Mohammed Bouaddi
Mohammed Bouaddi
Professor of Economics, American University in Cairo
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Mixed exponential power asymmetric conditional heteroskedasticity
JVK Rombouts, M Bouaddi
Studies in Nonlinear Dynamics & Econometrics 13 (3), 2009
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
Portfolio selection in a data-rich environment
M Bouaddi, A Taamouti
Journal of Economic Dynamics and Control 37 (12), 2943-2962, 2013
Empirical evidence of news about future prospects in the risk-pricing of oil assets
J Kakeu, M Bouaddi
Energy Economics 64, 458-468, 2017
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 (JABR) 29 (6), 1727-1736, 2013
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
Portfolio risk management in a data-rich environment
M Bouaddi, A Taamouti
Financial Markets and Portfolio Management 26 (4), 469-494, 2012
Mixed exponential power asymmetric conditional heteroskedasticity
M Bouaddi, JVK Rombouts
Cahier de recherche/Working Paper 7, 49, 2007
Sources of firm-level heterogeneity in labour productivity in Egypt's manufacturing sector.
A Elshennawy, M Bouaddi
Empirical Economics 60 (5), 2021
Dividend policy and probability of extreme returns
M Bouaddi, O Farooq, N Ahmed
International Journal of Managerial Finance, 2020
Estimation of the Hotelling Rule for Oil under Stochastic Investment Opportunities
J Kakeu, M Bouaddi
Handbook of Energy Finance: Theories, Practices and Simulations, 427-447, 2019
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
The continuous hidden threshold mixed skew-symmetric distribution
M Bouaddi, R Belhachemi, M Douch
MPRA Paper, 2015
Organizational structure, ownership structure and credit ratings: Evidence from SMEs
N Ahmed, O Farooq, M Bouaddi
Corporate Ownership and Control 11 (3), 63, 2014
EQUITY Premium Puzzle in a Data-Rich Environment
M Douch, M Bouaddi
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, e2761, 2021
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
Political Violence and Youth Bulges
H Ibrahim, I Elbadawi, S Atallah, M Bouaddi
Economic Research Forum (ERF), 2019
Revisiting Equity Premium Puzzles in a Data-Rich Environment
M Douch, M Bouaddi
Applied Economics Quarterly (formerly: Konjunkturpolitik) 65 (4), 257-275, 2019
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
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