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Measuring time-varying equity risk premium in the context of financial crisis: do developed and emerging markets differ?

Ameur, Hachmi Ben; Gnégné, Yacouba; Jawadi, Fredj - In: Applied Economics Letters 20 (2013) 18, pp. 1673-1677

Persistent link: https://www.econbiz.de/10010741179

Do the US trends drive the UK--French market linkages?: empirical evidence from a threshold intraday analysis

Jawadi, Fredj; Louhichi, Waël; Ameur, Hachmi Ben - In: Applied Economics Letters 20 (2013) 5, pp. 499-503

This article investigates the impact of US stock market openings on linkages between the UK and French markets. Using intraday data over the period December 2004 to March 2009, we find significant time-varying dependence between the UK and French stock returns, which alter according to the state...

Persistent link: https://www.econbiz.de/10010976420

Time-varying risk premiums in the framework of wine investment

Le Fur, Eric; Ameur, Hachmi Ben; Faye, Benoît - In: Journal of wine economics 11 (2016) 3, pp. 355-378

Persistent link: https://www.econbiz.de/10011607842

Does Islamic banking performance vary across regions? : a new puzzle

Jawadi, Fredj; Jawadi, Nabila; Ameur, Hachmi Ben; … - In: Applied economics letters 24 (2017) 7/9, pp. 567-570

Persistent link: https://www.econbiz.de/10011712476

Modelling the effect of the geographical environment on Islamic banking performance : a panel quantile regression analysis

Jawadi, Fredj; Jawadi, Nabila; Cheffou, Abdoulkarim Idi; … - In: Economic modelling 67 (2017), pp. 300-306

Persistent link: https://www.econbiz.de/10011813832

CPPI method with a conditional floor

Ameur, Hachmi Ben; Prigent, Jean-Luc - In: International journal of business 16 (2011) 3, pp. 218-230

Persistent link: https://www.econbiz.de/10009307957

Do the US trends drive the UK-French market linkages? : empirical evidence from a threshold intraday analysis

Jawadi, Fredj; Louhichi, Waël; Ameur, Hachmi Ben - In: Applied economics letters 20 (2013) 4/6, pp. 499-503

Persistent link: https://www.econbiz.de/10009709356

Measuring time-varying equity risk premium in the context of financial crisis : do developed and emerging markets differ?

Ameur, Hachmi Ben; Gnégné, Yacouba; Jawadi, Fredj - In: Applied economics letters 20 (2013) 16/18, pp. 1673-1677

Persistent link: https://www.econbiz.de/10010222821

Measuring time-varying equity risk premium in the context of financial crisis: do developed and emerging markets differ?

Ameur, Hachmi Ben; Gngn, Yacouba; Jawadi, Fredj - In: Applied economics letters 20 (2013) 18, pp. 1673-1677

Persistent link: https://www.econbiz.de/10010183082

On oil-US exchange rate volatility relationships : an intraday analysis

Jawadi, Fredj; Louhichi, Waël; Ameur, Hachmi Ben; … - In: Economic modelling 59 (2016), pp. 329-334

Persistent link: https://www.econbiz.de/10011647852