Marwan Izzeldin

Lancaster University Management School

Lecturer

Lancaster, LA1 4YX

United Kingdom

http://www.lums.lancs.ac.uk/profiles/marwan-izzeldin/

SCHOLARLY PAPERS

13

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SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (13)

1.

A Survival Analysis of Islamic and Conventional Banks

Journal of Financial Services Research, Forthcoming
Number of pages: 38 Posted: 31 May 2012 Last Revised: 11 Sep 2019
University of Bath, University of Zurich - Department of Banking and Finance, Lancaster University Management School and Cass Business School, City University of London
Downloads 667 (39,361)
Citation 2

Abstract:

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Islamic banks, Failure risk, Survival analysis, Financial intermediation

2.

Efficiency Convergence in Islamic and Conventional Banks

Number of pages: 43 Posted: 02 May 2017 Last Revised: 23 Sep 2018
University of Huddersfield, University of Zurich - Department of Banking and Finance, University of Bath, Lancaster University and Lancaster University Management School
Downloads 315 (98,630)

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Efficiency Convergence, Random Parameter Estimation, Conditional β-Convergence, Islamic Banks, Classification Trees

3.

Forecasting Daily Stock Volatility: the Role of Intraday Information and Market Conditions

International Journal of Forecasting (2009) Vol.25, 259-281
Number of pages: 72 Posted: 29 May 2008 Last Revised: 19 Dec 2013
Ana-Maria Fuertes, Elena Kalotychou and Marwan Izzeldin
Cass Business School, City University of London, Cass Business School, City, University of London and Lancaster University Management School
Downloads 303 (102,821)

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Conditional variance, Quadratic variation, Nonparametric estimators, Intraday prices, Superior predictive ability

4.

Efficiency in Islamic and Conventional Banks: Evidence from the Gulf Cooperation Council Countries

Number of pages: 36 Posted: 21 Mar 2014
Jill Johnes, Marwan Izzeldin and Vasileios Pappas
University of Huddersfield, Lancaster University Management School and University of Bath
Downloads 177 (174,837)
Citation 2

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Banking sector; Efficiency; Data Envelopment Analysis; Financial ratio analysis; Gulf region

5.

Financial Markets Synchronization and Contagion: Evidence from CEE and Eurozone

Number of pages: 22 Posted: 21 Mar 2014
Vasileios Pappas, Hilary Ingham, Marwan Izzeldin and G R Steele
University of Bath, Lancaster University, Lancaster University Management School and Lancaster University - Department of Economics
Downloads 93 (286,301)

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Contagion, Crisis Intensity, DCC-GARCH, European Union, Markov-Switching, New Member States

6.

A Novel Cluster HAR-Type Model for Forecasting Realized Volatility

International Journal of Forecasting, Forthcoming
Number of pages: 41 Posted: 18 Mar 2019 Last Revised: 26 Apr 2019
Xingzhi Yao, Marwan Izzeldin and Zhenxiong Li
Xi'an Jiaotong-Liverpool University (XJTLU) - International Business School Suzhou, Lancaster University Management School and Xi'an Jiaotong-Liverpool University (XJTLU)
Downloads 75 (326,202)

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Heterogeneous autoregressive model; Clustering; Lasso; Realized volatility

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

Number of pages: 47 Posted: 01 May 2019
Lancaster University, Lancaster University Management School, Federal Reserve Banks - Federal Reserve Bank of Dallas and Lancaster University
Downloads 28 (505,383)

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realized volatility, signed jumps, finite jumps, infinite jumps, volatility forecasts, noise-robust volatility, model averaging

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

FRB of Dallas Working Paper No. 1902
Number of pages: 48 Posted: 22 Apr 2019
Lancaster University, Lancaster University Management School, Federal Reserve Banks - Federal Reserve Bank of Dallas and Lancaster University
Downloads 23 (536,208)

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Realized Volatility, Signed Jumps, Finite Jumps, Infinite Jumps, Volatility Forecasts, Noise-Robust Volatility, Model Averaging

8.

Bayesian Estimation of Large Dimensional Time Varying VARs Using Copulas

Number of pages: 32 Posted: 17 Jan 2020
Efthymios G. Tsionas, Marwan Izzeldin and Lorenzo Trapani
Lancaster University, Lancaster University Management School and affiliation not provided to SSRN
Downloads 29 (491,544)

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Vector AutoRegressive Moving Average models, Time-Varying parameters, Copulas

9.

Steady State and Efficiency Convergence Dynamics in Alternative Banking Systems: The Cases of Islamic and Community Banks

Swiss Finance Institute Research Paper No. 19-71
Number of pages: 46 Posted: 16 Sep 2019 Last Revised: 03 Jan 2020
Lancaster University Management School, University of Huddersfield, University of Zurich - Department of Banking and Finance, University of Kent, Kent Business School and Lancaster University
Downloads 20 (537,214)

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Efficiency convergence, Community banks, Conditional β-convergence, Islamic banks, Classification trees

10.

Forecasting the Realized Variance in the Presence of Intraday Periodicity

Number of pages: 41 Posted: 11 Jun 2019
Ana-Maria H. Dumitru, Rodrigo Hizmeri and Marwan Izzeldin
University of Surrey, School of Economics, Lancaster University and Lancaster University Management School
Downloads 20 (537,214)

Abstract:

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realized volatility, heterogeneous autoregressive models, intraday periodicity, forecast, realized jumps

11.

A Generalized Heterogeneous Autoregressive Model using the Market Index

Number of pages: 47 Posted: 18 Dec 2019
Lancaster University, Lancaster University Management School, Lancaster University - Department of Accounting and Finance and University of Kent, Kent Business School
Downloads 15 (567,675)

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Realized Volatility, Micro-structure Noise, Pre-Averaged Estimators, Semi-variances, Semicovariances, Volatility Forecasting, Economic Value, Volatility-Timing Strategy

12.

Capital and Earnings Management: Evidence from Alternative Banking Business Models

The International Journal of Accounting, Volume 53, Issue 1, March 2018, Pages 20-32
Posted: 17 May 2019
Marwa Elnahass, Marwan Izzeldin and G R Steele
Newcastle University Business School, Lancaster University Management School and Lancaster University - Department of Economics

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IFRS, Regulatory Capital management, Earnings management, Expected loan losses, Incurred loan losses

13.

A Comparison of Performance of Islamic and Conventional Banks 2004 to 2009

Journal of Economic Behavior and Organization, Vol. 103, 2014
Posted: 01 Jun 2012 Last Revised: 08 Jan 2015
Jill Johnes, Marwan Izzeldin and Vasileios Pappas
University of Huddersfield, Lancaster University Management School and University of Bath

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Banking sector, Islamic banking, Efficiency, Data envelopment analysis, Meta-frontier analysis