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Volatility dynamics of Tunisian stock market before and during COVID-19 outbreak and diversification benefits of Bitcoin
Ben Salem, Marwa; Fakhfekh, Mohamed; Jeribi, Ahmed - In: Afro-Asian Journal of Finance and Accounting : AAJFA 13 (2023) 5, pp. 651-672
Persistent link: https://www.econbiz.de/10014391407
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Long memory properties on Tunisian sectorial stock market index volatilities : evidence from FIEGARCH model
Fakhfekh, Mohamed; Jeribi, Ahmed; Hachicha, Nejib - In: International journal of sustainable economy 7 (2015) 4, pp. 280-305
Persistent link: https://www.econbiz.de/10011546085
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Volatility dynamics of crypto-currencies’ returns : Evidence from asymmetric and long memory GARCH models
Fakhfekh, Mohamed; Jeribi, Ahmed - In: Research in international business and finance 51 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012210511
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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
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Extreme dependence and risk spillover across G7 and China stock markets before and during the COVID-19 period
Ghorbel, Ahmed; Fakhfekh, Mohamed; Jeribi, Ahmed; … - In: The journal of risk finance : JRF 23 (2022) 2, pp. 206-244
Persistent link: https://www.econbiz.de/10013370537
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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
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Hedging stock market prices with WTI, Gold, VIX and cryptocurrencies : a comparison between DCC, ADCC and GO-GARCH models
Fakhfekh, Mohamed; Jeribi, Ahmed; Ghorbel, Ahmed; … - In: International journal of emerging markets 18 (2023) 4, pp. 978-1006
Persistent link: https://www.econbiz.de/10014333595
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Volatility dynamics of the Tunisian stock market before and during the COVID-19 outbreak : evidence from the GARCH family models
Fakhfekh, Mohamed; Jeribi, Ahmed; Ben Salem, Marwa - In: International journal of finance & economics : IJFE 28 (2023) 2, pp. 1653-1666
Persistent link: https://www.econbiz.de/10014253433
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Copula model dependency between oil prices and stock markets : evidence from Tunisia and Egypt
Hamma, Wajdi; Ghorbel, Ahmed; Jarboui, Anis - In: American journal of finance and accounting 5 (2018) 2, pp. 111-150
Persistent link: https://www.econbiz.de/10011966793
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Hedging Islamic and conventional stock markets with other financial assets : comparison between competing DCC models on hedging effectiveness
Hamma, Wajdi; Ghorbel, Ahmed; Jarboui, Anis - In: The journal of asset management : a major new, … 22 (2021) 3, pp. 179-199
Persistent link: https://www.econbiz.de/10012581564