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Modelling inflation shifts and persistence in Tunisia : perspectives from an evolutionary spectral approach
Ftiti, Zied; Guesmi, Khaled; Nguyen, Duc Khuong; … - In: Applied economics 47 (2015) 55/57, pp. 6200-6210
Persistent link: https://www.econbiz.de/10011381288
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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
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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
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On the validity of the Keynesian Absolute Income hypothesis in Pakistan : an ARDL bounds testing approach
Shahbaz, Muhammad; Nawaz, Kishwar; Arouri, Mohamed; … - In: Economic modelling 35 (2013), pp. 290-296
Persistent link: https://www.econbiz.de/10010259444
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Persistence of performance using the four-factor pricing model : evidence from Dow Jones Islamic Index
El Khamlichi, Abdelbari; Arouri, Mohamed; Teulon, Frédéric - In: The journal of applied business research 30 (2014) 3, pp. 917-927
Persistent link: https://www.econbiz.de/10010370792
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Stock returns and inflation in Pakistan
Tiwari, Aviral Kumar; Dar, Arif Billah; Bhanja, Niyati; … - In: Economic modelling 47 (2015), pp. 23-31
Persistent link: https://www.econbiz.de/10011437015
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On the effects of world stock market and oil price shocks on food prices : an empirical investigation based on TVP-VAR models with stochastic volatility
Jebabli, Ikram; Arouri, Mohamed; Teulon, Frédéric - In: Energy economics 45 (2014), pp. 66-98
Persistent link: https://www.econbiz.de/10010504792
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Integration versus segmentation in Middle East North Africa Equity Market : time variations and currency risk
Guesmi, Khaled; Moisseron, Jean-Yves; Teulon, Frédéric - In: Journal of international financial markets, … 28 (2014), pp. 204-212
Persistent link: https://www.econbiz.de/10010411565
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The determinants of regional stock market integration in middle east : a conditional ICAPM approach
Guesmi, Khaled; Teulon, Frédéric - In: International economics : a journal published by CEPII … 137 (2014), pp. 22-31
Persistent link: https://www.econbiz.de/10011620029