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The Tunisian stock market index volatility : long memory vs. switching regime

Charfeddine, Lanouar; Ajmi, Ahdi Noomen - In: Emerging markets review 16 (2013), pp. 145-169

Persistent link: https://www.econbiz.de/10010243139

Causality between inflation and inflation uncertainty in South Africa: evidence from a Markov-switching vector autoregressive model

Nasr, Adnen Ben; Balcilar, Mehmet; Ajmi, Ahdi Noomen; … - In: Emerging markets review 24 (2015), pp. 46-68

Persistent link: https://www.econbiz.de/10011538531

Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model

Nasr, Adnen Ben; Ajmi, Ahdi Noomen; Gupta, Rangan - In: Applied financial economics 24 (2014) 13/15, pp. 993-1004

Persistent link: https://www.econbiz.de/10010415355

Contagion versus interdependence : the case of the BRIC countries during the subprime crises

Zouhair, Mrabet; Charfeddine, Lanouar; Ajmi, Ahdi Noomen - In: Emerging markets and the global economy, (pp. 555-582). 2014

Persistent link: https://www.econbiz.de/10010434622

Research output and economic growth in G7 countries : new evidence from asymmetric panel causality testing

Hatemi-J, Abdulnasser; Ajmi, Ahdi Noomen; El Montasser, … - In: Applied economics 48 (2016) 22/24, pp. 2301-2308

Persistent link: https://www.econbiz.de/10011590798

The Reserve Bank of Australia Intervention : Exchange Rate Volatility from FIGARCH Modelling

Ajmi, Ahdi Noomen; Ghorbel, Ahmed; Trabelsi, Abdelwahed - 2003

In this paper, we investigate the effect of the Reserve Bank of Australia on the $US/$A volatility in the period 1983-1995, which can be broken into four distinct phases. Equally, we investigate the changing effectiveness of daily intervention into various separate components. We test the...

Persistent link: https://www.econbiz.de/10014074870