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Detecting contagion effects during the subprime crisis using different VAR size models : comparison between OLS and Bayesian shrinkage

Kaabia, Olfa; Abid, Ilyes - In: The journal of applied business research 29 (2013) 3, pp. 717-736

Persistent link: https://www.econbiz.de/10009771604

Does Bayesian shrinkage help to better reflect what happened during the subprime crisis?

Kaabia, Olfa; Abid, Ilyes; Guesmi, Khaled - In: Economic modelling 31 (2013), pp. 423-432

Persistent link: https://www.econbiz.de/10009729031

Theoretical channels of international transmission during the subprime crisis to OECD countries : a FAVAR model under Bayesian framework

Kaabia, Olfa; Abid, Ilyes - In: The journal of applied business research 29 (2013) 2, pp. 443-460

Persistent link: https://www.econbiz.de/10009731318

Stock market integration and risk premium : empirical evidence for emerging economies of South Asia

Abid, Ilyes; Kaabia, Olfa; Guesmi, Khaled - In: Economic modelling 37 (2014), pp. 408-416

Persistent link: https://www.econbiz.de/10010417665

ASEAN plus three stock markets integration

Guesmi, Khaled; Kaabia, Olfa; Abid, Ilyes - In: Journal of quantitative economics 15 (2017) 3, pp. 565-581

Persistent link: https://www.econbiz.de/10012418315

How do Bitcoin price fluctuations affect crude oil markets?

Kaabia, Olfa; Abid, Ilyes; Guesmi, Khaled; Sahut, … - In: Revue Gestion 2000 : management & prospective 37 (2020) 1/2, pp. 47-60

Persistent link: https://www.econbiz.de/10012372792

The dark side of the black gold shock onto Europe : one stock's joy is another stock's sorrow

Kaabia, Olfa; Abid, Ilyes; Mkaouar, Farid - In: Economic modelling 58 (2016), pp. 642-654

Persistent link: https://www.econbiz.de/10011647942

Dynamic analysis of the forecasting bankruptcy under presence of unobserved heterogeneity

Abid, Ilyes; Mkaouar, Farid; Kaabia, Olfa - In: Risk management decisions and wealth management in …, (pp. 241-256). 2018

Persistent link: https://www.econbiz.de/10011871625

Conditional Correlations and Volatility Spillovers between Crude Oil and Oil- exporting and importing countries

Guesmi, Khaled; Abid, Ilyes; Kaabia, Olfa - Institut de Préparation à l'Administration et à la … - 2014

The paper analyses the time-varying conditional correlations between stock markets and oil

Persistent link: https://www.econbiz.de/10010860458

Does Bayesian shrinkage help to better reflect what happened during the subprime crisis?

Kaabia, Olfa; Abid, Ilyes; Guesmi, Khaled - In: Economic Modelling 31 (2013) C, pp. 423-432

We study the contagion effects of a U.S. housing shock on OECD countries over the period of the subprime crisis. Considering a large database containing national macroeconomic, financial, and trade dynamic variables for 17 OECD countries, we evaluate forecasting accuracy, and perform a...

Persistent link: https://www.econbiz.de/10010636255