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Duration dependence and mean reversion : an attempt of identification in Tunisian stock market

Bejaoui, Azza; Karaa, Adel; Mahat, Emna - In: The journal of applied business research 31 (2015) 1, pp. 185-196

Persistent link: https://www.econbiz.de/10010502645

Revisiting the bull and bear markets notions in the Tunisian stock market : new evidence from multi-state duration-dependence Markov-switching models

Bejaoui, Azza; Karaa, Adel - In: Economic modelling 59 (2016), pp. 529-545

Persistent link: https://www.econbiz.de/10011647922

On the impact of long memory on market risk : pre- and post-crisis evidences ; long memory and stock market risk

Ben Sassi, Salim; Bejaoui, Azza - In: Fractal approaches for modeling financial assets and …, (pp. 42-62). 2018

Persistent link: https://www.econbiz.de/10011860757

What matters for comovements among gold, Bitcoin, CO2, commodities, VIX and international stock markets during the health, political and bank crises?

Frikha, Wajdi; Bejaoui, Azza; Bariviera, Aurelio Fernández - In: Risks : open access journal 12 (2024) 3, pp. 1-31

This paper analyzes the connectedness between gold, wheat, and crude oil futures, Bitcoin, carbon emission futures, and international stock markets in the G7, BRICS, and Gulf regions with the outbreak of exogenous and unexpected shocks related to health, banking, and political crises. To this...

Persistent link: https://www.econbiz.de/10014497440