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Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model
Jawadi, Fredj; Louhichi, Wael; Cheffou, Abdoulkarim Idi; … - In: Decision making and risk/return optimization in …, (pp. 275-295). 2019
Persistent link: https://www.econbiz.de/10012134816
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Measurement errors in stock markets
Ben Ameur, Hachmi; Cheffou, Abdoulkarim Idi; Louhichi, Wael - In: Risk management decisions and wealth management in …, (pp. 287-306). 2018
Persistent link: https://www.econbiz.de/10011871635
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Revisiting the relationship between spot and futures markets : evidence from commodity markets and NARDL framework
Ben Ameur, Hachmi; Ftiti, Zied; Louhichi, Waël - In: Financial modeling and risk management of energy and …, (pp. 171-189). 2022
Persistent link: https://www.econbiz.de/10013349936
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Measuring extreme risk dependence between the oil and gas markets
Ben Ameur, Hachmi; Ftiti, Zied; Jawadi, Fredj; … - In: Risk management decisions and value under uncertainty, (pp. 755-772). 2022
Persistent link: https://www.econbiz.de/10013342041
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The Brexit impact on European market co-movements
Ben Ameur, Hachmi; Louhichi, Waël - In: Risk management decisions and value under uncertainty, (pp. 1387-1403). 2022
Persistent link: https://www.econbiz.de/10013342123
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Pass-through of exchange rate shocks to prices in the euro area : evidence from pricing chain model
Cheikh, Nidhaleddine Ben; Louhichi, Waël - In: Monetary policy in the context of the financial crisis …, (pp. 113-162). 2015
Persistent link: https://www.econbiz.de/10011326835
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U.S stock market and cryptocurrencies during the COVID-19 pandemic outbreak
Yousfi, Mohamed; Zaied, Younes Ben; Tliche, Youssef - In: Crises and Uncertainty in the Economy, (pp. 171-186). 2022
Persistent link: https://www.econbiz.de/10014226986
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A non-parametric decomposition of the environmental performance-income relationship : evidence from a non-linear model
Ben Lahouel, Bechir; Zaied, Younes Ben; Yang, Guo-liang; … - In: Financial modeling and risk management of energy and …, (pp. 525-558). 2022
Persistent link: https://www.econbiz.de/10013350129
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GARCH models with CPPI application
Ameur, Hachmi Ben - In: Nonlinear modeling of economic and financial time-series, (pp. 187-205). 2010
Persistent link: https://www.econbiz.de/10008857806