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~person:"Arouri, Mohamed El Hedi"
~person:"Guesmi, Khaled"
~subject:"Ansteckungseffekt"
~subject:"Kointegration"
~subject:"Multivariate Fractional Cointegration"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Ansteckungseffekt
Kointegration
Multivariate Fractional Cointegration
Aktienmarkt
9
Stock market
9
Börsenkurs
6
Oil price
6
Share price
6
Ölpreis
6
Estimation
5
Schätzung
5
Volatility
5
Volatilität
5
ARCH model
4
ARCH-Modell
4
Stock Markets
4
Cointegration
3
Correlation
3
Financial market
3
Finanzmarkt
3
Korrelation
3
Spillover effect
3
Spillover-Effekt
3
Stock markets
3
Aktienindex
2
COVID-19
2
Contagion effect
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Coronavirus
2
Oil Price Shocks
2
Oil prices
2
Stock index
2
Welt
2
World
2
Capital income
1
Commodity market
1
Conditional correlations
1
Contagion
1
Corrected Dynamic Conditional Correlation Fractionally Integrated Asymmetric Power Autoregressive Conditional Heteroskedasticity (c-DCC-FIAPARCH)
1
Cross-wavelet coherence
1
DCC-GARCH model
1
DCC-GJR-GARCH model
1
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Article in journal
Aufsatz in Zeitschrift
Working Paper
3
Arbeitspapier
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English
5
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Arouri, Mohamed El Hedi
Guesmi, Khaled
Caporale, Guglielmo Maria
4
Gil-Alaña, Luis A.
4
Chang, Bisharat Hussain
3
Mansouri, Fayçal
3
Mighri, Zouheir
3
Shahzad, Syed Jawad Hussain
3
Wong, Wing Keung
3
Ahmad, Wasim
2
Arouri, Mohamed
2
Bazin, Damien
2
Bhanumurthy, N. R.
2
Bouaziz, Meriam Chihi
2
Boujelbene, Younes
2
Chouliaras, Andreas
2
Corbet, Shaen
2
Dasgupta, Ranjan
2
Dewandaru, Ginanjar
2
Guidi, Francesco
2
Güngör, Arifenur
2
Horváth, Roman
2
Kouretas, Georgios P.
2
Kumar, Dilip
2
Lyócsa, Štefan
2
Masih, Rumi
2
Matar, Ali
2
Ngo Thai Hung
2
Nguyen, Duc Khuong
2
Rajwani, Shegorika
2
Rault, Christophe
2
Raza, Naveed
2
Sajid Ali
2
Salman, Asma
2
Sehgal, Sanjay
2
Seth, Neha
2
Talwar, Shalini
2
Ur Rehman, Mobeen
2
Xuan Vinh Vo
2
You, Kefei
2
Abakah, Emmanuel Joel Aikins
1
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Journal of economic integration
2
Computational economics
1
Research in international business and finance
1
Revue Gestion 2000 : management & prospective
1
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ECONIS (ZBW)
5
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1
Modelling the nonlinear relationship between oil prices,
stock
markets
, and exchange rates in oil-exporting and oil-importing countries
Chkir, Imed Eddine
;
Guesmi, Khaled
;
Brayek, Angham Ben
; …
- In:
Research in international business and finance
54
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012581526
Saved in:
2
The asymmetric responses of
stock
markets
Dhaoui, Abderrazak
;
Goutte, Stéphane
;
Guesmi, Khaled
- In:
Journal of economic integration
33
(
2018
)
1
,
pp. 1096-1140
Persistent link: https://www.econbiz.de/10011903559
Saved in:
3
Is there a contagion between oil-importing countries?
Sahut, Jean-Michel
;
Guesmi, Khaled
;
Talbi, Dorra
- In:
Revue Gestion 2000 : management & prospective
34
(
2017
)
3
,
pp. 99-111
Persistent link: https://www.econbiz.de/10011964542
Saved in:
4
From oil to
stock
markets
Guesmi, Khaled
;
Boubaker, Heni
;
Lai, Van Son
- In:
Journal of economic integration
31
(
2016
)
1
,
pp. 103-133
Persistent link: https://www.econbiz.de/10011451684
Saved in:
5
Tests of financial market contagion : evolutionary cospectral analysis versus wavelet analysis
Ftiti, Zied
;
Tiwari, Aviral Kumar
;
Belanès, Amél
; …
- In:
Computational economics
46
(
2015
)
4
,
pp. 575-611
Persistent link: https://www.econbiz.de/10011478891
Saved in:
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