Marwan Izzeldin
Lancaster University
H-index: 20
Europe-United Kingdom
Top articles of Marwan Izzeldin
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
The Price of Downside and Upside Correlation Risk: cross-sectional evidence | Available at SSRN 4811802 | Zhenxiong Li Rodrigo Hizmeri Xingzhi Yao Marwan Izzeldin | 2024/4/30 |
The impact of the Russian-Ukrainian war on global financial markets | International Review of Financial Analysis | Marwan Izzeldin Yaz Gülnur Muradoğlu Vasileios Pappas Athina Petropoulou Sheeja Sivaprasad | 2023/5/1 |
On the right jump tail inferred from the VIX market | International Review of Financial Analysis | Zhenxiong Li Xingzhi Yao Marwan Izzeldin | 2023/3/1 |
When MIDAS Meets LASSO: The Wisdom of Low-frequency Variables in Forecasting Value-at-Risk and Expected Shortfall | Available at SSRN 4342139 | Yi Luo Xiaohan Xue Marwan Izzeldin | 2023 |
The contribution of jump signs and activity to forecasting stock price volatility | Journal of Empirical Finance | Ruijun Bu Rodrigo Hizmeri Marwan Izzeldin Anthony Murphy Mike Tsionas | 2023/1/1 |
A generalized heterogeneous autoregressive model using market information | Quantitative finance | Rodrigo Hizmeri Marwan Izzeldin Ingmar Nolte Vasileios Pappas | 2022/8/3 |
Addressing endogeneity when estimating stochastic ray production frontiers: a Bayesian approach | Empirical Economics | Mike Tsionas Marwan Izzeldin Arne Henningsen Evaggelos Paravalos | 2022/3 |
Brexit and its impact on EU financial markets | 16th Annual Dynare Conference | S Sivaprasad YG Muradoglu V Pappas M Izzeldin | 2022 |
Estimation of large dimensional time varying VARs using copulas | European Economic Review | Mike G Tsionas Marwan Izzeldin Lorenzo Trapani | 2022/1/1 |
Bolstering the modelling and forecasting of realized covariance matrices using (directional) common jumps | Available at SSRN 3745671 | Rodrigo Hizmeri Marwan Izzeldin Ingmar Nolte | 2021/7/3 |
Forecasting the realized variance in the presence of intraday periodicity | Available at SSRN 3393464 | Ana-Maria H Dumitru Rodrigo Hizmeri Marwan Izzeldin | 2021 |
A simple model correction for modelling and forecasting (un) reliable realized volatility | Available at SSRN 3639116 | Rodrigo Hizmeri Marwan Izzeldin Mike Tsionas | 2021/7/3 |
The impact of Covid-19 on G7 stock markets volatility: Evidence from a ST-HAR model | International Review of Financial Analysis | Marwan Izzeldin Yaz Gülnur Muradoğlu Vasileios Pappas Sheeja Sivaprasad | 2021/3/1 |
Journal of International Financial Markets, Institutions & Money | EK Agbloyor JY Abor CKD Adjasi A Yawson | 2014 | |
Yield spread determinants of sukuk and conventional bonds | Economic Modelling | Momna Saeed Marwa Elnahass Marwan Izzeldin Mike Tsionas | 2021/12/1 |
Efficiency convergence in Islamic and conventional banks | Journal of International Financial Markets, Institutions and Money | Marwan Izzeldin Jill Johnes Steven Ongena Vasileios Pappas Mike Tsionas | 2021/1/1 |
A novel MIMIC-style model of European bank technical efficiency and productivity growth | Marwan Izzeldin Emmanuel C Mamatzakis Anthony Murphy Mike Tsionas | 2020/5 | |
The Contribution of Jump Activity and Sign to Forecasting Stock Price Volatility | Ruijun Bu Rodrigo Hizmeri Marwan Izzeldin Anthony Murphy Mike G Tsionas | 2020/11/17 | |
A novel forecasting model for the Baltic dry index utilizing optimal squeezing | Journal of Forecasting | Spyros Makridakis Andreas Merikas Anna Merika Mike G Tsionas Marwan Izzeldin | 2020/1 |
The inter-temporal relationship between risk, capital and efficiency: The case of Islamic and conventional banks | Pacific-Basin Finance Journal | Momna Saeed Marwan Izzeldin M Kabir Hassan Vasileios Pappas | 2020/9/1 |
