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
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: G12 G15 C22 E47 (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:riibaf:v:39:y:2017:i:pa:p:206-214
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