartani, Basel & Tziogkidis, Panagiotis, 2017. "Volatility spillovers and cross-hedging between gold, oil and equities: Evidence from the Gulf Cooperation Council countries," Energy Economics, Elsevier, vol. 68(C), pages 440-453.
2016
- Abdulrahman Al-Shayeb & Abdulnasser Hatemi-J, 2016. "Trade openness and economic development in the UAE: an asymmetric approach," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 43(4), pages 587-597, September.
- Al-Mohana, Safa & Hatemi-J, Abdulnasser, 2016. "The Impact of Recent Crisis on the Real Estate Market on the UAE: Evidence from Asymmetric Methods," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 69(4), pages 389-428.
- Abdulnasser Hatemi-J & Mrittika Shamsuddin, 2016. "The causal interaction between financial development and human development in Bangladesh," Applied Economics Letters, Taylor & Francis Journals, vol. 23(14), pages 995-998, September.
- Abdulnasser Hatemi-J, 2016. "On the tourism-led growth hypothesis in the UAE: a bootstrap approach with leveraged adjustments," Applied Economics Letters, Taylor & Francis Journals, vol. 23(6), pages 424-427, April.
- Abdulnasser Hatemi-J & Ahdi N. Ajmi & Ghassen El Montasser & Roula Inglesi-Lotz & Rangan Gupta, 2016.
"Research output and economic growth in G7 countries: new evidence from asymmetric panel causality testing,"
Applied Economics, Taylor & Francis Journals, vol. 48(24), pages 2301-2308, May.
- Abdulnasser Hatemi-J & Ahdi N. Ajmi & Ghassen El Montasser & Roula Inglesi-Lotz & Rangan Gupta, 2014. "Research Output and Economic Growth in G7 Countries: New Evidence from Asymmetric Panel Causality Testing," Working Papers 201438, University of Pretoria, Department of Economics.
- Abdulnasser Hatemi-J & Youssef El-Khatib, 2016. "An extension of the asymmetric causality tests for dealing with deterministic trend components," Applied Economics, Taylor & Francis Journals, vol. 48(42), pages 4033-4041, September.
- Abdulnasser Hatemi-J & Eduardo Roca, 2016. "BRIC and GIPS – who drives who? Evidence from newly developed asymmetric causality tests," Applied Economics, Taylor & Francis Journals, vol. 48(59), pages 5772-5778, December.
- Marina-Selini Katsaiti & Mrittika Shamsuddin, 2016. "Weight discrimination in the German labour market," Applied Economics, Taylor & Francis Journals, vol. 48(43), pages 4167-4182, September.
- Sweidan, Osama D. & Alwaked, Ahmed A., 2016. "Economic development and the energy intensity of human well-being: Evidence from the GCC countries," Renewable and Sustainable Energy Reviews, Elsevier, vol. 55(C), pages 1363-1369.
- Sweidan Osama D., 2016. "Political Instability and Economic Growth: Evidence from Jordan," Review of Middle East Economics and Finance, De Gruyter, vol. 12(3), pages 279-300, December.
- Belkhir, Mohamed & Maghyereh, Aktham & Awartani, Basel, 2016. "Institutions and corporate capital structure in the MENA region," Emerging Markets Review, Elsevier, vol. 26(C), pages 99-129.
- Bouri, Elie & Awartani, Basel & Maghyereh, Aktham, 2016. "Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010," Energy Economics, Elsevier, vol. 56(C), pages 205-214.
- Maghyereh, Aktham I. & Awartani, Basel & Bouri, Elie, 2016. "The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes," Energy Economics, Elsevier, vol. 57(C), pages 78-93.
- Awartani, Basel & Belkhir, Mohamed & Boubaker, Sabri & Maghyereh, Aktham, 2016. "Corporate debt maturity in the MENA region: Does institutional quality matter?," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 309-325.
- Awartani, Basel & Aktham, Maghyereh & Cherif, Guermat, 2016. "The connectedness between crude oil and financial markets: Evidence from implied volatility indices," Journal of Commodity Markets, Elsevier, vol. 4(1), pages 56-69.
- Maghyereh, Aktham I. & Awartani, Basel, 2016. "Dynamic transmissions between Sukuk and bond markets," Research in International Business and Finance, Elsevier, vol. 38(C), pages 246-261.
- Aktham Maghyereh & Basel Awartani, 2016. "Oil price uncertainty and equity returns," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 8(1), pages 64-79, April.
2015
- Hatemi-J, Abdulnasser & El-Khatib, Youssef, 2015. "Portfolio selection: An alternative approach," Economics Letters, Elsevier, vol. 135(C), pages 141-143.
- Hatemi-J, Abdulnasser & Irandoust, Manuchehr, 2015. "Modelling Asymmetry in Oil, Gold and Stock Markets by a Hidden Cointegration Technique. - Modelli di asimmetria nel mercato del petrolio, dell’oro e nei mercati azionari attraverso una tecnica di coin," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 68(2), pages 213-228.
- Philip Shaw & Marina-Selini Katsaiti & Brandon Pecoraro, 2015. "On The Determinants Of Educational Corruption: The Case Of Ukraine," Contemporary Economic Policy, Western Economic Association International, vol. 33(4), pages 698-713, October.
- Mina, Wasseem, 2015.
