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, 102976, 2022 | 24 | 2022 |
Examining the effects of news and media sentiments on volatility and correlation: Evidence from the UK M Alomari, AR Al Rababa’a, G El-Nader, A Alkhataybeh, MU Rehman The quarterly review of economics and finance 82, 280-297, 2021 | 23 | 2021 |
Volatility spillovers and frequency dependence between oil price shocks and green stock markets W Hanif, T Teplova, V Rodina, M Alomari, W Mensi Resources Policy 85, 103860, 2023 | 20 | 2023 |
Determinants of equity return correlations: a case study of the Amman Stock Exchange M Alomari, DM Power, N Tantisantiwong Review of Quantitative Finance and Accounting, 1-34, 2017 | 19 | 2017 |
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 59, 101584, 2022 | 16 | 2022 |
Downside and upside risk spillovers between precious metals and currency markets: Evidence from before and during the COVID-19 crisis W Hanif, W Mensi, M Alomari, JM Andraz Resources Policy 81, 103350, 2023 | 13 | 2023 |
Extreme return spillovers and connectedness between crude oil and precious metals futures markets: Implications for portfolio management M Alomari, W Mensi, XV Vo, SH Kang Resources Policy 79, 103113, 2022 | 9 | 2022 |
Extreme quantile spillovers and connectedness between oil and Chinese sector markets: A portfolio hedging analysis W Mensi, M Alomari, SH Kang The Journal of Economic Asymmetries 28, e00327, 2023 | 7 | 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 57 (3), 959-1007, 2021 | 6 | 2021 |
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 | 4 | 2022 |
Multiscale stock-bond correlation: Implications for risk management AR Al Rababa’a, M Alomari, D McMillan Research in International Business and Finance 58, 101435, 2021 | 4 | 2021 |
The effect of financial leverage on banks' performance: empirical evidence from a frontier market-the Amman Stock Exchange A Abu-Alkheil, M Alomari, B Set-Abouha Afro-Asian Journal of Finance and Accounting 11 (2), 198-221, 2021 | 3 | 2021 |
Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks M Alomari, R Selmi, W Mensi, HU Ko, SH Kang The Quarterly Review of Economics and Finance 93, 210-228, 2024 | 2 | 2024 |
Market efficiency and volatility spillovers in the Amman Stock Exchange: A sectoral analysis M Alomari University of Dundee, 2015 | 2 | 2015 |
Return spillovers between decentralized finance and centralized finance markets R Nekhili, M Alomari, W Mensi, J Sultan Eurasian Economic Review, 1-20, 2024 | | 2024 |
DOES COVID-19 DRIVE THE uS CORPORATE-GOVERNMENT BONDS YIELD CORRELATIONS? LOCAL AND GLOBAL REPORTING A Alkhataybeh, MU Rehman, G El-Nader, A Alrababa’a, M Alomari | | 2022 |