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ARCH-Modell
Aktienmarkt
64
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63
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57
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57
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55
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55
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43
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Jawadi, Fredj
18
Arouri, Mohamed
13
Ftiti, Zied
7
Nguyen, Duc Khuong
7
Louhichi, Waël
6
Cheffou, Abdoulkarim Idi
5
Lahiani, Amine
5
Barnett, William A.
3
Ben Ameur, Hachmi
3
Cheffou, Abdoukarim Idi
2
Jawadi, Nabila
2
Louhichi, Wael
2
Teulon, Frédéric
2
Ameur, Hachmi Ben
1
Aouadi, Amal
1
Bourghelle, David
1
Bu, Ruijun
1
Foulquier, Philippe
1
Guesmi, Khaled
1
Hemche, Omar
1
Jouini, Jamel
1
Li, Yuyi
1
Lévy, Aldo
1
Maliki, Samir B.
1
Moisseron, Jean-Yves
1
Randrianarivony, Rivo
1
Rozin, Philippe
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Economic modelling
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3
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2
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2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of applied business research
2
Working papers series in theoretical and applied economics
2
Annales d'économie et de statistique
1
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1
Decision making and risk/return optimization in financial economics
1
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Economie & prévision : EP
1
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1
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1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Managerial finance
1
Review of quantitative finance and accounting
1
Risk management decisions and value under uncertainty
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
31
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1
Cross-market dynamics and optimal portfolio strategies in Latin American equity markets
Arouri, Mohamed
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
European business review : EBR ; the official journal …
27
(
2015
)
2
,
pp. 161-181
Persistent link: https://www.econbiz.de/10011299632
Saved in:
2
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:
3
World gold prices and stock returns in China : insights for hedging and diversification strategies
Arouri, Mohamed
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
Economic modelling
44
(
2015
),
pp. 273-282
Persistent link: https://www.econbiz.de/10011326226
Saved in:
4
Assessing the intensity of US-Latin American market comovements and contagion effects in times of crisis
Arouri, Mohamed
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
Journal of quantitative economics : official journal of …
11
(
2013
)
1/2
,
pp. 130-147
Persistent link: https://www.econbiz.de/10010338339
Saved in:
5
Time-varying characteristics of cross-market linkages with empirical application to Gulf stock markets
Arouri, Mohamed
;
Nguyen, Duc Khuong
- In:
Managerial finance
36
(
2010
)
1/2
,
pp. 57-70
Persistent link: https://www.econbiz.de/10003941455
Saved in:
6
On the impacts of oil price fluctuations on European equity markets : volatility spillover and hedging effectiveness
Arouri, Mohamed
;
Jouini, Jamel
;
Nguyen, Duc Khuong
- In:
Energy economics
34
(
2012
)
2
,
pp. 611-617
Persistent link: https://www.econbiz.de/10009618672
Saved in:
7
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
Arouri, Mohamed
;
Lahiani, Amine
;
Lévy, Aldo
;
Nguyen, …
- In:
Energy economics
34
(
2012
)
1
,
pp. 283-293
Persistent link: https://www.econbiz.de/10009618848
Saved in:
8
Financial market integration : theory and empirical results
Arouri, Mohamed
;
Foulquier, Philippe
- In:
Economic modelling
29
(
2012
)
2
,
pp. 382-394
Persistent link: https://www.econbiz.de/10009536808
Saved in:
9
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:
10
Return and volatility transmission between world oil prices and stock markets of the GCC countries
Arouri, Mohamed
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
Economic modelling
28
(
2011
)
4
,
pp. 1815-1825
Persistent link: https://www.econbiz.de/10009272445
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