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The impact of the financial crisis on the currency risk premium dynamics within the G20 : evidence from the ICAPM
Boubakri, Salem - In: Brussels economic review 55 (2012) 1, pp. 33-73
Persistent link: https://www.econbiz.de/10009731075
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Financial integration and currency risk premium in CEECs : evidence from the ICAPM
Boubakri, Salem; Guillaumin, Cyriac - In: Emerging markets review 12 (2011) 4, pp. 460-484
Persistent link: https://www.econbiz.de/10009504884
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Assessing the financial integration of Central and Eastern European countries with the euro area : evidence form panel data cointegration tests
Boubakri, Salem; Couharde, Cécile; Guillaumin, Cyriac - In: International economics : a journal published by CEPII … 131 (2012) 3, pp. 105-120
Persistent link: https://www.econbiz.de/10009765158
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Regional integration of the East Asian stock markets : an empirical assessment
Boubakri, Salem; Guillaumin, Cyriac - In: Journal of international money and finance 57 (2015), pp. 136-160
Persistent link: https://www.econbiz.de/10011478220
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Commodity Market Contagion Under Uncertainty : Evidence from the Perspective of Financialization Versus Hedging Strategy
Uddin, Gazi Salah - 2018
This study explores the economic and financial effects of uncertainty on the commodity market integration. This issue is important from the perspective of financialization versus hedging strategy, as the commodity market plays an important role in this context. We consider the eight major...
Persistent link: https://www.econbiz.de/10012908126
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Effects of financial turmoil on financial integration and risk premia in emerging markets
Boubakri, Salem; Couharde, Cécile; Raymond, Hélène - In: Journal of empirical finance 38 (2016), pp. 120-138
Persistent link: https://www.econbiz.de/10011663231
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Non-linear relationship between real commodity price volatility and real effective exchange rate : the case of commodity-exporting countries
Boubakri, Salem; Guillaumin, Cyriac; Silanine, Alexandre - In: Journal of macroeconomics 60 (2019), pp. 212-228
Persistent link: https://www.econbiz.de/10012243173
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Financial integration and currency risk premium in CEECs : evidence from the ICAPM
Boubakri, Salem; Guillaumin, Cyriac - In: Emerging markets review 12 (2011) 4, pp. 460-484
Persistent link: https://www.econbiz.de/10009869190