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Long-run relationships between international stock prices: further evidence from fractional cointegration tests

Aloy, Marcel; Boutahar, Mohamed; Gente, Karine; … - In: Applied Economics 45 (2013) 7, pp. 817-828

The recent empirical literature supports the view that most of the international stock prices are not pairwise cointegrated. However, by using fractional cointegration techniques, this article shows that France, Germany, Hong Kong and Japan's stock prices indices are pairwise fractionally...

Persistent link: https://www.econbiz.de/10010549343

A fractionally integrated exponential STAR model applied to the US real effective exchange rate

Boutahar, Mohamed; Mootamri, Imène; Péguin-Feissolle, Anne - In: Economic modelling 26 (2009) 2, pp. 335-341

Persistent link: https://www.econbiz.de/10008170440

Optimal prediction with nonstationary ARFIMA model

Boutahar, Mohamed - In: Journal of forecasting 26 (2007) 2, pp. 95-112

Persistent link: https://www.econbiz.de/10007604891

Detecting multiple breaks in time series covariance structure: a non-parametric approach based on the evolutionary spectral density

Ahamada, Ibrahim; Jouini, Jamel; Boutahar, Mohamed - In: Applied economics 36 (2004) 10, pp. 1095-1102

Persistent link: https://www.econbiz.de/10007646482

Structural change in tail behaviour and the recent financial crisis

Raggad, Bechir; Boutahar, Mohamed - In: International journal of monetary economics and finance 5 (2012) 3, pp. 277-298

Persistent link: https://www.econbiz.de/10010077367

Evidence on structural changes in U.S. time series

Jouini, Jamel; Boutahar, Mohamed - In: Economic modelling 22 (2005) 3, pp. 391-422

Persistent link: https://www.econbiz.de/10006238239

Seasonal Nonlinear Long Memory Model for the US Inflation Rates

Ajmi, Ahdi Noomen; Ben Nasr, Adnen; Boutahar, Mohamed - In: Computational economics 31 (2008) 3, pp. 243-254

Persistent link: https://www.econbiz.de/10007988798

Erratum to "Tests for covariance stationarity and white noise, with an application to Euro-US dollar exchange rate - An approach based on the evolutionary spectral density" (Econom...

Ahamada, Ibrahim; Boutahar, Mohamed - In: Economics letters 78 (2003) 2, pp. 293

Persistent link: https://www.econbiz.de/10006764533

A fractionally integrated exponential STAR model applied to the US real effective exchange rate

Boutahar, Mohamed; Mootamri, Imène; Péguin-Feissolle, Anne - In: Economic modelling 26 (2009) 2, pp. 335-342

Persistent link: https://www.econbiz.de/10008889871

Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all?

Aloy, Marcel; Boutahar, Mohamed; Gente, Karine; … - In: Economic modelling 28 (2011) 3, pp. 1279-1291

Persistent link: https://www.econbiz.de/10008893602