Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Beljid Makram"'
Autor:
Nassar S. Al-Nassar, Beljid Makram
Publikováno v:
International Journal of Financial Studies, Vol 10, Iss 1, p 6 (2022)
This study investigates return and asymmetric volatility spillovers and dynamic correlations between the main and small and medium-sized enterprise (SME) stock markets in Saudi Arabia and Egypt for the periods before and during the COVID-19 pandemic.
Externí odkaz:
https://doaj.org/article/0dc17653798f400e8c4eaa0d95cf326e
Publikováno v:
In Pacific-Basin Finance Journal June 2022 73
Publikováno v:
In International Economics December 2014 140:89-106
Publikováno v:
The Quarterly Review of Economics and Finance.
This paper investigates the potential hedging and safe-haven properties of several alternative investment assets, including gold, Bitcoin, oil, and the oil price volatility index (OVX), against the risks of the Saudi stock market and its constituent
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d03813a76dac3ebaf427a7165cc167e2
https://doi.org/10.1016/j.qref.2022.10.010
https://doi.org/10.1016/j.qref.2022.10.010
Publikováno v:
In Economic Modelling May 2013 32:15-22
Publikováno v:
Pacific-Basin Finance Journal. 79:102009
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::60f7cf46e3449d7f0a8cda3c8ac72830
https://doi.org/10.1016/j.pacfin.2023.102009
https://doi.org/10.1016/j.pacfin.2023.102009
Publikováno v:
International Review of Financial Analysis. 39:7-18
The paper investigates the dynamic risk–return properties of the BRICS (Brazil, Russia, India, China, South Africa) capital markets and models potential time-varying correlations and volatility spillover effects with the US stock market. A VAR( 1 )
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4b9826fcc74606dcc4c98ddd6b2d1dfd
https://doi.org/10.1016/j.irfa.2015.01.015
https://doi.org/10.1016/j.irfa.2015.01.015
Autor:
Beljid Makram, Adel Boubaker
Publikováno v:
The Journal of North African Studies. 17:195-214
Modelling heavy tails and double long memory in stock returns is very important for financial asset pricing, asset allocation and risk management. In this paper, we demonstrate that an α-stable distribution is better fitted to the North African stoc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ead1dae993ac028d651d2e585e71586e
https://doi.org/10.1080/13629387.2012.655068
https://doi.org/10.1080/13629387.2012.655068
Autor:
Beljid Makram, Adel Boubaker
Publikováno v:
International Journal of Management Science and Engineering Management. 6:374-381
The purpose of this paper is to study the relationship between stock returns volatility and trading volume for the main 20 Tunisian stocks listed in the Tunis stock market. We test the effect of trading volume on the persistence of the time-varying c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e641d6c2dc01d29b70f5fc8c3e9cca3e
https://doi.org/10.1080/17509653.2011.10671186
https://doi.org/10.1080/17509653.2011.10671186