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Equity Premium Puzzle, Prospect Theory and Subprime Crisis

Mouna, Abdelhedi - 2012

The equity premium puzzle is one of the most important phenomena in finance. Related to behavioral finance, we use the concept of Myopic Loss Aversion (MLA) to explain the puzzle in developed and emerging markets. Empirically, we support the robustness of the positive equity premium across the...

Persistent link: https://www.econbiz.de/10013099661

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

The transmission of the subprime crisis : from financial markets to the real sphere

Bouaziz, Meriam Chihi; Boujelbene, Younes - In: The empirical economics letters : a monthly … 11 (2012) 7, pp. 717-724

Persistent link: https://www.econbiz.de/10010199234

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

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

Assessing the impact of crude oil price and investor sentiment on Islamic indices : subprime crisis

Ghorbel, Achraf; Abdelhedi, Mouna; Boujelbene, Younes - In: Journal of African business 15 (2014) 1/3, pp. 13-24

Persistent link: https://www.econbiz.de/10010483101

Volatility transmission between Dow Jones stock index and emerging Islamic stock index : case of subprime financial crises

Saadaoui, Amir; Boujelbene, Younes - In: Emerging Markets Journal : EMAJ 5 (2015) 1, pp. 41-49

Persistent link: https://www.econbiz.de/10011492048

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