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Tunisian revolution and stock market volatility : evidence from FIEGARCH model

Jeribi, Ahmed; Fakhfekh, Mohamed; Jarboui, Anis - In: Managerial finance 41 (2015) 10, pp. 1112-1135

Persistent link: https://www.econbiz.de/10011453669

The role of the ex ante uncertainty in the pre-listing IPO process : evidence from the Tunisian stock market

Jeribi, Ahmed; Jarboui, Anis - In: International journal of economics and business research 10 (2015) 1, pp. 46-65

Persistent link: https://www.econbiz.de/10011412182

Volatility dynamics and diversification benefits of Bitcoin under asymmetric and long memory effects

Jeribi, Ahmed; Fakhfekh, Mohamed; Jarboui, Anis - In: Global business & economics review 26 (2022) 1, pp. 65-83

Persistent link: https://www.econbiz.de/10012798074

Are digital assets backstops for GCC stock markets in COVID-19-led financial crisis?

Loukil, Sahar; Aloui, Mouna; Jeribi, Ahmed; Jarboui, Anis - In: International journal of electronic finance : IJEF 10 (2021) 4, pp. 232-259

Persistent link: https://www.econbiz.de/10012798960

Long memory properties on Tunisian sectorial stock market index volatilities : evidence from FIEGARCH model

Fakhfekh, Mohamed; Jeribi, Ahmed; Hachicha, Nejib - In: International journal of sustainable economy 7 (2015) 4, pp. 280-305

Persistent link: https://www.econbiz.de/10011546085

Are cryptocurrencies a backstop for the stock market in a COVID-19-led financial crisis? : evidence from the NARDL approach

Jeribi, Ahmed; Jena, Sangram Keshari; Lahiani, Amine - In: International Journal of Financial Studies : open … 9 (2021) 3, pp. 1-36

The study investigates the safe haven properties and sustainability of the top five cryptocurrencies (Bitcoin, Ethereum, Dash, Monero, and Ripple) and gold for BRICS stock markets during the COVID-19 crisis period from 31 January 2020 to 17 September 2020 in comparison to the precrisis period...

Persistent link: https://www.econbiz.de/10012587922

Investigating the relationship between volatilities of cryptocurrencies and other financial assets

Ghorbel, Achraf; Jeribi, Ahmed - In: Decisions in economics and finance : a journal of … 44 (2021) 2, pp. 817-843

Persistent link: https://www.econbiz.de/10012795001

Spillovers between cryptocurrencies, gold and stock markets : implication for hedging strategies and portfolio diversification under the COVID-19 pandemic

Lamine, Ahlem; Jeribi, Ahmed; Fakhfakh, Tarek - In: Journal of economics, finance & administrative science 29 (2024) 57, pp. 21-41

Purpose This study analyzes the static and dynamic risk spillover between US/Chinese stock markets, cryptocurrencies and gold using daily data from August 24, 2018, to January 29, 2021. This study provides practical policy implications for investors and portfolio managers....

Persistent link: https://www.econbiz.de/10014506805

Subsample analysis of stock market : cryptocurrency returns tail dependence : acopula approach for the tails

Boukef Jlassi, Nabila; Jeribi, Ahmed; Lahiani, Amine; … - In: Finance research letters 58 (2023) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10014582463

Stock Markets from COVID-19 to the Russia-Ukraine Crisis : Structural Breaks in Interactive Effects Panels

Karamti, Chiraz; Jeribi, Ahmed - 2022

Following the recovery of stock markets in the aftermath of the COVID pandemic, global commodity prices have surged to multi-year highs as a result of Russia's military attack on Ukraine on February 24, 2022. Russia, being one of the world's largest oil, natural gas, and wheat producers, has a...

Persistent link: https://www.econbiz.de/10014236335