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Volatility transmission and herding contigion during the global financial crises

Abbes, Mouna Boujelbène - In: International journal of managerial and financial accounting 5 (2013) 2, pp. 138-161

Persistent link: https://www.econbiz.de/10009746408

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

Asymmetric and negative return-volatility relation : a behavioural explanation

Abbes, Mouna Boujelbène; Salah, Ines Ben; Ellouze, … - In: International journal of economics and business research 6 (2013) 3, pp. 243-260

Persistent link: https://www.econbiz.de/10010351133

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

The impact of political instability driven by the Tunisian revolution on the relationship between Google search queries index and financial market dynamics

Trichilli, Yousra; Abbes, Mouna Boujelbène; Zouari, Sabrine - In: Journal of capital markets studies 4 (2020) 1, pp. 61-76

Purpose This paper examines the impact of political instability on the investors' behavior, measured by Google search queries, and on the dynamics of stock market returns. Design/methodology/approach First, by using the DCC-GARCH model, the authors examine the effect of investor sentiment on the...

Persistent link: https://www.econbiz.de/10012395335