Details about Zouheir Ahmed Mighri
Access statistics for papers by Zouheir Ahmed Mighri.
Last updated 2020-10-10. Update your information in the RePEc Author Service.
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- Asymmetric Threshold Cointegration and Nonlinear Adjustment between Oil Prices and Financial Stress
International Journal of Energy Economics and Policy, 2019, 9, (3), 87-105
- Volatility Spillovers among the Cryptocurrency Time Series
International Journal of Economics and Financial Issues, 2019, 9, (3), 81-90
- Gold - Silver Nexus: A Threshold Cointegration Approach
International Journal of Economics and Financial Issues, 2018, 8, (5), 210-219
- On the Dynamic Linkages Among International Emerging Currencies
Journal of Quantitative Economics, 2018, 16, (2), 427-473 View citations (1)
- Bank capital, profitability and risk in BRICS banking industry
Global Business and Economics Review, 2017, 19, (1), 89-119 View citations (1)
- Determinants of European bank risk during financial crisis
Cogent Economics & Finance, 2017, 5, (1), 1298420 View citations (2)
- Asymmetric price transmission within the Argentinean stock market: an asymmetric threshold cointegration approach
Empirical Economics, 2016, 51, (3), 1115-1149 View citations (1)
- Empirical analysis of asymmetries and long memory among international stock market returns: A Multivariate FIAPARCH-DCC approach
Journal of Statistical and Econometric Methods, 2016, 5, (1), 1 View citations (1)
- Modeling international stock market contagion using multivariate fractionally integrated APARCH approach
Cogent Economics & Finance, 2014, 2, (1), 1-25 View citations (2)
- Value-at-risk and expected shortfall: a dual long memory framework
Global Business and Economics Review, 2014, 16, (4), 416-451
- Dynamic Conditional Correlation Analysis of Stock Market Contagion: Evidence from the 2007-2010 Financial Crises
International Journal of Economics and Financial Issues, 2013, 3, (3), 637-661 View citations (5)
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