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Assessing downside and upside risk spillovers across conventional and socially responsible stock markets

Ben Ameur, Hachmi; Jawadi, Fredj; Jawadi, Nabila; … - In: Economic modelling 88 (2020), pp. 200-210

Persistent link: https://www.econbiz.de/10012417068

Financial and economic systems : transformations and new challenges

Ftiti, Zied (ed.); Ben Ameur, Hachmi (ed.); … - 2021

"In the last twenty years, several periods of turmoil have shaped the financial and economic system. Many regulatory policies, such as Basle III, have been introduced to overcome further crises and scandals. In addition, monetary policy has experienced a transition from conventional to...

Persistent link: https://www.econbiz.de/10012308364

Does the equity premium puzzle persist during financial crisis? : the case of the French equity market

Bellelah, M. A.; Bellelah, M. O.; Ben Ameur, Hachmi; … - In: Research in international business and finance 39 (2017), pp. 851-866

Persistent link: https://www.econbiz.de/10011912395

Modeling international stock price comovements with high-frequency data

Ben Ameur, Hachmi; Jawadi, Fredj; Louhichi, Wael; … - In: Macroeconomic dynamics 22 (2018) 7, pp. 1875-1903

Persistent link: https://www.econbiz.de/10011918211

Volatility transmission to the fine wine market

Ben Ameur, Hachmi; Le Fur, Eric - In: Economic modelling 85 (2020), pp. 307-316

Persistent link: https://www.econbiz.de/10012210659

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

On oil-US exchange rate volatility relationships : an intradaily analysis

Jawadi, Fredj; Louhichi, Waël; Ben Ameur, Hachmi - 2017

Persistent link: https://www.econbiz.de/10011738106

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

When did global warming start? : a new baseline for carbon budgeting

Ben Ameur, Hachmi; Han, Xuyuan; Liu, Zhenya; Peillex, … - In: Economic modelling 116 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10014513235

Revisiting capital flow drivers : regional dynamics, constraints, and geopolitical influences

Ftiti, Zied; Ben Ameur, Hachmi; Louhichi, Wael; … - In: Journal of international money and finance 142 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10014549852

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