Narrow search
Showing 1 - 10 of 113
Cover Image
Are Islamic indexes, Bitcoin and gold, still “safe-haven” assets during the COVID-19 pandemic crisis?
Bahloul, Slah; Mroua, Mourad; Naifar, Nader; naifar, nader - In: International Journal of Islamic and Middle Eastern … 15 (2021) 2, pp. 372-385
Purpose: This paper aims to investigate whether Islamic indexes, Bitcoin and gold still act as hedges or/and “safe-haven” assets during the COVID-19 pandemic crisis. This paper examines the role of the Morgan Stanley Capital International all-country world index, Islamic index, gold and...
Persistent link: https://www.econbiz.de/10012639577
Cover Image
Should investors include Bitcoin in their portfolio? : new evidence from a bootstrap-based stochastic dominance approach
Mroua, Mourad; Bahloul, Slah; Naifar, Nader - In: Applied economics letters 29 (2022) 1, pp. 53-62
Persistent link: https://www.econbiz.de/10012803334
Cover Image
Financial development and economic growth in MENA countries
Abida, Fathi; Bahloul, Slah; Mroua, Mourad - In: Journal of policy modeling : JPMOD ; a social science … 38 (2016) 6, pp. 1099-1117
Persistent link: https://www.econbiz.de/10011714859
Cover Image
Further evidence on international Islamic and conventional portfolios diversification under regime switching
Bahloul, Slah; Mroua, Mourad; Naifar, Nader - In: Applied economics 49 (2017) 39, pp. 3959-3978
Persistent link: https://www.econbiz.de/10011819988
Cover Image
Do regional and global uncertainty factors affect differently the conventional bonds and sukuk? : new evidence
Naifar, Nader; Mroua, Mourad; Bahloul, Slah - In: Pacific-Basin finance journal 41 (2017), pp. 65-74
Persistent link: https://www.econbiz.de/10011800497
Cover Image
Are Islamic indexes, Bitcoin and gold, still "safe-haven" assets during the COVID-19 pandemic crisis?
Bahloul, Slah; Mroua, Mourad; Naifar, Nader - In: International journal of Islamic and Middle Eastern … 15 (2022) 2, pp. 372-385
Persistent link: https://www.econbiz.de/10013337936
Cover Image
Re-evaluating the hedge and safe-haven properties of Islamic indexes, gold and Bitcoin : evidence from DCC–GARCH and quantile models
Bahloul, Slah; Mroua, Mourad; Naifar, Nader - In: Journal of Islamic accounting and business research 14 (2023) 8, pp. 1167-1181
Persistent link: https://www.econbiz.de/10014452379
Cover Image
International diversification versus domestic diversification: Mean-variance portfolio optimization and stochastic dominance approaches
Abid, Fathi; Leung, Pui Lam; Mroua, Mourad; Wong, Wing Keung - In: Journal of Risk and Financial Management 7 (2014) 2, pp. 45-66
This paper applies the mean-variance portfolio optimization (PO) approach and the stochastic dominance (SD) test to examine preferences for international diversification versus domestic diversification from American investors' viewpoints. Our PO results imply that the domestic diversification...
Persistent link: https://www.econbiz.de/10011843243
Cover Image
Impact of option strategies in financial portfolios performance : mean-variance and stochastic dominance approaches
Abid, Fathi; Mroua, Mourad; Wong, Wing Keung - In: Finance India : the quarterly journal of Indian … 23 (2009) 2, pp. 503-526
Persistent link: https://www.econbiz.de/10008840539
Cover Image
Regime switching, asymmetric correlation and international portfolio choices
Abid, Fathi; Bahloul, Slah - In: International journal of monetary economics and finance 4 (2011) 2, pp. 172-194
Persistent link: https://www.econbiz.de/10009009086