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Publications

by members of

United Arab Emirates University → Faculty of Business and Economics → Department of Economics and Finance

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

  1. Abdulnasser Hatemi-J, 2024, "On the Asymmetric Volatility Connectedness," Papers, arXiv.org, number 2404.12997, Apr, revised May 2024.
  2. Abdulnasser Hatemi-J, 2024, "An Asymmetric Capital Asset Pricing Model," Papers, arXiv.org, number 2404.14137, Apr, revised May 2024.
  3. Abdulnasser Hatemi-J, 2024, "Testing for the Asymmetric Optimal Hedge Ratios: With an Application to Bitcoin," Papers, arXiv.org, number 2407.19932, Jul, revised Aug 2024.
  4. Abdulnasser Hatemi-J, 2024, "Efficient Asymmetric Causality Tests," Papers, arXiv.org, number 2408.03137, Aug, revised Oct 2024.

2023

  1. Abdulnasser Hatemi-J & Alan Mustafa, 2023, "A Simulation Package in VBA to Support Finance Students for Constructing Optimal Portfolios," Papers, arXiv.org, number 2305.12826, May.

2022

  1. El-Khatib, Youssef & Hatemi-J, Abdulnasser, 2022, "On a Regime Switching Illiquid High Volatile Prediction Model for Cryptocurrencies," MPRA Paper, University Library of Munich, Germany, number 114556, Sep.
  2. 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, London School of Economics and Political Science, LSE Library, number 114948, May.
  3. Stylianou Kalaitzi, Athanasia & Samer, Kherfi & Alrousan, Sahel & Katsaiti, Marina-Selini, 2022, "Does export composition matter for economic growth in the United Arab Emirates?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 117590, Nov.
  4. Wasseem Mina, 2022, "The Determinants of Youth Unemployment in the Arab Countries," International Center for Public Policy Working Paper Series, at AYSPS, GSU, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University, number paper2204, Jun.
  5. Mina, Wasseem, 2022, "Female Youth Unemployment in the GCC Countries: A Political Economy Perspective," MPRA Paper, University Library of Munich, Germany, number 121137, Dec.

2021

  1. Abdulnasser Hatemi-J, 2021, "Dynamic Asymmetric Causality Tests with an Application," Papers, arXiv.org, number 2106.07612, Jun, revised Jun 2021.

2020

  1. Abdulnasser Hatemi-J, 2020, "Bear Markets and Recessions versus Bull Markets and Expansions," Papers, arXiv.org, number 2009.01343, Aug, revised Nov 2020.

2019

  1. 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, arXiv.org, number 1903.01082, Mar.
  2. 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, University of Pretoria, Department of Economics, number 201959, Aug.
  3. Basel Awartani & Aktham Maghyereh & Julie Ayton, 2019, "Oil Price Changes And Industrial Output In The Mena Region: Nonlinearities And Asymmetries," Working Papers, Economic Research Forum, number 1342, Sep, revised 20 Sep 2019.
  4. Osama D. Sweidan & Bashar H. Malkawi, 2019, "The Effect of Oil Price on United Arab Emirates Goods Trade Deficit with the United States," Papers, arXiv.org, number 1909.09057, Sep.

2018

  1. Abdulnasser Hatemi-J & Youssef El-Khatib, 2018, "Valuation of Currency Options in Markets with a Crunch," Papers, arXiv.org, number 1801.08346, Jan.
  2. Abdulnasser Hatemi-J & Youssef El-Khatib, 2018, "The Dividend Discount Model with Multiple Growth Rates of Any Order for Stock Evaluation," Papers, arXiv.org, number 1802.08987, Feb.
  3. R. Scott Hacker & Abdulnasser Hatemi-J, 2018, "Model Selection in Time Series Analysis: Using Information Criteria as an Alternative to Hypothesis Testing," Papers, arXiv.org, number 1805.08991, May.
  4. 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, University of Pretoria, Department of Economics, number 201828, May.
  5. 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, University of Pretoria, Department of Economics, number 201865, Oct.
  6. Wasseem Mina, 2018, "The Determinants of Social Protection Expenditures and Labor Market Flexibility," International Center for Public Policy Working Paper Series, at AYSPS, GSU, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University, number paper1810, Feb.
  7. Wasseem Mina, 2018, "Migrant Remittances and Social Protection," International Center for Public Policy Working Paper Series, at AYSPS, GSU, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University, number paper1811, Feb.
  8. Wasseem Mina, 2018, "Labor Market Policies and FDI Flows to GCC Countries," Working Papers, Economic Research Forum, number 1201, May, revised 27 May 2018.

2017

  1. Youssef El-Khatib & Abdulnasser Hatemi-J, 2017, "Computation of second order price sensitivities in depressed markets," Papers, arXiv.org, number 1705.02473, May, revised Jan 2018.
  2. Wasseem Mina, 2017, "The Race to the Top: Institutional Clusters and World FDI Shares," Working Papers, Economic Research Forum, number 1136, 09, revised 09 2003.
  3. Rutledge, Emilie & Alkaabi, Khaled, 2017, "‘Private sector’ Emiratisation: job satisfaction and sociocultural influences," MPRA Paper, University Library of Munich, Germany, number 76931, Feb.

2016

  1. Hatemi-J, Abdulnasser & Mustafa, Alan, 2016, "Testing for Financial Market Integration of the Chinese Market with the US Market," MPRA Paper, University Library of Munich, Germany, number 72733.
  2. 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, University Library of Munich, Germany, number 73813, Sep.

2015

  1. 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, University of Pretoria, Department of Economics, number 201565, Sep.
  2. Khalifa Abdulrhman & Selini Katsaiti, 2015, "The Determinants of Job Stability in the UAE: Using Satisfaction Variables," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 1003826, May.
  3. 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, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University, number paper1501, May.

2014

  1. 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, Griffith University, Department of Accounting, Finance and Economics, number finance:201401, Jan.
  2. 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, University of Pretoria, Department of Economics, number 201438, Aug.
  3. 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, University of Pretoria, Department of Economics, number 201476, Nov.
  4. 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, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University, number paper1424, Jun.
  5. Rutledge, Emilie & Madi, Mohamed & Forstenlechner, Ingo, 2014, "Parental influence on female vocational decisions in the Arabian Gulf," MPRA Paper, University Library of Munich, Germany, number 47521, Jun.
  6. Rutledge, Emilie, 2014, "The Rentier State/Resource Curse narrative and the state of the Arabian Gulf," MPRA Paper, University Library of Munich, Germany, number 59501, Oct.

2013

  1. Youssef El-Khatib & Abdulnasser Hatemi-J, 2013, "On the pricing and hedging of options for highly volatile periods," Papers, arXiv.org, number 1304.4688, Apr.
  2. Youssef El-Khatib & Abdulnasser Hatemi-J, 2013, "On option pricing in illiquid markets with jumps," Papers, arXiv.org, number 1304.4690, Apr.
  3. Hatemi-J, Abdulnasser, 2013, "A New Asymmetric GARCH Model: Testing, Estimation and Application," MPRA Paper, University Library of Munich, Germany, number 45170, Mar.
  4. El-khatib, Youssef & Hatemi-J, Abdulnasser, 2013, "On option pricing in illiquid markets with random jumps," MPRA Paper, University Library of Munich, Germany, number 45172, Mar.
  5. Wasseem Mina, 2013, "Beyond FDI: The Influence of Bilateral Investment Treaties on Debt," International Center for Public Policy Working Paper Series, at AYSPS, GSU, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University, number paper1325, Dec.
  6. Mina, Wasseem, 2013, "United Arab Emirates FDI Outlook," MPRA Paper, University Library of Munich, Germany, number 51810, Nov.
  7. Mina, Wasseem, 2013, "Political Risk Guarantees and Capital Flows: The Role of Bilateral Investment Treaties," MPRA Paper, University Library of Munich, Germany, number 51811, Aug.

