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Measuring time-varying equity risk premium in the context of financial crisis : do developed and emerging markets differ?

Ameur, Hachmi Ben; Gnégné, Yacouba; Jawadi, Fredj - In: Applied economics letters 20 (2013) 16/18, pp. 1673-1677

Persistent link: https://www.econbiz.de/10010222821

The effects of regulation and supervision on European banking profitability and risk : a panel data investigation

Ben Bouheni, Faten; Ben Ameur, Hachmi; Cheffou, … - In: The journal of applied business research 30 (2014) 6, pp. 1655-1669

Persistent link: https://www.econbiz.de/10010470481

Modeling international stock price comovements with high-frequency data

Ben Ameur, Hachmi; Jawadi, Fredj; Louhichi, Wael; … - In: Macroeconomic dynamics 22 (2018) 7, pp. 1875-1903

Persistent link: https://www.econbiz.de/10011918211

On oil-US exchange rate volatility relationships : an intradaily analysis

Jawadi, Fredj; Louhichi, Waël; Ben Ameur, Hachmi - 2017

Persistent link: https://www.econbiz.de/10011738106

Conventional and Islamic stock market liquidity and volatility during COVID 19

Jawadi, Fredj; Cheffou, Abdoulkarim Idi; Jawadi, Nabila; … - In: Applied economics 53 (2021) 60, pp. 6944-6963

Persistent link: https://www.econbiz.de/10012697985

Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model

Jawadi, Fredj; Louhichi, Wael; Cheffou, Abdoulkarim Idi; … - In: Decision making and risk/return optimization in …, (pp. 275-295). 2019

Persistent link: https://www.econbiz.de/10012134816

Assessing downside and upside risk spillovers across conventional and socially responsible stock markets

Ben Ameur, Hachmi; Jawadi, Fredj; Jawadi, Nabila; … - In: Economic modelling 88 (2020), pp. 200-210

Persistent link: https://www.econbiz.de/10012417068

Does the real business cycle help forecast the financial cycle?

Jawadi, Fredj; Ben Ameur, Hachmi; Bigou, Stephanie; … - In: Computational economics 60 (2022) 4, pp. 1529-1546

Persistent link: https://www.econbiz.de/10013447470

Measuring extreme risk dependence between the oil and gas markets

Ben Ameur, Hachmi; Ftiti, Zied; Jawadi, Fredj; … - In: Risk management decisions and value under uncertainty, (pp. 755-772). 2022

Persistent link: https://www.econbiz.de/10013342041

Do the US trends drive the UK--French market linkages?: empirical evidence from a threshold intraday analysis

Jawadi, Fredj; Louhichi, Waël; Ameur, Hachmi Ben - In: Applied Economics Letters 20 (2013) 5, pp. 499-503

This article investigates the impact of US stock market openings on linkages between the UK and French markets. Using intraday data over the period December 2004 to March 2009, we find significant time-varying dependence between the UK and French stock returns, which alter according to the state...

Persistent link: https://www.econbiz.de/10010976420