Volatility dynamics of Tunisian stock market before and during COVID-19 outbreak and diversification benefits of Bitcoin
Marwa Ben Salem, Mohamed Fakhfekh, Ahmed Jeribi
Year of publication: |
2023
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Authors: | Ben Salem, Marwa ; Fakhfekh, Mohamed ; Jeribi, Ahmed |
Published in: |
Afro-Asian Journal of Finance and Accounting : AAJFA. - Genève [u.a.] : Inderscience Enterprises, ISSN 1751-6455, ZDB-ID 2408741-5. - Vol. 13.2023, 5, p. 651-672
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Subject: | Tunisian sectoral stock market indices | GARCH models | COVID-19 outbreak | Bitcoin | mean-variance spanning test | Coronavirus | Tunesien | Tunisia | Volatilität | Volatility | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Investitionsentscheidung | Investment decision | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection |
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