2011

  1. Abdulnasser Hatemi-J & Eduardo Roca, 2011, "Are Real Estate Markets Integrated with the World Market?," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201111, Nov.
  2. El-Khatib, Youssef & Abdulnasser, Hatemi-J, 2011, "On the calculation of price sensitivities with jump-diffusion structure," MPRA Paper, University Library of Munich, Germany, number 30596.
  3. Abdulnasser, Hatemi-J, 2011, "Hidden panel cointegration," MPRA Paper, University Library of Munich, Germany, number 31604, Jun.
  4. Hatemi-J, Abdulnasser, 2011, "Asymmetric generalized impulse responses and variance decompositions with an application," MPRA Paper, University Library of Munich, Germany, number 31700.
  5. Hatemi-J, Abdulnasser, 2011, "Asymmetric Panel Causality Tests with an Application to the Impact of Fiscal Policy on Economic Performance in Scandinavia," MPRA Paper, University Library of Munich, Germany, number 55527, Nov.
  6. Yamamura, Eiji & Andrés, Antonio R. & Katsaiti, Marina, 2011, "Does corruption affect suicide? Empirical evidence from OECD countries," MPRA Paper, University Library of Munich, Germany, number 34044, Oct.

2010

  1. 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, Griffith University, Department of Accounting, Finance and Economics, number finance:201003, Mar.
  2. Abdulnasser Hatemi-J & Eduardo Roca, 2010, "Estimating Optimal Hedge Ratio with Unknown Structural Breaks," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201010, Oct.
  3. 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, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 214, Feb.
  4. 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, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 223, Apr.
  5. Hatemi-J, Abdulnasser & El-Khatib, Youssef, 2010, "Stochastic optimal hedge ratio: Theory and evidence," MPRA Paper, University Library of Munich, Germany, number 26153.
  6. Marina-Selini Katsaiti, 2010, "Obesity and Happiness," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 270.
  7. 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, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University, number paper1034, Dec.

2009

  1. Cohen, Michael & Katsaiti, Marina-Selini, 2009, "Evaluating Health Care Externality Costs Generated by Risky Consuption Goods," Research Reports, University of Connecticut, Food Marketing Policy Center, number 149964, Dec, DOI: 10.22004/ag.econ.149964.

2008

  1. Wasseem Mina, 2008, "BIT Contracting and FDI Impact in the GCC Countries," Working Papers, Economic Research Forum, number 437, Jan, revised 09 Jan 2008.

2007

  1. Wasseem, Mina, 2007, "Are the GCC FDI Location Determinants Favorable?," Economics Discussion Papers, Kiel Institute for the World Economy, number 2007-23.

2006

  1. Philip Shaw & Marina-Selini Katsaiti & Marius Jurgilas, 2006, "Corruption and Growth Under Weak Identification," Working papers, University of Connecticut, Department of Economics, number 2006-17, Sep, revised Mar 2007.
  2. 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, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University, number paper0617, May.

2005

  1. Theodore Panagiotidis & Emilie Rutledge, 2005, "Oil And Gas Markets In The Uk: Evidence For From A Cointegrating Approach," Econometrics, University Library of Munich, Germany, number 0504004, Apr.

2004

  1. 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, Econometric Society, number 99, Aug.
  2. Abdulnasser , Hatemi-J & Manuchehr, Irandoust, 2004, "Evidence on the Direction of Causation in the Money-Income Relationship: An Alternative Methodology," Working Papers, Örebro University, School of Business, number 2004:1, Sep.
  3. Theodore Panagiotidis & Emilie Rutledge, 2004, "Oil and gas market in the UK: evidence from a cointegration approach," Discussion Paper Series, Department of Economics, Loughborough University, number 2004_18, Nov, revised Nov 2004.

2003

  1. Wasseem Mina & Jorge Martinez-Vazquez, 2003, "IMF Lending, Maturity of International Debt and Moral Hazard," International Center for Public Policy Working Paper Series, at AYSPS, GSU, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University, number paper0301, Jan.

1999

  1. Hatemi-J, Abdulnasser, 1999, "Fiscal Policy in Sweden: Effects of EMU Criteria Convergence," Working Papers, Lund University, Department of Economics, number 1999:5, Sep, revised Nov 1999.

Journal articles

2026

  1. Mohamed Chaouch & Marina-Selini Katsaiti, 2026, "On Happiness and Sustainability Comovement - Evidence from Regularized Regression and Semiparametric Copula Models," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 181, issue 1, pages 1-33, January, DOI: 10.1007/s11205-025-03790-9.

2025

  1. Abdulnasser Hatemi-J, 2025, "An Asymmetric Capital Asset Pricing Model," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 78, issue 4, pages 675-686, October, DOI: 10.65644/EIIE.078.04.0675.
  2. Eleftheria Zervou & Marina-Selini Katsaiti, 2025, "A Literature Survey on the Additional Costs of Living for People with Disabilities," Social Sciences, MDPI, volume 14, issue 10, pages 1-23, September.

2024

  1. Marina Selini Katsaiti & Joanna Kopinska & Vincenzo Atella, 2024, "Healthy, Wealthy, and Happy: The Joint Role of Health and Income in Explaining Global Life Satisfaction," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 70, issue 1, pages 33-59, March, DOI: 10.1111/roiw.12630.
  2. 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, volume 5, issue 1, pages 1-6, DOI: 2024/07/10.
  3. 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, volume 3, issue 1, pages 40-51, January.
  4. 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, volume 306, issue C, DOI: 10.1016/j.energy.2024.132475.
  5. 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, volume 59, issue C, DOI: 10.1016/j.frl.2023.104832.
  6. 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, volume 33, issue C, DOI: 10.1016/j.jcomm.2023.100380.
  7. 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, volume 96, issue C, DOI: 10.1016/j.qref.2024.101869.
  8. Cui, Jinxin & Maghyereh, Aktham & Liao, Dijia, 2024, "Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments," International Review of Economics & Finance, Elsevier, volume 95, issue C, DOI: 10.1016/j.iref.2024.103470.
  9. Hussein Abdoh & Aktham Maghyereh, 2024, "Economic uncertainty, risk-taking incentives and production management," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 20, issue 5, pages 1121-1143, May, DOI: 10.1108/IJMF-11-2023-0589.
  10. Aktham Maghyereh & Hussein Abdoh, 2024, "Oil price uncertainly and sovereign credit risk in GCC countries: fresh evidence," International Economics and Economic Policy, Springer, volume 21, issue 2, pages 457-482, May, DOI: 10.1007/s10368-024-00607-x.
  11. 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, volume 14, issue 3, pages 757-780, September, DOI: 10.1007/s40822-024-00277-9.
  12. 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, volume 10, issue 1, pages 1-28, December, DOI: 10.1186/s40854-023-00550-x.
  13. 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, volume 10, issue 1, pages 1-34, December, DOI: 10.1186/s40854-023-00592-1.
  14. Wasseem Mina, 2024, "What reduces unemployment rates in the Gulf Cooperation Council countries: growth, flexible labor markets, or social contract?," Applied Economics, Taylor & Francis Journals, volume 56, issue 49, pages 5887-5901, October, DOI: 10.1080/00036846.2023.2266602.

