Shatha Qamhieh

Shatha Qamhieh
An-Najah National University · Faculty of Economics and Social Studies, Department of Finance

PhD in Economics and Management of Technology DREAMT

About

22
Publications
3,159
Reads
How we measure 'reads'
A 'read' is counted each time someone views a publication summary (such as the title, abstract, and list of authors), clicks on a figure, or views or downloads the full-text. Learn more
90
Citations
Citations since 2016
22 Research Items
87 Citations
20162017201820192020202120220510152025
20162017201820192020202120220510152025
20162017201820192020202120220510152025
20162017201820192020202120220510152025
Introduction
Shatha Qamhieh currently works at Faculty of Economics and Social Studies, Department of Finance, An-Najah National University. Shatha does research in Financial Risk Management, Financial Econometrics, Graphical Models, and in risk assessment of Islamic Banking

Publications

Publications (22)
Article
Financial contagion among countries can arise from different channels, the most important of which are financial markets and bank lending. The paper aims to build an econometric network approach to understand the extent to which contagion spillovers (from one country to another) aris from financial markets, from bank lending, or from both. To achie...
Article
Using a sample of 2,210 observations for 170 banks operating in 12 countries with dual banking systems over 2005–2017 period, we find that Islamic banks have lower stock return non-synchronicity, lower illiquidity ratio, and their current returns have lower future earnings prediction ability than conventional banks. The results hold for the GCC-mem...
Article
Full-text available
We examine the lead-lag effect between the large and the small capitalization financial institutions by constructing two global weekly rebalanced indices. We focus on the 10% of stocks that “survived” all the rebalancings by remaining constituents of the indices. We sort them according to their systemic importance using the marginal expected shortf...
Article
Full-text available
Financial contagion among countries can arise from different channels, the most important of which are financial markets and bank lending. The paper aims to build an econometric network approach to understand the extent to which contagion spillovers (from one country to another) arise from financial markets, from bank lending, or from both. To achi...
Chapter
Full-text available
This chapter investigates the presence of a difference in the systemic risk level between Islamic and conventional banks in Bangladesh. The authors compare systemic resilience of three types of banks: fully fledged Islamic banks, purely conventional banks (CB), and CB with Islamic windows. The authors use the market-based systemic risk measures of...
Article
Full-text available
Using a sample of 2,210 observations for 170 banks operating in 12 countries with dual banking systems over 2006-2017 period, we find that Islamic banks have lower stock return non-synchronicity, lower illiquidity ratio, and their current returns have lower future earnings prediction ability than conventional banks. Hence Islamic banks have less in...
Article
This paper investigates how banking system stability is affected when we combine Islamic and conventional finance under the same roof. We compare systemic resilience of three types of banks in six GCC member countries with dual banking systems: fully-fledged Islamic banks (IB), purely conventional banks (CB) and conventional banks with Islamic wind...
Article
This paper investigates how banking system stability is affected when we combine Islamic and conventional finance under the same roof. We compare systemic resilience of three types of banks in 6 GCC countries with dual banking systems: fully-fledged Islamic banks (IB), purely conventional banks (CB) and conventional banks with Islamic windows (CBw)...
Article
Full-text available
The main aim of this paper is to compare the stability, in terms of systemic risk, of conventional and Islamic banking systems. To this aim, we propose correlation network models for stock market returns based on graphical Gaussian distributions, which allows us to capture the contagion effects that move along countries. We also consider Bayesian g...

Network

Cited By

Projects

Project (1)
Project
The activities of the FIN-TECH project draw on the contribution of : I. Fintechs and fintech hubs, who have detailed understanding of business models based on financial technologies; II. Regulators and supervisors, who have detailed understanding of the regulations and risks that concern financial technologies; III. Universities and research centres, which have detailed understanding of the risk management models that can be applied to financial technologies.