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On oil-US exchange rate volatility relationships : an intradaily analysis

Jawadi, Fredj; Louhichi, Waël; Ben Ameur, Hachmi - 2017

Persistent link: https://www.econbiz.de/10011738106

Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model

Jawadi, Fredj; Louhichi, Wael; Cheffou, Abdoulkarim Idi; … - In: Decision making and risk/return optimization in …, (pp. 275-295). 2019

Persistent link: https://www.econbiz.de/10012134816

Measuring extreme risk dependence between the oil and gas markets

Ben Ameur, Hachmi; Ftiti, Zied; Jawadi, Fredj; … - In: Risk management decisions and value under uncertainty, (pp. 755-772). 2022

Persistent link: https://www.econbiz.de/10013342041

On oil-US exchange rate volatility relationships : an intraday analysis

Jawadi, Fredj; Louhichi, Waël; Ameur, Hachmi Ben; … - In: Economic modelling 59 (2016), pp. 329-334

Persistent link: https://www.econbiz.de/10011647852

GARCH models with CPPI application

Ameur, Hachmi Ben - In: Nonlinear modeling of economic and financial time-series, (pp. 187-205). 2010

Persistent link: https://www.econbiz.de/10008857806

Does the equity premium puzzle persist during financial crisis? : the case of the French equity market

Bellelah, M. A.; Bellelah, M. O.; Ben Ameur, Hachmi; … - In: Research in international business and finance 39 (2017), pp. 851-866

Persistent link: https://www.econbiz.de/10011912395

Crises and Uncertainty in the Economy

Ben Ameur, Hachmi (ed.); Ftiti, Zied (ed.); … - 2022

1. Covid-19: What Determines Policy Responses Across Europe? -- 2. Financial Integration And Labor Mobility In A Monetary Union -- 3. Macroeconomic-Financial Policies And Climate Change Nexus: Theory & Practices -- 4. Exchange Market Volatility Spillover In Time Of Crisis: Evidence From A Smooth...

Persistent link: https://www.econbiz.de/10013503483

The Brexit impact on European market co-movements

Ben Ameur, Hachmi; Louhichi, Waël - In: Risk management decisions and value under uncertainty, (pp. 1387-1403). 2022

Persistent link: https://www.econbiz.de/10013342123

Financial market contagion and fine wines : the evidence of the ADCC GARCH model

Le Fur, Eric; Ameur, Hachmi Ben; Braune, Eric; Faye, Benoît - In: International journal of entrepreneurship and small business 29 (2016) 4, pp. 583-601

Persistent link: https://www.econbiz.de/10011654978

Intraday bidirectional volatility spillover across international stock markets : does the global financial crisis matter?

Jawadi, Fredj; Louhichi, Waël; Cheffou, Abdoulkarim Idi - In: Applied economics 47 (2015) 34/36, pp. 3633-3650

Persistent link: https://www.econbiz.de/10011293475