2023

  1. 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, volume 51, issue 2, pages 485-498, July, DOI: 10.1108/JES-03-2023-0134.
  2. Abdulnasser Hatemi-J & Youssef El-Khatib, 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, volume 76, issue 1, pages 135-146.
  3. Marina-Selini Katsaiti & Maroula Khraiche, 2023, "Does access to credit alter migration intentions?," Empirical Economics, Springer, volume 65, issue 4, pages 1823-1854, October, DOI: 10.1007/s00181-023-02393-y.
  4. Amany A. El Anshasy & Mrittika Shamsuddin & Marina-Selini Katsaiti, 2023, "Financial Wellbeing and International Migration Intentions: Evidence from Global Surveys," Journal of Happiness Studies, Springer, volume 24, issue 7, pages 2261-2289, October, DOI: 10.1007/s10902-023-00679-7.
  5. Athanasios Lapatinas & Marina-Selini Katsaiti, 2023, "EU MECI: A Network-Structured Indicator for a Union of Equality," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 166, issue 2, pages 465-483, April, DOI: 10.1007/s11205-023-03079-9.
  6. Antonis Adam & Antonios Garas & Marina-Selini Katsaiti & Athanasios Lapatinas, 2023, "Economic complexity and jobs: an empirical analysis," Economics of Innovation and New Technology, Taylor & Francis Journals, volume 32, issue 1, pages 25-52, January, DOI: 10.1080/10438599.2020.1859751.
  7. 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, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102520.
  8. 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, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102539.
  9. 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, volume 30, issue C, DOI: 10.1016/j.jcomm.2023.100323.
  10. 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), volume 12, issue 1, pages 1-23, December, DOI: 10.1186/s40008-023-00306-x.
  11. 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, volume 57, issue 2, pages 1889-1903, April, DOI: 10.1007/s11135-022-01404-x.
  12. 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, volume 15, issue 1, pages 130-150, January, DOI: 10.1080/17938120.2023.2206759.

2022

  1. 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, volume 59, issue C, DOI: 10.1016/j.ribaf.2021.101548.
  2. 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, volume 50, issue 4, pages 790-805, June, DOI: 10.1108/JES-04-2022-0214.
  3. 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., volume 39, issue 04, pages 1-11, August, DOI: 10.1142/S0217595920400242.
  4. 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, volume 18, issue 1, pages 29-51, April, DOI: 10.1515/rmeef-2021-0015.
  5. 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, volume 75, issue C, pages 490-505, DOI: 10.1016/j.eap.2022.06.004.
  6. Amany A. El Anshasy & Mrittika Shamsuddin & Marina-Selini Katsaiti, 2022, "Proximity-Sensitive Relative Deprivation and International Migration Intentions," Migration Letters, Migration Letters, volume 19, issue 6, pages 833-841, November, DOI: https://doi.org/10.33182/ml.v19i6.2.
  7. Aktham Maghyereh & Hussein Abdoh, 2022, "Global financial crisis versus COVID‐19: Evidence from sentiment analysis," International Finance, Wiley Blackwell, volume 25, issue 2, pages 218-248, August, DOI: 10.1111/infi.12412.
  8. 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, volume 46, issue 4, DOI: 10.1016/j.ecosys.2022.101038.
  9. 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, volume 238, issue PB, DOI: 10.1016/j.energy.2021.121751.
  10. Maghyereh, Aktham Issa & Yamani, Ehab, 2022, "Does bank income diversification affect systemic risk: New evidence from dual banking systems," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102814.
  11. 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, volume 26, issue C, DOI: 10.1016/j.jcomm.2021.100194.
  12. 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, volume 25, issue C, DOI: 10.1016/j.jeca.2021.e00239.
  13. Maghyereh, Aktham & Abdoh, Hussein, 2022, "Extreme dependence between structural oil shocks and stock markets in GCC countries," Resources Policy, Elsevier, volume 76, issue C, DOI: 10.1016/j.resourpol.2022.102626.
  14. 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, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103108.
  15. Aktham Maghyereh & Hussein Abdoh, 2022, "Bubble contagion effect between the main precious metals," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 40, issue 1, pages 43-63, March, DOI: 10.1108/SEF-08-2021-0345.
  16. Gurdal Ertek & Aysha Al-Kaabi & Aktham Issa Maghyereh, 2022, "Analytical Modeling and Empirical Analysis of Binary Options Strategies," Future Internet, MDPI, volume 14, issue 7, pages 1-23, July.
  17. 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, volume 25, issue 3, pages 439-470, November, DOI: https://doi.org/10.21098/bemp.v25i3.
  18. Aktham Maghyereh & Hussein Abdoh, 2022, "COVID-19 and the volatility interlinkage between bitcoin and financial assets," Empirical Economics, Springer, volume 63, issue 6, pages 2875-2901, December, DOI: 10.1007/s00181-022-02223-7.
  19. 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, volume 8, issue 1, pages 1-29, December, DOI: 10.1186/s40854-022-00341-w.
  20. 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, volume 8, issue 1, pages 1-56, December, DOI: 10.1186/s40854-022-00395-w.
  21. Aktham Issa Maghyereh & Hussein A. Abdoh, 2022, "COVID-19 pandemic and volatility interdependence between gold and financial assets," Applied Economics, Taylor & Francis Journals, volume 54, issue 13, pages 1473-1486, March, DOI: 10.1080/00036846.2021.1977774.
  22. 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., volume 17, issue 04, pages 1-30, December, DOI: 10.1142/S2010495222500294.
  23. 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, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102469.
  24. 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), volume 13, issue 1, pages 111-127, March, DOI: 10.1007/s13132-020-00714-5.

2021

  1. 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, volume 49, issue 6, pages 1055-1075, September, DOI: 10.1108/JES-09-2020-0469.
  2. Abdulnasser Hatemi-J & Per-Ola MANESCHIÖLD, 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, volume 74, issue 3, pages 293-310.
  3. Abdulnasser Hatemi-J & Viyan Taha, 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, volume 74, issue 4, pages 537-546.
  4. Maghyereh, Aktham & Abdoh, Hussein, 2021, "Time–frequency quantile dependence between Bitcoin and global equity markets," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2020.101355.
  5. Maghyereh, Aktham & Abdoh, Hussein, 2021, "The effect of structural oil shocks on bank systemic risk in the GCC countries," Energy Economics, Elsevier, volume 103, issue C, DOI: 10.1016/j.eneco.2021.105568.
  6. Maghyereh, Aktham & Abdoh, Hussein, 2021, "The impact of extreme structural oil-price shocks on clean energy and oil stocks," Energy, Elsevier, volume 225, issue C, DOI: 10.1016/j.energy.2021.120209.
  7. Maghyereh, Aktham & Abdoh, Hussein, 2021, "Tail dependence between gold and Islamic securities," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101503.
  8. 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, volume 14, issue 5, pages 588-611, March, DOI: 10.1108/RBF-06-2020-0137.
  9. 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., volume 26, issue 1, pages 870-888, January, DOI: 10.1002/ijfe.1825.
  10. Wasseem Mina, 2021, "Do Labor Market Flexibility and Efficiency Increase Government Social Protection Expenditures?," Applied Economics, Taylor & Francis Journals, volume 53, issue 33, pages 3871-3887, July, DOI: 10.1080/00036846.2021.1888861.
  11. Sweidan, Osama D., 2021, "Is the geopolitical risk an incentive or obstacle to renewable energy deployment? Evidence from a panel analysis," Renewable Energy, Elsevier, volume 178, issue C, pages 377-384, DOI: 10.1016/j.renene.2021.06.089.

