Faisal Alqahtani

University of Auckland

Auckland

New Zealand

Taibah University

Assistant Professor of Finance

Prince Naif Ibn Abdulaziz, Tayba, Medina Saudi Ara

Mediana, Madinah

Saudi Arabia

SCHOLARLY PAPERS

3

DOWNLOADS

261

SSRN CITATIONS

6

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Value-at-Risk and Expected Shortfall in Cryptocurrencies' Portfolio: A Vine Copula-based Approach

Number of pages: 28 Posted: 24 Aug 2019 Last Revised: 18 Nov 2019
Carlos Trucíos, Aviral Kumar Tiwari and Faisal Alqahtani
University of Campinas (UNICAMP) - Department of Statistics, Indian Institute of Management Bodh Gaya and University of Auckland
Downloads 261 (210,417)
Citation 2

Abstract:

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Cryptocurrency, GAS, GARCH, Pair-copula, Risk Measures, Volatility

2.

Economic Turmoil and Islamic Banking: Evidence from the Gulf Cooperation Council

Pacific-Basin Finance Journal, Vol. 39, 2016
Posted: 17 Dec 2014 Last Revised: 23 Aug 2016
Faisal Alqahtani, David G. Mayes and Kym Brown
University of Auckland, University of Auckland Business School (Deceased) and Monash Business School, Monash University

Abstract:

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Islamic banking, Global financial crisis (GFC), Gulf Cooperation Council (GCC), Operating performance

3.

Underpricing of IPOs in Saudi Arabia and Sharia compliance

Journal of Islamic Accounting and Business Research, Vol. 6, Issue 2, 2015
Posted: 12 Jul 2014 Last Revised: 04 Mar 2018
Faisal Alqahtani and David G. Mayes
University of Auckland and University of Auckland Business School (Deceased)

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Islamic finance, initial public offerings, Stock returns, Market performance, Saudi Arabia