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Valuation of American CAC 40 index and wildcard options

Bellalah, Mondher - In: International review of economics & finance : IREF 10 (2001) 1, pp. 75-94

Persistent link: https://www.econbiz.de/10001569169

Managing derivatives in the presence of a smile effect and incomplete information

Bellalah, Mondher - In: Risk management and value : valuation and asset price, (pp. 1-10). 2008

Persistent link: https://www.econbiz.de/10003686148

Recent topics in applied financial economics

Jawadi, Fredj - In: Applied economics 47 (2015) 34/36, pp. 3613-3616

Persistent link: https://www.econbiz.de/10011293492

Essay in dividend modelling and forecasting : does nonlinearity help?

Jawadi, Fredj - In: Applied financial economics 19 (2009) 16/18, pp. 1329-1343

This article develops a method of nonlinear modelling for the dividends of the Group of seven (G7) indexes using threshold techniques: Smooth Transition Autoregressive Models (STAR). First, smoothness and nonlinearity are justified by the presence of heterogeneous expectations and companies of...

Persistent link: https://www.econbiz.de/10003886171

Option valuation with information costs : theory and tests

Bellalah, Mondher - In: The financial review : the official publication of the … 30 (1995) 3, pp. 617-635

Persistent link: https://www.econbiz.de/10001190096

A decomposition of empirical distributions with applications to the valuation of derivative assets

Bellalah, Mondher; Lavielle, Marc - In: Multinational finance journal : MF ; quarterly … 6 (2002) 2, pp. 99-130

Persistent link: https://www.econbiz.de/10001780024

The performance of hybrid models in the assessment of default risk

Zouari, Sami; Bellalah, Mondher; Lévy, Jean-Jacques - In: 6th International Finance Conference on Financial …, (pp. 2-24). 2011

Persistent link: https://www.econbiz.de/10009634605

Oil price fluctuations and equity returns in net oil-exporting countries

Arouri, Mohamed; Bellalah, Mondher; Lahiani, Amine; … - In: 6th International Finance Conference on Financial …, (pp. 135-145). 2011

Persistent link: https://www.econbiz.de/10009655288

The comovements in international stock markets : new evidence from Latin American emerging countries

Arouri, Mohamed; Bellalah, Mondher; Nguyen, Duc Khuong - In: Applied economics letters 17 (2010) 13/15, pp. 1323-1328

Persistent link: https://www.econbiz.de/10008938299

Testing and modeling jump contagion across international stock markets : a nonparametric intraday approach

Jawadi, Fredj; Louhichi, Waël; Cheffou, Abdoulkarim Idi - In: Journal of financial markets 26 (2015), pp. 64-84

Persistent link: https://www.econbiz.de/10011477277