Tunisian revolution and stock market volatility : evidence from FIEGARCH model
Ahmed Jeribi and Mohamed Fakhfekh (Department of Finance, FSEGS, Sfax, Tunisia), and Anis Jarboui (ISAAS, University of Sfax, Tunisia)
| Year of publication: |
2015
|
|---|---|
| Authors: | Jeribi, Ahmed ; Fakhfekh, Mohamed ; Jarboui, Anis |
| Published in: |
Managerial finance. - Bingley : Emerald Group Publishing Limited, ISSN 0307-4358, ZDB-ID 750561-9. - Vol. 41.2015, 10, p. 1112-1135
|
| Subject: | Financial markets | Politics | Volatilität | Volatility | Aktienmarkt | Stock market | Tunesien | Tunisia | Finanzmarkt | Financial market | Börsenkurs | Share price | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/MF-12-2014-0310 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011453669