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RISS 인기검색어
- 검색키워드
- 저자 : Ammar Yaser ALMANSOUR (검색결과 3 건)
- 무료
- 기관 내 무료
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The Effect of Inflation on Performance
Ammar Yaser ALMANSOUR,Haitham Mohammad ALZOUBI,Bashar Yaser ALMANSOUR,Yaser Mansour ALMANSOUR 한국유통과학회 2021 The Journal of Asian Finance, Economics and Busine Vol.8 No.6
This paper aims to investigate the effect of inflation trends on the performance of the banking sector in Jordan., with data from five Jordanina listed banks in Amman Stock Exchange over the period of 2009–2019. The performance indicators employed in this study are return on assets, return on investment, and margin of net interest. Our empirical strategy for this quantitative approach employ regression analysis to explore th influential of inflation on banks’ performance. The results of descriptive statistics show that the banks’ performance in Jordan has increased gradually during the period 2015 to 2018, meaning that banking sector had performed of this study effeciantly during the period of study regardless of the increasing of inflation rate in the country. Generally, our results show that there is a strong and negative relationship between inflation rate and banks’ performance. In addition, the results show that the Banks’ performances are significantly affected by inflation. Interested parties may pay attention to other macroeconomic variables to investigate the impact of the macroeconomic factors on Banks’ performance. Future research shall consider not only bankin sector but other sectors in the financial market.
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Performance of ARCH and GARCH Models in Forecasting Cryptocurrency Market Volatility
Bashar Yaser Almansour,Muneer M. Alshater,Ammar Yaser Almansour 대한산업공학회 2021 Industrial Engineeering & Management Systems Vol.20 No.2
The cryptocurrency market is highly volatile; this can be attributed to several factors such as being an emerging market that is purely digital and still evolving with many speculations taking place aligning with behavioural finance factors such as media and investors profile. This study aims to investigate the Autoregressive Conditional Heteroskedasticity (ARCH) and the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) in forecasting selected 9 cryptocurrencies that represent over 80% of the total market capitalization. This study carries a time-series of daily data ranges from 2010 to 2020 base on each cryptocurrency starting date. The results show that the ARCH and GARCH have a significant effect in forecasting cryptocurrency market volatility which means that the past volatility of cryptocurrencies affects the current volatility of it. It also shows that bad and good news can significantly affect the conditional volatility of all cryptocurrencies returns. This study contributes to the investors’ understanding of the dynamics of the cryptocurrency market which enhances the ability to make informed decisions based on a scientific approach.
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Bashar Yaser Almansour,Md Mohan Uddin,Sabri Elkrghli,Ammar Yaser ALMANSOUR 대한산업공학회 2023 Industrial Engineeering & Management Systems Vol.22 No.3
We investigate the interconnectedness between major cryptocurrencies and foreign exchange rates. This study em-ploys time-series daily data for the cryptocurrencies and foreign exchange rates closing prices, the data is obtained from investing.com and yahoo finance to cover the period of 10 November 2017 to 18 January 2022. The study adopts the connectedness approach developed by Diebold Yilmaz (2014), using the TVP-VAR model to analyze twelve cryptocurrencies and eight foreign exchange rates. The results reveal a greater degree of connectedness across cryptocurrencies and foreign exchange rates over the whole sample, pre and during the corona pandemic, indicating that the Corona pandemic donates to the increase of volatility spillover across the currency and cryptocurrency mar-kets. The results further show that Ethereum, Bitcoin Cash, Litecoin, Bitcoin, TRON, Cardano and Ripple are the main transmitters of shocks to other cryptocurrencies. Moreover, the EUR/USD, AUD/USD and NZD/USD are the main transmitters of shocks to other foreign exchange rates. The study has significant implications for investors, and portfolio managers. Our results offer evidence to improve financial risk assessment, and portfolio hedging strategies of cryptocurrencies against the uncertainty raised by Covid-19 Pandemic, which our findings may support investors in properly rebalancing their portfolios as the level of uncertainty in the market changes
ScienceON
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