This paper investigates the dilemma of long memory versus a switching regime for the Tunisian real exchange rate (TRER). Empirically, three long memory tests are implemented to examine the long-range dependence in the processes of Tunisian REER. All long memory tests that we used are based on...

The aim of this paper is to focus on whether or not an interaction relationship (or dependence) exists between the oil price and fundamental macroeconomic variables (that is industrial production, a proxy of macroeconomic activity, and inflation, measured by wholesale price index, Trade deficit,...

In this paper we examine the degree of interdependence between oil prices and four major countries (United

The aim of this paper is to study the degree of interdependence between oil price and stock market

This paper analyzes the time-varying integration of the Greek stock market from a regional

In this work, we study the inflation targeting effect on the inflation dynamics in the case of four industrial countries. Our objective is to check whether the inflation targeting policy (ITP) has a significant impact on the change of the inflation path. We use a non-parametric approach that...

The public debt crisis threatening the survival of the euro area. This crisis could appear as a byproduct of the global financial crisis. In fact, it refers to structural problems specific to Europe and the question of optimal currency area which has been in place since 1999. The sovereign debt...

This paper examines the co-movements dynamics between OCDE countries with the US and Europe. The core focus is to suggest advantageous techniques allowing the investigation with respect to time and frequency, namely evolutionary co-spectral analysis and wavelet analysis. Our study puts in...

This paper analyzes the impact of capital on profitability and risk for Islamic and conventional Gulf Cooperation Council (GCC) banks, through the structure-conduct-performance, moral hazard, and regulatory hypotheses. We apply the generalized method of moments (GMM) technique for dynamic...