Outputs (3)

The nexus of conventional, religious and ethical indexes during crisis (2024)
Journal Article
Abdelsalam, O., Ahelegbey, D. F., & Yassine, E. (online). The nexus of conventional, religious and ethical indexes during crisis. Journal of International Financial Markets, Institutions and Money, https://doi.org/10.1016/j.intfin.2024.102027

This study examines the interconnectedness between conventional and ethical indexes. Using a Bayesian graphical vector autoregressive model, we derive the contemporaneous and temporal interdependencies among these stock index returns before and durin... Read More about The nexus of conventional, religious and ethical indexes during crisis.

Trust Matters: A Global Perspective on the Influence of Trust on Bank Market Risk (2024)
Journal Article
Abdelsalam, O., Chantziaras, A., Joseph, N. L., & Tsileponis, N. (2024). Trust Matters: A Global Perspective on the Influence of Trust on Bank Market Risk. Journal of International Financial Markets, Institutions and Money, 92, Article 101959. https://doi.org/10.1016/j.intfin.2024.101959

This paper examines the role of societal and organizational trust in mitigating market risk within the banking sector. Using a global sample of 10,616 bank-year observations across 45 countries, we find that higher trust significantly reduces bank to... Read More about Trust Matters: A Global Perspective on the Influence of Trust on Bank Market Risk.

Do political connections matter for bank efficiency in times of crisis? (2024)
Journal Article
Abdelsalam, O., Mollah, S., El-Masry, A., & Tortosa-Ausina, E. (2024). Do political connections matter for bank efficiency in times of crisis?. International Journal of Finance and Economics, https://doi.org/10.1002/ijfe.2927

Do political connections affect bank efficiency during crises? This study addresses this question by adopting a two‐stage approach that performs a quantile regression analysis on a unique dataset of listed banks in a region that has witnessed both fi... Read More about Do political connections matter for bank efficiency in times of crisis?.