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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

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

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

Dependence between oil price volatility, Islamic and conventional Dow Jones indexes : implication for portfolio management and hedging effectiveness

Fakhfekh, Mohamed; Ghorbel, Ahmed; Selmi, Nadhem; … - In: The journal of asset management 18 (2017) 1, pp. 29-48

Persistent link: https://www.econbiz.de/10011592759

The impact of cryptocurrencies on the gold, WTI, VIX index, G7 and BRICS index before and during COVID-19 : a quantile regression and NARDL analysis

Aloui, Mouna; Hamdi, Besma; Tiwari, Aviral Kumar; … - In: International journal of law and management 65 (2023) 6, pp. 485-510

Persistent link: https://www.econbiz.de/10014432902

Are cryptocurrencies a backstop for the stock market in a COVID-19-led financial crisis? : evidence from the NARDL approach

Jeribi, Ahmed; Jena, Sangram Keshari; Lahiani, Amine - In: International Journal of Financial Studies : open … 9 (2021) 3, pp. 1-36

The study investigates the safe haven properties and sustainability of the top five cryptocurrencies (Bitcoin, Ethereum, Dash, Monero, and Ripple) and gold for BRICS stock markets during the COVID-19 crisis period from 31 January 2020 to 17 September 2020 in comparison to the precrisis period...

Persistent link: https://www.econbiz.de/10012587922

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

Unveiling outperformance : a portfolio analysis of top ai-related stocks against IT indices and robotics ETFs

Karoui, Ali Trabelsi; Sayari, Sonia; Dammak, Wael; … - In: Risks : open access journal 12 (2024) 3, pp. 1-21

In this study, we delve into the financial market to compare the performance of prominent AI and robotics-related stocks against traditional IT indices, such as the Nasdaq, and specialized AI and robotics ETFs. We evaluate the role of these stocks in diversifying portfolios, analyzing their...

Persistent link: https://www.econbiz.de/10014497423

Forecasting developed and BRICS stock markets with cryptocurrencies and gold : generalized orthogonal generalized autoregressive conditional heteroskedasticity and generalized auto...

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

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