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Volatility spillovers and dynamic conditional correlation between crude oil and stock market returns

Ghorbel, Achraf; Abbes, Mouna Boujelbène; Boujelbène, … - In: International journal of managerial and financial accounting 4 (2012) 2, pp. 177-194

Persistent link: https://www.econbiz.de/10009561582

Volatility spillovers and dynamic conditional correlation between crude oil and stock market returns

Ghorbel, Achraf; Boujelbène Abbes, Mouna; Boujelbène, … - In: International journal of managerial and financial accounting 4 (2012) 2, pp. 177-194

Persistent link: https://www.econbiz.de/10010005553

Shocks and herding contagion in the oil and stock markets

Ghorbel, Achraf; Abbes, Mouna Boujelbène; Boujelbene, … - In: The IUP journal of applied finance : IJAF 19 (2013) 4, pp. 20-40

Persistent link: https://www.econbiz.de/10010202519

Volatility spillovers and dynamic correlation between liquidity risk factors in Tunisian banks

Zouari, Dorra; Ghorbel, Achraf; Zouari, Sonia Ghorbel; … - In: International journal of managerial and financial accounting 6 (2014) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10010399205

Volatility spillovers and dynamic correlation between liquidity risk factors in Tunisian banks

Zouari, Dorra; Ghorbel, Achraf; Ghorbel-Zouari, Sonia; … - In: International Journal of Managerial and Financial Accounting 6 (2014) 1, pp. 1-26

This paper analyses the volatility spillover and the dynamic correlation between liquidity risks factors in Tunisian banks over 1990:1 2011:12. Based on the BEKK-GARCH estimation results, we find a significant volatility spillover between deposit and loan to economy and between securities...

Persistent link: https://www.econbiz.de/10010760041

Volatility transmission and herding contigion during the global financial crises

Abbes, Mouna Boujelbène - In: International journal of managerial and financial accounting 5 (2013) 2, pp. 138-161

Persistent link: https://www.econbiz.de/10009746408

Does overconfidence bias explain volatility during the global financial crisis?

Abbes, Mouna Boujelbène - In: Transition studies review 19 (2013) 3, pp. 291-312

Persistent link: https://www.econbiz.de/10009710608

Disposition effect and momentum: prospect theory and mental accounting framework

Abbes, Mouna Boujelbène; Boujelbène, Younès; Bouri, … - In: The ICFAI University journal of behavioral finance 6 (2009) 2, pp. 52-64

Persistent link: https://www.econbiz.de/10003862281

The cross-section excess returns: risk factors and investor sentiment

Abdelhedi, Mouna; Abbes, Mouna Boujelbène; … - In: The ICFAI journal of applied finance 15 (2009) 9, pp. 5-21

Persistent link: https://www.econbiz.de/10003894624

Equity premium puzzle, prospect theory and subprime crisis

Abdelhédi-Zouch, Mouna; Abbes, Mouna Boujelbène; … - In: The IUP journal of applied finance : IJAF 18 (2012) 2, pp. 19-36

Persistent link: https://www.econbiz.de/10009553661

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