Narrow search
Showing 1 - 10 of 180
Cover Image
Nonlinear mean reversion in oil and stock markets
Jawadi, Fredj; Bellalah, Mondher - In: Review of Accounting and Finance 10 (2011) August, pp. 316-326
Purpose – While price studies such as Jawadi et al. generally focus on the relationships between oil and stock markets through the study of oil price on stock markets, this paper takes a different perspective to the linkages between oil and stock markets. This study sets out to investigate the...
Persistent link: https://www.econbiz.de/10009367089
Cover Image
Nonlinear linkages between oil and stock markets in developed and emerging countries
Jawadi, Fredj; Arouri, Mohamed; Bellalah, Mondher - In: International journal of business 15 (2010) 1, pp. 19-31
Persistent link: https://www.econbiz.de/10003958959
Cover Image
Nonlinear mean reversion in oil and stock markets
Jawadi, Fredj; Bellalah, Mondher - In: Review of accounting & finance 10 (2011) 3, pp. 316-326
Persistent link: https://www.econbiz.de/10009311645
Cover Image
Valuation of futures and commodity options with information costs
Bellalah, Mondher - In: The journal of futures markets 19 (1999) 6, pp. 645-664
Persistent link: https://www.econbiz.de/10001410394
Cover Image
On information costs, short sales and the pricing of extendible options, steps and Parisian options
Bellalah, Mondher - In: Risk management decisions and wealth management in …, (pp. 361-387). 2018
Persistent link: https://www.econbiz.de/10011871644
Cover Image
Pricing derivatives in the presence of shadow costs of incomplete information and short sales
Bellalah, Mondher - In: Risk management decisions and wealth management in …, (pp. 389-411). 2018
Persistent link: https://www.econbiz.de/10011871645
Cover Image
On arbitrage, information costs , compound options and the valuation of the firm and its assets
Bellalah, Mondher - In: International journal of business 8 (2003) 4, pp. 377-393
Persistent link: https://www.econbiz.de/10002039310
Cover Image
On corporate international investment under incomplete information
Bellalah, Mondher - In: International journal of business 9 (2004) 2, pp. 133-142
Persistent link: https://www.econbiz.de/10002082789
Cover Image
Valuation of American CAC 40 index and wildcard options
Bellalah, Mondher - In: International review of economics & finance : IREF 10 (2001) 1, pp. 75-94
Persistent link: https://www.econbiz.de/10001569169
Cover Image
Analysis and valuation of exotic and real options : a survey of important results
Bellalah, Mondher - In: Finance : revue de l'Association Française de Finance 20 (1999) 2, pp. 17-48
Persistent link: https://www.econbiz.de/10001544312