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Predatory cells and puzzling financial crises : are toxic products good for the financial markets?

Mesly, Olivier; Chkir, Imed Eddine; Racicot, François-Éric - In: Economic modelling 78 (2019), pp. 11-31

Persistent link: https://www.econbiz.de/10012198799

A dynamic conditional correlation analysis of financial contagion : the case of the subprime credit crisis

Naoui, Kamel; Liouane, Naoufel; Brahim, Salem - In: International journal of economics and finance 2 (2010) 3, pp. 85-96

Persistent link: https://www.econbiz.de/10009313361

Study of speculative bubbles : the contribution of approximate entropy

Mahmoud, Imen; Naoui, Kamel; Jemmali, Hatem - In: International journal of economics and financial issues … 3 (2013) 3, pp. 683-693

Persistent link: https://www.econbiz.de/10010518968

Herding behaviour and market dynamic volatility : evidence from the US stock markets

Jlassi, Mouna; Naoui, Kamel - In: American journal of finance and accounting 4 (2015/2016) 1, pp. 70-91

Persistent link: https://www.econbiz.de/10011508878

Herding behavior, market sentiment and volatility : will the bubble resume?

Bekiros, Stelios; Jlassi, Mouna; Lucey, Brian M.; … - In: The North American journal of economics and finance : a … 42 (2017), pp. 107-131

Persistent link: https://www.econbiz.de/10011938084

Do stress tests reduce liquidity risk opacity?

Khammassi, Ines; Boufateh, Talel; Naoui, Kamel - In: American journal of finance and accounting 6 (2020) 2, pp. 135-158

Persistent link: https://www.econbiz.de/10012316102

Does Gold Act as a Safe Haven and Hedge for G7 Stock Markets? A Comparative Assessment between COVID-19 Versus Global Financial Crisis (GFC)

Ghorbali, Bassem; Naoui, Kamel; Derbali, Abdelkader … - 2022

This paper investigates the safe haven property and hedge of gold especially during GFC and COVID-19 for G7 stock markets. We use dynamic conditional correlation (DCC) and wavelet coherence analysis. Our finding reveals that the dynamic conditional correlation between gold and each G7 stock...

Persistent link: https://www.econbiz.de/10013403297

Does Bayesian shrinkage help to better reflect what happened during the subprime crisis?

Kaabia, Olfa; Abid, Ilyes; Guesmi, Khaled - In: Economic modelling 31 (2013), pp. 423-432

Persistent link: https://www.econbiz.de/10009729031

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

Sudden changes in volatility in European stock markets

Guesmi, Khaled; Teulon, Frédéric; Ftiti, Zied - In: The journal of applied business research 30 (2014) 6, pp. 1567-1576

Persistent link: https://www.econbiz.de/10010470492