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Abdel Razzaq  Al Rababa'a
Abdel Razzaq Al Rababa'a
Associate Professor of banking and finance-Yarmouk university
在 yu.edu.jo 的电子邮件经过验证 - 首页
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引用次数
引用次数
年份
Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets
W Mensi, AR Al Rababa'a, XV Vo, SH Kang
Energy Economics 98, 105262, 2021
1612021
Examining the Effects of News and Media Sentiments on Volatility and Correlation: Evidence from the UK (pre-proof)
M Alomari, AR Al Rababa’a, G El-Nader, A Alkhataybeh, MU Rehman
The Quarterly Review of Economics and Finance, 2021
252021
Dynamic frequency volatility spillovers and connectedness between strategic commodity and stock markets: US-based sectoral analysis
W Mensi, AR Al Rababa'a, M Alomari, XV Vo, SH Kang
resources policy 79, 2022
222022
Infectious diseases tracking and sectoral stock market returns: A quantile regression analysis
M Alomari, AR Al Rababa'a, MU Rehman, DM Power
the North American Journal of Economics and Finance, 2021
162021
Modelling the quantile cross-coherence between exchange rates: Does the COVID-19 pandemic change the interlinkage structure?
MU Rehman, AR Al Rababa'a, G El-Nader, A Alkhataybeh, XV Vo
Journal of International Financial Markets, Institutions and Money 76, 101495, 2022
132022
Reassessing the predictability of the investor sentiments on US stocks: The role of uncertainty and risks
M Ur Rehman, ID Raheem, AR Al Rababa’a, N Ahmad, XV Vo
Journal of Behavioral Finance 24 (4), 450-465, 2023
82023
Does tracking the infectious diseases impact the gold, oil and US dollar returns and correlation? A quantile regression approach
AR Al Rababa'a, M Alomari, W Mensi, A Matar, Z Saidat
Resources Policy 74, 102311, 2021
62021
Who’s behind the wheel? The role of social and media news in driving the stock–bond correlation
M Alomari, AR Al Rababa’a, G El-Nader, A Alkhataybeh
Review of Quantitative Finance and Accounting, 1-49, 2021
62021
Oil price shocks and stock–bond correlation
SA Ziadat, ARA Al Rababa'a, M Rehman, DG McMillan
The North American Journal of Economics and Finance 68, 101989, 2023
52023
Multiscale Stock-Bond Correlation: Implications for Risk Management
AR Al Rababa’a, M Alomari, D McMillan
Research in International Business and Finance 58, 2021
42021
The pass‐through effects of oil price shocks on sovereign credit risks of GCC countries: Evidence from the TVP‐SVAR‐SV framework
A Maghyereh, SA Ziadat, ARA Al Rababa'a
International Journal of Finance & Economics, 2023
32023
Multiscale relationship between economic policy uncertainty and sectoral returns: Implications for portfolio management
AR Al Rababa’a, M Alomari, MU Rehman, D McMillan, R Hendawi
Research in International Business and Finance 61, 101664, 2022
32022
Oil, gold and international stock markets: Extreme spillovers, connectedness and its determinants
W Mensi, SA Ziadat, AR Al Rababa'a, XV Vo, SH Kang
The Quarterly Review of Economics and Finance 95, 1-17, 2024
12024
Re-examining the impact of oil price uncertainty on sovereign CDS spread of GCC countries: accounting for the asymmetry and outliers
A Maghyereh, AR Al Rababa'a, SA Ziadat
Energy Research Letters 4 (Early View), 2023
12023
Forecasting stock returns on the Amman Stock Exchange: Do neural networks outperform linear regressions?
AR Abdel Razzaq, S Zaid, H Raed
investment management and financial innovation 18 (4), 280-296, 2021
12021
Oil, Gold and International Stock Markets: Extreme Spillovers, Connectedness and its Determinants
SA Ziadat, A Rababa'a, A Razzaq, XV Vo, S Kang
2022
Stock-Bond Return Dynamic Correlation and Macroeconomic Announcements: Time-Scale Analysis and the Effects of Financial Crises
AR Al Rababa’a, DS Kambouroudis, DG McMillan
Available at SSRN 3178710, 2018
2018
Explaining Subsequent Trading Activity Using Wavelet Time-Scale Analysis: International Evidence
AR Al Rababa'a, DS Kambouroudis, DG McMillan
Available at SSRN 3178713, 2018
2018
Volatility and Value-at-Risk Forecasting: Does Wavelet De-Noising Help?
AR Al Rababa'a, DS Kambouroudis, DG McMillan
Available at SSRN 2923398, 2017
2017
Uncovering hidden information and relations in time series data with wavelet analysis: three case studies in finance
AR Al Rababa'a
University of Stirling, 2017
2017
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