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Value-at-risk adjusted to the specificities of emerging markets : an analysis for the Tunisian market
Snoussi, Wafa; El-Aroui, Mhamed-Ali - In: International journal of emerging markets 7 (2012) 1, pp. 86-100
Persistent link: https://www.econbiz.de/10009547204
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Value-at-risk in frontier markets : adapted models and evidences from two North-African stock exchanges
El-Aroui, Mhamed-Ali; Snoussi, Wafa - In: African finance journal 22 (2020) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10012316628
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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 nexus between sovereign ratings and financial stability : fresh insights from Tunisia
Ghachem, Dorsaf Azouz; Ben Sayari, Ameni; Bejaoui, Azza - In: African review of economics and finance : AREF : the … 15 (2023) 1, pp. 36-55
Persistent link: https://www.econbiz.de/10014637328
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Towards a better nowcasting and forecasting of Tunisian GDP growth : the relevance of sovereign ratings data
Karaa, Adel; Bejaoui, Azza - In: African review of economics and finance : AREF : the … 14 (2022) 1, pp. 56-103
Persistent link: https://www.econbiz.de/10013361357