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Long memory and volatility behaviour in Paris option market

Souissi, Nessim; Aloulou, Abderrahmen - In: International journal of bonds and derivatives 1 (2015) 4, pp. 273-283

Persistent link: https://www.econbiz.de/10011546734

Traders' Behavior in Financial Markets : Paris Option Market Case

Souissi, Nessim - 2013

This paper develops a model of heterogeneous agents on an options market. On Paris Option Market, negotiators have different beliefs about future-at the volatility of the underlying. We assume in advance two groups; fundamentalists who believe in mean reversion and Chartists that incorporate...

Persistent link: https://www.econbiz.de/10013090217

Does gold a safe haven during the crisis period? : explanation by behavioural finance for the GCC and BRIC markets

Ghorbel, Achraf - In: International journal of markets and business systems 3 (2018) 4, pp. 333-361

Persistent link: https://www.econbiz.de/10012038849

Shocks and herding contagion in the oil and stock markets

Ghorbel, Achraf; Abbes, Mouna Boujelbène; Boujelbene, … - In: The IUP journal of applied finance : IJAF 19 (2013) 4, pp. 20-40

Persistent link: https://www.econbiz.de/10010202519

Behavioral explanation of contagion between oil and stock markets

Ghorbel, Achraf; Boujelbene, Abbes; Boujelbene, Younes - In: International journal of energy sector management : IJESM 8 (2014) 1, pp. 121-144

Persistent link: https://www.econbiz.de/10010350513

Spillovers between real economy and the financial sphere : evidence from Tunisia

Ghorbel, Achraf; Zouari, Dorra - In: The IUP journal of applied economics 15 (2016) 2, pp. 7-31

Persistent link: https://www.econbiz.de/10011532766

Volatility spillovers and dynamic correlation between liquidity risk factors in Tunisian banks

Zouari, Dorra; Ghorbel, Achraf; Zouari, Sonia Ghorbel; … - In: International journal of managerial and financial accounting 6 (2014) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10010399205

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

Volatility spillovers and dynamic conditional correlation between crude oil and stock market returns

Ghorbel, Achraf; Abbes, Mouna Boujelbène; Boujelbène, … - In: International journal of managerial and financial accounting 4 (2012) 2, pp. 177-194

Persistent link: https://www.econbiz.de/10009561582

Contagion effect of the oil shock and US financial crisis on the GCC and BRIC countries

Ghorbel, Achraf; Boujelbene, Younes - In: International journal of energy sector management : IJESM 7 (2013) 4, pp. 430-447

Persistent link: https://www.econbiz.de/10010222996