Volatility spillovers and dynamic correlation between liquidity risk factors in Tunisian banks
Year of publication: |
2014
|
---|---|
Authors: | Zouari, Dorra ; Ghorbel, Achraf ; Zouari, Sonia Ghorbel ; Boujelbène, Younes |
Published in: |
International journal of managerial and financial accounting. - Olney, Bucks. : Inderscience Publ., ISSN 1753-6715, ZDB-ID 2458817-9. - Vol. 6.2014, 1, p. 1-26
|
Subject: | liquidity risk factors | Tunisian systems | GARCH model | volatility | dynamic correlation | Tunisia | Tunesien | Volatilität | Volatility | ARCH-Modell | ARCH model | Theorie | Theory | Korrelation | Correlation | Bankenliquidität | Bank liquidity |
-
Dynamic correlations and optimal hedge ratios
Bos, Charles S., (2007)
-
European equity market contagion : an empirical application to Ireland's sovereign debt crisis
Corbet, Shaen, (2015)
-
Changqing, Luo, (2015)
- More ...
-
Volatility spillovers and dynamic correlation between liquidity risk factors in Tunisian banks
Zouari, Dorra, (2014)
-
Spillovers between real economy and the financial sphere : evidence from Tunisia
Ghorbel, Achraf, (2016)
-
Spillovers between Real Economy and the Financial Sphere : Evidence from Tunisia
Zouari, Dorra, (2016)
- More ...