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Testing for nonlinearity & modeling volatility in emerging capital markets : the case of Tunisia
Saadi, Samir; Gandhi, Devinder K.; Dutta, Shantanu - In: International journal of theoretical and applied finance 9 (2006) 7, pp. 1021-1050
Persistent link: https://www.econbiz.de/10003395958
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Value-at-risk adjusted to the specificities of emerging markets : an analysis for the Tunisian market
Snoussi, Wafa; El-Aroui, Mhamed-Ali - In: International journal of emerging markets 7 (2012) 1, pp. 86-100
Persistent link: https://www.econbiz.de/10009547204
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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
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Financial fluctuations in the Tunisian repressed market context : a Markov-switching-GARCH approach
Chebbi, Ali; Louafi, Raoudha; Hedhli, Amel - In: Macroeconomics and finance in emerging market economies 7 (2014) 2, pp. 284-302
Persistent link: https://www.econbiz.de/10010436253
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Volatility transmission within financial markets during the COVID-19 pandemic : are faith-based investors well off in Tunisia?
Mustapha Ishaq Akinlaso; Aroua Robbana; Nura Mohamed - In: Journal of Islamic accounting and business research 13 (2022) 1, pp. 98-113
Persistent link: https://www.econbiz.de/10012796778
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The impact of political instability driven by the Tunisian revolution on the relationship between Google search queries index and financial market dynamics
Trichilli, Yousra; Abbes, Mouna Boujelbène; Zouari, Sabrine - In: Journal of capital markets studies 4 (2020) 1, pp. 61-76
Purpose This paper examines the impact of political instability on the investors' behavior, measured by Google search queries, and on the dynamics of stock market returns. Design/methodology/approach First, by using the DCC-GARCH model, the authors examine the effect of investor sentiment on the...
Persistent link: https://www.econbiz.de/10012395335
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Financial integration : the Tunisian context
Ghabara, Hela; Ouertani, Nadia Abaoub - In: Governance and sustainability : international perspectives, (pp. 127-142). 2020
Persistent link: https://www.econbiz.de/10012270781
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New evidence on sources of leverage effects in individual stocks
Smith, Geoffrey Peter - In: The financial review : the official publication of the … 50 (2015) 3, pp. 331-340
Persistent link: https://www.econbiz.de/10011338155
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Leverage and asymmetric volatility : the firm-level evidence
Ericsson, Jan; Huang, Xiao; Mazzotta, Stefano - In: Journal of empirical finance 38 (2016), pp. 1-21
Persistent link: https://www.econbiz.de/10011663127
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Financial Structure and Macroeconomic Volatility : A Panel Data Analysis
Bezooijen, Emiel - 2017
lending. Using panel data on 55 countries between 1975 and 2014 and three different measures of financial structure, we …
Persistent link: https://www.econbiz.de/10012947231