This paper analyzes the causal relationships between returns and volatilities of assets prices in U.S. and French markets. The period for the study has been taken from January 1997 to December 2000, using daily and weekly data. Initial results show that U.S. stock prices "Granger-cause" French...

Summary: The European Union absorbs nearly 75% of Tunisian exports and represents about 50% of Tunisian imports, which explains the important weight of the euro in the Tunisian dinar anchor basket. Thus, the purpose of this article is to predict short-term exchange rate fluctuations EUR/TND,...

This study tests an international extension of the Asset Pricing Model (CAPM) based on the coexistence of two risk causes. The first cause is linked to the market portfolio and the second one is required by expectations about the variation of exchange rates. Through an application to various...

This work aims at analysing the dynamics of macroeconomic fluctuations in Cameroon, using a semi-structural VAR to determine the sources of its macroeconomic fluctuations. The results obtained point out that the macroeconomic fluctuations in Cameroon, even though influenced by external shocks,...

The main aim of this paper is to know if the real exchange rate misalignment can be consider like a cause of sub Saharan African export’s dependence against raw materials, and, for, this purpose, we have acess, in panel data, the effect of cfa franc misalignment on the manufactured exports of...

The main aim of this paper is to know if the real exchange rate misalignment can be consider like a cause of sub Saharan African export’s dependence against raw materials, and, for, this purpose, we have acess, in panel data, the effect of cfa franc misalignment on the manufactured exports of...

The main aim of this paper is to know if the real exchange rate misalignment can be consider like a cause of sub Saharan African export’s dependence against raw materials, and, for this purpose, we have assessed, in panel data, the effect of cfa franc misalignment on the manufactured exports...

The main aim of this paper is to know if infrastructures/technology can be consider like a cause of sub Saharan African export’s dependence against raw materials, and, for this purpose, we have assessed, in panel data, the effect of availables infrastructures/technology in cfa farnc zone on...

The main aim of this paper is to know if business climate can be consider like a cause of sub Saharan African export’s dependence against raw materials, and, for this purpose, we have assessed, in panel data, the effect of business climate in cfa farnc zone on the manufactured exports of...

The main aim of this paper is to know if infrastructures/technology and Foreign Direct Investment (FDI) can be consider like a cause of sub Saharan African export’s dependence against raw materials, and, for this purpose, we have assessed, in panel data, the effect of...