Volatility dynamics of Tunisian stock market before and during COVID-19 outbreak and diversification benefits of Bitcoin
Marwa Ben Salem, Mohamed Fakhfekh, Ahmed Jeribi
| Year of publication: |
2023
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| Authors: | Ben Salem, Marwa ; Fakhfekh, Mohamed ; Jeribi, Ahmed |
| Published in: |
Afro-Asian Journal of Finance and Accounting : AAJFA. - Genève [u.a.] : Inderscience Enterprises, ISSN 1751-6455, ZDB-ID 2408741-5. - Vol. 13.2023, 5, p. 651-672
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| Subject: | Tunisian sectoral stock market indices | GARCH models | COVID-19 outbreak | Bitcoin | mean-variance spanning test | Coronavirus | Volatilität | Volatility | Tunesien | Tunisia | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Portfolio-Management | Portfolio selection | Virtuelle Währung | Virtual currency |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/AAJFA.2023.133407 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014391407