2020

  1. 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, volume 70, issue C, pages 89-101, DOI: 10.1016/j.iref.2020.07.009.
  2. 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, volume 47, issue 7, pages 1579-1589, April, DOI: 10.1108/JES-06-2019-0266.
  3. Abdulnasser Hatemi-J, 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, volume 73, issue 3, pages 389-404.
  4. 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, volume 72, issue C, DOI: 10.1016/j.irfa.2020.101590.
  5. Mrittika Shamsuddin & Marina-Selini Katsaiti, 2020, "Migration and Happiness: Evidence from Germany," Journal of Happiness Studies, Springer, volume 21, issue 8, pages 2931-2955, December, DOI: 10.1007/s10902-019-00207-6.
  6. 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.
  7. Maghyereh, Aktham & Abdoh, Hussein, 2020, "Asymmetric effects of oil price uncertainty on corporate investment," Energy Economics, Elsevier, volume 86, issue C, DOI: 10.1016/j.eneco.2019.104622.
  8. Awartani, Basel & Maghyereh, Aktham & Ayton, Julie, 2020, "Oil price changes and industrial output in the MENA region: Nonlinearities and asymmetries," Energy, Elsevier, volume 196, issue C, DOI: 10.1016/j.energy.2020.117043.
  9. 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, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101545.
  10. 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, volume 162, issue C, pages 110-124, DOI: 10.1016/j.inteco.2020.01.004.
  11. Maghyereh, Aktham & Abdoh, Hussein, 2020, "The tail dependence structure between investor sentiment and commodity markets," Resources Policy, Elsevier, volume 68, issue C, DOI: 10.1016/j.resourpol.2020.101789.
  12. 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, volume 60, issue C, DOI: 10.1016/j.pacfin.2020.101291.
  13. Hussein Abdoh & Aktham Maghyereh, 2020, "Product market competition, oil uncertainty and corporate investment," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 16, issue 5, pages 645-671, April, DOI: 10.1108/IJMF-01-2020-0042.
  14. 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, volume 71, issue 2, pages 81-99, August, DOI: 10.1515/roe-2019-0024.
  15. 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., volume 23, issue 04, pages 1-34, December, DOI: 10.1142/S0219091520500344.
  16. Wasseem Mina, 2020, "Social protection expenditures and performance-pay," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 10, issue 2, pages 38-61.
  17. Mina, Wasseem, 2020, "Do GCC market-oriented labor policies encourage inward FDI flows?," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101092.
  18. 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, volume 9, issue 4, pages 334-341.

2019

  1. 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, volume 22, issue 2, pages 221-240, August, DOI: 10.1111/infi.12333.
  2. 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, volume 50, issue C, pages 51-55, DOI: 10.1016/j.strueco.2019.05.002.
  3. Abdulnasser Hatemi-J, 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, volume 72, issue 2, pages 171-184.
  4. Abdulnasser Hatemi-J & Safa Al-Mohana, 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, volume 72, issue 4, pages 475-492.
  5. 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, volume 169, issue C, pages 895-913, DOI: 10.1016/j.energy.2018.12.039.
  6. 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, volume 54, issue C, pages 13-28, DOI: 10.1016/j.pacfin.2019.01.008.
  7. 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, volume 56, issue 5, pages 1601-1621, May, DOI: 10.1007/s00181-017-1402-7.
  8. Wasseem Mina, 2019, "Diaspora and government welfare spending: Do migrant remittances increase public social protection?," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 48, issue 3, November, DOI: 10.1111/ecno.12141.
  9. Osama D. Sweidan, 2019, "Economic Sustainability of the MENA Region," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, volume 65, issue 1, pages 71-86, DOI: 10.3790/aeq.65.1.71.

2018

  1. 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, volume 45, issue 1, pages 49-57, February, DOI: 10.1007/s10663-016-9345-3.
  2. 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, volume 52, issue 3, pages 1193-1207, May, DOI: 10.1007/s11135-017-0512-9.
  3. Apergis, Nicholas & Katsaiti, Marina-Selini, 2018, "Poverty and the resource curse: Evidence from a global panel of countries," Research in Economics, Elsevier, volume 72, issue 2, pages 211-223, DOI: 10.1016/j.rie.2018.04.001.
  4. 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, volume 55, issue 3, pages 965-992, November, DOI: 10.1007/s00181-017-1298-2.
  5. 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, volume 19, issue C, pages 89-103, DOI: 10.1016/j.jbef.2018.05.004.
  6. 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, volume 19, issue 6, pages 394-412, October, DOI: 10.1057/s41260-018-0090-y.
  7. Aktham I. Maghyereh, 2018, "Bank Competition, Concentration and Risk-taking in the UAE Banking Industry," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 71, issue 2, pages 129-148.
  8. 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, volume 61, issue 4, pages 699-723, March, DOI: 10.1080/09640568.2017.1332986.

2017

  1. Youssef El-Khatib & Abdulnasser Hatemi-J, 2017, "Option valuation and hedging in markets with a crunch," Journal of Economic Studies, Emerald Group Publishing Limited, volume 44, issue 5, pages 801-815, October, DOI: 10.1108/JES-04-2016-0083.
  2. 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, volume 49, issue 16, pages 1584-1592, April, DOI: 10.1080/00036846.2016.1221045.
  3. 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, volume 68, issue C, pages 440-453, DOI: 10.1016/j.eneco.2017.10.025.
  4. Wasseem Mina, 2017, "Institutional Clusters and FDI Flows to the MENA Region," Africagrowth Agenda, Africagrowth Institute, volume 14, issue 3, pages 8-11.
  5. Emilie Rutledge, 2017, "Oil rent, the Rentier State/Resource Curse Narrative and the GCC Countries," OPEC Energy Review, Organization of the Petroleum Exporting Countries, volume 41, issue 2, pages 132-152, June.
  6. Emilie Rutledge & Mohammed Madi, 2017, "Parental influence on female vocational intentions in the Arabian Gulf," International Journal of Manpower, Emerald Group Publishing Limited, volume 38, issue 2, pages 145-159, May, DOI: 10.1108/IJM-08-2015-0130.
  7. Osama D. Sweidan, 2017, "The influence of political regime vs political instability on real output," Journal of Economic Studies, Emerald Group Publishing Limited, volume 44, issue 1, pages 154-167, January, DOI: 10.1108/JES-12-2015-0225.
  8. Sweidan Osama, 2017, "Economic Freedom and the Informal Economy," Global Economy Journal, De Gruyter, volume 17, issue 4, pages 1-10, December, DOI: 10.1515/gej-2017-0002.
  9. Osama D. Sweidan, 2017, "Monetary Transmission: Testing the Post-Keynesian View After the Great Recession," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, volume 63, issue 3, pages 233-257, DOI: 10.3790/aeq.63.3.233.

2016

  1. 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, volume 43, issue 4, pages 587-597, September, DOI: 10.1108/JES-06-2015-0094.
  2. Safa Al-Mohana & Abdulnasser Hatemi-J, 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, volume 69, issue 4, pages 389-428.
  3. Abdulnasser Hatemi-J & Mrittika Shamsuddin, 2016, "The causal interaction between financial development and human development in Bangladesh," Applied Economics Letters, Taylor & Francis Journals, volume 23, issue 14, pages 995-998, September, DOI: 10.1080/13504851.2015.1128066.
  4. 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, volume 23, issue 6, pages 424-427, April, DOI: 10.1080/13504851.2015.1078440.
  5. 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, volume 48, issue 24, pages 2301-2308, May, DOI: 10.1080/00036846.2015.1117052.
  6. 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, volume 48, issue 42, pages 4033-4041, September, DOI: 10.1080/00036846.2016.1150950.
  7. Abdulnasser Hatemi-J & Eduardo Roca, 2016, "BRIC and GIPS – who drives who? Evidence from newly developed asymmetric causality tests," Applied Economics, Taylor & Francis Journals, volume 48, issue 59, pages 5772-5778, December, DOI: 10.1080/00036846.2016.1184379.
  8. Marina-Selini Katsaiti & Mrittika Shamsuddin, 2016, "Weight discrimination in the German labour market," Applied Economics, Taylor & Francis Journals, volume 48, issue 43, pages 4167-4182, September, DOI: 10.1080/00036846.2016.1153791.
  9. Belkhir, Mohamed & Maghyereh, Aktham & Awartani, Basel, 2016, "Institutions and corporate capital structure in the MENA region," Emerging Markets Review, Elsevier, volume 26, issue C, pages 99-129, DOI: 10.1016/j.ememar.2016.01.001.
  10. 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, volume 56, issue C, pages 205-214, DOI: 10.1016/j.eneco.2016.03.021.
  11. 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, volume 57, issue C, pages 78-93, DOI: 10.1016/j.eneco.2016.04.010.
  12. 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, volume 46, issue C, pages 309-325, DOI: 10.1016/j.irfa.2015.10.002.
  13. 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, volume 4, issue 1, pages 56-69, DOI: 10.1016/j.jcomm.2016.11.002.
  14. Maghyereh, Aktham I. & Awartani, Basel, 2016, "Dynamic transmissions between Sukuk and bond markets," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 246-261, DOI: 10.1016/j.ribaf.2016.04.016.
  15. Aktham Maghyereh & Basel Awartani, 2016, "Oil price uncertainty and equity returns," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 8, issue 1, pages 64-79, April, DOI: 10.1108/JFEP-06-2015-0035.
  16. 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, volume 55, issue C, pages 1363-1369, DOI: 10.1016/j.rser.2015.06.001.
  17. Sweidan Osama D., 2016, "Political Instability and Economic Growth: Evidence from Jordan," Review of Middle East Economics and Finance, De Gruyter, volume 12, issue 3, pages 279-300, December, DOI: 10.1515/rmeef-2015-0025.

