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Revisiting the bull and bear markets notions in the Tunisian stock market : new evidence from multi-state duration-dependence Markov-switching models

Bejaoui, Azza; Karaa, Adel - In: Economic modelling 59 (2016), pp. 529-545

Persistent link: https://www.econbiz.de/10011647922

Towards a better nowcasting and forecasting of Tunisian GDP growth : the relevance of sovereign ratings data

Karaa, Adel; Bejaoui, Azza - In: African review of economics and finance : AREF : the … 14 (2022) 1, pp. 56-103

Persistent link: https://www.econbiz.de/10013361357

Market dynamics, cyclical patterns and market states

Bejaoui, Azza; Ben Sassi, Salim; Majdoub, Jihed - In: Studies in Economics and Finance 37 (2019) 4, pp. 585-604

Purpose: In this paper, the authors seek to investigate the dynamics of Bitcoin, Litecoin, Ethereum and Ripple daily returns and volatilities. Design/methodology/approach: In this paper, the authors apply the MS-ARMA model on daily returns of Bitcoin (19/04/2013-13/02/2018), Ripple...

Persistent link: https://www.econbiz.de/10012188408

The relationship between gold price and the American financial market

Moussa, Wajdi; Mgadmi, Nidhal; Regaieg, Rym; Bejaoui, Azza - In: International Journal of Finance & Economics 26 (2020) 4, pp. 6149-6155

Persistent link: https://www.econbiz.de/10012406990

Disentangling the nonlinearity effect in cryptocurrency markets during the Covid-19 pandemic : evidence from a regime-switching approach

Mgadmi, Nidhal; Bejaoui, Azza; Moussa, Wajdi - In: Asia Pacific financial markets 30 (2023) 3, pp. 457-473

Persistent link: https://www.econbiz.de/10014362613

On identifying the domestic systemically important banks : the case of Tunisia

Hmissi, Bochra; Bejaoui, Azza; Snoussi, Wafa - In: Research in international business and finance 42 (2017), pp. 1343-1354

Persistent link: https://www.econbiz.de/10011761018

Corporate leadership and its role in shaping organizational culture and performance

Bejaoui, Azza (ed.) - 2021

"This book explores the effect of CEO/Director behavior on firm performance across the world. It also focuses on corporate finance, strategic management, corporate governance, and behavioral finance"--

Persistent link: https://www.econbiz.de/10012394925

On the impact of long memory on market risk : pre- and post-crisis evidences ; long memory and stock market risk

Ben Sassi, Salim; Bejaoui, Azza - In: Fractal approaches for modeling financial assets and …, (pp. 42-62). 2018

Persistent link: https://www.econbiz.de/10011860757

Can fiat currencies really hedge Bitcoin? : evidence from dynamic short-term perspective

Majdoub, Jihed; Ben Sassi, Salim; Bejaoui, Azza - In: Decisions in economics and finance : a journal of … 44 (2021) 2, pp. 789-816

Persistent link: https://www.econbiz.de/10012794997

Co-movements and spillovers in GCC financial and commodity markets during turbulent periods : a quantile VAR connectedness approach/pdf

Alnafisah, Hind; Loukil, Sahar; Bejaoui, Azza; Jeribi, Ahmed - 2024

Persistent link: https://www.econbiz.de/10015359608