Were Oil Price Markets the Source of Credit Crisis in European Countries? Evidence Using a VAR-MGARCH-DCC Model

by Nadhem Selmi, Nejib Hachicha
Published 2014-06-01

WERE OIL PRICE MARKETS THE SOURCE OF CREDIT CRISIS IN EUROPEAN COUNTRIES? EVIDENCE USING A VAR-MGARCH-DCC MODEL

by Nadhem Selmi, Nejib Hachicha
Published 2014-04-01

Can Bank be a Cause of Contagion during the Global Financial Crisis?

by Nadhem Selmi, Nejib Hachicha
Published 2014-06-01

Long range dependency and forecasting of housing price index and mortgage market rate: evidence of subprime crisis

by Nadhem Selmi, Nejib Hachicha
Published 2015-05-01

Multivariate FIGARCH and long memory process: evidence of oil price markets

by Nadhem Selmi, Nejib Hachicha
Published 2015-09-01

Purchasing power parity: Evidence of long memory processes and fractional integration

by Nadhem Selmi, Nejib Hachicha
Published 2015-07-01

HYBRID NEURAL NETWORK MODEL TO PREDICT STOCK MARKET INDEX: EVIDENCE FOR THE TUNINDEX STOCK MARKET

by Nadhem SELMI, Rabia ACHAIRI
Published 2015-03-01

Nonlinear adjustment of real exchange rate towards purchasing power parity from G7: An exponential FISTAR modelling

by Nadhem Selmi, Ridha Ettbib, Nejib Hachicha
Published 2015-02-01

Forecasting returns on a stock market using Artificial Neural Networks and GARCH family models: Evidence of stock market S&P 500

by Nadhem Selmi, Samira Chaabene, Nejib Hachicha
Published 2015-04-01

THE DYNAMICS OF THE DOW JONES SUKUK VOLATILITY: EVIDENCE FROM EGARCH MODEL

by Nadhem SELMI, Mohamed FAKHFEKH, Marwa BEN SALEM
Published 2015-06-01