Zobrazeno 1 - 10
of 183
pro vyhledávání: '"Khaled Guesmi"'
Publikováno v:
Financial Innovation, Vol 10, Iss 1, Pp 1-31 (2024)
Abstract This paper employs wavelet coherence, Cross-Quantilogram (CQ), and Time-Varying Parameter Vector-Autoregression (TVP-VAR) estimation strategies to investigate the dependence structure and connectedness between investments in artificial intel
Externí odkaz:
https://doaj.org/article/bf8ff252e00549da8fff0283e104df08
Publikováno v:
The European Journal of Comparative Economics, Vol 17, Iss 2, Pp 155-183 (2020)
This paper revisits the dynamic linkages between the Brent oil market and OECD stock markets. Econometrically, we use a multivariate corrected dynamic conditional correlation fractionally integrated asymmetric power ARCH (c-DCC-FIAPARCH) process, con
Externí odkaz:
https://doaj.org/article/ef1af99803564301b0b7cca194baac16
Publikováno v:
The European Journal of Comparative Economics, Vol 17, Iss 1, Pp 55-71 (2020)
How financial market stability in oil exporting developing countries might be impacted by oil price fluctuations in the long term? The purpose of this paper is to answer this question. The present study is based on a sample including 35 net oil-expor
Externí odkaz:
https://doaj.org/article/e79a466ad5054dd8902b3f56fe498d47
Publikováno v:
The European Journal of Comparative Economics, Vol 13, Iss 1, Pp 67-69 (2016)
The aim of this paper is to investigate the interaction between G7 stock markets and oil prices during the period 1998-2013. We employ a multivariate approach based on c-DCC-FIAPARCH framework that incorporates the features of asymmetries, persistenc
Externí odkaz:
https://doaj.org/article/79477111403d49e9b46070b3476f8679
Publikováno v:
The European Journal of Comparative Economics, Vol 10, Iss 3, Pp 397-413 (2013)
This paper employs a conditional version of the International Capital Asset Pricing Model (ICAPM) to investigate the determinants of regional integration of stock markets in the Latin America over the period 1996-2008. This model allows for three sou
Externí odkaz:
https://doaj.org/article/f56c5c931cb94b16bad82fdc83236210
Publikováno v:
Economics: Journal Articles (2011)
Externí odkaz:
https://doaj.org/article/8240e0d8acf642a2a244e3396cf15b88
Publikováno v:
Gestion 2000. 39:129-156
Publikováno v:
Maghreb - Machrek. :103-148
Publikováno v:
The Quarterly Review of Economics and Finance. 85:326-341
Publikováno v:
Journal of Knowledge Management.
Purpose This study aims to empirically examine the relationships among perceived environmental uncertainty (EV), the level of knowledge distance (KD) and the impact of value network on firm performance. Design/methodology/approach The quantitative an