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~subject:"Volatilität"
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Volatilität
Arabische Golf-Staaten
3
Gulf countries
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Volatility
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Aktienmarkt
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Asymmetry
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BEKK-GARCH process
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Emerging economies
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2005-2009
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Harrathi, Nizar
3
Houfi, Mohamed Ali
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Majdoub, Jihed
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Aloui, Chaker
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Jouini, Jamel
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6th International Finance Conference on Financial Crisis and Governance
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Economic modelling
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International journal of financial research
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ECONIS (ZBW)
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Revisiting the shock and volatility transmissions among GCC stock and oil markets : a further investigation
Jouini, Jamel
;
Harrathi, Nizar
- In:
Economic modelling
38
(
2014
),
pp. 486-494
Persistent link: https://www.econbiz.de/10010418988
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2
Volatility spillover among Islamic and others : emerging stock markets
Majdoub, Jihed
;
Houfi, Mohamed Ali
;
Harrathi, Nizar
- In:
6th International Finance Conference on Financial …
,
(pp. 246-260)
.
2011
Persistent link: https://www.econbiz.de/10009656376
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3
Emerging equity markets connectedness, portfolio hedging strategies and effectiveness
Harrathi, Nizar
;
Aloui, Chaker
;
Houfi, Mohamed Ali
; …
- In:
International journal of financial research
7
(
2016
)
2
,
pp. 189-201
Persistent link: https://www.econbiz.de/10011577189
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