The Glosten-Jagannathan-Runkle-Generalized Autoregressive Conditional Heteroscedastic Approach to Investigating the Foreign Exchange Forward Premium Volatility

by Nessrine Hamzaoui, Boutheina Regaieg
Published 2016-09-01

Exploration of the Foreign Exchange Forward Premiums and the Spot Exchange Return: A Multivariate Approach

by Nessrine Hamzaoui, Boutheina Regaieg
Published 2016-04-01

The Long Memory Behavior of the EUR/USD Forward Premium

by Nessrine Hamzaoui, Boutheina Regaieg
Published 2017-09-01

The Determinants of the European Banking Crisis

by Sana Zidi, Boutheina Regaieg, Nessrine Hamzaoui
Published 2021-08-01