Narrow search
Showing 1 - 7 of 7
Cover Image
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak; Boughrara, Adel - In: Economic modelling 126 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Cover Image
How informative are variance risk premium and implied volatility for Value-at-Risk prediction? : international evidence
Slim, Skander; Dahmene, Meriam; Boughrara, Adel - In: The quarterly review of economics and finance : journal … 76 (2020), pp. 22-37
Persistent link: https://www.econbiz.de/10012417081
Cover Image
On the effect of full-fledged IT adoption on stock returns and their conditional volatility : evidence from propensity score matching
Dridi, Ichrak; Boughrara, Adel - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 179-194
Persistent link: https://www.econbiz.de/10012655300
Cover Image
Risk management of precious metals
Hammoudeh, Shawkat; Malik, Farooq; McAleer, Michael - In: The quarterly review of economics and finance : journal … 51 (2011) 4, pp. 435-441
Persistent link: https://www.econbiz.de/10009373135
Cover Image
Asymmetric convergence in US financial credit default swap sector index markets
Chen, Li-Hsueh; Hammoudeh, Shawkat; Yuan, Yuan - In: The quarterly review of economics and finance : journal … 51 (2011) 4, pp. 408-418
Persistent link: https://www.econbiz.de/10009373138
Cover Image
Long memory and structural breaks in modeling the return and volatility dynamics of precious metals
Arouri, Mohamed; Hammoudeh, Shawkat; Lahiani, Amine; … - In: The quarterly review of economics and finance : journal … 52 (2012) 2, pp. 207-218
Persistent link: https://www.econbiz.de/10009700518
Cover Image
Asymmetric determinants of CDS spreads : U.S. industry-level evidence through the NARDL approach
Shahzad, Syed Jawad Hussain; Nor, Safwan Mohd; Ferrer, … - In: Economic modelling 60 (2017), pp. 211-230
Persistent link: https://www.econbiz.de/10011734203