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Nonlinear mean reversion in oil and stock markets

Jawadi, Fredj; Bellalah, Mondher - In: Review of Accounting and Finance 10 (2011) 3, pp. 316-326

Purpose – While price studies such as Jawadi et al. generally focus on the relationships between oil and stock markets through the study of oil price on stock markets, this paper takes a different perspective to the linkages between oil and stock markets. This study sets out to investigate the...

Persistent link: https://www.econbiz.de/10014989625

Nonlinear linkages between oil and stock markets in developed and emerging countries

Jawadi, Fredj; Arouri, Mohamed; Bellalah, Mondher - In: International journal of business 15 (2010) 1, pp. 19-31

Persistent link: https://www.econbiz.de/10003958959

Valuation of American CAC 40 index and wildcard options

Bellalah, Mondher - In: International review of economics & finance : IREF 10 (2001) 1, pp. 75-94

Persistent link: https://www.econbiz.de/10001569169

Volume, volatility, spreads and periodic closure in the French market

Bellalah, Mondher - In: International journal of business 9 (2004) 1, pp. 15-40

Persistent link: https://www.econbiz.de/10001976524

On the management of performance, value, governance, and investments in research and development

Bellalah, Mondher - In: Finance India : the quarterly journal of Indian … 17 (2003) 3, pp. 965-974

Persistent link: https://www.econbiz.de/10002389408

Threshold mean reversion in stock prices

Jawadi, Fredj - In: Risk management and value : valuation and asset price, (pp. 477-493). 2008

Persistent link: https://www.econbiz.de/10003686202

Option valuation with information costs : theory and tests

Bellalah, Mondher - In: The financial review : the official publication of the … 30 (1995) 3, pp. 617-635

Persistent link: https://www.econbiz.de/10001190096

Volume, volatility, and periodic closure with information uncertainty

Bellalah, Mondher; Derhy, Armand - In: International journal of business 10 (2005) 1, pp. 15-38

Persistent link: https://www.econbiz.de/10002650544

A decomposition of empirical distributions with applications to the valuation of derivative assets

Bellalah, Mondher; Lavielle, Marc - In: Multinational finance journal : MF ; quarterly … 6 (2002) 2, pp. 99-130

Persistent link: https://www.econbiz.de/10001780024

The performance of hybrid models in the assessment of default risk

Zouari, Sami; Bellalah, Mondher; Lévy, Jean-Jacques - In: 6th International Finance Conference on Financial …, (pp. 2-24). 2011

Persistent link: https://www.econbiz.de/10009634605