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Nonlinear mean reversion in oil and stock markets

Jawadi, Fredj; Bellalah, Mondher - In: Review of Accounting and Finance 10 (2011) 3, pp. 316-326

Purpose – While price studies such as Jawadi et al. generally focus on the relationships between oil and stock markets through the study of oil price on stock markets, this paper takes a different perspective to the linkages between oil and stock markets. This study sets out to investigate the...

Persistent link: https://www.econbiz.de/10014989625

Nonlinear mean reversion in oil and stock markets

Jawadi, Fredj; Bellalah, Mondher - In: Review of accounting & finance 10 (2011) 3, pp. 316-326

Persistent link: https://www.econbiz.de/10009311645

Nonlinear linkages between oil and stock markets in developed and emerging countries

Jawadi, Fredj; Arouri, Mohamed; Bellalah, Mondher - In: International journal of business 15 (2010) 1, pp. 19-31

Persistent link: https://www.econbiz.de/10003958959

Health burden, environmental decentralization and associated political achievements in China

Bellalah, Mondher; Jawadi, Fredj; Zhang, Detao; Zhang, … - 2024

Persistent link: https://www.econbiz.de/10015135103

Valuation of American CAC 40 index and wildcard options

Bellalah, Mondher - In: International review of economics & finance : IREF 10 (2001) 1, pp. 75-94

Persistent link: https://www.econbiz.de/10001569169

Analysis and valuation of exotic and real options : a survey of important results

Bellalah, Mondher - In: Finance : revue de l'Association Française de Finance 20 (1999) 2, pp. 17-48

Persistent link: https://www.econbiz.de/10001544312

A reexamination of corporate risks under shadow costs of incomplete information

Bellalah, Mondher - In: International journal of finance & economics : IJFE 6 (2001) 1, pp. 41-58

Persistent link: https://www.econbiz.de/10001550192

Valuation of futures and commodity options with information costs

Bellalah, Mondher - In: The journal of futures markets 19 (1999) 6, pp. 645-664

Persistent link: https://www.econbiz.de/10001410394

On volatility smiles and the valuation of equity and index options in the Paris bourse : theory and empirical tests

Bellalah, Mondher - In: International financial systems and stock volatility : …, (pp. 271-297). 2002

Persistent link: https://www.econbiz.de/10001783003

Analysis and valuation of exotic and real options : a survey of important results

Bellalah, Mondher - In: Finance : revue de l'Association Française de Finance 20 (1999) 2, pp. 17-48

Persistent link: https://www.econbiz.de/10009918847