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Details about Zouheir Ahmed Mighri

E-mail:
Workplace:Institut Supérieur de Finances et de Fiscalité de Sousse (Sousse Higher Institute for Finance and Taxation), Université de Sousse (University of Sousse), (more information at EDIRC)

Access statistics for papers by Zouheir Ahmed Mighri.

Last updated 2020-10-10. Update your information in the RePEc Author Service.

Short-id: pmi614


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Journal Articles

2019

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

2018

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

2017

  1. Bank capital, profitability and risk in BRICS banking industry
    Global Business and Economics Review, 2017, 19, (1), 89-119 Downloads View citations (1)
  2. Determinants of European bank risk during financial crisis
    Cogent Economics & Finance, 2017, 5, (1), 1298420 Downloads View citations (2)

2016

  1. Asymmetric price transmission within the Argentinean stock market: an asymmetric threshold cointegration approach
    Empirical Economics, 2016, 51, (3), 1115-1149 Downloads View citations (1)
  2. 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 Downloads View citations (1)

2014

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

2013

  1. 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 Downloads View citations (5)
 
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