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Dynamic frequency relationships between bitcoin, oil, gold and economic policy uncertainty index

Hazgui, Samah; Sebai, Saber; Mensi, Walid - In: Studies in economics and finance 39 (2022) 3, pp. 419-443

Persistent link: https://www.econbiz.de/10013355177

Greek Crisis, Stock Market Volatility and Exchange Rates in the European Monetary Union : A VAR-GARCH-Copula Model

Jaghoubi, Salma - 2012

The main objectives of this study are twofold. The first objective is to examine the volatility spillover between seventeen European stock market returns and exchange rate, over the period 2007-2011, in a multivariate setting, using the VAR (1)-GARCH (1,1) model which allows for transmission in...

Persistent link: https://www.econbiz.de/10013101227

Correlations and volatility spillovers across commodity and stock markets : linking energies, food, and gold

Mensi, Walid; Beljid, Makram; Boubaker, Adel; Managi, … - In: Economic modelling 32 (2013), pp. 15-22

Persistent link: https://www.econbiz.de/10009760820

Stock market volatility spillovers and portfolio hedging : BRICS and the financial crisis

Syriopoulos, Theodore; Makram, Beljid; Boubaker, Adel - In: International review of financial analysis 39 (2015), pp. 7-18

Persistent link: https://www.econbiz.de/10011573010

The impact of internal governance mechanisms on the share price volatility of listed companies in Paris stock exchan

Mezhoud, Mediha; Sghaier, Asma; Boubaker, Adel - In: Bulletin of applied economics 4 (2017) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10011730866