Details about Arfaoui Mongi

Access statistics for papers by Arfaoui Mongi.

Last updated 2023-06-09. Update your information in the RePEc Author Service.

Short-id: pmo1228

Working Papers

2016

1. Conventional and Islamic stock markets: what about financial performance?
   MPRA Paper, University Library of Munich, Germany
2. Oil, Gold, US dollar and Stock market interdependencies: A global analytical insight
   MPRA Paper, University Library of Munich, Germany View citations (15)
   See also Journal Article Oil, gold, US dollar and stock market interdependencies: a global analytical insight, European Journal of Management and Business Economics, Emerald Group Publishing Limited (2017) View citations (15) (2017)

2015

3. Return dynamics and volatility spillovers between FOREX and MENA stock markets: what to remember for portfolio choice?
   MPRA Paper, University Library of Munich, Germany View citations (3)

2014

4. Financial market interdependencies: a quantile regression analysis of volatility spillover
   MPRA Paper, University Library of Munich, Germany View citations (3)
   See also Journal Article Financial market interdependencies: A quantile regression analysis of volatility spillover, Research in International Business and Finance, Elsevier (2016) View citations (34) (2016)

Journal Articles

2023

1. Do Dow Jones Islamic equity indices undergo speculative pressure? New insights from a nonlinear and asymmetric analysis
   International Journal of Finance & Economics, 2023, 28, (2), 1582-1601 View citations (1)

2022

2. Asymmetric and dynamic links in GCC Sukuk-stocks: Implications for portfolio management before and during the COVID-19 pandemic
   The Journal of Economic Asymmetries, 2022, 25, (C) View citations (11)

2021

3. Does bitcoin provide hedge to Islamic stock markets for pre- and during COVID-19 outbreak? A comparative analysis with gold
   Resources Policy, 2021, 74, (C) View citations (24)

2020

4. Modeling the volatility of DJIM equity indices: a fundamental analysis using quantile regression
   International Journal of Islamic and Middle Eastern Finance and Management, 2020, 14, (3), 482-505

2019

5. Do Islamic stock indexes outperform conventional stock indexes? A state space modeling approach
   European Journal of Management and Business Economics, 2019, 28, (3), 301-322 View citations (8)
6. The global influence of oil futures-prices on Dow Jones Islamic stock indexes
   International Journal of Emerging Markets, 2019, 14, (4), 523-549 View citations (1)

2018

7. On the spot-futures relationship in crude-refined petroleum prices: New evidence from an ARDL bounds testing approach
   Journal of Commodity Markets, 2018, 11, (C), 48-58 View citations (8)

2017

8. Oil, gold, US dollar and stock market interdependencies: a global analytical insight
   European Journal of Management and Business Economics, 2017, 26, (3), 278-293 View citations (15)
   See also Working Paper Oil, Gold, US dollar and Stock market interdependencies: A global analytical insight, MPRA Paper (2016) View citations (15) (2016)

2016

9. Do Structural Breaks Affect Portfolio Designs and Hedging Strategies? International Evidence from Stock-Commodity Markets Linkages
   International Journal of Economics and Financial Issues, 2016, 6, (1), 252-270 View citations (3)
10. Financial market interdependencies: A quantile regression analysis of volatility spillover
    Research in International Business and Finance, 2016, 36, (C), 140-157 View citations (34)
    See also Working Paper Financial market interdependencies: a quantile regression analysis of volatility spillover, MPRA Paper (2014) View citations (3) (2014)

2015

11. Return Dynamics and Volatility Spillovers Between FOREX and Stock Markets in MENA Countries: What to Remember for Portfolio Choice?
    International Journal of Management and Economics, 2015, 46, (1), 72-100 View citations (4)

2010

12. THE DETERMINANTS OF SYSTEMATIC RISK INTERNATIONAL EVIDENCE FROM THE MACRO FINANCE INTERFACE
    Journal of Advanced Studies in Finance, 2010, 1, (2), 121-143