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Long memory and structural breaks in modeling the return and volatility dynamics of precious metals
Arouri, Mohamed El Hedi; Hammoudeh, Shawkat; Lahiani, Amine - In: The quarterly review of economics and finance : journal … 52 (2012) 2, pp. 207-219
Persistent link: https://www.econbiz.de/10009981252
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Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
Arouri, Mohamed El Hédi; Lahiani, Amine; Lévy, Aldo; … - In: Energy economics 34 (2012) 1, pp. 283-294
Persistent link: https://www.econbiz.de/10009823660
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Return and volatility transmission between world oil prices and stock markets of the GCC countries
Arouri, Mohamed El Hedi; Lahiani, Amine; Nguyen, Duc Khuong - In: Economic modelling 28 (2011) 4, pp. 1815-1826
Persistent link: https://www.econbiz.de/10009017413
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A time-varying copula approach to oil and stock market dependence: The case of transition economies
Aloui, Riadh; Hammoudeh, Shawkat; Nguyen, Duc Khuong - In: Energy economics 39 (2013), pp. 208-221
Persistent link: https://www.econbiz.de/10010142673
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Monetary policy rules for a developing country: Evidence from Pakistan
Aleem, Abdul; Lahiani, Amine - In: Journal of Asian economics 22 (2011) 6, pp. 483-495
Persistent link: https://www.econbiz.de/10009807876
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Estimation and evaluation of core inflation measures
Aleem, Abdul; Lahiani, Amine - In: Applied economics 43 (2011) 25, pp. 3619-3630
Persistent link: https://www.econbiz.de/10009185386
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Estimation d'un Modèle TIMA avec Asymétrie Contemporaine par Inférence Indirecte
Bruneau, Catherine; Lahiani, Amine - In: Swiss journal of economics and statistics 142 (2006) 4, pp. 479-500
Persistent link: https://www.econbiz.de/10007609697
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Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management
El Hedi Arouri, Mohamed; Jouini, Jamel; Nguyen, Duc Khuong - In: Journal of international money and finance 30 (2011) 7, pp. 1387-1406
Persistent link: https://www.econbiz.de/10009807523
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How strong is the global integration of emerging market regions? An empirical assessment
Guesmi, Khaled; Nguyen, Duc Khuong - In: Economic modelling 28 (2011) 6, pp. 2517-2528
Persistent link: https://www.econbiz.de/10009807702
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Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS
Arouri, Mohamed El Hédi; Jawadi, Fredj; Nguyen, Duc Khuong - In: Economic modelling 29 (2012) 3, pp. 884-893
Persistent link: https://www.econbiz.de/10009848560