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Tunisian revolution and stock market volatility : evidence from FIEGARCH model

Jeribi, Ahmed; Fakhfekh, Mohamed; Jarboui, Anis - In: Managerial finance 41 (2015) 10, pp. 1112-1135

Persistent link: https://www.econbiz.de/10011453669

Volatility dynamics and diversification benefits of Bitcoin under asymmetric and long memory effects

Jeribi, Ahmed; Fakhfekh, Mohamed; Jarboui, Anis - In: Global business & economics review 26 (2022) 1, pp. 65-83

Persistent link: https://www.econbiz.de/10012798074

Long memory properties on Tunisian sectorial stock market index volatilities : evidence from FIEGARCH model

Fakhfekh, Mohamed; Jeribi, Ahmed; Hachicha, Nejib - In: International journal of sustainable economy 7 (2015) 4, pp. 280-305

Persistent link: https://www.econbiz.de/10011546085

Volatility spillovers and contagion between energy sector and financial assets during COVID-19 crisis period

Ghorbel, Achraf; Jeribi, Ahmed - In: Eurasian economic review : a journal in applied … 11 (2021) 3, pp. 449-467

Persistent link: https://www.econbiz.de/10012616018

Investigating the relationship between volatilities of cryptocurrencies and other financial assets

Ghorbel, Achraf; Jeribi, Ahmed - In: Decisions in economics and finance : a journal of … 44 (2021) 2, pp. 817-843

Persistent link: https://www.econbiz.de/10012795001

Volatility dynamics of crypto-currencies’ returns : Evidence from asymmetric and long memory GARCH models

Fakhfekh, Mohamed; Jeribi, Ahmed - In: Research in international business and finance 51 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012210511

Volatility dynamics of the Tunisian stock market before and during the COVID-19 outbreak : evidence from the GARCH family models

Fakhfekh, Mohamed; Jeribi, Ahmed; Ben Salem, Marwa - In: International journal of finance & economics : IJFE 28 (2023) 2, pp. 1653-1666

Persistent link: https://www.econbiz.de/10014253433

Extreme dependence and risk spillover across G7 and China stock markets before and during the COVID-19 period

Ghorbel, Ahmed; Fakhfekh, Mohamed; Jeribi, Ahmed; … - In: The journal of risk finance : JRF 23 (2022) 2, pp. 206-244

Persistent link: https://www.econbiz.de/10013370537

Hedging stock market prices with WTI, Gold, VIX and cryptocurrencies : a comparison between DCC, ADCC and GO-GARCH models

Fakhfekh, Mohamed; Jeribi, Ahmed; Ghorbel, Ahmed; … - In: International journal of emerging markets 18 (2023) 4, pp. 978-1006

Persistent link: https://www.econbiz.de/10014333595

What matters for comovements among gold, Bitcoin, CO2, commodities, VIX and international stock markets during the health, political and bank crises?

Frikha, Wajdi; Bejaoui, Azza; Bariviera, Aurelio Fernández - In: Risks : open access journal 12 (2024) 3, pp. 1-31

This paper analyzes the connectedness between gold, wheat, and crude oil futures, Bitcoin, carbon emission futures, and international stock markets in the G7, BRICS, and Gulf regions with the outbreak of exogenous and unexpected shocks related to health, banking, and political crises. To this...

Persistent link: https://www.econbiz.de/10014497440