2015

  1. Hatemi-J, Abdulnasser & El-Khatib, Youssef, 2015, "Portfolio selection: An alternative approach," Economics Letters, Elsevier, volume 135, issue C, pages 141-143, DOI: 10.1016/j.econlet.2015.08.021.
  2. Abdulnasser Hatemi-J & Manuchehr Irandoust, 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, volume 68, issue 2, pages 213-228.
  3. 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, volume 33, issue 4, pages 698-713, October.
  4. 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, volume 56, issue C, pages 123-138, DOI: 10.1016/j.qref.2014.08.005.
  5. 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, volume 9, pages 1-38, DOI: 10.5018/economics-ejournal.ja.2015-.

2014

  1. Hatemi-J, Abdulnasser, 2014, "Asymmetric generalized impulse responses with an application in finance," Economic Modelling, Elsevier, volume 36, issue C, pages 18-22, DOI: 10.1016/j.econmod.2013.09.014.
  2. 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, volume 37, issue C, pages 137-142, DOI: 10.1016/j.econmod.2013.10.037.
  3. Abdulrahman Al-Shayeb & Abdulnasser Hatemi-J, 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, volume 67, issue 4, pages 439-448.
  4. Abdulnasser Hatemi-J, 2014, "On the interaction between government spending and economic performance in Sweden: an asymmetric approach," Applied Economics Letters, Taylor & Francis Journals, volume 21, issue 15, pages 1099-1103, October, DOI: 10.1080/13504851.2014.912027.
  5. Abdulnasser Hatemi-J & Gazi Salah Uddin, 2014, "On the causal nexus of remittances and poverty reduction in Bangladesh," Applied Economics, Taylor & Francis Journals, volume 46, issue 4, pages 374-382, February, DOI: 10.1080/00036846.2013.844331.
  6. Abdulnasser Hatemi-J & Eduardo Roca, 2014, "Estimating the optimal hedge ratio in the presence of potential unknown structural breaks," Applied Economics, Taylor & Francis Journals, volume 46, issue 8, pages 790-795, March, DOI: 10.1080/00036846.2013.854303.
  7. Marina-Selini Katsaiti & Amany A. El Anshasy, 2014, "On the determinants of obesity: evidence from the UAE," Applied Economics, Taylor & Francis Journals, volume 46, issue 30, pages 3649-3658, October, DOI: 10.1080/00036846.2014.934431.
  8. Maghyereh, Aktham I. & Awartani, Basel, 2014, "Bank distress prediction: Empirical evidence from the Gulf Cooperation Council countries," Research in International Business and Finance, Elsevier, volume 30, issue C, pages 126-147, DOI: 10.1016/j.ribaf.2013.07.001.
  9. 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, volume 41, issue 3, pages 405-430, May, DOI: 10.1108/JES-05-2012-0067.
  10. Osama D. Sweidan & Aktham I. Maghyereh, 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, volume 67, issue 4, pages 493-516.
  11. Wasseem Mina, 2014, "United Arab Emirates FDI Outlook," The World Economy, Wiley Blackwell, volume 37, issue 12, pages 1716-1730, December.

2013

  1. Abdulnasser Hatemi-J & Julio Sarmiento-Sabogal, 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, volume 66, issue 1, pages 57-67.
  2. Abdulrahman Al Shayeb & Abdulnasser Hatemi-J, 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, volume 66, issue 4, pages 425-438.
  3. Abdulnasser Hatemi-J & Fernando Zanella, 2013, "Testing for the government's intertemporal budget restriction in Brazil during 1823--1889," Applied Economics, Taylor & Francis Journals, volume 45, issue 12, pages 1533-1540, April, DOI: 10.1080/00036846.2011.629984.
  4. El Anshasy, Amany A. & Katsaiti, Marina-Selini, 2013, "Natural resources and fiscal performance: Does good governance matter?," Journal of Macroeconomics, Elsevier, volume 37, issue C, pages 285-298, DOI: 10.1016/j.jmacro.2013.05.006.
  5. 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, volume 20, issue 17, pages 1574-1579, November, DOI: 10.1080/13504851.2013.829186.
  6. Awartani, Basel & Maghyereh, Aktham Issa, 2013, "Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries," Energy Economics, Elsevier, volume 36, issue C, pages 28-42, DOI: 10.1016/j.eneco.2012.11.024.
  7. 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, volume 27, issue C, pages 224-242, DOI: 10.1016/j.intfin.2013.08.002.
  8. Sweidan Osama D., 2013, "Exchange Rate Pass-Through into Import Prices in Jordan," Global Economy Journal, De Gruyter, volume 13, issue 1, pages 109-128, January, DOI: 10.1515/gej-2012-0013.
  9. Osama D. Sweidan, 2013, "The Effect of Exchange Rate on Exports and Imports: The Case of Jordan," The International Trade Journal, Taylor & Francis Journals, volume 27, issue 2, pages 156-172, June, DOI: 10.1080/08853908.2013.738515.

2012

  1. Hatemi-J, Abdulnasser & Uddin, Gazi Salah, 2012, "Is the causal nexus of energy utilization and economic growth asymmetric in the US?," Economic Systems, Elsevier, volume 36, issue 3, pages 461-469, DOI: 10.1016/j.ecosys.2011.10.005.
  2. 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, volume 26, issue 2, pages 273-280, DOI: 10.1016/j.ribaf.2012.01.002.
  3. 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, volume 39, issue 2, pages 144-160, May, DOI: 10.1108/01443581211222635.
  4. Abdulnasser Hatemi‐J & Manuchehr Irandoust, 2012, "Asymmetric interaction between government spending and terms of trade volatility," Journal of Economic Studies, Emerald Group Publishing Limited, volume 39, issue 3, pages 368-378, July, DOI: 10.1108/01443581211245937.
  5. Abdulnasser Hatemi-J, 2012, "Asymmetric causality tests with an application," Empirical Economics, Springer, volume 43, issue 1, pages 447-456, August, DOI: 10.1007/s00181-011-0484-x.
  6. Abdulnasser Hatemi-J & Youssef El-Khatib, 2012, "Stochastic optimal hedge ratio: theory and evidence," Applied Economics Letters, Taylor & Francis Journals, volume 19, issue 8, pages 699-703, May, DOI: 10.1080/13504851.2011.572841.
  7. 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, volume 44, issue 11, pages 1443-1448, April, DOI: 10.1080/00036846.2010.543075.
  8. Eiji Yamamura & Antonio Andrés & Marina Katsaiti, 2012, "Does Corruption Affect suicide? Econometric Evidence from OECD Countries," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 40, issue 2, pages 133-145, June, DOI: 10.1007/s11293-012-9313-7.
  9. Marina Selini Katsaiti, 2012, "Obesity and happiness," Applied Economics, Taylor & Francis Journals, volume 44, issue 31, pages 4101-4114, November, DOI: 10.1080/00036846.2011.587779.
  10. 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, volume 8, issue 1, pages 1-22, August, DOI: 10.1515/1475-3693.1402.
  11. 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, volume 26, issue 2, pages 181-195, DOI: 10.1016/j.ribaf.2011.10.001.
  12. A. Maghyereh & B. Awartani, 2012, "Return and volatility spillovers between Dubai financial market and Abu Dhabi Stock Exchange in the UAE," Applied Financial Economics, Taylor & Francis Journals, volume 22, issue 10, pages 837-848, May, DOI: 10.1080/09603107.2011.628292.
  13. Mina, Wasseem Michel, 2012, "The Institutional Reforms Debate and FDI Flows to the MENA Region: The “Best” Ensemble," World Development, Elsevier, volume 40, issue 9, pages 1798-1809, DOI: 10.1016/j.worlddev.2012.04.026.
  14. Osama D. Sweidan, 2012, "Energy consumption and real output: new evidence from the UAE," OPEC Energy Review, Organization of the Petroleum Exporting Countries, volume 36, issue 3, pages 287-300, September, DOI: j.1753-0237.2012.00213.x.
  15. 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, volume 15, issue 1, pages 37-48, May.

