Zobrazeno 1 - 10
of 19
pro vyhledávání: '"Manel Youssef"'
Publikováno v:
Financial Innovation, Vol 10, Iss 1, Pp 1-22 (2024)
Abstract This study investigates the static and dynamic return and volatility spillovers between non-fungible tokens (NFTs) and conventional currencies using the time-varying parameter vector autoregressions approach. We reveal that the total connect
Externí odkaz:
https://doaj.org/article/624b03582be74ea8afe6e9ff769f2bf9
Publikováno v:
Financial Innovation, Vol 7, Iss 1, Pp 1-27 (2021)
Abstract This study investigates the dynamic connectedness between stock indices and the effect of economic policy uncertainty (EPU) in eight countries where COVID-19 was most widespread (China, Italy, France, Germany, Spain, Russia, the US, and the
Externí odkaz:
https://doaj.org/article/738f73a0e37646f4b0db5e863bdf6e7f
Autor:
Manel Youssef, Khaled Mokni
Publikováno v:
Economies, Vol 7, Iss 3, p 70 (2019)
The impact that oil market shocks have on stock markets of oil-related economies has several implications for both domestic and foreign investors. Thus, we investigate the role of the oil market in deriving the dynamic linkage between stock markets o
Externí odkaz:
https://doaj.org/article/f62aa0c5ca6c4273baea31eb16119b43
Publikováno v:
In Research in International Business and Finance April 2024 69
Publikováno v:
In Pacific-Basin Finance Journal June 2021 67
Publikováno v:
The Quarterly Review of Economics and Finance. 89:73-81
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::199b226e86fc4f8b70152aad38bc93ed
https://doi.org/10.1016/j.qref.2023.02.010
https://doi.org/10.1016/j.qref.2023.02.010
Empirical analysis of the cross‐interdependence between crude oil and agricultural commodity markets
Autor:
Khaled Mokni, Manel Youssef
Publikováno v:
Review of Financial Economics. 38:635-654
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8d1b83ffc9404da759e0385a7b5aee6a
https://doi.org/10.1002/rfe.1096
https://doi.org/10.1002/rfe.1096
Autor:
Khaled Mokni, Manel Youssef
Publikováno v:
The Quarterly Review of Economics and Finance. 72:14-33
In this paper, we investigate the degree of persistence of dependence between crude oil prices and stock markets in the Gulf Cooperation Council (GCC) countries in order to verify whether crude oil prices effect on these markets is immediate or delay
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::223345c08ca2ec5839d84ac211d9ca8b
https://doi.org/10.1016/j.qref.2019.03.003
https://doi.org/10.1016/j.qref.2019.03.003
Publikováno v:
Financial Innovation
Financial Innovation, Vol 7, Iss 1, Pp 1-27 (2021)
Financial Innovation, Vol 7, Iss 1, Pp 1-27 (2021)
This study investigates the dynamic connectedness between stock indices and the effect of economic policy uncertainty (EPU) in eight countries where COVID-19 was most widespread (China, Italy, France, Germany, Spain, Russia, the US, and the UK) by im
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2658fd920e74f27890edeee68ac337f6
https://doi.org/10.1186/s40854-021-00227-3
https://doi.org/10.1186/s40854-021-00227-3
Publikováno v:
Research in International Business and Finance
Graphical abstract
This study examines the role of the top-5 cryptocurrencies and gold as a hedge and safe haven against the economic policy uncertainty (EPU) before and during the ongoing COVID–19 crisis. We use the GARCH model for the main a
This study examines the role of the top-5 cryptocurrencies and gold as a hedge and safe haven against the economic policy uncertainty (EPU) before and during the ongoing COVID–19 crisis. We use the GARCH model for the main a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9cc91b99bfda9f831eacc48c2d2297cc
https://pubmed.ncbi.nlm.nih.gov/35035021
https://pubmed.ncbi.nlm.nih.gov/35035021