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ARCH model
Stock market
56
Aktienmarkt
55
Volatility
55
Volatilität
53
Welt
49
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49
Schätzung
47
Estimation
46
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38
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38
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31
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31
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30
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29
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27
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27
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25
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24
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23
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23
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22
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22
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21
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21
Portfolio-Management
21
Wirkungsanalyse
21
Virtual currency
20
Virtuelle Währung
20
Financial market
19
Finanzmarkt
19
Emerging economies
18
Market integration
18
Schwellenländer
18
Spillover effect
18
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English
29
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Guesmi, Khaled
18
Ftiti, Zied
12
Teulon, Frédéric
8
Jawadi, Fredj
7
Barnett, William A.
3
Abid, Ilyes
2
Arouri, Mohamed
2
Bedoui, Rihab
2
Fattoum, Salma
2
Ghabri, Yosra
2
Goutte, Stéphane
2
Louhichi, Waël
2
Moisseron, Jean-Yves
2
Sahut, Jean-Michel
2
Aouadi, Amal
1
Ben Ameur, Hachmi
1
Benkraiem, Ramzi
1
Bouazizi, Tarek
1
Boubaker, Heni
1
Braeik, Sana
1
Braiek, Sana
1
Brik, Hatem
1
Chevallier, Julien
1
Dhaoui, Abderrazak
1
El Ouakdi, Jihene
1
Galariotis, Emilios
1
Hachicha, Fatma
1
Jebri, Saoussen
1
Lahiani, Amine
1
Lai, Van Son
1
Louhichi, Wael
1
Miled, Wafa
1
Saadi, Samir
1
Talbi, Dorra
1
Taneem Muzaffar, Ahmed
1
Tissaoui, Kais
1
Vigne, Samuel A.
1
Zantour, Ahlem
1
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The journal of applied business research
6
International review of financial analysis
4
Applied economics
2
Research in international business and finance
2
Revue Gestion 2000 : management & prospective
2
Risk management decisions and value under uncertainty
2
Working papers series in theoretical and applied economics
2
Computational economics
1
Econometric reviews
1
Economic modelling
1
Energy economics
1
Finance research letters
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Journal of economic integration
1
Journal of international financial markets, institutions & money
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
29
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1
Sudden changes in volatility in European stock markets
Guesmi, Khaled
;
Teulon, Frédéric
;
Ftiti, Zied
- In:
The journal of applied business research
30
(
2014
)
6
,
pp. 1567-1576
Persistent link: https://www.econbiz.de/10010470492
Saved in:
2
The evolution of risk premium as a measure for intra-regional equity market integration
Guesmi, Khaled
;
Teulon, Frédéric
;
Taneem Muzaffar, Ahmed
- In:
International review of financial analysis
35
(
2014
),
pp. 13-19
Persistent link: https://www.econbiz.de/10010529640
Saved in:
3
Integration in Middle East stock markets : determinants, effects and evolutions
Guesmi, Khaled
;
Arouri, Mohamed
;
Moisseron, Jean-Yves
; …
- In:
The journal of applied business research
29
(
2013
)
5
,
pp. 1301-1315
Persistent link: https://www.econbiz.de/10010198214
Saved in:
4
Risk analysis of hedge funds : a Markov switching model analysis
Teulon, Frédéric
;
Guesmi, Khaled
;
Jebri, Saoussen
- In:
The journal of applied business research
30
(
2014
)
1
,
pp. 243-253
Persistent link: https://www.econbiz.de/10010252063
Saved in:
5
Is there a difference between domestic and foreign risk premium? : the case of China stock market
Teulon, Frédéric
;
Guesmi, Khaled
;
Fattoum, Salma
- In:
The journal of applied business research
30
(
2014
)
5
,
pp. 1287-1294
Persistent link: https://www.econbiz.de/10010470541
Saved in:
6
Integration versus segmentation in Middle East North Africa Equity Market : time variations and currency risk
Guesmi, Khaled
;
Moisseron, Jean-Yves
;
Teulon, Frédéric
- In:
Journal of international financial markets, …
28
(
2014
),
pp. 204-212
Persistent link: https://www.econbiz.de/10010411565
Saved in:
7
The determinants of regional stock market integration in middle east : a conditional ICAPM approach
Guesmi, Khaled
;
Teulon, Frédéric
- In:
International economics : a journal published by CEPII …
137
(
2014
),
pp. 22-31
Persistent link: https://www.econbiz.de/10011620029
Saved in:
8
Investor following and volatility : a GARCH approach
Aouadi, Amal
;
Arouri, Mohamed
;
Teulon, Frédéric
- In:
The journal of applied business research
31
(
2015
)
3
,
pp. 765-779
Persistent link: https://www.econbiz.de/10011304823
Saved in:
9
Portfolio diversification with virtual currency : evidence from bitcoin
Guesmi, Khaled
;
Saadi, Samir
;
Abid, Ilyes
;
Ftiti, Zied
- In:
International review of financial analysis
63
(
2019
),
pp. 431-437
Persistent link: https://www.econbiz.de/10012208197
Saved in:
10
Causal relationships between inflation and inflation uncertainty
Barnett, William A.
;
Jawadi, Fredj
;
Ftiti, Zied
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012406029
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