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A multivariate GARCH analysis for South and North American stock market volatility

Ajmi, Ahdi Noomen - In: The empirical economics letters : a monthly … 10 (2011) 6, pp. 603-612

Persistent link: https://www.econbiz.de/10009512418

Long memory volatility in the stock market returns : evidence from the crisis in Hong Kong

Selmi, Nadhem; Hachicha, Nejib; Ajmi, Ahdi Noomen - In: The empirical economics letters : a monthly … 10 (2011) 3, pp. 269-280

Persistent link: https://www.econbiz.de/10009507371

Causality between US economic policy and equity market uncertainties : evidence from linear and nonlinear tests

Ajmi, Ahdi Noomen; Aye, Goodness C.; Balcilar, Mehmet; … - In: Journal of applied economics 18 (2015) 2, pp. 225-246

Persistent link: https://www.econbiz.de/10011554957

Systemic sovereign risk and asset prices : evidence from the CDS market, stressed European economies and nonlinear causality tests

Apergēs, Nikolaos; Ajmi, Ahdi Noomen - In: Finance a úvěr 65 (2015) 2, pp. 127-143

Persistent link: https://www.econbiz.de/10010501896

Oil prices and MENA stock markets : new evidence from nonlinear and asymmetric causalities during and after the crisis period

Ajmi, Ahdi Noomen; El Montasser, Ghassen; Hammoudeh, Shawkat - In: Applied economics 46 (2014) 16/18, pp. 2167-2177

Persistent link: https://www.econbiz.de/10010413309

Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic : does economic policy uncertainty matter?

Youssef, Manel; Mokni, Khaled; Ajmi, Ahdi Noomen - In: Financial innovation : FIN 7 (2021), pp. 1-27

This study investigates the dynamic connectedness between stock indices and the effect of economic policy uncertainty (EPU) in eight countries where COVID-19 was most widespread (China, Italy, France, Germany, Spain, Russia, the US, and the UK) by implementing the time-varying VAR (TVP-VAR)...

Persistent link: https://www.econbiz.de/10012495004

Economic policy uncertainty and the Bitcoin-US stock nexus

Mokni, Khaled; Ajmi, Ahdi Noomen; Bouri, Elie; Xuan Vinh Vo - In: Journal of multinational financial management 57/58 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012597164

Distributional predictability between oil prices and renewable energy stocks : is there a role for the COVID-19 pandemic?

Hammoudeh, Shawkat; Mokni, Khaled; Ben Salha, Ousama; … - In: Energy economics 103 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10013364061