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Valuing political risk

Clark, Ephraim - In: Journal of international money and finance 16 (1997) 3, pp. 477-490

Persistent link: https://www.econbiz.de/10015156348

Market valuation of technology stocks before and after the crash

Clark, Ephraim; Zenaidi, Amel; Baccar, Sélima - In: International journal of business 12 (2007) 2, pp. 209-217

Persistent link: https://www.econbiz.de/10003463401

The different dimensions of sustainability and bank performance : evidence from the EU and the USA

Moufty, Souad; Clark, Ephraim; Al-Najjar, Basil - In: Journal of international accounting auditing & taxation 43 (2021), pp. 1-22

Persistent link: https://www.econbiz.de/10012592099

Financial contagion between the US and selected developed and emerging countries : the case of the subprime crisis

Boubaker, Sabri; Jouini, Jamel; Lahiani, Amine - In: The quarterly review of economics and finance : journal … 61 (2016), pp. 14-28

Persistent link: https://www.econbiz.de/10011627503

Herding behavior around US macroeconomic announcements

Belgacem, Aymen; Lahiani, Amine - In: The journal of applied business research 29 (2013) 5, pp. 1401-1409

Persistent link: https://www.econbiz.de/10010198179

Long memory and structural breaks in modeling the return and volatility dynamics of precious metals

Arouri, Mohamed; Hammoudeh, Shawkat; Lahiani, Amine; … - In: The quarterly review of economics and finance : journal … 52 (2012) 2, pp. 207-218

Persistent link: https://www.econbiz.de/10009700518

A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices

Jammazi, Rania; Lahiani, Amine; Nguyen, Duc Khuong - In: Journal of international financial markets, … 34 (2015), pp. 173-187

Persistent link: https://www.econbiz.de/10011474509

New insights into the US stock market reactions to energy price shocks

Benkraiem, Ramzi; Lahiani, Amine; Miloudi, Anthony; … - In: Journal of international financial markets, … 56 (2018), pp. 169-187

Persistent link: https://www.econbiz.de/10012305136

New evidence on the relationship between crude oil consumption and economic growth in the US : a quantile causality and cointegration approach

Lahiani, Amine; Benkraiem, Ramzi; Miloudi, Anthony; … - In: Journal of quantitative economics 17 (2019) 2, pp. 397-420

Persistent link: https://www.econbiz.de/10012418680

Testing for threshold effect in ARFIMA models : application to US unemployment rate data

Lahiani, Amine; Scaillet, Olivier - 2008

Macroeconomic time series often involve a threshold effect in their ARMA representation, and exhibit long memory features. In this paper we introduce a new class of threshold ARFIMA models to account for this. The threshold effect is introduced in the autoregressive and/or the fractional...

Persistent link: https://www.econbiz.de/10003966199