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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/10010088116
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Does shift contagion exist between OECD stock markets during the financial crisis?
Guesmi, Khaled; Kaabia, Olfa; Kazi, Irfan - In: The journal of applied business research 29 (2013) 2, pp. 469-484
Persistent link: https://www.econbiz.de/10010117226
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The changing international transmission of U.S. monetary policy shocks: Is there evidence of contagion effect on OECD countries
Kazi, Irfan Akbar; Wagan, Hakimzadi; Akbar, Farhan - In: Economic modelling 30 (2013), pp. 90-116
Persistent link: https://www.econbiz.de/10010062245
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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/10010117228
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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/10010159870
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Jump dynamics and volatility components for OECD stock returns
Guesmi, Khaled; Akbar, Farhan; Kazi, Irfan A.; Chkili, Walid - In: The journal of applied business research 29 (2013) 3, pp. 777-792
Persistent link: https://www.econbiz.de/10010159866
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Determinants of foreign direct investment in MENA region : panel co-integration analysis
Jabri, Abdelkarim; Guesmi, Khaled; Abid, Ilyes - In: The journal of applied business research 29 (2013) 4, pp. 1103-1109
Persistent link: https://www.econbiz.de/10010159891
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Characterizing South-East Asian Stock Market Integration through Time
Guesmi, Khaled - In: International journal of business 17 (2012) 1, pp. 99-99
Persistent link: https://www.econbiz.de/10009829773
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How strong is the global integration of emerging market regions? An empirical assessment
Guesmi, Khaled; Nguyen, Duc Khuong - In: Economic modelling 28 (2011) 6, pp. 2517-2528
Persistent link: https://www.econbiz.de/10009807702