Narrow search
Showing 1 - 8 of 8
Cover Image
Volatility linkage of nominal and index-linked bond returns : a multivariate BEKK-GARCH approach
Benlagha, Noureddine - In: Review of economics & finance (2014) 4, pp. 49-60
Persistent link: https://www.econbiz.de/10010471998
Cover Image
A time-varying copula approach for modelling dependency : new evidence from commodity and stock markets
Charfeddine, Lanouar; Benlagha, Noureddine - In: Journal of multinational financial management 37/38 (2016), pp. 168-189
Persistent link: https://www.econbiz.de/10011720305
Cover Image
Range-based and GARCH volatility estimation : evidence from the French asset market
Benlagha, Noureddine; Chargui, Sana - In: Global finance journal 32 (2017), pp. 149-165
Persistent link: https://www.econbiz.de/10011802868
Cover Image
The dynamic and dependence of takaful and conventional stock return behaviours : evidence from the insurance industry in Saudi Arabia
Benlagha, Noureddine; Hemrit, Wael - In: Asia-Pacific financial markets 25 (2018) 4, pp. 285-323
Persistent link: https://www.econbiz.de/10012033031
Cover Image
Return and volatility spillovers in the presence of structural breaks : evidence from GCC Islamic and conventional banks
Benlagha, Noureddine; Mseddi, Slim - In: The journal of asset management 20 (2019) 1, pp. 72-90
Persistent link: https://www.econbiz.de/10012059749
Cover Image
An intra-cryptocurrency analysis of volatility connectedness and its determinants : evidence from mining coins, non-mining coins and tokens
Charfeddine, Lanouar; Benlagha, Noureddine; Ben … - In: Research in international business and finance 62 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10014247259
Cover Image
Risk connectedness between energy and stock markets : evidence from oil importing and exporting countries
Benlagha, Noureddine; Karim, Sitara; Naeem, Muhammad Abubakr - In: Energy economics 115 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013541783
Cover Image
Responses of stock market volatility to COVID-19 government interventions : evidence from Asian emerging stock markets
Benlagha, Noureddine; Hemrit, Wael - In: Review of behavioral finance : RBF 17 (2025) 2, pp. 342-364
Persistent link: https://www.econbiz.de/10015415663