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Time varying and asymmetric effect between sovereign credit market and financial market: The asymmetric DCC model
El Abed, Riadh; Zardoub, Amna - 2017
This study examines the interdependence between the daily euro zone sovereign CDS index and four financial market sectors such as, banking CDS market (CDSb), underlying sovereign market (BONDs), stock market (BMI) and future interest rate benchmark of the bunds obligation (EUROBOBL). Focusing on...
Persistent link: https://www.econbiz.de/10011752166
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Time varying and asymmetric effect between sovereign credit market and financial market : the asymmetric DCC model
El Abed, Riadh; Zardoub, Amna - 2017
This study examines the interdependence between the daily euro zone sovereign CDS index and four financial market sectors such as, banking CDS market (CDSb), underlying sovereign market (BONDs), stock market (BMI) and future interest rate benchmark of the bunds obligation (EUROBOBL). Focusing on...
Persistent link: https://www.econbiz.de/10011751879
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Exploring the nexus between macroeconomic variables and stock market returns in Germany: an ARDL Co-integration approach
El Abed, Riadh; Zardoub, Amna - In: Theoretical and applied economics : GAER review 26 (2019) 2/619, pp. 139-148
Persistent link: https://www.econbiz.de/10012174218
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On the co-movements among gold and other financial markets : a multivariate time-varying asymmetric approach
El Abed, Riadh; Zardoub, Amna - In: International economics and economic policy : IEEP 16 (2019) 4, pp. 701-719
Persistent link: https://www.econbiz.de/10012256792
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Short- and long-term effects of financial flows on economic growth
Zardoub, Amna; El Abed, Riadh - In: Journal of economic integration : jei 34 (2019) 4, pp. 705-724
Persistent link: https://www.econbiz.de/10012137334