"Political risk guarantees and capital flows: The role of bilateral investment treaties,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 9, pages 1-38.
- Mina, Wasseem, 2015. "Political risk guarantees and capital flows: The role of bilateral investment treaties," Economics Discussion Papers 2015-24, Kiel Institute for the World Economy (IfW Kiel).
- Mina, Wasseem, 2013. "Political Risk Guarantees and Capital Flows: The Role of Bilateral Investment Treaties," MPRA Paper 51811, University Library of Munich, Germany.
- Maghyereh, Aktham I. & Awartani, Basel & Hilu, Khalil Al, 2015. "Dynamic transmissions between the U.S. and equity markets in the MENA countries: New evidence from pre- and post-global financial crisis," The Quarterly Review of Economics and Finance, Elsevier, vol. 56(C), pages 123-138.
2014
- Hatemi-J, Abdulnasser, 2014. "Asymmetric generalized impulse responses with an application in finance," Economic Modelling, Elsevier, vol. 36(C), pages 18-22.
- Hatemi-J, Abdulnasser & Roca, Eduardo & Al-Shayeb, Abdulrahman, 2014. "How integrated are real estate markets with the world market? Evidence from case-wise bootstrap analysis," Economic Modelling, Elsevier, vol. 37(C), pages 137-142.
- Al-Shayeb, Abdulrahman & Hatemi-J, Abdulnasser, 2014. "The Performance of the Banking Sector in the UAE - La performance del settore bancario negli Emirati Arabi Uniti," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 67(4), pages 439-448.
- Abdulnasser Hatemi-J, 2014. "On the interaction between government spending and economic performance in Sweden: an asymmetric approach," Applied Economics Letters, Taylor & Francis Journals, vol. 21(15), pages 1099-1103, October.
- Abdulnasser Hatemi-J & Gazi Salah Uddin, 2014. "On the causal nexus of remittances and poverty reduction in Bangladesh," Applied Economics, Taylor & Francis Journals, vol. 46(4), pages 374-382, February.
- Abdulnasser Hatemi-J & Eduardo Roca, 2014. "Estimating the optimal hedge ratio in the presence of potential unknown structural breaks," Applied Economics, Taylor & Francis Journals, vol. 46(8), pages 790-795, March.
- Marina-Selini Katsaiti & Amany A. El Anshasy, 2014. "On the determinants of obesity: evidence from the UAE," Applied Economics, Taylor & Francis Journals, vol. 46(30), pages 3649-3658, October.
- Wasseem Mina, 2014.
"United Arab Emirates FDI Outlook,"
The World Economy, Wiley Blackwell, vol. 37(12), pages 1716-1730, December.
- Mina, Wasseem, 2013. "United Arab Emirates FDI Outlook," MPRA Paper 51810, University Library of Munich, Germany.
- Sweidan, Osama D. & Maghyereh, Aktham I., 2014. "The Interrelationship between the FED’s Profit and Selected Macroeconomic Variables - L’interrelazione tra profitti della Federal Reserve e alcune variabili macroeconomiche," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 67(4), pages 493-516.
- Maghyereh, Aktham I. & Awartani, Basel, 2014. "Bank distress prediction: Empirical evidence from the Gulf Cooperation Council countries," Research in International Business and Finance, Elsevier, vol. 30(C), pages 126-147.
- Aktham I. Maghyereh & Basel Awartani, 2014. "The effect of market structure, regulation, and risk on banks efficiency," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 41(3), pages 405-430, May.
2013
- Hatemi-J, Abdulnasser & Sarmiento-Sabogal, Julio, 2013. "An Empirical Investigation of the Colombian Stock Market Reaction to the US Market: Evidence from a Casewise Bootstrap Approach - Un’analisi empirica della reazione del mercato azionario colombiano al," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 66(1), pages 57-67.
- Al Shayeb, Abdulrahman & Hatemi-J , Abdulnasser, 2013. "An Empirical Investigation of the Potential Asymmetric Relationship between the Stock Market and the Exchange Rates in the UAE - Un esame empirico della potenziale relazione asimmetrica tra mercato az," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 66(4), pages 425-438.
- Abdulnasser Hatemi-J & Fernando Zanella, 2013. "Testing for the government's intertemporal budget restriction in Brazil during 1823--1889," Applied Economics, Taylor & Francis Journals, vol. 45(12), pages 1533-1540, April.
- El Anshasy, Amany A. & Katsaiti, Marina-Selini, 2013. "Natural resources and fiscal performance: Does good governance matter?," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 285-298.
- Marina-Selini Katsaiti & Amany A. El Anshasy, 2013. "What determines obesity in oil-rich UAE? New evidence from survey data," Applied Economics Letters, Taylor & Francis Journals, vol. 20(17), pages 1574-1579, November.
- Sweidan Osama D., 2013.
"Exchange Rate Pass-Through into Import Prices in Jordan,"
Global Economy Journal, De Gruyter, vol. 13(1), pages 109-128, January.
- Osama D. Sweidan, 2013. "Exchange Rate Pass-Through into Import Prices in Jordan," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 13(1), pages 109-128, April.
- Osama D. Sweidan, 2013. "The Effect of Exchange Rate on Exports and Imports: The Case of Jordan," The International Trade Journal, Taylor & Francis Journals, vol. 27(2), pages 156-172, June.
