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Mohammed Bouaddi
Mohammed Bouaddi
Professor of Economics, American University in Cairo
Verified email at aucegypt.edu
Title
Cited by
Cited by
Year
The effect of COVID‐19 pandemic on global stock markets: Return, volatility, and bad state probability dynamics
MAK Basuony, M Bouaddi, H Ali, R EmadEldeen
Journal of Public Affairs 22, e2761, 2022
662022
Stock price synchronicity and tails of return distribution
M Douch, O Farooq, M Bouaddi
Journal of International Financial Markets, Institutions and Money 37, 1-11, 2015
202015
Mixed exponential power asymmetric conditional heteroskedasticity
JVK Rombouts, M Bouaddi
Studies in Nonlinear Dynamics & Econometrics 13 (3), 2009
192009
Empirical evidence of news about future prospects in the risk-pricing of oil assets
J Kakeu, M Bouaddi
Energy Economics 64, 458-468, 2017
112017
Portfolio selection in a data-rich environment
M Bouaddi, A Taamouti
Journal of Economic Dynamics and Control 37 (12), 2943-2962, 2013
112013
Sources of firm-level heterogeneity in labour productivity in Egypt’s manufacturing sector
A Elshennawy, M Bouaddi
Empirical Economics 60 (5), 2589-2612, 2021
92021
" Day Of The Week" And Its Effect On Stock Market Volatility: Evidence From An Emerging Market
O Farooq, M Bouaddi, N Ahmed
Journal of Applied Business Research 29 (6), 1727, 2013
82013
Macro barriers to business and innovation in developing economies: evidence from Egyptian, Moroccan, and Tunisian SMEs
N Becheikh, M Bouaddi
Canadian Journal of Development Studies/Revue canadienne d'études du …, 2023
42023
Dividend policy and probability of extreme returns
M Bouaddi, O Farooq, N Ahmed
International Journal of Managerial Finance 17 (4), 640-661, 2021
42021
Sources of Heterogeneity in Labor Productivity and Total Factor Productivity in Egyptian Manufacturing
A Elshennawy, M Bouaddi, A Elshennawy
Economic Research Forum Working Papers, 2018
42018
Portfolio risk management in a data-rich environment
M Bouaddi, A Taamouti
Financial Markets and Portfolio Management 26 (4), 469-494, 2012
42012
A new non-parametric estimation of the expected shortfall for dependent financial losses
K Moutanabbir, M Bouaddi
Journal of Statistical Planning and Inference 232, 106151, 2024
32024
The heterogenous effects of carbon emissions and board gender diversity on a firm’s performance
M Bouaddi, MAK Basuony, N Noureldin
Sustainability 15 (19), 14642, 2023
32023
Measurement of operational risk regulatory capital in the banking sector: developed countries versus emerging markets
M Hassanein, M Bouaddi, T Karim
Journal of Operational Risk 16 (1), 2019
32019
Stock price synchronicity and its effect on stock market volatility: evidence from the MENA region
O Farooq, N Ahmed, M Bouaddi
American Journal of Finance and Accounting 5 (3), 276-292, 2018
32018
Mixed exponential power asymmetric conditional heteroskedasticity
M Bouaddi, JVK Rombouts
Cahier de recherche/Working Paper 7, 49, 2007
32007
Analyst coverage and the probability of stock price crash and jump
M Bouaddi, O Farooq, C Hurwitz
Review of Behavioral Finance 16 (3), 510-532, 2023
22023
Systematic extreme potential gain and loss spillover across countries
M Bouaddi, K Moutanabbir
Risk Management 24 (4), 327-366, 2022
22022
Kernel Estimation of the Expected Shortfall for Dependent Financial Losses
M Bouaddi, K Moutanabbir
ResearchGate, preprint, 2022
22022
Devaluation: Is it contractionary or expansionary to economic sectors? The case of Egypt
N Shokry, M Bouaddi, N Shokry
Economic Research Forum Working Papers, 2018
22018
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