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How informative are variance risk premium and implied volatility for Value-at-Risk prediction? : international evidence

Slim, Skander; Dahmene, Meriam; Boughrara, Adel - In: The quarterly review of economics and finance : journal … 76 (2020), pp. 22-37

Persistent link: https://www.econbiz.de/10012417081

On the performance and practicability of the monetary targeting in Tunisia

Boughrara, Adel - In: Indian journal of economics & business : IJEB 5 (2006) 1, pp. 89-105

Persistent link: https://www.econbiz.de/10003361732

Money demand in Tunisia during the reform period

Boughrara, Adel - In: Savings and development : quarterly review 25 (2001) 2, pp. 117-137

Persistent link: https://www.econbiz.de/10001683906

The dynamic relationship between investor attention and stock market volatility : international evidence

Ben El Hadj Said, Imene; Slim, Skander - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-25

This paper investigates the role of investor attention in forecasting realized volatility for fourteen international stock markets, by means of Google Trends data, over the sample period January 2004 through November 2021. We devise an augmented Empirical Similarity model that combines three...

Persistent link: https://www.econbiz.de/10012821063

The relationship between trading activity and stock market volatility : does the volume threshold matter?

Koubaa, Yosra; Slim, Skander - In: Economic modelling 82 (2019), pp. 168-184

Persistent link: https://www.econbiz.de/10012202914

Forecasting realized volatility of Bitcoin : the informative role of price duration

Slim, Skander; Tabche, Ibrahim; Koubaa, Yosra; Osman, … - In: Journal of forecasting 42 (2023) 7, pp. 1909-1929

Persistent link: https://www.econbiz.de/10014432802

Is there a bank lending channel of monetary policy in selected MENA countries? : a comparative analysis

Boughrara, Adel; Ghazouani, Samir - In: Middle East development journal : a publication of the … 2 (2010) 2, pp. 251-282

Persistent link: https://www.econbiz.de/10008807716

The relationship between financial liberalization and stock market volatility : the mediating role of financial crises

Rejeba, Aymen Ben; Boughrara, Adel - In: Journal of economic policy reform 17 (2014) 1, pp. 46-70

Persistent link: https://www.econbiz.de/10010358410

On the effect of full-fledged IT adoption on stock returns and their conditional volatility : evidence from propensity score matching

Dridi, Ichrak; Boughrara, Adel - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 179-194

Persistent link: https://www.econbiz.de/10012655300

Does inflation targeting matter for foreign portfolio investment : evidence from propensity score matching

Boughrara, Adel; Dridi, Ichrak - In: Journal of economic development 42 (2017) 2, pp. 67-86

Persistent link: https://www.econbiz.de/10011701257