- Awartani, Basel & Maghyereh, Aktham Issa, 2013. "Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries," Energy Economics, Elsevier, vol. 36(C), pages 28-42.
- Awartani, Basel & Maghyereh, Aktham I. & Shiab, Mohammad Al, 2013. "Directional spillovers from the U.S. and the Saudi market to equities in the Gulf Cooperation Council countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 27(C), pages 224-242.
2012
- Hatemi-J, Abdulnasser & Uddin, Gazi Salah, 2012. "Is the causal nexus of energy utilization and economic growth asymmetric in the US?," Economic Systems, Elsevier, vol. 36(3), pages 461-469.
- Hatemi-J, Abdulnasser, 2012. "Is the UAE stock market integrated with the USA stock market? New evidence from asymmetric causality testing," Research in International Business and Finance, Elsevier, vol. 26(2), pages 273-280.
- Scott Hacker & Abdulnasser Hatemi‐J, 2012.
"A bootstrap test for causality with endogenous lag length choice: theory and application in finance,"
Journal of Economic Studies, Emerald Group Publishing Limited, vol. 39(2), pages 144-160, May.
- Hacker, R. Scott & Hatemi-J, Abdulnasser, 2010. "A Bootstrap Test for Causality with Endogenous Lag Length Choice - theory and application in finance," Working Paper Series in Economics and Institutions of Innovation 223, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
- Abdulnasser Hatemi‐J & Manuchehr Irandoust, 2012. "Asymmetric interaction between government spending and terms of trade volatility," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 39(3), pages 368-378, July.
- Abdulnasser Hatemi-J, 2012. "Asymmetric causality tests with an application," Empirical Economics, Springer, vol. 43(1), pages 447-456, August.
- Abdulnasser Hatemi-J & Youssef El-Khatib, 2012.
"Stochastic optimal hedge ratio: theory and evidence,"
Applied Economics Letters, Taylor & Francis Journals, vol. 19(8), pages 699-703, May.
- Hatemi-J, Abdulnasser & El-Khatib, Youssef, 2010. "Stochastic optimal hedge ratio: Theory and evidence," MPRA Paper 26153, University Library of Munich, Germany.
- Abdulnasser Hatemi-J & Eduardo Roca, 2012. "A re-examination of the unbiased forward rate hypothesis in the presence of multiple unknown structural breaks," Applied Economics, Taylor & Francis Journals, vol. 44(11), pages 1443-1448, April.
- Marina Selini Katsaiti, 2012.
"Obesity and happiness,"
Applied Economics, Taylor & Francis Journals, vol. 44(31), pages 4101-4114, November.
- Marina-Selini Katsaiti, 2009. "Obesity and Happiness," Working papers 2009-44, University of Connecticut, Department of Economics, revised Apr 2011.
- Marina-Selini Katsaiti, 2010. "Obesity and Happiness," SOEPpapers on Multidisciplinary Panel Data Research 270, DIW Berlin, The German Socio-Economic Panel (SOEP).
- Eiji Yamamura & Antonio Andrés & Marina Katsaiti, 2012. "Does Corruption Affect suicide? Econometric Evidence from OECD Countries," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 40(2), pages 133-145, June.
- Mina, Wasseem Michel, 2012. "The Institutional Reforms Debate and FDI Flows to the MENA Region: The “Best” Ensemble," World Development, Elsevier, vol. 40(9), pages 1798-1809.
- Osama D. Sweidan, 2012. "Energy consumption and real output: new evidence from the UAE," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 36(3), pages 287-300, September.
- Osama D. Sweidan, 2012. "Deposit Rate and Lending Rate in Jordan, Which leads Which? A Cointegration Analysis," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 15(1), pages 37-48, May.
- Maghyereh Aktham Issa & Awartani Basel, 2012. "Modeling and Forecasting Value-at-Risk in the UAE Stock Markets: The Role of Long Memory, Fat Tails and Asymmetries in Return Innovations," Review of Middle East Economics and Finance, De Gruyter, vol. 8(1), pages 1-22, August.
- Maghyereh, Aktham I. & Awartani, Basel, 2012. "Financial integration of GCC banking markets: A non-parametric bootstrap DEA estimation approach," Research in International Business and Finance, Elsevier, vol. 26(2), pages 181-195.
2011
- Hatemi-J, Abdulnasser & Roca, Eduardo, 2011. "How globally contagious was the recent US real estate market crisis? Evidence based on a new contagion test," Economic Modelling, Elsevier, vol. 28(6), pages 2560-2565.
- Hatemi-J, Abdulnasser & Irandoust, Manuchehr, 2011. "The dynamic interaction between volatility and returns in the US stock market using leveraged bootstrap simulations," Research in International Business and Finance, Elsevier, vol. 25(3), pages 329-334, September.
- A. Hatemi-J, 2011. "A re-examination of the Fisher effect using an alternative approach," Applied Economics Letters, Taylor & Francis Journals, vol. 18(9), pages 855-858.
- Philip Shaw & Marina‐Selini Katsaiti & Marius Jurgilas, 2011.
"Corruption And Growth Under Weak Identification,"
Economic Inquiry, Western Economic Association International, vol. 49(1), pages 264-275, January.
