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Measuring time-varying equity risk premium in the context of financial crisis : do developed and emerging markets differ?

Ameur, Hachmi Ben; Gnégné, Yacouba; Jawadi, Fredj - In: Applied economics letters 20 (2013) 16/18, pp. 1673-1677

Persistent link: https://www.econbiz.de/10010222821

Stock market crash of 2008 : an empirical study of the deviation of share prices from company fundamentals

Kaizoji, Taisei; Miyano, Michiko - In: Applied economics letters 26 (2019) 5, pp. 362-369

Persistent link: https://www.econbiz.de/10012204215

Did the introduction of the euro have an impact on inflation uncertainty? : an empirical assessment

Hartmann, Matthias; Herwartz, Helmut - In: Macroeconomic dynamics 18 (2014) 6, pp. 1313-1325

Persistent link: https://www.econbiz.de/10010467980

Can the Islamic bank be an emerging leader? : a panel data causality analysis

Jawadi, Fredj; Cheffou, Abdoulkarim Idi; Jawadi, Nabila - In: Applied economics letters 23 (2016) 13/15, pp. 991-994

Persistent link: https://www.econbiz.de/10011629331

Wavelet analysis of the conventional and Islamic stock market relationship ten years after the global financial crisis

Jawadi, Fredj; Jawadi, Nabila; Cheffou, Abdoulkarim Idi - In: Applied economics letters 27 (2020) 6, pp. 466-472

Persistent link: https://www.econbiz.de/10012205690

Determinants and dynamics of current account reversals: an empirical analysis

Liesenfeld, Roman; Moura, Guilherme V.; Richard, … - 2009

We use panel probit models with unobserved heterogeneity, state-dependence and serially correlated errors in order to analyze the determinants and the dynamics of current-account reversals for a panel of developing and emerging countries. The likelihood-based inference of these models requires...

Persistent link: https://www.econbiz.de/10010298829