Political uncertainty and behavior of Tunisian stock market cycles: Structural unobserved components time series models

Afef Trabelsi Mnif

Research in International Business and Finance, 2017, vol. 39, issue PA, 206-214

Abstract: This paper examines the impact of political uncertainty caused by the civil uprisings, (the Tunisian Revolution) on the behavior and characteristics of Tunisian stock market cycles over time varying. This paper aims to apply the methodology of univariate structural unobserved components time series models to extract cycle and trend components.

Keywords: Tunisian revolution; Political uncertainty; Stock market cycles; Structural unobserved components; Time series models (search for similar items in EconPapers)
JEL-codes: C22 E47 G12 G15 (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (12)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:riibaf:v:39:y:2017:i:pa:p:206-214

DOI: 10.1016/j.ribaf.2016.07.029

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