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Mohammad Alomari
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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
242022
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
232021
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
202023
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
192017
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
162022
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
132023
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
92022
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
72023
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 57 (3), 959-1007, 2021
62021
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
42022
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
42021
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
32021
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
22024
Market efficiency and volatility spillovers in the Amman Stock Exchange: A sectoral analysis
M Alomari
University of Dundee, 2015
22015
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
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