- Philip Shaw & Marina-Selini Katsaiti & Marius Jurgilas, 2006. "Corruption and Growth Under Weak Identification," Working papers 2006-17, University of Connecticut, Department of Economics, revised Mar 2007.
- Sweidan, Osama D., 2011.
"Inflation variability between central bank's preferences and the structure of the economy: A note,"
Economic Modelling, Elsevier, vol. 28(1-2), pages 630-636, January.
- Sweidan, Osama D., 2011. "Inflation variability between central bank's preferences and the structure of the economy: A note," Economic Modelling, Elsevier, vol. 28(1), pages 630-636.
- Osama D. Sweidan, 2011. "Monetary policy inertia: case of Jordan," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 38(2), pages 144-155, May.
- Osama D. Sweidan, 2011. "Central bank losses: causes and consequences," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 25(1), pages 29-42, May.
2010
- Al Janabi, Mazin A.M. & Hatemi-J, Abdulnasser & Irandoust, Manuchehr, 2010. "An empirical investigation of the informational efficiency of the GCC equity markets: Evidence from bootstrap simulation," International Review of Financial Analysis, Elsevier, vol. 19(1), pages 47-54, January.
- Mazin A. M. Al Janabi & Abdulnasser Hatemi-J & Manuchehr Irandoust, 2010. "Modeling Time-Varying Volatility and Expected Returns: Evidence from the GCC and MENA Regions," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 46(5), pages 39-47, September.
- Hatemi-J, Abdulnasser, 2010. "Did the Austrian Financial Market Become more Integrated with the German Market after EU Accession? - Il mercato finanziario austriaco si è integrato maggiormente con quello tedesco dopo l’adesione al," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 63(3), pages 297-304.
- Osama Sweidan, 2010. "Central bank inability and Taylor rule in developing countries," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 57(4), pages 395-409, December.
2009
- Abdulnasser Hatemi‐J & Bryan Morgan, 2009. "An empirical analysis of the informational efficiency of Australian equity markets," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 36(5), pages 437-445, September.
- A. Hatemi-J & R. S. Hacker, 2009. "Can the LR test be helpful in choosing the optimal lag order in the VAR model when information criteria suggest different lag orders?," Applied Economics, Taylor & Francis Journals, vol. 41(9), pages 1121-1125.
- Mina, Wasseem, 2009. "External commitment mechanisms, institutions, and FDI in GCC countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(2), pages 371-386, April.
- Osama D. Sweidan, 2009. "Asymmetric central bank's preference and inflation rate in Jordan," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 26(4), pages 232-245, October.
2008
- Hatemi-J, Abdulnasser & Maneschiöld, Per-Ola & Roca, Eduardo, 2008. "Is the Swedish Stock Market Becoming more Integrated with those of Germany and France?," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 61(4), pages 665-685.
- Abdulnasser Hatemi-J, 2008. "Tests for cointegration with two unknown regime shifts with an application to financial market integration," Empirical Economics, Springer, vol. 35(3), pages 497-505, November.
- Abdulnasser Hatemi-J & Manuchehr Irandoust, 2008. "The Fisher effect: a Kalman filter approach to detecting structural change," Applied Economics Letters, Taylor & Francis Journals, vol. 15(8), pages 619-624.
- R. Scott Hacker & Abdulnasser Hatemi-J, 2008. "Optimal lag-length choice in stable and unstable VAR models under situations of homoscedasticity and ARCH," Journal of Applied Statistics, Taylor & Francis Journals, vol. 35(6), pages 601-615.
- Emilie Rutledge, 2008. "Is EMU a viable model for monetary integration in the Arabian Gulf?," Journal of Economic Policy Reform, Taylor and Francis Journals, vol. 11(2), pages 123-134.
- Rihab Khalifa & Paolo Quattrone, 2008. "The Governance of Accounting Academia: Issues for a Debate," European Accounting Review, Taylor & Francis Journals, vol. 17(1), pages 65-86.
- Wasseem Mina, 2008. "United Arab Emirates Trade Policy Review," The World Economy, Wiley Blackwell, vol. 31(11), pages 1443-1453, November.
- Osama Sweidan, 2008. "The Asymmetric Loss Function and the Central Banks' Ability in Developing Countries," Global Economic Review, Taylor & Francis Journals, vol. 37(3), pages 387-403.
- Osama D. Sweidan, 2008. "Does Policy Interest Rate Have Asymmetric Adjustment: Case Of Jordan," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 8(2), pages 151-158.
- Sweidan, Osama D. & Widner, Benjamin, 2008. "Transparency and central bank losses in developing countries," Research in Economics, Elsevier, vol. 62(1), pages 45-54, March.
- Aktham I. Maghyereh & Haitham A. Al‐Zoubi, 2008. "The tail behavior of extreme stock returns in the Gulf emerging markets," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 25(1), pages 21-37, March.
2007
- Abdulnasser Hatemi-J & R. Scott Hacker, 2007. "Capital mobility in Sweden: a time-varying parameter approach," Applied Economics Letters, Taylor & Francis Journals, vol. 14(15), pages 1115-1118.
- Abdulnasser Hatemi-J, 2007. "Forecasting properties of a new method to determine optimal lag order in stable and unstable VAR models," Applied Economics Letters, Taylor & Francis Journals, vol. 15(4), pages 239-243.
