Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Lamia Sebai"'
Publikováno v:
Scientific Annals of Economics and Business, Vol 71, Iss 2, Pp 301-314 (2024)
This paper analyzes the returns and volatility connectedness between oil prices and Eurozone sector returns during the global financial crisis. We employ the TVP-VAR frequency connectedness approach with daily data of Brent prices and 18 Eurozone sup
Externí odkaz:
https://doaj.org/article/8bcd210abc1146828f20c46839a0ed35
Autor:
Lamia SEBAI, siwar ELLOUZ
Publikováno v:
Academic Finance, Vol 13, Iss 2 (2022)
Objectif : étudier l’importance des risques mondiaux, locaux et de change Méthode : MEDAFI et DCC-GARCH Résultats : le risque mondial, local et de change sont évalués et varient dans le temps. Le prix du risque local sur le marché boursie
Externí odkaz:
https://doaj.org/article/d053d2f7c1b74ff8883ee0831bf22764
Autor:
Lamia SEBAI
Publikováno v:
Academic Finance, Vol 13, Iss 1 (2022)
Objectif : Etudier le lien entre l’intégration et l’efficience informationnelle sur le marché local et régional, tout en tenant compte de la crise financière mondiale. Méthode : le modèle international d’évaluation des actifs financier
Externí odkaz:
https://doaj.org/article/f48e7a490e454ccda096c1fce4ad9251
Autor:
Lamia SEBAI, Siwar ELLOUZ
enObjective: to investigated the importance of global, local and currency risks Method: The international version of the conditional CAPM and DCC-GARCH Results: the world market risk together with the currency and local market risks are priced and ti
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8a1c9d499ee7a3d6dcb8831a5f45a3ad
Autor:
Lamia SEBAI, Siwar ELLOUZ
Publikováno v:
Journal of Academic Finance; Vol. 13 No. 1 (2022); 43-61
Objective: To study the link between the market integration and informational efficiency in the local and regional market, while taking into account the global financial crisis.Method: The pooled ordinary least squares (OLS),Results: the markets that