Financial stress dynamics in the MENA region: Evidence from the Arab Spring

Faculty Commerce Year: 2019
Type of Publication: ZU Hosted Pages:
Authors:
Ahmed Hamed Attia Ahmed Elsayed
Journal: Journal of International Financial Markets, Institutions & Money Elsevier Volume:
Keywords : Financial stress dynamics , , MENA region: Evidence    
Abstract:
In this paper, we analyse the impact of instability caused by the Arab Spring on the co-movements and volatility spillovers of aggregated Financial Stress Indices for eight MENA countries. Using a dynamic frequency connectedness framework,
   
     
 
       

Author Related Publications

  • Ahmed Hamed Attia Ahmed Elsayed, "Volatility Spillovers among Financial Markets in the United Kingdom", Portsmouth University, 2016 More
  • Ahmed Hamed Attia Ahmed Elsayed, "On the transmission of spillover risks between the housing market, the mortgage and equity REITs markets, and the stock market", Elsevier, 2018 More
  • Ahmed Hamed Attia Ahmed Elsayed, "Are Islamic and conventional capital markets decoupled? Evidence from stock and bonds/sukuk markets in Malaysia", Elsevier, 2018 More
  • Ahmed Hamed Attia Ahmed Elsayed, "Does Bitcoin add value to global industry portfolios?", Elsevier, 2020 More
  • Ahmed Hamed Attia Ahmed Elsayed, "Time-varying co-movements between energy market and global financial markets: Implication for portfolio diversification and hedging strategies", Elsevier, 2020 More

Department Related Publications

  • Mahmoud Ibrahiem Aboelewn, "التشابك المالي والنقدي وفعالية السياسة الاقتصادية في مصر", الجمعية المصرية للاقتصاد السياسي والإحصاء والتشريع, 1989 More
  • Mahmoud Ibrahiem Aboelewn, "توجهات الادارة الاقتصادية لمصر المستقبل", كلية التجارة جامعة الزقازيق, 2014 More
  • Iyad Mohammed Attia Attia, "Energy consumption and economic growth in Egypt: Evidence from ARDL bound testing approach", جامعة بنها, 2011 More
  • Iyad Mohammed Attia Attia, "The effect of Real Exchange rate on Unemployment: Evidence from Egypt", Arab Journal of Administration, 2018 More
  • Nahla Fathy Mohamed Amien Salem, "تأثير الصحة على النمو الاقتصادي في مصر خلال الفترة من 1969 – 201", مجلة العلمية ( التجارة والتمويل ) جامعة طنطا, 2019 More
Tweet