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 | 161 | 2021 |
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 | 25 | 2021 |
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 | 22 | 2022 |
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 | 16 | 2021 |
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 | 13 | 2022 |
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 | 8 | 2023 |
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 | 6 | 2021 |
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 | 6 | 2021 |
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 | 5 | 2023 |
Multiscale Stock-Bond Correlation: Implications for Risk Management AR Al Rababa’a, M Alomari, D McMillan Research in International Business and Finance 58, 2021 | 4 | 2021 |
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 | 3 | 2023 |
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 | 3 | 2022 |
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 | 1 | 2024 |
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 | 1 | 2023 |
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 | 1 | 2021 |
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 |