How Do macroeconomic variables volatilities affect stock markets dynamics? : evidence from MENA zone
Nesrine Mechria, Christian de Peretti, Salah Ben Hamad
| Year of publication: |
2022
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|---|---|
| Authors: | Mechria, Nesrine ; Peretti, Christian de ; Ben Hamad, Salah |
| Published in: |
International journal of business. - Taichung, Taiwan : College of Management, Chaoyang University of Technology, ISSN 1083-4346, ZDB-ID 1315114-9. - Vol. 27.2022, 3, p. 1-21
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| Subject: | financial market | stock market | foreign exchange market GARCH | EGARCH | Volatilität | Volatility | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Devisenmarkt | Foreign exchange market | Wechselkurs | Exchange rate | Finanzmarkt | Financial market | Börsenkurs | Share price |
| 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/10013362250