- Panagiotidis, Theodore & Rutledge, Emilie, 2007. "Oil and gas markets in the UK: Evidence from a cointegrating approach," Energy Economics, Elsevier, vol. 29(2), pages 329-347, March.
- Robson, Keith & Humphrey, Christopher & Khalifa, Rihab & Jones, Julian, 2007. "Transforming audit technologies: Business risk audit methodologies and the audit field," Accounting, Organizations and Society, Elsevier, vol. 32(4-5), pages 409-438.
- Mina, Wasseem, 2007. "The location determinants of FDI in the GCC countries," Journal of Multinational Financial Management, Elsevier, vol. 17(4), pages 336-348, October.
- Haitham A. Al-Zoubi & Aktham Maghyereh, 2007. "Stationary Component in Stock Prices: A Reappraisal of Empirical Findings," Multinational Finance Journal, Multinational Finance Journal, vol. 11(3-4), pages 287-322, September.
- Aktham I. Maghyereh, 2007. "Testing for long-range dependence in stock market returns: a further evidence from MENA emerging stock markets," Applied Financial Economics Letters, Taylor & Francis Journals, vol. 3(6), pages 365-371.
- Haitham A. Al-Zoubi & Aktham I. Maghyereh, 2007. "The Relative Risk Performance Of Islamic Finance: A New Guide To Less Risky Investments," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 10(02), pages 235-249.
- Aktham I. Maghyereh & Haitham A. Al Zoubi & Haitham Nobanee, 2007. "Price Limit and Volatility in Taiwan Stock Exchange: Some Additional Evidence from the Extreme Value Approach," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 51-61.
2006
- Hatemi-J, Abdulnasser & Roca, Eduardo, 2006. "A re-examination of international portfolio diversification based on evidence from leveraged bootstrap methods," Economic Modelling, Elsevier, vol. 23(6), pages 993-1007, December.
- Hatemi-J, Abdulnasser & Roca, Eduardo & Qiu, Jia Qiu, 2006. "Does it Pay for Australian Investors to Diversify into their Country's Major Trading Partners?," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 59(3), pages 295-316.
- Abdulnasser Hatemi-J & Manuchehr Irandoust, 2006. "A bootstrap-corrected causality test: another look at the money–income relationship," Empirical Economics, Springer, vol. 31(1), pages 207-216, March.
- Abdulnasser Hatemi-J & Eduardo Roca, 2006. "Calculating the optimal hedge ratio: constant, time varying and the Kalman Filter approach," Applied Economics Letters, Taylor & Francis Journals, vol. 13(5), pages 293-299.
- R. Scott Hacker & Abdulnasser Hatemi-J, 2006. "Tests for causality between integrated variables using asymptotic and bootstrap distributions: theory and application," Applied Economics, Taylor & Francis Journals, vol. 38(13), pages 1489-1500.
- Abdulnasser Hatemi-J & Manuchehr Irandoust, 2006. "The response of industry employment to exchange rate shocks: evidence from panel cointegration," Applied Economics, Taylor & Francis Journals, vol. 38(4), pages 415-421.
- Wasseem Mina, 2006. "Does contract enforcement matter for international lending?," Applied Economics Letters, Taylor & Francis Journals, vol. 13(6), pages 359-364.
- Osama Sweidan & Aktham Maghyereh, 2006. "Monetary policy and the central bank's securities," Applied Economics Letters, Taylor & Francis Journals, vol. 13(9), pages 593-598.
- Maghyereh, A. & Al-Zoubi, H., 2006. "Does Fisher Effect Apply in Developing Countries: Evidence From a Nonlinear Cotrending Test applied to Argentina, Brazil, Malysia, Mexico, Korea and Turkey," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(2).
- Aktham I. Maghyereh & Haitham A. Al‐Zoubi, 2006. "Value‐at‐risk under extreme values: the relative performance in MENA emerging stock markets," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 2(2), pages 154-172, April.
- Aktham Maghyereh, 2006. "Regional Integration of Stock Markets in MENA Countries," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 5(1), pages 59-94, April.
- Haitham A. Al-Zoubi & Dana A. Al-Zoubi & Aktham I. Maghyereh, 2006. "A nonparametric cointegration analysis of the forward rate unbiasedness hypothesis," Applied Financial Economics Letters, Taylor & Francis Journals, vol. 2(4), pages 223-227.
- Aktham Maghyereh, 2006. "The long-run relationship between stock returns and inflation in developing countries: further evidence from a nonparametric cointegration test," Applied Financial Economics Letters, Taylor & Francis Journals, vol. 2(4), pages 265-273.
2005
- Hatemi, A. & Irandoust, M., 2005. "Energy Consumption and Economic Growth in Sweden: A Leveraged Bootstrap Approach, 1965-2000," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 2(4), pages 87-98.
- Manuchehr Irandoust & Abdulnasser Hatemi-J, 2005. "Pricing strategy, mark-up adjustment and foreign competition in the car industry," International Journal of Automotive Technology and Management, Inderscience Enterprises Ltd, vol. 5(3), pages 305-319.
- Abdulnasser Hatemi-J & Manuchehr Irandoust, 2005. "Foreign Aid And Economic Growth: New Evidence From Panel Cointegration," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 30(1), pages 71-80, June.