2011

  1. 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, volume 28, issue 6, pages 2560-2565, DOI: 10.1016/j.econmod.2011.07.017.
  2. 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, volume 25, issue 3, pages 329-334, September.
  3. A. Hatemi-J, 2011, "A re-examination of the Fisher effect using an alternative approach," Applied Economics Letters, Taylor & Francis Journals, volume 18, issue 9, pages 855-858, DOI: 10.1080/13504851.2010.505551.
  4. Philip Shaw & Marina‐Selini Katsaiti & Marius Jurgilas, 2011, "Corruption And Growth Under Weak Identification," Economic Inquiry, Western Economic Association International, volume 49, issue 1, pages 264-275, January.
  5. Sweidan, Osama D., 2011, "Inflation variability between central bank's preferences and the structure of the economy: A note," Economic Modelling, Elsevier, volume 28, issue 1-2, pages 630-636, January.
  6. Osama D. Sweidan, 2011, "Monetary policy inertia: case of Jordan," Journal of Economic Studies, Emerald Group Publishing Limited, volume 38, issue 2, pages 144-155, May, DOI: 10.1108/01443581111128389.
  7. Osama D. Sweidan, 2011, "Central bank losses: causes and consequences," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, volume 25, issue 1, pages 29-42, May.

2010

  1. 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, volume 19, issue 1, pages 47-54, January.
  2. 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, volume 46, issue 5, pages 39-47, September.
  3. Abdulnasser Hatemi-J, 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, volume 63, issue 3, pages 297-304.
  4. Osama Sweidan, 2010, "Central bank inability and Taylor rule in developing countries," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 57, issue 4, pages 395-409, December, DOI: 10.1007/s12232-010-0104-7.

2009

  1. 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, volume 36, issue 5, pages 437-445, September, DOI: 10.1108/01443580910992366.
  2. 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, volume 41, issue 9, pages 1121-1125, DOI: 10.1080/00036840601019273.
  3. Mina, Wasseem, 2009, "External commitment mechanisms, institutions, and FDI in GCC countries," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 19, issue 2, pages 371-386, April.
  4. Osama D. Sweidan, 2009, "Asymmetric central bank's preference and inflation rate in Jordan," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 26, issue 4, pages 232-245, October, DOI: 10.1108/10867370910995690.

2008

  1. Abdulnasser Hatemi-J & Per-Ola Maneschiöld & Eduardo Roca, 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, volume 61, issue 4, pages 665-685.
  2. Abdulnasser Hatemi-J, 2008, "Tests for cointegration with two unknown regime shifts with an application to financial market integration," Empirical Economics, Springer, volume 35, issue 3, pages 497-505, November, DOI: 10.1007/s00181-007-0175-9.
  3. Abdulnasser Hatemi-J & Manuchehr Irandoust, 2008, "The Fisher effect: a Kalman filter approach to detecting structural change," Applied Economics Letters, Taylor & Francis Journals, volume 15, issue 8, pages 619-624, DOI: 10.1080/13504850600721924.
  4. Abdulnasser Hatemi-J & Eduardo Roca, 2008, "Estimating banks' equity duration: a panel cointegration approach," Applied Financial Economics, Taylor & Francis Journals, volume 18, issue 14, pages 1173-1180, DOI: 10.1080/09603100701551640.
  5. 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, volume 35, issue 6, pages 601-615, DOI: 10.1080/02664760801920473.
  6. Rihab Khalifa & Paolo Quattrone, 2008, "The Governance of Accounting Academia: Issues for a Debate," European Accounting Review, Taylor & Francis Journals, volume 17, issue 1, pages 65-86, DOI: 10.1080/09638180801971913.
  7. 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, volume 25, issue 1, pages 21-37, March, DOI: 10.1108/10867370810857540.
  8. Wasseem Mina, 2008, "United Arab Emirates Trade Policy Review," The World Economy, Wiley Blackwell, volume 31, issue 11, pages 1443-1453, November, DOI: 10.1111/j.1467-9701.2008.01136.x.
  9. Emilie Rutledge, 2008, "Is EMU a viable model for monetary integration in the Arabian Gulf?," Journal of Economic Policy Reform, Taylor and Francis Journals, volume 11, issue 2, pages 123-134, DOI: 10.1080/17487870802213878.
  10. Osama Sweidan, 2008, "The Asymmetric Loss Function and the Central Banks' Ability in Developing Countries," Global Economic Review, Taylor & Francis Journals, volume 37, issue 3, pages 387-403, DOI: 10.1080/12265080802273364.
  11. 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, volume 8, issue 2, pages 151-158.
  12. Sweidan, Osama D. & Widner, Benjamin, 2008, "Transparency and central bank losses in developing countries," Research in Economics, Elsevier, volume 62, issue 1, pages 45-54, March.

2007

  1. Abdulnasser Hatemi-J & R. Scott Hacker, 2007, "Capital mobility in Sweden: a time-varying parameter approach," Applied Economics Letters, Taylor & Francis Journals, volume 14, issue 15, pages 1115-1118, DOI: 10.1080/13504850600606018.
  2. 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, volume 15, issue 4, pages 239-243, DOI: 10.1080/13504850500461613.
  3. Abdulnasser Hatemi-J & Eduardo D. Roca, 2007, "Equity market price interdependence based on bootstrap causality tests: evidence from Australia and its major trading partners," Applied Financial Economics, Taylor & Francis Journals, volume 17, issue 10, pages 827-835, DOI: 10.1080/09603100600722144.
  4. Abdulnasser Hatemi-J & Bryan Morgan, 2007, "Liberalized emerging markets and the world economy: testing for increased integration with time-varying volatility," Applied Financial Economics, Taylor & Francis Journals, volume 17, issue 15, pages 1245-1250, DOI: 10.1080/09603100600915243.
  5. 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, volume 32, issue 4-5, pages 409-438.
  6. Haitham A. Al-Zoubi & Aktham Maghyereh, 2007, "Stationary Component in Stock Prices: A Reappraisal of Empirical Findings," Multinational Finance Journal, Multinational Finance Journal, volume 11, issue 3-4, pages 287-322, September.
  7. 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, volume 3, issue 6, pages 365-371, DOI: 10.1080/17446540701222417.
  8. 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., volume 10, issue 02, pages 235-249, DOI: 10.1142/S0219024907004184.
  9. 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., volume 10, issue 01, pages 51-61, DOI: 10.1142/S0219091507000957.
  10. Mina, Wasseem, 2007, "The location determinants of FDI in the GCC countries," Journal of Multinational Financial Management, Elsevier, volume 17, issue 4, pages 336-348, October.
  11. Panagiotidis, Theodore & Rutledge, Emilie, 2007, "Oil and gas markets in the UK: Evidence from a cointegrating approach," Energy Economics, Elsevier, volume 29, issue 2, pages 329-347, March.

