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~person:"Claessens, Stijn"
~person:"Ftiti, Zied"
~type_genre:"Aufsatz im Buch"
~type_genre:"Hochschulschrift"
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Volatility
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Claessens, Stijn
Ftiti, Zied
Lux, Thomas
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Financial modeling and risk management of energy and environmental instruments and derivates
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Dealing with the challenges of macro financial linkages in emerging markets
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International financial contagion
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Managing economic volatility and crises : a practitioner's guide
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ECONIS (ZBW)
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1
Revisiting the relationship between spot and futures markets : evidence from commodity markets and NARDL framework
Ben Ameur, Hachmi
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Financial modeling and risk management of energy and …
,
(pp. 171-189)
.
2022
Persistent link: https://www.econbiz.de/10013349936
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2
Is gold a hedge or safe haven against oil and currency market movements? : a revisit using multifractal approach
Madani, Mohamed Arbi
;
Ftiti, Zied
- In:
Financial modeling and risk management of energy and …
,
(pp. 367-400)
.
2022
Persistent link: https://www.econbiz.de/10013350020
Saved in:
3
Measuring extreme risk dependence between the oil and gas markets
Ben Ameur, Hachmi
;
Ftiti, Zied
;
Jawadi, Fredj
; …
- In:
Risk management decisions and value under uncertainty
,
(pp. 755-772)
.
2022
Persistent link: https://www.econbiz.de/10013342041
Saved in:
4
Stock and bond markets co-movements in selected MENA countries : a dynamic coherence function approach
Boukhatem, Jamel
;
Ftiti, Zied
- In:
Emerging markets and the global economy
,
(pp. 623-642)
.
2014
Persistent link: https://www.econbiz.de/10010434618
Saved in:
5
Capital flow volatility and systemic risk in emerging markets : the policy toolkit
Claessens, Stijn
;
Ghosh, Swati R.
- In:
Dealing with the challenges of macro financial linkages …
,
(pp. 91-118)
.
2013
Persistent link: https://www.econbiz.de/10010223551
Saved in:
6
Finance and volatility
Claessens, Stijn
- In:
Managing economic volatility and crises : a …
,
(pp. 213-280)
.
2005
Persistent link: https://www.econbiz.de/10003391496
Saved in:
7
Contagion: why crises spread and how this can be stopped
Claessens, Stijn
;
Dornbusch, Rudiger
;
Pak, Yŏng-chŏl
- In:
International financial contagion
,
(pp. 20-41)
.
2001
Persistent link: https://www.econbiz.de/10001614053
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