Ibrahim Jamali

Business & Public administration

Dr. Jamali is an Associate Professor of Finance at the Olayan School of Business of the American University of Beirut. He completed his Bachelor of Arts in Economics at the American University of Beirut. He then earned his M.A. and PhD in economics at Concordia University in Montreal, Canada. Dr. Jamali’s research centers on futures (and forwards) markets and predictability in asset markets. His research appeared in journals such as the Journal of Empirical Finance, Journal of Futures Markets and European Financial Management. Dr. Jamali’s research has also been featured in the Wall Street Journal and on Risk.net (centralbanking.com). His policy research has been featured in the local media (L'Orient le Jour and Al-Akhbar) and published in the World Bank's economic monitors, the International Monetary Fund’s country reports as well as in local policy research outlets. Dr. Jamali was an invited speaker to a number of national and international conferences/workshops and is a regular participant in international academic conferences. He previously worked as an economist at the World Bank.

Projects

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Forecasting the one month LIBOR

In this research, we examine the point and density forecast accuracy of econometric models, surveys and futures rates in predicting the LIBOR-Federal Funds Rate (LIBOR-FF) spread during and after the financial crisis. We provide evidence that the futures market forecast outperforms all competing for ..