- Lokman Gündüz & Abdulnasser Hatemi-J, 2005. "Stock Price and Volume Relation in Emerging Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 41(1), pages 29-44, January.
- Hatemi-J , Abdulnasser & Roca, Eduardo & Tang, Fang, 2005. "US Equity Market Spili-Over and Contagion Effects on Selected Asian Markets Vis-à-vis September 11," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 58(4), pages 449-470.
- Hacker, R. Scott & Hatemi-J, Abdulnasser, 2005. "Time-Varying Estimates for the Natural Rate of Unemployment and the Phillips Curve in the US Using the Kalman Filter," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 58(3), pages 327-336.
- R. Scott Hacker & Abdulnasser Hatemi-J, 2005. "A test for multivariate ARCH effects," Applied Economics Letters, Taylor & Francis Journals, vol. 12(7), pages 411-417.
- Lokman Gunduz & Abdulnasser Hatemi-J, 2005. "Is the tourism-led growth hypothesis valid for Turkey?," Applied Economics Letters, Taylor & Francis Journals, vol. 12(8), pages 499-504.
- R. Scott Hacker & Abdulnasser Hatemi-J, 2005. "The effect of regime shifts on the long-run relationships for Swedish money demand," Applied Economics, Taylor & Francis Journals, vol. 37(15), pages 1731-1736.
- Osama Sweidan & Fadwa Kalaji, 2005. "The central bank cost constraint and output-inflation variability: a note on Cecchetti and Ehrmann 2000," Economics Bulletin, AccessEcon, vol. 5(12), pages 1-6.
- Aktham I. Maghyereh & Sadeg J. Abul, 2005. "The performance of value-at-risk models in emerging markets: evidence from Kuwait stock exchange," Ekonomia, Cyprus Economic Society and University of Cyprus, vol. 8(2), pages 194-209, Winter.
- Aktham Maghyereh & Haitham Al-Zoubi & Sadeq Abderraheem, 2005. "Is there a diversification benefit from investing in the Arab Gulf stock markets? A multivariate GARCH analysis," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 7(4), pages 324-342.
- Aktham Maghyereh, 2005. "Dynamic Capital Structure: Evidence From The Small Developing Country Of Jordan," IIUM Journal of Economics and Management, IIUM Journal of Economis and Management, vol. 13(1), pages 1-32, June.
- Aktham Maghyereh, 2005. "Electronic Trading and Market Efficiency in an Emerging Market: The Case of the Jordanian Capital Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 41(4), pages 5-19, August.
- Haitham A. Al Zoubi & Aktham Maghyereh, 2005. "Examining complex unit roots in the MENA countries industrial production indices," Applied Economics Letters, Taylor & Francis Journals, vol. 12(4), pages 255-259.
2004
- R. Scott Hacker & Abdulnasser Hatemi‐J, 2004. "The effect of exchange rate changes on trade balances in the short and long run," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 12(4), pages 777-799, December.
- Hatemi-J, Abdulnasser, 2004. "Multivariate tests for autocorrelation in the stable and unstable VAR models," Economic Modelling, Elsevier, vol. 21(4), pages 661-683, July.
- Hatemi-J, Abdulnasser & Roca, Eduardo D., 2004. "Do birds of the same feather flock together?: The case of the Chinese states equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(3), pages 281-294, July.
- Abdulnasser Hatemi-J & Manuchehr Irandoust, 2004. "Is Pricing to Market Behavior a Long-Run Phenomenon? A Non-Stationary Panel Analysis," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 31(1), pages 55-67, March.
- Hatemi-J, Abdulnasser, 2004. "Is the Equity Market Informationally Efficient in Japan? Evidence from Leveraged Bootstrap Analysis," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 57(4), pages 461-473.
- Hatemi-J, Abdulnasser & Maneschiöld , Per-Ola, 2004. "The Risk-Adjusted Interest Rate Parity: Panel Data Evidence," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 57(1), pages 1-10.
- Abdulnasser Hatemi-J & Eduardo Roca, 2004. "An examination of the equity market price linkage between Australia and the European Union using leveraged bootstrap method," The European Journal of Finance, Taylor & Francis Journals, vol. 10(6), pages 475-488.
- Sweidan, O.D., 2004. "Does Inflation Harm Economic Growth in Jordan?. An Econometric Analysis for the Period 1970-2000," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 1(2), pages 41-66.
- Sweidan, O., 2004. "Recent Evidence on Improved Inventory Control: A quarterly Model of the US Economy for the period 1959-2001," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 1(4), pages 75-84.
- Maghyereh, A., 2004. "The Capital Structure Choice and Financial Market Liberalization: A Panel Data Analysis and GMM Estimation in Jordan," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 4(2).
- Maghyereh, A., 2004. "Oil Price Shocks and Emerging Stock Markets: A Generalized VAR Approach," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 1(2), pages 27-40.
2003
- R. Hacker & Abdulnasser Hatemi-J, 2003. "Is the J-Curve Effect Observable for Small North European Economies?," Open Economies Review, Springer, vol. 14(2), pages 119-134, April.
- R. Scott Hacker & Abdulnasser Hatemi-J, 2003. "How productivity and domestic output are related to exports and foreign output in the case of Sweden," Empirical Economics, Springer, vol. 28(4), pages 767-782, November.
