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How informative are variance risk premium and implied volatility for Value-at-Risk prediction? : international evidence

Slim, Skander; Dahmene, Meriam; Boughrara, Adel - In: The quarterly review of economics and finance : journal … 76 (2020), pp. 22-37

Persistent link: https://www.econbiz.de/10012417081

Asymmetric information, volatility components and the volume-volatility relationship for the CAC40 stocks

Slim, Skander; Dahmene, Meriam - In: Global finance journal 29 (2016), pp. 70-84

Persistent link: https://www.econbiz.de/10011714574

The effects of corruption on credibility of monetary policy

Boughrara, Adel - In: Economic performance in the Middle East and North …, (pp. 157-174). 2009

Persistent link: https://www.econbiz.de/10003864112

Can Tunisia move to inflation targeting?

Boughrara, Adel - In: The developing economies 45 (2007) 1, pp. 27-62

Persistent link: https://www.econbiz.de/10003418611

On the performance and practicability of the monetary targeting in Tunisia

Boughrara, Adel - In: Indian journal of economics & business : IJEB 5 (2006) 1, pp. 89-105

Persistent link: https://www.econbiz.de/10003361732

Identification et estimation des paramètres d'une equation d'Euler : en présence de variables intégrées et cointégrées

Boughrara, Adel - In: Journal de la Société de Statistique de Paris 136 (1995) 3, pp. 37-57

Persistent link: https://www.econbiz.de/10001196483

Money demand in Tunisia during the reform period

Boughrara, Adel - In: Savings and development : quarterly review 25 (2001) 2, pp. 117-137

Persistent link: https://www.econbiz.de/10001683906

On the performance and practicability of the monetary targeting in Tunisia

Boughrara, Adel - In: Indian journal of economics & business : IJEB 5 (2006) 1, pp. 89-105

Persistent link: https://www.econbiz.de/10009911120

The dynamic relationship between investor attention and stock market volatility: International evidence

Ben El Hadj Said, Imene; Slim, Skander - In: Journal of Risk and Financial Management 15 (2022) 2, pp. 1-25

This paper investigates the role of investor attention in forecasting realized volatility for fourteen international stock markets, by means of Google Trends data, over the sample period January 2004 through November 2021. We devise an augmented Empirical Similarity model that combines three...

Persistent link: https://www.econbiz.de/10013201369

Value-at-risk under market shifts through highly flexible models

BenSaïda, Ahmed; Boubaker, Sabri; Nguyen, Duc Khuong; … - In: Journal of Forecasting 37 (2018) 8, pp. 790-804

Persistent link: https://www.econbiz.de/10012081973