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Samih Antoine Azar,Philip Karam
Pág. 172 - 180
The purpose of this paper is to estimate a parsimonious model of money demand. The model relates international crude oil prices to the US money stock with the addition of a valuation adjustment. The main conometric estimation procedure is the autore...
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Samih Antoine Azar
Pág. 105 - 112
The classic approach to risk analysis is rooted in the belief that risk aversion is constant, determined by constant preferences. It is becoming clear that this proposition is no longer acceptable. Risk aversion can change over short time, between ...
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Samih Antoine Azar,Said Elfakhani,Khaled Abdallah
Pág. 106 - 114
The purpose of this paper is to identify the variables that determine or explain the supply of bounced checks, either issued in Lebanese pounds or issued in US dollars. This is an area that the extant empirical research fails to cover, and hence, this pa...
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Samih Antoine Azar
Pág. 723 - 733
This paper analyses the statistical behavior of the US dollar, against nine different currencies, over the float period, with a monthly data set. The martingale hypothesis is rejected for all currencies. However, all currencies have a unit root. There is...
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Samih Antoine Azar,Loucine Basmajian
Pág. 294 - 304
The purpose of this paper is to test the impact of oil price shocks on the stock markets of the two biggest and most liquid GCC equity markets, those of Kuwait and Saudi Arabia. It is expected that the two stock markets react similarly to oil price shock...
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