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Stock-options and the performance of CAC40 listed companies
El Marzougui, Abdelaziz; Lahiani, Amine; Charfeddine, … - In: International journal of economics and finance 3 (2011) 1, pp. 218-228
Persistent link: https://www.econbiz.de/10009313935
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The Tunisian stock market index volatility : long memory vs. switching regime
Charfeddine, Lanouar; Ajmi, Ahdi Noomen - In: Emerging markets review 16 (2013), pp. 145-169
Persistent link: https://www.econbiz.de/10010243139
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Long range dependence in an emerging stock market's sectors : volatility modelling and VaR forecasting
Abuzayed, Bana; Al-Fayoumi, Nedal; Charfeddine, Lanouar - In: Applied economics 50 (2018) 23, pp. 2569-2599
Persistent link: https://www.econbiz.de/10011850296
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A time-varying copula approach for modelling dependency : new evidence from commodity and stock markets
Charfeddine, Lanouar; Benlagha, Noureddine - In: Journal of multinational financial management 37/38 (2016), pp. 168-189
Persistent link: https://www.econbiz.de/10011720305
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Political tensions, stock market dependence and volatility spillover : Evidence from the recent intra-GCC crises
Charfeddine, Lanouar; Al Refai, Hisham M. - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-20
Persistent link: https://www.econbiz.de/10012203816