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Directional predictability and time-frequency spillovers among clean energy sectors and oil price uncertainty

Urom, Christian; Mzoughi, Hela; Ndubuisi, Gideon Onyewuchi - In: The quarterly review of economics and finance : journal … 85 (2022), pp. 326-341

Persistent link: https://www.econbiz.de/10013336297

How do financial and commodity markets volatility react to real economic activity?

Urom, Christian; Ndubuisi, Gideon Onyewuchi; Guesmi, Khaled - In: Finance research letters 47 (2022) 2, pp. 1-10

Persistent link: https://www.econbiz.de/10013553789

American hedge funds industry, market timing and COVID-19 crisis

Khelife, Soumaya Ben; Urom, Christian; Guesmi, Khaled; … - In: The journal of asset management : a major new, … 23 (2022) 5, pp. 390-399

Persistent link: https://www.econbiz.de/10013392090

Economic activity, and financial and commodity markets' shocks : an analysis of implied volatility indexes

Urom, Christian; Ndubuisi, Gideon Onyewuchi; Ozor, Jude - In: International economics : a journal published by CEPII … 165 (2021), pp. 51-66

Persistent link: https://www.econbiz.de/10013254116

Global commodity and equity markets spillovers to Africa during the COVID-19 pandemic

Urom, Christian; Ndubuisi, Gideon Onyewuchi; Lo, Gaye Del; … - In: Emerging markets review 55 (2023), pp. 1-21

Persistent link: https://www.econbiz.de/10014481184

From black gold to financial fallout : analyzing extreme risk spillovers in oil-exporting nations

Abid, Ilyes; Benkraiem, Ramzi; Mzoughi, Hela; Urom, … - In: Journal of international financial markets, … 91 (2024), pp. 1-29

Persistent link: https://www.econbiz.de/10014494830

Characterizing South-East Asian stock market integration through time

Guesmi, Khaled - In: International journal of business 17 (2012) 1, pp. 99-112

Persistent link: https://www.econbiz.de/10009508595

Contagion effect of financial crisis on OECD stock markets

Kazi, Irfan Akbar; Guesmi, Khaled; Kaabia, Olfa - 2011

In this paper we investigate the contagion effect between stock markets of U.S and sixteen OECD countries due to Global Financial Crisis (2007-2009). We apply Dynamic Conditional Correlation GARCH model Engle (2002) to daily stock price data (2002-2009). In order to recognize the contagion...

Persistent link: https://www.econbiz.de/10010304806

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

Does shift contagion exist between OECD stock markets during the financial crisis?

Guesmi, Khaled; Kaabia, Olfa; Kazi, Irfan Akbar - In: The journal of applied business research 29 (2013) 2, pp. 469-484

Persistent link: https://www.econbiz.de/10009731313