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Is digital gold a hedge, safe haven, or diversifier? : An analysis of cryptocurrencies, DeFi tokens, and NFTs

Maouchi, Youcef; Fakhfekh, Mohamed; Charfeddine, Lanouar; … - In: Applied economics 56 (2024) 60, pp. 9158-9173

Persistent link: https://www.econbiz.de/10015142028

Hedging stock market prices with WTI, Gold, VIX and cryptocurrencies : a comparison between DCC, ADCC and GO-GARCH models

Fakhfekh, Mohamed; Jeribi, Ahmed; Ghorbel, Ahmed; … - In: International journal of emerging markets 18 (2023) 4, pp. 978-1006

Persistent link: https://www.econbiz.de/10014333595

Return volatilities and contagion transmission between Islamic and conventional bankers throughout the subprime crisis : evidence from the DCC-MGARCH model

Fakhfekh, Mohamed; Hachicha, Nejib - In: International journal of managerial and financial accounting 6 (2014) 2, pp. 133-145

Persistent link: https://www.econbiz.de/10010483052

Dependence between oil price volatility, Islamic and conventional Dow Jones indexes : implication for portfolio management and hedging effectiveness

Fakhfekh, Mohamed; Ghorbel, Ahmed; Selmi, Nadhem; … - In: The journal of asset management 18 (2017) 1, pp. 29-48

Persistent link: https://www.econbiz.de/10011592759

Measuring volatility persistence for conventional and Islamic banks : an FI-EGARCH approach

Fakhfekh, Mohamed; Hachichama, Nejib; Jawadi, Fredj; … - In: Emerging markets review 27 (2016), pp. 84-99

Persistent link: https://www.econbiz.de/10011670954

The impact of cryptocurrencies on the gold, WTI, VIX index, G7 and BRICS index before and during COVID-19 : a quantile regression and NARDL analysis

Aloui, Mouna; Hamdi, Besma; Tiwari, Aviral Kumar; … - In: International journal of law and management 65 (2023) 6, pp. 485-510

Persistent link: https://www.econbiz.de/10014432902

COVID-19, Russia-Ukraine war and interconnectedness between stock and crypto markets : a wavelet-based analysis

Frikha, Wajdi; Brahim, Mariem; Jeribi, Ahmed; Lahiani, Amine - In: Journal of business analytics 6 (2023) 4, pp. 255-275

Persistent link: https://www.econbiz.de/10014369314

Can gold-backed cryptocurrencies have dynamic hedging and safe-haven abilities against DeFi and NFT assets?

Belguith, Rihab; Snene Manzli, Yasmine; Bejaoui, Azza; … - In: Digital business 4 (2024) 2, pp. 1-17

Given that the interconnections of NFT and DeFi digital assets with other stablecoins still not sufficiently studied, this paper is two-fold. We first examine the dynamic conditional correlation between gold-backed cryptocurrencies and NFTs and DeFi assets during the period...

Persistent link: https://www.econbiz.de/10015190953

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