Areas of Interest:
- Corporate Finance
- Asset Pricing
Education:
- Ph.D., Banking & Finance, University of New South Wales, Australia, 2007
- MSc, Finance, University of Denver, U.S.A, 2000
- BSc, Finance, Sultan Qaboos University, Oman, 1998
Experience:
- Vice Chancellor, Muscat University - Present
- Professor of Finance, Department of Economics and Finance, College of Economics and Political Science Sultan Qaboos University, 2020 – present
- Dean, College of Economics and Political Science, Sultan Qaboos University, 2017 – 2020.
- Head of Economics & Finance Department, College of Economics and Political Science Sultan Qaboos University, 2014-2017
- Assistant professor, Sultan Qaboos University, Oman, 2007–present
- Full-time lecturer, Sultan Qaboos University, Oman, 2000–2004
- Full-time demonstrator (teaching assistant), Sultan Qaboos University, Oman, 1998–1999
Latest Publications:
- Al-Yahyaee, K., Mensi, Rehman, M., Vo, X., and Kang, S. (2020). Do Islamic Stocks Outperform Conventional Stock Sectors During Normal and Crisis Periods? Extreme Co-movements and Portfolio Management Analysis, Pacific-Basin Finance Journal, 62, 101385.
- Al-Yahyaee, K., Shahzad, S., Mensi, and Yoon, S-M., (2020). Is There a Systemic Risk between Sharia, Sukuk, and GCC stock Markets? A ΔCoVaR Risk Metric-based Copula Approach. International Journal of Finance and Economics, forthcoming.
- Al-Yahyaee, K., Rehman, B., Al-Jarrah, Mensi, W., and Vo, X., (2020). Co-movements and Spillovers between Prices of Precious Metals and Non-Ferrous Metals: A multiscale Analysis. Resources Policy, 67, 101680.
- Al-Yahyaee, K., Mensi, W., Ko., H-U., Yoon, S-M, and Kang, S. (2020). Why Cryptocurrency Markets are Inefficient: The Impact of Liquidity and Volatility. The North American Journal of Economics and Finance, 52 (C), 101168.
- Al-Yahyaee, K., Shahzad, J., and Mensi, W. (2020). Tail Dependence Structures between Economic Policy Uncertainty and Foreign Exchange Markets: Nonparametric Quantiles Methods. International Economics, 161, pp. 66-82.
Short- and Long-Run Tail Dependence Switching in MENA Stock Markets: The Roles of Oil, BITCOIN, Gold and VIX
Areas of Interest: Corporate Finance Asset Pricing Education: Ph.D., Banking & Finance, University of New South Wales, Australia,... Read More
September, 2019
Working Papers