2006

  1. Hatemi-J, Abdulnasser & Roca, Eduardo, 2006, "A re-examination of international portfolio diversification based on evidence from leveraged bootstrap methods," Economic Modelling, Elsevier, volume 23, issue 6, pages 993-1007, December.
  2. Abdulnasser Hatemi-J & Eduardo Roca & Jia Qiu 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, volume 59, issue 3, pages 295-316.
  3. Abdulnasser Hatemi-J & Manuchehr Irandoust, 2006, "A bootstrap-corrected causality test: another look at the money–income relationship," Empirical Economics, Springer, volume 31, issue 1, pages 207-216, March, DOI: 10.1007/s00181-005-0038-1.
  4. 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, volume 13, issue 5, pages 293-299, DOI: 10.1080/13504850500365848.
  5. 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, volume 38, issue 13, pages 1489-1500, DOI: 10.1080/00036840500405763.
  6. Abdulnasser Hatemi-J & Manuchehr Irandoust, 2006, "The response of industry employment to exchange rate shocks: evidence from panel cointegration," Applied Economics, Taylor & Francis Journals, volume 38, issue 4, pages 415-421, DOI: 10.1080/00036840500392243.
  7. 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, volume 6, issue 2.
  8. 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, volume 2, issue 2, pages 154-172, April, DOI: 10.1108/17439130610657368.
  9. Aktham Maghyereh, 2006, "Regional Integration of Stock Markets in MENA Countries," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 5, issue 1, pages 59-94, April, DOI: 10.1177/097265270500500103.
  10. Osama Sweidan & Aktham Maghyereh, 2006, "Monetary policy and the central bank's securities," Applied Economics Letters, Taylor & Francis Journals, volume 13, issue 9, pages 593-598, DOI: 10.1080/13504850500424892.
  11. 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, volume 2, issue 4, pages 223-227, DOI: 10.1080/17446540500474227.
  12. 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, volume 2, issue 4, pages 265-273, DOI: 10.1080/13504850500401528.
  13. Wasseem Mina, 2006, "Does contract enforcement matter for international lending?," Applied Economics Letters, Taylor & Francis Journals, volume 13, issue 6, pages 359-364, DOI: 10.1080/13504850500394350.

2005

  1. 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, volume 2, issue 4, pages 87-98.
  2. 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, volume 5, issue 3, pages 305-319.
  3. 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, volume 30, issue 1, pages 71-80, June.
  4. Lokman Gündüz & Abdulnasser Hatemi-J, 2005, "Stock Price and Volume Relation in Emerging Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 41, issue 1, pages 29-44, January.
  5. Abdulnasser Hatemi-J & Eduardo Roca & Fang Tang, 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, volume 58, issue 4, pages 449-470.
  6. R. Scott Hacker & Abdulnasser Hatemi-J, 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, volume 58, issue 3, pages 327-336.
  7. R. Scott Hacker & Abdulnasser Hatemi-J, 2005, "A test for multivariate ARCH effects," Applied Economics Letters, Taylor & Francis Journals, volume 12, issue 7, pages 411-417, DOI: 10.1080/13504850500092129.
  8. Lokman Gunduz & Abdulnasser Hatemi-J, 2005, "Is the tourism-led growth hypothesis valid for Turkey?," Applied Economics Letters, Taylor & Francis Journals, volume 12, issue 8, pages 499-504, DOI: 10.1080/13504850500109865.
  9. Abdulnasser Hatemi-J & Eduardo Roca, 2005, "Exchange rates and stock prices interaction during good and bad times: evidence from the ASEAN4 countries," Applied Financial Economics, Taylor & Francis Journals, volume 15, issue 8, pages 539-546, DOI: 10.1080/09603100500056635.
  10. 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, volume 37, issue 15, pages 1731-1736, DOI: 10.1080/00036840500215444.
  11. 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, volume 8, issue 2, pages 194-209, Winter.
  12. 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, volume 7, issue 4, pages 324-342.
  13. 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, volume 13, issue 1, pages 1-32, June.
  14. 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, volume 41, issue 4, pages 5-19, August.
  15. Haitham A. Al Zoubi & Aktham Maghyereh, 2005, "Examining complex unit roots in the MENA countries industrial production indices," Applied Economics Letters, Taylor & Francis Journals, volume 12, issue 4, pages 255-259, DOI: 10.1080/1350485042000338644.
  16. Aktham Maghyereh & Hiatham Al-Zuobi, 2005, "Free trade agreements and equity market integration: the case of the US and Jordan," Applied Financial Economics, Taylor & Francis Journals, volume 15, issue 14, pages 995-1005, DOI: 10.1080/09603100500120654.
  17. Osama Sweidan & Fadwa Kalaji, 2005, "The central bank cost constraint and output-inflation variability: a note on Cecchetti and Ehrmann 2000," Economics Bulletin, AccessEcon, volume 5, issue 12, pages 1-6.

2004

  1. 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, volume 12, issue 4, pages 777-799, December, DOI: 10.1111/j.0967-0750.2004.00202.x.
  2. Hatemi-J, Abdulnasser, 2004, "Multivariate tests for autocorrelation in the stable and unstable VAR models," Economic Modelling, Elsevier, volume 21, issue 4, pages 661-683, July.
  3. 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, volume 14, issue 3, pages 281-294, July.
  4. 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, volume 31, issue 1, pages 55-67, March, DOI: 10.1023/B:EMPI.0000024045.78590.3d.
  5. Abdulnasser Hatemi-J, 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, volume 57, issue 4, pages 461-473.
  6. Abdulnasser Hatemi-J & Per-Ola Maneschiöld, 2004, "The Risk-Adjusted Interest Rate Parity: Panel Data Evidence," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 57, issue 1, pages 1-10.
  7. 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, volume 10, issue 6, pages 475-488, DOI: 10.1080/1351847032000168678.
  8. 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, volume 4, issue 2.
  9. 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, volume 1, issue 2, pages 27-40.
  10. 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, volume 1, issue 2, pages 41-66.
  11. 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, volume 1, issue 4, pages 75-84.

2003

  1. R. Hacker & Abdulnasser Hatemi-J, 2003, "Is the J-Curve Effect Observable for Small North European Economies?," Open Economies Review, Springer, volume 14, issue 2, pages 119-134, April, DOI: 10.1023/A:1022357828945.
  2. 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, volume 28, issue 4, pages 767-782, November, DOI: 10.1007/s00181-003-0158-4.
  3. A. Hatemi-J, 2003, "A new method to choose optimal lag order in stable and unstable VAR models," Applied Economics Letters, Taylor & Francis Journals, volume 10, issue 3, pages 135-137, DOI: 10.1080/1350485022000041050.
  4. 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, volume 3, issue 2.
  5. Aktham Maghyereh, 2003, "International Business & Economics Research (IBER) Conference," Economics Bulletin, AccessEcon, volume 28, issue 50, pages 1-50.
  6. Aktham Maghyereh, 2003, "External Debt and Economic Growth in Jordan: the Threshold Effect," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 56, issue 3, pages 337-355.
  7. 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, volume 6, issue 1-2, pages 29-42, May - Nov.

