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Did real economic uncertainty drive risk connectedness in the oil-stock nexus during the COVID-19 outbreak? : A partial wavelet coherence analysis

Al-Shboul, Mohammad; Maghyereh, Aktham I. - In: Journal of economic structures : JES; the official … 12 (2023), pp. 1-23

This study explores the impact of real economic policy (business condition risk) on the oil-stock nexus risk connectedness during the COVID-19 pandemic. It uses multivariate wavelet coherency and partial wavelet coherency methods to isolate the effects of global risk indices, such as the US...

Persistent link: https://www.econbiz.de/10014497264

The systemic risk in the Gulf Cooperation Council countries' equity markets and banking sectors : a dynamic CoVaR approach

Maghyereh, Aktham I.; Virk, Nader Shahzad; Awartani, Basel - In: Bulletin of monetary economics and banking 25 (2022) 3, pp. 439-470

Persistent link: https://www.econbiz.de/10013482966

Does economic policy uncertainty drive the dynamic spillover among traditional currencies and cryptocurrencies? : the role of the COVID-19 pandemic

Al-Shboul, Mohammad; Assaf, Ata; Mokni, Khaled - In: Research in international business and finance 64 (2023), pp. 1-27

Persistent link: https://www.econbiz.de/10014266323

Oil structural shocks, bank-level characteristics, and systemic risk : evidence from dual banking systems

Maghyereh, Aktham I.; Abdoh, Hussein; Al-Shboul, Mohammad - In: Economic systems 46 (2022) 4, pp. 1-25

Persistent link: https://www.econbiz.de/10014226792

Have the extraordinary circumstances of the COVID‑19 outbreak and the Russian : Ukrainian confict impacted the efciency of cryptocurrencies?

Maghyereh, Aktham I.; Al-Shboul, Mohammad - In: Financial innovation : FIN 10 (2024), pp. 1-28

This study explores whether the COVID-19 outbreak and Russian-Ukrainian (R-U) confict have impacted the efciency of cryptocurrencies. The novelty of this study is the use of the Cramér-von Mises test to examine cryptocurrency efciency. We used a sample of daily prices for the six largest...

Persistent link: https://www.econbiz.de/10014530184