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This study examines the contagion of herding behavior in the Tunisian financial system during the period 2000:01-2012:12 by using several GARCH models. The BEKK-GARCH model results prove the volatility spillovers between the residues of time deposit and other financial variables for savings...
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-2010. The net interest margin (NIM) is used as profitability measure to determine the affect of bank-specific, macroeconomic … indicators, financial development indicators and bank concentration and crisis on profitability. The descriptive, correlation and … model who measure the bank profitability. Thus, profitability seems to have been positively influenced by the size …
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efficiencies of the Tunisian central bank interventions. It is found that in Tunisia, the bank liquidity need is in some way …This paper investigates the effects of bank liquidity needs on the monetary authority's reaction. Over the period … neglected by monetary authorities, although it has a short-term and steady effect on the central bank reaction. It is …
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