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Volatility dynamics of the Tunisian stock market before and during the <scp>COVID</scp> ‐19 outbreak : Evidence from the <scp>GARCH</scp>...

Fakhfekh, Mohamed; Jeribi, Ahmed; Ben Salem, Marwa - In: International Journal of Finance & Economics (2021)

Persistent link: https://www.econbiz.de/10012535416

Hedging stock market prices with WTI, Gold, VIX and cryptocurrencies : a comparison between DCC, ADCC and GO-GARCH models

Fakhfekh, Mohamed; Jeribi, Ahmed; Ghorbel, Ahmed; … - In: International Journal of Emerging Markets (2021)

Purpose: In a first place, the present paper is designed to examine the dynamic correlations persistent between five cryptocurrencies, WTI, Gold, VIX and four stock markets (SP500, FTSE, NIKKEI and MSCIEM). In a second place, it investigates the relevant optimal hedging...

Persistent link: https://www.econbiz.de/10012639031

Long memory properties on Tunisian sectorial stock market index volatilities : evidence from FIEGARCH model

Fakhfekh, Mohamed; Jeribi, Ahmed; Hachicha, Nejib - In: International journal of sustainable economy 7 (2015) 4, pp. 280-305

Persistent link: https://www.econbiz.de/10011546085

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

Volatility dynamics and diversification benefits of Bitcoin under asymmetric and long memory effects

Jeribi, Ahmed; Fakhfekh, Mohamed; Jarboui, Anis - In: Global business & economics review 26 (2022) 1, pp. 65-83

Persistent link: https://www.econbiz.de/10012798074

Portfolio management and dependence structure between cryptocurrencies and traditional assets : evidence from FIEGARCH-EVT-Copula

Jeribi, Ahmed; Fakhfekh, Mohamed - In: The journal of asset management : a major new, … 22 (2021) 3, pp. 224-239

Persistent link: https://www.econbiz.de/10012581598

Volatility dynamics of the Tunisian stock market before and during the COVID-19 outbreak : evidence from the GARCH family models

Fakhfekh, Mohamed; Jeribi, Ahmed; Ben Salem, Marwa - In: International journal of finance & economics : IJFE 28 (2023) 2, pp. 1653-1666

Persistent link: https://www.econbiz.de/10014253433

Extreme dependence and risk spillover across G7 and China stock markets before and during the COVID-19 period

Ghorbel, Ahmed; Fakhfekh, Mohamed; Jeribi, Ahmed; … - In: The journal of risk finance : JRF 23 (2022) 2, pp. 206-244

Persistent link: https://www.econbiz.de/10013370537

Hedging stock market prices with WTI, Gold, VIX and cryptocurrencies : a comparison between DCC, ADCC and GO-GARCH models

Fakhfekh, Mohamed; Jeribi, Ahmed; Ghorbel, Ahmed; … - In: International journal of emerging markets 18 (2023) 4, pp. 978-1006

Persistent link: https://www.econbiz.de/10014333595

Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times : an Archimax copula approach

Fakhfekh, Mohamed; Bejaoui, Azza; Bariviera, Aurelio … - In: The North American journal of economics and finance : a … 70 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10014492041