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Professor Marwan Izzeldin

Professor of Financial Econometrics, Director

  1. 2023
  2. Published

    The Impact of the Russian-Ukrainian War on Global Financial Markets

    Izzeldin, M., Muradoglu, G., Pappas, V., Petropoulou, A. & Sivaprasad, S., 31/05/2023, In: International Review of Financial Analysis. 87, 13 p., 102598.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. Published

    On the Right Jump Tail Inferred from the VIX Market

    Li, Z., Yao, X. & Izzeldin, M., 31/03/2023, In: International Review of Financial Analysis. 86, 19 p., 102507.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  4. Published

    The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility

    Bu, R., Hizmeri, R., Izzeldin, M., Murphy, A. & Tsionas, M., 31/01/2023, In: Journal of Empirical Finance. 70, p. 144-164 21 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  5. 2022
  6. Published

    A generalized heterogeneous autoregressive model using market information

    Hizmeri, R., Izzeldin, M., Nolte, I. & Pappas, V., 31/08/2022, In: Quantitative Finance. 22, 8, p. 1513-1534 22 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  7. Published

    A Generalized Heterogeneous Autoregressive Model using the Market Index

    Hizmeri, R., Izzeldin, M., Nolte, I. & Pappas, V., 31/08/2022, In: Quantitative Finance. 22, 8, p. 1513-1534 22 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  8. Published

    Addressing endogeneity when estimating stochastic ray production frontiers: a Bayesian approach

    Tsionas, M., Izzeldin, M., Henningsen, A. & Paravalos, E., 31/03/2022, In: Empirical Economics. 62, 3, p. 1345-1363 19 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  9. Published

    Estimation of large dimensional time varying VARs using copulas

    Tsionas, M. G., Izzeldin, M. & Trapani, L., 31/01/2022, In: European Economic Review. 141, 34 p., 103952.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  10. 2021
  11. Published

    Yield Spread Determinants of Sukuk and Conventional Bonds

    Saeed, M., Elnahass, M., Izzeldin, M. & Tsionas, M., 31/12/2021, In: Economic Modelling. 105, 17 p., 105664.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  12. Published

    The impact of Covid-19 on G7 stock markets volatility: Evidence from a ST-HAR model

    Izzeldin, M., Muradoglu, G., Pappas, V. & Sivaprasad, S., 1/03/2021, In: International Review of Financial Analysis. 74, 12 p., 101671.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  13. Published

    Efficiency convergence in Islamic and conventional banks

    Izzeldin, M., Johnes, J., Ongena, S., Pappas, V. & Tsionas, M., 1/01/2021, In: Journal of International Financial Markets, Institutions and Money. 70, 24 p., 101279.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

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