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Old wine in a new bottle : money demand causality for 10 Asian countries

Ajmi, Ahdi Noomen; Apergēs, Nikolaos; El Montasser, Ghassen - In: International journal of emerging markets 10 (2015) 3, pp. 491-503

Persistent link: https://www.econbiz.de/10011489284

Causality between US economic policy and equity market uncertainties : evidence from linear and nonlinear tests

Ajmi, Ahdi Noomen; Aye, Goodness C.; Balcilar, Mehmet; … - In: Journal of applied economics 18 (2015) 2, pp. 225-246

Persistent link: https://www.econbiz.de/10011554957

On the relationships between CO 2 emissions, energy consumption and income : the importance of time variation

Ajmi, Ahdi Noomen; Hammoudeh, Shawkat; Nguyen, Duc Khuong; … - In: Energy economics 49 (2015), pp. 629-638

Persistent link: https://www.econbiz.de/10011537234

Causality between inflation and inflation uncertainty in South Africa: evidence from a Markov-switching vector autoregressive model

Nasr, Adnen Ben; Balcilar, Mehmet; Ajmi, Ahdi Noomen; … - In: Emerging markets review 24 (2015), pp. 46-68

Persistent link: https://www.econbiz.de/10011538531

Forecasting the volatility of the Dow Jones Islamic Stock Market Index : long memory vs. regime switching

Nasr, Adnen Ben; Lux, Thomas; Ajmi, Ahdi Noomen; Gupta, … - 2014

The financial crisis has fueled interest in alternatives to traditional asset classes that might be less a ected by large market gyrations and, thus, provide for a less volatile development of a portfolio. One attempt at selecting stocks that are less prone to extreme risks, is obeyance of...

Persistent link: https://www.econbiz.de/10010406941

Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model

Nasr, Adnen Ben; Ajmi, Ahdi Noomen; Gupta, Rangan - In: Applied financial economics 24 (2014) 13/15, pp. 993-1004

Persistent link: https://www.econbiz.de/10010415355

Systemic sovereign risk and asset prices : evidence from the CDS market, stressed European economies and nonlinear causality tests

Apergēs, Nikolaos; Ajmi, Ahdi Noomen - In: Finance a úvěr 65 (2015) 2, pp. 127-143

Persistent link: https://www.econbiz.de/10010501896

Dutch disease effect of oil rents on agriculture value added in Middle East and North African (MENA) countries

Apergēs, Nikolaos; El Montasser, Ghassen; Sekyere, Emmanuel - In: Energy economics 45 (2014), pp. 485-490

Persistent link: https://www.econbiz.de/10010506558

Money demand causality for ten Asian countries : evidence from linear and nonlinear causality tests

Ajmi, Ahdi Noomen; Apergēs, Nikolaos - In: Risk manangement post financial crisis : a period of …, (pp. 193-210). 2014

Persistent link: https://www.econbiz.de/10010430675

Contagion versus interdependence : the case of the BRIC countries during the subprime crises

Zouhair, Mrabet; Charfeddine, Lanouar; Ajmi, Ahdi Noomen - In: Emerging markets and the global economy, (pp. 555-582). 2014

Persistent link: https://www.econbiz.de/10010434622