Zobrazeno 1 - 10
of 16
pro vyhledávání: '"Hela Ben Hamida"'
Publikováno v:
International Journal of Energy Economics and Policy, Vol 14, Iss 5 (2024)
In oil-dependent countries, the energy transition process is ongoing and it appeals substantial and necessary adjustments in terms of diversification. We attempt to provide a systematic analysis of the connectedness between energy transition, oil rev
Externí odkaz:
https://doaj.org/article/4b2a4deb950c44c496317e592029317a
Autor:
Aloui, Chaker, Shahzad, Syed Jawad Hussain, Hkiri, Besma, Hela, Ben Hamida, Khan, Muhammad Asif
Publikováno v:
In Pacific-Basin Finance Journal February 2021 65
Publikováno v:
Tourism Economics. 27:1157-1165
This article assesses the effect of the political risk and economic instability on the tourist arrivals in Tunisia using various wavelet methods. Our findings reveal a substantial effect of political risk over the short and medium terms, while the ri
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::79e0a38ab0dafe2370e0f01b6b1c4086
https://doi.org/10.1177/1354816620913372
https://doi.org/10.1177/1354816620913372
We assess the differential impact of geopolitical risk on Islamic and conventional gold backed cryptocurrencies using a multivariate Generalized Autoregressive Conditional Heteroscedasticity (M-GARCH) modeling. We unveil that Islamic gold-backed cryp
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9e113202d6165af3de7c44cb9701d421
https://eprints.soton.ac.uk/441296/
https://eprints.soton.ac.uk/441296/
Publikováno v:
Computational Economics. 52:603-626
In this study, we investigate the connectedness between sharia stock index and three Islamic bond yields within a global perspective of the Gulf Cooperation Council Islamic financial markets. The main novelty of the present study is that we extend pr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0b0a5b5ae3490665af994b286b4b57fa
https://doi.org/10.1007/s10614-017-9703-7
https://doi.org/10.1007/s10614-017-9703-7
Publikováno v:
Pacific-Basin Finance Journal. 34:121-135
The main purpose of this study is to analyze the interactive linkages between the sharia stocks and sukuk (Islamic bonds) in the Gulf Cooperation Countries (GCC), using the bivariate two-state Markov switching regime EGARCH of Henry (2009). The resul
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d6445c32a52529abd4336e4990bd3711
https://doi.org/10.1016/j.pacfin.2015.06.004
https://doi.org/10.1016/j.pacfin.2015.06.004
Publikováno v:
Journal of International Financial Markets, Institutions and Money. 34:69-79
We assess the co-movement between the sharia-compliant stocks and sukuk in the Gulf Cooperation Council (GCC) countries. The wavelet squared coherency approach is applied to daily data covering GCC global, corporate and financial services sukuk index
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::533fa6a97d4fcbf6ac27eaed6c4b433e
https://doi.org/10.1016/j.intfin.2014.11.003
https://doi.org/10.1016/j.intfin.2014.11.003
Autor:
Chaker Aloui, Hela BEN HAMIDA
Publikováno v:
Finance a uver - Czech Journal of Economics and Finance. 65(1):30-54
In this paper, we explore the relevance of asymmetry, long memory and fat tails in modeling and forecasting the conditional volatility and market risk for the Gulf Cooperation Council (GCC) stock markets. Various linear and non-linear long-memory GAR
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::94e3441e1a108cc313fc6f1644673ccd
http://journal.fsv.cuni.cz/storage/1315_aloui.pdf
http://journal.fsv.cuni.cz/storage/1315_aloui.pdf
Publikováno v:
The North American Journal of Economics and Finance. 31:311-329
In this paper, we investigate the volatility spillovers between sukuk and sharia-compliant stocks in GCC countries. A multivariate Fractionally Integrated Asymmetric Power ARCH model with dynamic conditional correlations (DCC) is estimated under Stud
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1798b8e4c53acceeb37cbfd2d145cc0f
https://doi.org/10.1016/j.najef.2014.12.002
https://doi.org/10.1016/j.najef.2014.12.002
Publikováno v:
Handbook of Empirical Research on Islam and Economic Life ISBN: 9781784710736
The main purpose of this chapter is to assess risk for shariah-compliant stocks in the Gulf Cooperation Council (GCC) countries using the value-at-risk (VaR) and expected shortfall (ES) under Basel II Accord rules. Empirically, we conduct our forecas
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4aa2d81833d8889c0ce2e482a543a2e6
https://doi.org/10.4337/9781784710736.00031
https://doi.org/10.4337/9781784710736.00031