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The relationship between US stock, commodity and virtual markets during COVID-19 forced crisis

Osman, Myriam Ben; Naoui, Kamel - In: Financial Market Dynamics after COVID 19 : The …, (pp. 11-23). 2022

Persistent link: https://www.econbiz.de/10013198538

Are markets sentiment driving the price bubbles in the virtual?

Osman, Myriam Ben; Galariotis, Emilios; Guesmi, Khaled; … - In: International review of economics & finance : IREF 89 (2024) 2, pp. 272-285

Persistent link: https://www.econbiz.de/10014446760

Diversification in financial and crypto markets

Osman, Myriam Ben; Galariotis, Emilios; Guesmi, Khaled; … - In: International review of financial analysis 89 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014466238

Economic sentiment and the cryptocurrency market in the post-COVID-19 era

Osman, Myriam Ben; Urom, Christian; Guesmi, Khaled; … - In: International review of financial analysis 91 (2024), pp. 1-25

Persistent link: https://www.econbiz.de/10014446935

Diversification in Financial and Crypto Markets

Ben Osman, Myriam; Galariotis, Emilios C.; Guesmi, Khaled; … - 2023

This article investigates the conditional value at risk (CVaR) of two portfolio optimization approaches containing assets from the financial and crypto markets. We first catch the conditional interdependence structure among each variable through the vine-copula-GARCH model before merging it with...

Persistent link: https://www.econbiz.de/10014254389

Intrinsic bubbles in the American stock exchange : the case of the S&P 500 index

Naoui, Kamel - In: International journal of economics and finance 3 (2011) 1, pp. 124-132

Persistent link: https://www.econbiz.de/10009314019

Time‐varying responses of stock returns to market illiquidity : Stress scenario with regime‐switching framework

Ben Soltane, Héla; Naoui, Kamel - In: International Journal of Finance & Economics 26 (2020) 1, pp. 1611-1622

Persistent link: https://www.econbiz.de/10012406926

COVID-19 news in USA and in China : which is suitable in explaining the nexus among Bitcoin and Gold?

Derbali, Abdelkader; Naoui, Kamel; Jamel, Lamia - In: Pacific Accounting Review 33 (2021) 5, pp. 578-595

Purpose: The purpose of this paper is to examine empirically the impact of COVID-19 pandemic news in USA and in China on the dynamic conditional correlation between Bitcoin and Gold. Design/methodology/approach: This paper offers a crucial viewpoint to the predictive capacity of COVID-19...

Persistent link: https://www.econbiz.de/10012641715

A dynamic conditional correlation analysis of financial contagion : the case of the subprime credit crisis

Naoui, Kamel; Liouane, Naoufel; Brahim, Salem - In: International journal of economics and finance 2 (2010) 3, pp. 85-96

Persistent link: https://www.econbiz.de/10009313361

Study of speculative bubbles : the contribution of approximate entropy

Mahmoud, Imen; Naoui, Kamel; Jemmali, Hatem - In: International journal of economics and financial issues … 3 (2013) 3, pp. 683-693

Persistent link: https://www.econbiz.de/10010518968