Financial fluctuations in the Tunisian repressed market context : a Markov-switching-GARCH approach
Ali Chebbi, Raoudha Louafi and Amel Hedhli
| Year of publication: |
2014
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|---|---|
| Authors: | Chebbi, Ali ; Louafi, Raoudha ; Hedhli, Amel |
| Published in: |
Macroeconomics and finance in emerging market economies. - London [u.a.] : Routledge, ISSN 1752-0843, ZDB-ID 2425758-8. - Vol. 7.2014, 2, p. 284-302
|
| Subject: | cyclical financial fluctuations | Markov switching-GARCH model | investor sentiment | synchronization | concordance index | Tunesien | Tunisia | Volatilität | Volatility | Konjunktur | Business cycle | Anlageverhalten | Behavioural finance | Markov-Kette | Markov chain | Finanzmarkt | Financial market | Schätzung | Estimation | Konjunkturzusammenhang | Business cycle synchronization |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010436253