- A. Hatemi-J, 2003. "A new method to choose optimal lag order in stable and unstable VAR models," Applied Economics Letters, Taylor & Francis Journals, vol. 10(3), pages 135-137.
- Maghyereh, Aktham, 2003. "Financial Liberalization and Stability Demand for Money in Emerging Economies: Evidence from Jordan," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 3(2).
- Aktham Maghyereh, 2003. "International Business & Economics Research (IBER) Conference," Economics Bulletin, AccessEcon, vol. 28(50), pages 1-50.
- Maghyereh, Aktham, 2003. "External Debt and Economic Growth in Jordan: the Threshold Effect," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 56(3), pages 337-355.
- Aktham Maghyereh, 2003. "The Random Walk Hypothesis and the Evidence from the Amman (Jordan) Stock Exchange," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 6(1-2), pages 29-42, May - Nov.
2002
- Hatemi-J, Abdulnasser & Irandoust, Manuchehr, 2002. "On the Causality between Exchange Rates and Stock Prices: A Note," Bulletin of Economic Research, Wiley Blackwell, vol. 54(2), pages 197-203, April.
- Hatemi-J, Abdulnasser, 2002.
"Fiscal policy in Sweden: effects of EMU criteria convergence,"
Economic Modelling, Elsevier, vol. 19(1), pages 121-136, January.
- Hatemi-J, Abdulnasser, 1999. "Fiscal Policy in Sweden: Effects of EMU Criteria Convergence," Working Papers 1999:5, Lund University, Department of Economics, revised Nov 1999.
- Hatemi-J, Abdulnasser, 2002. "Export performance and economic growth nexus in Japan: a bootstrap approach," Japan and the World Economy, Elsevier, vol. 14(1), pages 25-33, January.
- Hatemi-J, Abdulnasser & Irandoust, Manucherhr, 2002. "Investigating Causal Relations between Fixed Investment and Economic Growth," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 55(1), pages 25-35.
- Hatemi-J, Abdulnasser, 2002. "Money Supply and the Informational Efficiency of the Stock Market in Korea: Evidence from an Alternative Methodology," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 17, pages 517-526.
- Abdulnasser Hatemi-J, 2002. "Is the Government's intertemporal budget constraint fulfilled in Sweden? An application of the Kalman filter," Applied Economics Letters, Taylor & Francis Journals, vol. 9(7), pages 433-439.
- Abdulnasser Hatemi-J & Ghazi Shukur, 2002. "Multivariate-based causality tests of twin deficits in the US," Journal of Applied Statistics, Taylor & Francis Journals, vol. 29(6), pages 817-824.
- Per Davidsson & Bruce Kirchhoff & Abdulnasser Hatemi–j & Helena Gustavsson, 2002. "Empirical Analysis of Business Growth Factors Using Swedish Data," Journal of Small Business Management, Taylor & Francis Journals, vol. 40(4), pages 332-349, October.
2001
- Abdulnasser Hatemi-J & Manuchehr Irandoust, 2001. "Productivity Performance and Export Performance: A Time-Series Perspective," Eastern Economic Journal, Eastern Economic Association, vol. 27(2), pages 149-164, Spring.
- Hatemi-J, Abdulnasser & Irandoust, Manucherhr, 2001. "Does Any Long-Run Relation Exist Between the Terms of Trade and the Trade Balance?," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 54(2), pages 177-185.
- Abdulnasser Hatemi-J & Manuchehr Irandoust, 2001. "Time-series evidence for Balassa's export-led growth hypothesis," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 9(3), pages 355-365.
2000
- Abdulnasser Hatemi-J & Manuchehr Irandoust, 2000. "Export performance and economic growth causality: An empirical analysis," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 28(4), pages 412-426, December.
1999
- Abdulnasser Hatemi-J & Ghazi Shukur, 1999. "The causal nexus of government spending and revenue in Finland: a bootstrap approach," Applied Economics Letters, Taylor & Francis Journals, vol. 6(10), pages 641-644.
Chapters
2022
- Wasseem Mina, 2022. "Youth Unemployment and Productivity-Pay in the GCC Countries," Chapters, in: Musa Jega Ibrahim (ed.), Macroeconomic Analysis for Economic Growth, IntechOpen.
2020
- Abdulnasser Hatemi-J & Youssef El-Khatib, 2020. "Has the Causal Nexus of Oil Prices and Consumer Prices Been Asymmetric in the US during the Last Fifteen Decades?," World Scientific Book Chapters, in: Stéphane Goutte & Khaled Guesmi (ed.), Risk Factors and Contagion in Commodity Markets and Stocks Markets, chapter 5, pages 121-131, World Scientific Publishing Co. Pte. Ltd..
2017
- Wasseem Mina, 2017.
"Institutional Clusters and FDI Flows to the MENA Region,"
Eurasian Studies in Business and Economics, in: Mehmet Huseyin Bilgin & Hakan Danis & Ender Demir & Ugur Can (ed.), Empirical Studies on Economics of Innovation, Public Economics and Management, pages 243-252,
Springer.
- Wasseem Mina, 2017. "Institutional Clusters and FDI Flows to the MENA Region," Africagrowth Agenda, Africagrowth Institute, vol. 14(3), pages 8-11.
