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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

Testing for contagion of the subprime financial crisis under asymmetric dynamics

Selmi, Nadhem; Bouaziz, Meriam Chihi; Hachicha, Nejib; … - In: International journal of economics 7 (2013) 1, pp. 89-101

Persistent link: https://www.econbiz.de/10009764960

Contagion effect of the oil shock and US financial crisis on the GCC and BRIC countries

Ghorbel, Achraf; Boujelbene, Younes - In: International journal of energy sector management : IJESM 7 (2013) 4, pp. 430-447

Persistent link: https://www.econbiz.de/10010222996

The subprime crisis: from financial markets collapse to a global economic crisis

Bouaziz, Meriam Chihi; Boujelbene, Younes; Bazin, Damien - In: International journal of economics 7 (2013) 2, pp. 227-237

Persistent link: https://www.econbiz.de/10010202509

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

Analysis of the contagion during the subprime financial crisis using GARCH BEKK model

Bouaziz, Meriam Chihi; Boujelbene, Younes - In: The empirical economics letters : a monthly … 11 (2012) 4, pp. 377-389

Persistent link: https://www.econbiz.de/10009758197

The international propagation of the American financial crisis : evidence of bivariate GARCH models

Bouaziz, Meriam Chihi; Bazin, Damien; Boujelbene, Younes - In: International journal of economics 8 (2014) 1, pp. 91-104

Persistent link: https://www.econbiz.de/10010422120

The subprime crisis : from financial markets collapse to a global economic crisis

Bouaziz, Meriam Chihi; Boujelbene, Younes; Bazin, Damien - In: International journal of economics 11 (2017) 2, pp. 177-187

Persistent link: https://www.econbiz.de/10011937356

Herding Behavior Contagion in Tunisian Financial System During the Revolution Period

Zouari, Dorra - 2015

This study examines the contagion of herding behavior in the Tunisian financial system during the period 2000:01-2012:12 by using several GARCH models. The BEKK-GARCH model results prove the volatility spillovers between the residues of time deposit and other financial variables for savings...

Persistent link: https://www.econbiz.de/10013018485