Hassan Obeid

Paris School of Business · Department of Finance

The objective of this paper is to examine the interdependence over time between investor sentiments (NSS), economic policy uncertainty (EPU), US interest rates (RTM), and financial assets. It covers the period from March 21, 2017, to March 20, 2023. The study utilizes a quantile VAR-based connectivity technique and wavelet multiple local correlatio...

This study examines information dissemination across G7 markets for Bitcoin, stocks, and oil before and during the COVID-19 pandemic. We used a vector autoregressive model and impulse response function to analyze data. Our findings suggest that the pandemic has had a considerable effect on increasing the directional causalities and time-varying con...

This paper investigates the variation in nonperforming loans over the economic cycle and the effect of past returns based on a nonparametric quantile analysis of the largest Islamic banks in the United Kingdom and Turkey from 2010 to 2019. The findings show a weak variation in nonperforming loans that increases with an increasing return on assets a...

In this article, we try to assess, compared to traditional measures such us return on assets (ROA) and return on equity (ROE), whether economic value added (EVA) can be considered as the most “faithful” indicator of the performance of Islamic banks. Based on panel data for a sample of 43 Islamic banks in the Gulf Cooperation Council member countrie...

Comprendre la performance de système bancaire islamique et ses déterminants devient un enjeu majeur ces dernières années. Pour mesurer la performance des banques islamiques, les travaux de recherche ont développé les indicateurs financiers ROA, ROE, NIM, DEA et SFA. Avec la concurrence croissante qu’il connaît le marché financier aujourd’hui, ces m...

Impact of banking supervision on banks’ stability Empirical studies of the impact of supervision on the stability of the banking sector are mixed, varying according to the particular characteristics of the bank and, in addition, the policy of the country where the banks operate. This research examines the effects of banking supervision on the stabi...

This paper investigates the variation in nonperforming loans over the economic cycle and the effect of past returns based on a nonparametric quantile analysis of the largest Islamic banks in the United Kingdom and Turkey from 2010 to 2019. The findings show a weak variation in nonperforming loans that increases with an increasing return on assets a...

Les études empiriques concernant l'impact de la supervision sur la stabilité du secteur bancaire sont mitigées, variant en fonction des caractéristiques particulières de la banque et, en plus, de la politique du pays dans lequel les banques opèrent. Cette recherche étudie les effets de la supervision bancaire sur la stabilité du secteur bancaire de...

In recent years artificial intelligence has entered a new era, which gives rise to many hopes for powerful states such as the United States and China. In this paper, we analyze the importance and role of artificial intelligence in technological development in each of the two countries on the one hand, and its influence on China-American relations i...

Il ressort que certains contrats des banques islamiques et le modèle occidental du capital risque sont basés sur le même concept. La banque comme la société de capital risque apporte le financement, partage le risque et le gain, exige des critères de sélection des investisseurs, fait des analyses rigoureuses de la situation économique en général et...

L'objectif de cette étude est d'analyser les déterminants de la performance éthique, mesurée par le respect des principes de la Chariah, de l'industrie bancaire islamique. À partir d'un questionnaire distribué aux clients de banques islamiques, nous avons mesuré le poids relatif des différents facteurs ayant une influence sur la performance éthique...

En se basant sur la théorie des ressources, cet article étudie empiriquement le rôle des TIC, du capital humain et des pratiques organisationnel les dans la performance des entreprises. À partir d’un panel de 70 PME manufacturières tunisiennes opérant dans l’industrie électrique et électronique au cours de la période 2012-2015, les résultats montre...

The paper analyzes the financial support for social protection in Ukraine compared with European Union countries, in particular the structure and dynamics of social expenditures, their relationship with key macroe- conomic indicators were considered. Overall directions of changes in social protection system for bringing about an alignment with the...

The paper is devoted to development of evaluation of the bank business management efficiency in the system of financial relationships of their stakeholders. Non-achievement the required level of value-added banking business we divided into two groups: 1) associated with irrationality of constructing system of financial relations with their stakehol...

Purpose : The purpose of this paper is to identify the main factors influencing the adoption of Islamic banking services in Tunisia. Design/methodology/approach : The paper presents primary data collected by self-administered questionnaires involving a sample of 239 respondents located in Tunis city. Respondents were conventional banks’ customer...

This paper seeks to identify the main factors influencing the adoption of Islamic banking by conventional bank customers in Tunisia. Based on a primary data collected by self-administered questionnaires involving a sample of 239 respondents located in Tunis City, the results of this study demonstrate that religious commitment, the amount of informa...

The methodological approach to the assessment of bank-insurance integration (BII) level in Ukraine based on the calculation of integration index using of binary characteristics and matrix analyses instruments is given in the following paper. The proposed approach considers the presence of part (full) integration of bank capital and insurance compan...

The methodological approach to the assessment of bank-insurance integration (BII) level in Ukraine based on the calculation of integration index using of binary characteristics and matrix analyses instruments is given in the following paper. The proposed approach considers the presence of part (full) integration of bank capital and insurance compan...

Cet article analyse l’expérience de la Tunisie dans le secteur de la finance islamique et étudie en particulier l'attitude de la clientèle bancarisée à l'égard de ce secteur. Une étude qualitative menée auprès d'un échantillon de clients bancarisés a permis d'évaluer, d'une part, leur niveau de familiarisation avec ce nouveau système et d'identifie...

This article investigates the return behavior of privatization initial public offerings (PIPOs) in Eu- rope over both the short- and long-run horizons. Using data from a sample of 162 PIPOs over the period 1986-2008, we show that European PIPOs outperform, in terms of risk-adjusted abnormal returns, a benchmark market index and a portfolio composed...

This article investigates the return behavior of privatization initial public offerings (PIPOs) in Eu- rope over both the short- and long-run horizons. Using data from a sample of 162 PIPOs over the period 1986-2008, we show that European PIPOs outperform, in terms of risk-adjusted abnormal returns, a benchmark market index and a portfolio composed...

The aim of this article is to study linkages between equity and information technology sector prices. We thus investigate the price adjustment dynamics of the Information Technology (IT) sector in response to the 2007–2009 worldwide market shock for two representative developed countries (France and the USA). Using a Vector Autoregression (VAR) met...

The purpose of this paper is to propose a method to evaluate the productive performance of Islamic banks operating in the GCC region, over the period 2005-2008. Thus, we evaluate the productive performance of Islamic banks with the technique of productive efficiency proposed by Farrell (1957). We use the method of data envelopment analysis (DEA) to...

The aim of this paper is to assess the impact of privatization on the performance of privatized firms. The sample included 56 European firms over the period of 1996-2005. The methodology involved (1) comparing the ratios of privatized firms three years before and after privatization (Megginson et al., 1994) and (2) comparing the ratios of privatize...

The impact of privatization on the operational performance of privatized firms is a subject that has been of great interest in recent finance literature. Most of the existing works on this area use conventional variables and compute financial ratios of profitability, productivity, investment, debt and employment in analysing data for financial mana...

The purpose of this paper is to propose a method to evaluate the productive performance of Islamic banks operating in the GCC region, over the period 2005-2008. Thus, we evaluate the productive performance of Islamic banks with the technique of productive efficiency proposed by Farrell (1957). We use the method of data envelopment analysis (DEA) to...

(VF)Les déficits budgétaires de nombreux pays, la faiblesse des performances financières des entreprises publiques et les développements récents de la recherche en finance incitent de nombreux États à céder leurs entreprises au secteur privé. Après un panorama du mouvement de privatisation dans le monde et particulièrement en France ainsi qu’un exp...