2016
- Emilie Rutledge & Fatima Al Shamsi, 2016. "The Impact of Labor Nationalization Policies on Female Participation Rates in the Arab Gulf," World Scientific Book Chapters, in: Nadereh Chamlou & Massoud Karshenas (ed.), Women, Work and Welfare in the Middle East and North Africa The Role of Socio-demographics, Entrepreneurship and Public Policies, chapter 19, pages 525-551, World Scientific Publishing Co. Pte. Ltd..
Software components
2024
- Alan Mustafa & Abdulnasser Hatemi-J, 2024. "PYDDOP: Python Module for Determining the Dimension of the Optimal Portfolio," Statistical Software Components P00004, Boston College Department of Economics.
2023
- Alan Mustafa & Abdulnasser Hatemi-J, 2023. "PyCPTAM: Python Module for Constructing Portfolios via Two Alternative Methods," Statistical Software Components P00003, Boston College Department of Economics.
2022
- Alan Mustafa & Abdulnasser Hatemi-J, 2022. "PMCT2ES: Python Module for Cointegration Tests with Two Endogenous Structural Shifts," Statistical Software Components P00002, Boston College Department of Economics.
2021
- Abdulnasser Hatemi-J & Alan Mustafa, 2021. "DASCT01: Gauss Module for estimating Dynamic Asymmetric and Symmetric Causality Tests," Statistical Software Components D00001, Boston College Department of Economics.
- Abdulnasser Hatemi-J & Alan Mustafa, 2021. "OPTVTAM: GAUSS module for Option Pricing via Two Alternative Methods," Statistical Software Components G00018, Boston College Department of Economics.
- Scott Hacker & Abdulnasser Hatemi-J, 2021. "MODELSEL: GAUSS module for Model Selection in Time Series Analysis," Statistical Software Components G00019, Boston College Department of Economics.
- Abdulnasser Hatemi-J & Alan Mustafa, 2021. "PYEOCPS: Python Module for the Evaluation of Options and Calculation of the Price Sensitivities," Statistical Software Components P00001, Boston College Department of Economics.
2020
- Abdulnasser Hatemi-J & Alan Mustafa, 2020. "PDBVRAR: GAUSS module to Construct Portfolios via the Maximization of the Risk Adjusted Return," Statistical Software Components G00017, Boston College Department of Economics.
2017
- Youssef El-Khatib & Abdulnasser Hatemi-J, 2017. "ASYM_CAUS: C++ module for Transforming an Integrated Variable with Deterministic Trend Parts into Negative and Positive Cumulative Partial Sums," Statistical Software Components CPP001, Boston College Department of Economics.
- Abdulnasser Hatemi-J & Alan Mustafa, 2017. "HJC: OCTAVE module to Determine the Optimal Lag Order in A VAR Model by Minimizing a New Information Criterion," Statistical Software Components OCT002, Boston College Department of Economics.
2016
- Abdulnasser Hatemi-J & Alan Mustafa, 2016. "TDICPS: OCTAVE module to Transform an Integrated Variable into Cumulative Partial Sums for Negative and Positive Components with Deterministic Trend Parts," Statistical Software Components OCT001, Boston College Department of Economics.
2014
- Abdulnasser Hatemi-J, 2014. "ASCOMP: GAUSS module to Transform Data into Cumulative Positive and Negative Components," Statistical Software Components G00015, Boston College Department of Economics.
2011
- Abdulnasser Hatemi-J, 2011. "ACTEST: GAUSS module to Apply Asymmetric Causality Tests," Statistical Software Components G00014, Boston College Department of Economics.
2010
- Scott Hacker & Abdulnasser Hatemi-J, 2010. "LRAPP: GAUSS module to calculate multivariate IC with the LR test used in conflict to determine the optimal lag order in a VAR model," Statistical Software Components G00010, Boston College Department of Economics.
- Scott Hacker & Abdulnasser Hatemi-J, 2010. "MV-AR: GAUSS module to calculate three multivariate tests for autocorrelation in VAR model," Statistical Software Components G00011, Boston College Department of Economics.
- Scott Hacker & Abdulnasser Hatemi-J, 2010. "HHcte: GAUSS module to Apply a Bootstrap Test for Causality with Endogenous Lag Order," Statistical Software Components G00012, Boston College Department of Economics.
2009
- Scott Hacker & Abdulnasser Hatemi-J, 2009. "HHtest: GAUSS module to implement bootstrap test for causality with leverage adjustments," Statistical Software Components G00005, Boston College Department of Economics.
- Abdulnasser Hatemi-J, 2009. "CItest2b: GAUSS module to implement tests for cointegration with two unknown structural breaks," Statistical Software Components G00006, Boston College Department of Economics.
- Scott Hacker & Abdulnasser Hatemi-J, 2009. "ContagT: GAUSS module to implement a pairwise bootstrap test for contagion," Statistical Software Components G00007, Boston College Department of Economics.
- Scott Hacker & Abdulnasser Hatemi-J, 2009. "LagOrder: GAUSS module to determine the optimal lag order in the VAR model based on Information Criteria," Statistical Software Components G00008, Boston College Department of Economics.
- Scott Hacker & Abdulnasser Hatemi-J, 2009. "MV-ARCH: GAUSS module to implement the multivariate ARCH test," Statistical Software Components G00009, Boston College Department of Economics.