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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 spillovers and dynamic correlation between liquidity risk factors in Tunisian banks

Zouari, Dorra; Ghorbel, Achraf; Zouari, Sonia Ghorbel; … - In: International journal of managerial and financial accounting 6 (2014) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10010399205

Volatility spillovers and dynamic conditional correlation between crude oil and stock market returns

Ghorbel, Achraf; Abbes, Mouna Boujelbène; Boujelbène, … - In: International journal of managerial and financial accounting 4 (2012) 2, pp. 177-194

Persistent link: https://www.econbiz.de/10009561582

Long memory and fractional cointegration relationship between physical and financial oil markets

Ghorbel, Achraf; Souissi, Nessim - In: International journal of bonds and derivatives 2 (2016) 2, pp. 133-151

Persistent link: https://www.econbiz.de/10011587541

Volatility spillovers and contagion between energy sector and financial assets during COVID-19 crisis period

Ghorbel, Achraf; Jeribi, Ahmed - In: Eurasian economic review : a journal in applied … 11 (2021) 3, pp. 449-467

Persistent link: https://www.econbiz.de/10012616018

Investigating the relationship between volatilities of cryptocurrencies and other financial assets

Ghorbel, Achraf; Jeribi, Ahmed - In: Decisions in economics and finance : a journal of … 44 (2021) 2, pp. 817-843

Persistent link: https://www.econbiz.de/10012795001

Dynamic DeFi-G7 stock markets interactions and their potential role in diversifying and hedging strategies

Esparcia, Carlos; Fakhfakh, Tarek; Jareño, Francisco; … - In: Financial innovation : FIN 10 (2024), pp. 1-26

This study examines the link between stocks and decentralized finance (DeFi) in terms of returns and volatility. Major G7 exchange-traded funds (ETFs) and various highly traded DeFi assets are considered to ensure the robustness of the empirical experiment. Specifically, this study applies the...

Persistent link: https://www.econbiz.de/10015361554

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

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

Volatility transmission between bond and stock markets : case of emerging financial markets

Saadaoui, Amir; Boujelbene, Younes - In: Acta Universitatis Danubius / Oeconomica 10 (2014) 6, pp. 84-97

Persistent link: https://www.econbiz.de/10011508595