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Dynamic causality between oil prices and stock market indexes in Russia and China : does US financial instability matter?

Ghedira, Amal; Nakhli, Mohamed Sahbi - 2024

Persistent link: https://www.econbiz.de/10015395361

Political risk and financial development in Nigeria : can credit buy social peace? : evidence from NARDL approach

Nakhli, Mohamed Sahbi; Gaies, Brahim - In: The quarterly review of economics and finance : journal … 82 (2021), pp. 55-62

Persistent link: https://www.econbiz.de/10013258247

Modeling the relationship between oil and USD exchange rates : evidence from a regime-switching-quantile regression approach

Youssef, Manel; Mokni, Khaled - In: Journal of multinational financial management 55 (2020), pp. 1-19

Persistent link: https://www.econbiz.de/10012597048

Dynamic spillover between oil price shocks and technology stock indices : a country level analysis

Umar, Zaghum; Mokni, Khaled; Manel, Youssef; Gubareva, … - In: Research in international business and finance 69 (2024), pp. 1-28

Persistent link: https://www.econbiz.de/10015052375

Price limit bands, risk-return trade-offand asymmetric volatility : evidence fromTunisian Stock Exchange sectors

Mnari, Othman; Faouel, Bassma - In: Economics and business review 10 (2024) 3, pp. 142-162

Persistent link: https://www.econbiz.de/10015138229

Performance assessment of logistic regression (LR), artificial neural network (ANN), fuzzy inference system (FIS) and adaptive neuro-fuzzy system (ANFIS) in predicting default probability : the case of a Tunisian Islamic Bank

Ayed, Nadia; Bougatef, Khemaies - In: Computational economics 64 (2024) 3, pp. 1803-1835

Persistent link: https://www.econbiz.de/10015143957

How Long Memory in Volatility Affects Market Risk Estimation

Mokni, Khaled; Mansouri, Faysal - In: The impact of the global financial crisis on emerging …, (pp. 423-447). 2011

In this chapter, we investigate the effect of long memory in volatility on the accuracy of emerging stock markets risk estimation during the period of the recent global financial crisis. For this purpose, we use a short (GJR-GARCH) and long (FIAPARCH) memory volatility models to compute...

Persistent link: https://www.econbiz.de/10015379277