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Shocks and Herding Contagion in the Oil and Stock Markets

Ghorbel, Achraf - 2014

This paper presents empirical evidence of herding contagion between oil market and stock markets, during the oil shock and the US financial crisis period of 2008-2009, after controlling fundamentals-driven comovements. We estimate the forecasting errors of time-varying parameters using the...

Persistent link: https://www.econbiz.de/10013053080

Shocks and herding contagion in the oil and stock markets

Ghorbel, Achraf; Abbes, Mouna Boujelbène; Boujelbene, … - In: The IUP journal of applied finance : IJAF 19 (2013) 4, pp. 20-40

Persistent link: https://www.econbiz.de/10010202519

Does gold a safe haven during the crisis period? : explanation by behavioural finance for the GCC and BRIC markets

Ghorbel, Achraf - In: International journal of markets and business systems 3 (2018) 4, pp. 333-361

Persistent link: https://www.econbiz.de/10012038849

Volatility spillovers and dynamic correlation between liquidity risk factors in Tunisian banks

Zouari, Dorra; Ghorbel, Achraf; Zouari, Sonia Ghorbel; … - In: International journal of managerial and financial accounting 6 (2014) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10010399205

Volatility spillovers and dynamic conditional correlation between crude oil and stock market returns

Ghorbel, Achraf; Abbes, Mouna Boujelbène; Boujelbène, … - In: International journal of managerial and financial accounting 4 (2012) 2, pp. 177-194

Persistent link: https://www.econbiz.de/10009561582

Long memory and fractional cointegration relationship between physical and financial oil markets

Ghorbel, Achraf; Souissi, Nessim - In: International journal of bonds and derivatives 2 (2016) 2, pp. 133-151

Persistent link: https://www.econbiz.de/10011587541

Spillovers between real economy and the financial sphere : evidence from Tunisia

Ghorbel, Achraf; Zouari, Dorra - In: The IUP journal of applied economics 15 (2016) 2, pp. 7-31

Persistent link: https://www.econbiz.de/10011532766

Volatility spillovers and contagion between energy sector and financial assets during COVID-19 crisis period

Ghorbel, Achraf; Jeribi, Ahmed - In: Eurasian economic review : a journal in applied … 11 (2021) 3, pp. 449-467

Persistent link: https://www.econbiz.de/10012616018

Dynamic DeFi-G7 stock markets interactions and their potential role in diversifying and hedging strategies

Esparcia, Carlos; Fakhfakh, Tarek; Jareño, Francisco; … - In: Financial innovation : FIN 10 (2024), pp. 1-26

This study examines the link between stocks and decentralized finance (DeFi) in terms of returns and volatility. Major G7 exchange-traded funds (ETFs) and various highly traded DeFi assets are considered to ensure the robustness of the empirical experiment. Specifically, this study applies the...

Persistent link: https://www.econbiz.de/10015361554

Forecasting developed and BRICS stock markets with cryptocurrencies and gold : generalized orthogonal generalized autoregressive conditional heteroskedasticity and generalized autoregressive score analysis

Jeribi, Ahmed; Ghorbel, Achraf - In: International journal of emerging markets 17 (2022) 9, pp. 2290-2320

Persistent link: https://www.econbiz.de/10014331745