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ARCH model
Aktienmarkt
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Jawadi, Fredj
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Nguyen, Duc Khuong
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6
Louhichi, Waël
6
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5
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3
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ECONIS (ZBW)
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1
Assessing the intensity of US-Latin American market comovements and contagion effects in times of crisis
Arouri, Mohamed
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
Journal of quantitative economics : official journal of …
11
(
2013
)
1/2
,
pp. 130-147
Persistent link: https://www.econbiz.de/10010338339
Saved in:
2
Integration in Middle East stock markets : determinants, effects and evolutions
Guesmi, Khaled
;
Arouri, Mohamed
;
Moisseron, Jean-Yves
; …
- In:
The journal of applied business research
29
(
2013
)
5
,
pp. 1301-1315
Persistent link: https://www.econbiz.de/10010198214
Saved in:
3
On the impacts of oil price fluctuations on European equity markets : volatility spillover and hedging effectiveness
Arouri, Mohamed
;
Jouini, Jamel
;
Nguyen, Duc Khuong
- In:
Energy economics
34
(
2012
)
2
,
pp. 611-617
Persistent link: https://www.econbiz.de/10009618672
Saved in:
4
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
Arouri, Mohamed
;
Lahiani, Amine
;
Lévy, Aldo
;
Nguyen, …
- In:
Energy economics
34
(
2012
)
1
,
pp. 283-293
Persistent link: https://www.econbiz.de/10009618848
Saved in:
5
Financial market integration : theory and empirical results
Arouri, Mohamed
;
Foulquier, Philippe
- In:
Economic modelling
29
(
2012
)
2
,
pp. 382-394
Persistent link: https://www.econbiz.de/10009536808
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6
Return and volatility transmission between world oil prices and stock markets of the GCC countries
Arouri, Mohamed
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
Economic modelling
28
(
2011
)
4
,
pp. 1815-1825
Persistent link: https://www.econbiz.de/10009272445
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7
La prime de risque dans un cadre international : le risque de change est-il apprécié?
Arouri, Mohamed
- In:
Finance : revue de l'Association Française de Finance
27
(
2006
)
1
,
pp. 131-170
Persistent link: https://www.econbiz.de/10003340552
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8
Intégration financière et diversification internationale des portefeuilles
Arouri, Mohamed
- In:
Economie & prévision : EP
168
(
2005
)
2
,
pp. 115-132
Persistent link: https://www.econbiz.de/10003326167
Saved in:
9
Time-varying characteristics of cross-market linkages with empirical application to Gulf stock markets
Arouri, Mohamed
;
Nguyen, Duc Khuong
- In:
Managerial finance
36
(
2010
)
1/2
,
pp. 57-70
Persistent link: https://www.econbiz.de/10003941455
Saved in:
10
L' Intégration boursière internationale : tests et effets sur la diversification
Arouri, Mohamed
- In:
Annales d'économie et de statistique
85
(
2007
),
pp. 189-218
Persistent link: https://www.econbiz.de/10003690313
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