Details about Zouheir Mighri

Access statistics for papers by Zouheir Mighri.

Last updated 2023-11-08. Update your information in the RePEc Author Service.

Short-id: pmi614

Journal Articles

2023

1. Electricity Consumption–Economic Growth Nexus: Evidence from ARDL Bound Testing Approach in the Tunisian Context
   Global Business Review, 2023, 24, (4), 800-811
2. Long-Memory, Asymmetry and Fat-Tailed GARCH Models in Value-at-Risk Estimation: Empirical Evidence from the Global Real Estate Markets
   Journal of Quantitative Economics, 2023, 21, (1), 41-97

2022

3. Carbon Dioxide Emissions and Forestry in China: A Spatial Panel Data Approach
   Sustainability, 2022, 14, (19), 1-40 View citations (1)
4. Does Economic Policy Uncertainty Affect Exchange Rate in China and Japan? Evidence from Threshold Cointegration with Asymmetric Adjustment
   International Journal of Economics and Financial Issues, 2022, 12, (1), 28-36
5. Quantile Granger causality between US stock market indices and precious metal prices
   Resources Policy, 2022, 76, (C) View citations (6)

2021

6. Nonlinear Cointegration and Asymmetric Adjustement between Economic policy uncertainty and Gold price: Evidence from the United States
   Economics Bulletin, 2021, 41, (3), 1666-1680
7. Revisiting the empirical relationship among the main targets of sustainable development: Growth, education, health and carbon emissions
   Sustainable Development, 2021, 29, (2), 419-440 View citations (22)
8. Role of high technology exports for energy efficiency: Empirical evidence in the context of Gulf Cooperation Council countries
   Energy & Environment, 2021, 32, (5), 803-819 View citations (9)
9. Spillover effects of trade openness on CO2 emissions in middle‐income countries: A spatial panel data approach
   Regional Science Policy & Practice, 2021, 13, (3), 835-877 View citations (1)

2019

10. Asymmetric Threshold Cointegration and Nonlinear Adjustment between Oil Prices and Financial Stress
    International Journal of Energy Economics and Policy, 2019, 9, (3), 87-105
11. Volatility Spillovers among the Cryptocurrency Time Series
    International Journal of Economics and Financial Issues, 2019, 9, (3), 81-90 View citations (2)

2018

12. Gold - Silver Nexus: A Threshold Cointegration Approach
    International Journal of Economics and Financial Issues, 2018, 8, (5), 210-219 View citations (1)
13. On the Dynamic Linkages Among International Emerging Currencies
    Journal of Quantitative Economics, 2018, 16, (2), 427-473 View citations (2)

2017

14. Bank capital, profitability and risk in BRICS banking industry
    Global Business and Economics Review, 2017, 19, (1), 89-119 View citations (2)
15. Determinants of European bank risk during financial crisis
    Cogent Economics & Finance, 2017, 5, (1), 1298420 View citations (5)
16. The determinants of credit and insolvency risk of European commercial banks: a dynamic panel data analysis
    International Journal of Monetary Economics and Finance, 2017, 10, (2), 111-143 View citations (3)

2016

17. Asymmetric price transmission within the Argentinean stock market: an asymmetric threshold cointegration approach
    Empirical Economics, 2016, 51, (3), 1115-1149 View citations (2)
18. 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)

2014

19. Modeling international stock market contagion using multivariate fractionally integrated APARCH approach
    Cogent Economics & Finance, 2014, 2, (1), 1-25 View citations (5)
20. Value-at-risk and expected shortfall: a dual long memory framework
    Global Business and Economics Review, 2014, 16, (4), 416-451 View citations (1)

2013

21. 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 (7)