Recent Publications
- Free Trade Agreements and Equity Market Integration: A Case of U.S. and Jordan
- Business cycles, financial cycles and capital structure
- Under-or-overreaction: Market responses to announcements of earnings surprises
- Cyclical and persistent carry trade returns and forward premia
- A new look at the forward premium “puzzle”
- Short-term spot rate models with nonparametric deterministic drift
- Does issuing government debt needed as a Ponzi scheme in Islamic finance: A general equilibrium model
- The long swings in the spot exchange rates and the complex unit roots hypothesis
- The tail behavior of extreme stock returns in the Gulf emerging markets: An implication for financial risk management
- The relative risk performance of Islamic finance: a new guide to less risky investments
- Stationary component in stock prices: A reappraisal of empirical findings
- Market efficiency, time-varying volatility and the asymmetric effect in Amman stock exchange
- Price limit and volatility in Taiwan stock exchange: Some additional evidence from the extreme value approach
- A nonparametric cointegration analysis of the forward rate unbiasedness hypothesis
- Value-at-risk under extreme values: the relative performance in MENA emerging stock markets
- Examining complex unit roots in the MENA countries industrial production indices
- Is there a diversification benefit from investing in the Arab Gulf stock markets? A multivariate GARCH analysis
- Modeling the dynamic interdependence of MENA stock markets: A multivariate Analysis