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Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries

Awartani, Basel; Maghyereh, Aktham I. - In: Energy economics 36 (2013), pp. 28-42

Persistent link: https://www.econbiz.de/10009724768

Modeling and forecasting value-at-risk in the UAE stock markets : the role of long memory, fat tails and asymmetries in return innovations

Maghyereh, Aktham I.; Awartani, Basel - In: Review of Middle East economics and finance 8 (2012) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10009630203

Directional spillovers from the US and the Saudi market to equities in the Gulf Cooperation Council countries

Awartani, Basel; Maghyereh, Aktham I.; Al Shiab, Mohammad - In: Journal of international financial markets, … 27 (2013), pp. 224-242

Persistent link: https://www.econbiz.de/10010411742

The Effects of Investor Emotions Sentiments on Crude Oil Returns : A Time and Frequency Dynamics Analysis

Maghyereh, Aktham Issa - 2019

We investigate the co-movement between oil-specific emotions sentiments and the crude oil returns over time-scales and frequencies. Using wavelet coherence analysis, we find that sentiment is statistically significant coherence with oil returns both over time and frequencies. The pleasant...

Persistent link: https://www.econbiz.de/10012894517

Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010

Bouri, Elie; Awartani, Basel; Maghyereh, Aktham I. - In: Energy economics 56 (2016), pp. 205-214

Persistent link: https://www.econbiz.de/10011664230

Have returns and volatilities for financial assets responded to implied volatility during the COVID-19 pandemic?

Maghyereh, Aktham I.; Abdoh, Hussein; Awartani, Basel - In: Journal of commodity markets 26 (2022), pp. 1-23

Persistent link: https://www.econbiz.de/10013451071

The long-run relationship between stock returns and inflation in developing countries : further evidence from a nonparametric cointegration test

Maghyereh, Aktham I. - In: Applied financial economics letters 2 (2006) 4, pp. 265-273

Persistent link: https://www.econbiz.de/10003351954

Testing for long-range dependence in stock market returns : a further evidence from MENA emerging stock markets

Maghyereh, Aktham I. - In: Applied financial economics letters 3 (2007) 4/6, pp. 365-371

Persistent link: https://www.econbiz.de/10003605245

Oil price shocks and emerging stock markets : a generalized VAR approach

Maghyereh, Aktham I. - In: International journal of applied econometrics and … 1 (2004) 2, pp. 27-40

Persistent link: https://www.econbiz.de/10003624606

Stationary component in stock prices : a reappraisal of empirical findings

Al-Zoubi, Haitham A.; Maghyereh, Aktham I. - In: Multinational finance journal : MF ; quarterly … 11 (2007) 3/4, pp. 287-322

Persistent link: https://www.econbiz.de/10003709554