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Disentangling the nonlinearity effect in cryptocurrency markets during the Covid-19 pandemic : evidence from a regime-switching approach
Mgadmi, Nidhal; Bejaoui, Azza; Moussa, Wajdi - In: Asia Pacific financial markets 30 (2023) 3, pp. 457-473
Persistent link: https://www.econbiz.de/10014362613
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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
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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
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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