Volatility dynamics of the Tunisian stock market before and during the COVID-19 outbreak : evidence from the GARCH family models
Year of publication: |
2023
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Authors: | Fakhfekh, Mohamed ; Jeribi, Ahmed ; Ben Salem, Marwa |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 28.2023, 2, p. 1653-1666
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Subject: | COVID-19 outbreak | GARCH models | Tunisian sectorial stock market indices | Investitionsentscheidung | Investment decision | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Tunesien | Tunisia | Coronavirus | Volatilität | Volatility |
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Ben Salem, Marwa, (2023)
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Non-linear volatility and dynamics of the Tunisian stock market
Lamia, Kalai, (2014)
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Fakhfekh, Mohamed, (2015)
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Fakhfekh, Mohamed, (2021)
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Ben Salem, Marwa, (2023)
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Fakhfekh, Mohamed, (2018)
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