Measuring volatility persistence for conventional and Islamic banks : an FI-EGARCH approach
Year of publication: |
June 2016
|
---|---|
Authors: | Fakhfekh, Mohamed ; Hachichama, Nejib ; Jawadi, Fredj ; Selmi, Nadhem ; Cheffou, Abdoulkarim Idi |
Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 27.2016, p. 84-99
|
Subject: | Islamic and conventional banks | Volatility | Persistence | Asymmetry | FIEGARCH models |
-
A comparative analysis of the nature of stock return volatility in BRICS and G7 markets
Muguto, Lorraine, (2022)
-
A comparative analysis of the nature of stock return volatility in BRICS and G7 markets
Muguto, Lorraine, (2022)
-
Impact of introducing derivatives trading on volatilities of sectoral stock indices in India
Pal, Suparna Nandy, (2013)
- More ...
-
Fakhfekh, Mohamed, (2017)
-
Jawadi, Fredj, (2015)
-
Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model
Jawadi, Fredj, (2019)
- More ...