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Subprime crisis and volatility spillover

Abdelhedi-Zouch, Mouna; Abbes, Mouna Boujelbene; … - In: International Journal of Monetary Economics and Finance 4 (2011) 1, pp. 1-20

The subprime financial crisis has sparked our interest in identifying channels through which US crisis spread across 20 developed and emerging stock markets. Empirical results of GARCH and EGARCH estimated models show a high persistence and asymmetric effect of volatility. Estimation of an...

Persistent link: https://www.econbiz.de/10009352485

The international propagation of the American financial crisis : evidence of bivariate GARCH models

Bouaziz, Meriam Chihi; Bazin, Damien; Boujelbene, Younes - In: International journal of economics 8 (2014) 1, pp. 91-104

Persistent link: https://www.econbiz.de/10010422120

The subprime crisis : from financial markets collapse to a global economic crisis

Bouaziz, Meriam Chihi; Boujelbene, Younes; Bazin, Damien - In: International journal of economics 11 (2017) 2, pp. 177-187

Persistent link: https://www.econbiz.de/10011937356

Volatility transmission between Dow Jones stock index and emerging Islamic stock index : case of subprime financial crises

Saadaoui, Amir; Boujelbene, Younes - In: Emerging Markets Journal : EMAJ 5 (2015) 1, pp. 41-49

Persistent link: https://www.econbiz.de/10011492048

Assessing the impact of crude oil price and investor sentiment on Islamic indices : subprime crisis

Ghorbel, Achraf; Abdelhedi, Mouna; Boujelbene, Younes - In: Journal of African business 15 (2014) 1/3, pp. 13-24

Persistent link: https://www.econbiz.de/10010483101

The subprime crisis: from financial markets collapse to a global economic crisis

Bouaziz, Meriam Chihi; Boujelbene, Younes; Bazin, Damien - In: International journal of economics 7 (2013) 2, pp. 227-237

Persistent link: https://www.econbiz.de/10010202509