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ARCH model
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Guesmi, Khaled
18
Teulon, Frédéric
7
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2
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2
Chevallier, Julien
2
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The journal of applied business research
5
International review of financial analysis
4
Energy economics
2
Revue Gestion 2000 : management & prospective
2
Applied economics
1
Economic modelling
1
Finance research letters
1
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ECONIS (ZBW)
19
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1
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets
Urom, Christian
;
Chevallier, Julien
;
Zhu, Bangzhu
- In:
Energy economics
85
(
2020
),
pp. 1-45
Persistent link: https://www.econbiz.de/10012510103
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
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:
6
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:
7
Commodity price correlation and time varying hedge ratios
Lahiani, Amine
;
Guesmi, Khaled
- In:
The journal of applied business research
30
(
2014
)
4
,
pp. 1053-1061
Persistent link: https://www.econbiz.de/10010400627
Saved in:
8
Return and volatility transmission between oil prices and oil-exporting and oil-importing countries
Guesmi, Khaled
;
Fattoum, Salma
- In:
Economic modelling
38
(
2014
),
pp. 305-310
Persistent link: https://www.econbiz.de/10010419073
Saved in:
9
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:
10
From oil to stock markets
Guesmi, Khaled
;
Boubaker, Heni
;
Lai, Van Son
- In:
Journal of economic integration
31
(
2016
)
1
,
pp. 103-133
Persistent link: https://www.econbiz.de/10011451684
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