2002

  1. Hatemi-J, Abdulnasser & Irandoust, Manuchehr, 2002, "On the Causality between Exchange Rates and Stock Prices: A Note," Bulletin of Economic Research, Wiley Blackwell, volume 54, issue 2, pages 197-203, April.
  2. Hatemi-J, Abdulnasser, 2002, "Fiscal policy in Sweden: effects of EMU criteria convergence," Economic Modelling, Elsevier, volume 19, issue 1, pages 121-136, January.
  3. Hatemi-J, Abdulnasser, 2002, "Export performance and economic growth nexus in Japan: a bootstrap approach," Japan and the World Economy, Elsevier, volume 14, issue 1, pages 25-33, January.
  4. Abdulnasser Hatemi-J & Manucherhr Irandoust, 2002, "Investigating Causal Relations between Fixed Investment and Economic Growth," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 55, issue 1, pages 25-35.
  5. Abdulnasser Hatemi-J, 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, volume 17, pages 517-526.
  6. 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, volume 9, issue 7, pages 433-439, DOI: 10.1080/13504850110086792.
  7. Abdulnasser Hatemi-J & Ghazi Shukur, 2002, "Multivariate-based causality tests of twin deficits in the US," Journal of Applied Statistics, Taylor & Francis Journals, volume 29, issue 6, pages 817-824, DOI: 10.1080/02664760220136159.
  8. 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, volume 40, issue 4, pages 332-349, October, DOI: 10.1111/1540-627X.00061.

2001

  1. Abdulnasser Hatemi-J & Manuchehr Irandoust, 2001, "Productivity Performance and Export Performance: A Time-Series Perspective," Eastern Economic Journal, Eastern Economic Association, volume 27, issue 2, pages 149-164, Spring.
  2. Abdulnasser Hatemi-J & Manucherhr Irandoust, 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, volume 54, issue 2, pages 177-185.
  3. 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, volume 9, issue 3, pages 355-365, DOI: 10.1080/09638190050086195.

2000

  1. Abdulnasser Hatemi-J & Manuchehr Irandoust, 2000, "Export performance and economic growth causality: An empirical analysis," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 28, issue 4, pages 412-426, December, DOI: 10.1007/BF02298394.

1999

  1. 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, volume 6, issue 10, pages 641-644, DOI: 10.1080/135048599352411.

Chapters

2022

  1. Wasseem Mina, 2022, "Youth Unemployment and Productivity-Pay in the GCC Countries," Chapters, IntechOpen, in: Musa Jega Ibrahim, "Macroeconomic Analysis for Economic Growth", DOI: 10.5772/intechopen.99975.

2020

  1. 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, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Stéphane Goutte & Khaled Guesmi, "Risk Factors and Contagion in Commodity Markets and Stocks Markets".

2017

  1. Wasseem Mina, 2017, "Institutional Clusters and FDI Flows to the MENA Region," Eurasian Studies in Business and Economics, Springer, in: Mehmet Huseyin Bilgin & Hakan Danis & Ender Demir & Ugur Can, "Empirical Studies on Economics of Innovation, Public Economics and Management", DOI: 10.1007/978-3-319-50164-2_14.

2016

  1. Emilie Rutledge & Fatima Al Shamsi, 2016, "The Impact of Labor Nationalization Policies on Female Participation Rates in the Arab Gulf," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: Nadereh Chamlou & Massoud Karshenas, "Women, Work and Welfare in the Middle East and North Africa The Role of Socio-demographics, Entrepreneurship and Public Policies".

Software components

2026

  1. Alan Mustafa & Abdulnasser Hatemi-J, 2026, "PyTIVIPNC: Python Module for Transforming an Integrated Variable with and without Deterministic Trend Parts into Positive and Negative Components," Statistical Software Components, Boston College Department of Economics, number P00005, revised .

2025

  1. Alan Mustafa & Abdulnasser Hatemi-J, 2025, "GMDLBCT: GAUSS module for Implementing Dynamic Leverage Bootstrap Contagion Tests," Statistical Software Components, Boston College Department of Economics, number G00020, revised .

2024

  1. Alan Mustafa & Abdulnasser Hatemi-J, 2024, "PYDDOP: Python Module for Determining the Dimension of the Optimal Portfolio," Statistical Software Components, Boston College Department of Economics, number P00004, revised .

2023

  1. Alan Mustafa & Abdulnasser Hatemi-J, 2023, "PyCPTAM: Python Module for Constructing Portfolios via Two Alternative Methods," Statistical Software Components, Boston College Department of Economics, number P00003, revised .

2022

  1. Alan Mustafa & Abdulnasser Hatemi-J, 2022, "PMCT2ES: Python Module for Cointegration Tests with Two Endogenous Structural Shifts," Statistical Software Components, Boston College Department of Economics, number P00002, revised .

2021

  1. Abdulnasser Hatemi-J & Alan Mustafa, 2021, "DASCT01: Gauss Module for estimating Dynamic Asymmetric and Symmetric Causality Tests," Statistical Software Components, Boston College Department of Economics, number D00001, revised .
  2. Abdulnasser Hatemi-J & Alan Mustafa, 2021, "OPTVTAM: GAUSS module for Option Pricing via Two Alternative Methods," Statistical Software Components, Boston College Department of Economics, number G00018, revised .
  3. Scott Hacker & Abdulnasser Hatemi-J, 2021, "MODELSEL: GAUSS module for Model Selection in Time Series Analysis," Statistical Software Components, Boston College Department of Economics, number G00019, revised .
  4. Abdulnasser Hatemi-J & Alan Mustafa, 2021, "PYEOCPS: Python Module for the Evaluation of Options and Calculation of the Price Sensitivities," Statistical Software Components, Boston College Department of Economics, number P00001, revised .

2020

  1. Abdulnasser Hatemi-J & Alan Mustafa, 2020, "PDBVRAR: GAUSS module to Construct Portfolios via the Maximization of the Risk Adjusted Return," Statistical Software Components, Boston College Department of Economics, number G00017, revised .

2017

  1. 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, Boston College Department of Economics, number CPP001, revised .
  2. 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, Boston College Department of Economics, number OCT002, revised .

2016

  1. 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, Boston College Department of Economics, number OCT001, revised .

2014

  1. Abdulnasser Hatemi-J, 2014, "ASCOMP: GAUSS module to Transform Data into Cumulative Positive and Negative Components," Statistical Software Components, Boston College Department of Economics, number G00015, revised .

2011

  1. Abdulnasser Hatemi-J, 2011, "ACTEST: GAUSS module to Apply Asymmetric Causality Tests," Statistical Software Components, Boston College Department of Economics, number G00014, revised .

2010

  1. 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, Boston College Department of Economics, number G00010, revised .
  2. Scott Hacker & Abdulnasser Hatemi-J, 2010, "MV-AR: GAUSS module to calculate three multivariate tests for autocorrelation in VAR model," Statistical Software Components, Boston College Department of Economics, number G00011, revised .
  3. Scott Hacker & Abdulnasser Hatemi-J, 2010, "HHcte: GAUSS module to Apply a Bootstrap Test for Causality with Endogenous Lag Order," Statistical Software Components, Boston College Department of Economics, number G00012, revised .

2009

  1. Scott Hacker & Abdulnasser Hatemi-J, 2009, "HHtest: GAUSS module to implement bootstrap test for causality with leverage adjustments," Statistical Software Components, Boston College Department of Economics, number G00005, revised .
  2. Abdulnasser Hatemi-J, 2009, "CItest2b: GAUSS module to implement tests for cointegration with two unknown structural breaks," Statistical Software Components, Boston College Department of Economics, number G00006, revised .
  3. Scott Hacker & Abdulnasser Hatemi-J, 2009, "ContagT: GAUSS module to implement a pairwise bootstrap test for contagion," Statistical Software Components, Boston College Department of Economics, number G00007, revised .
  4. 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, Boston College Department of Economics, number G00008, revised .
  5. Scott Hacker & Abdulnasser Hatemi-J, 2009, "MV-ARCH: GAUSS module to implement the multivariate ARCH test," Statistical Software Components, Boston College Department of Economics, number G00009, revised .

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