Trichilli, Yousra; Abbes, Mouna Boujelbène; Zouari, Sabrine - In: Journal of capital markets studies 4 (2020) 1, pp. 61-76
queries index has a slightly higher effect on Tunindex return after the Tunisian revolution than before this revolution … search queries measure was leading over Tunindex return. In fact, wavelet coherence analysis confirms the result of DCC that …