3 Artículos

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Volatility Spillovers among the Cryptocurrency Time Series

Acceso

en línea

Zouheir Mighri,Majid Ibrahim Alsaggaf Pág. 81 - 90

Revista: International Journal of Economics and Financial Issues Formato: Electrónico

Tabla de contenido: Vol: 9 Num: 3 Par: 0 Año: 2019

Gold - Silver Nexus: A Threshold Cointegration Approach

Acceso

en línea

Zouheir Ahmed Mighri,Majid Ibrahim Al Saggaf Pág. 210 - 219

We investigate the dynamic relationship between the gold and silver prices using the Enders-Siklos threshold cointegration approach. Our data are the weekly prices of the gold and silver from January 1968 to May 2016. We find a, asymmetric threshold coin... ver más

Revista: International Journal of Economics and Financial Issues Formato: Electrónico

Tabla de contenido: Vol: 8 Num: 5 Par: 0 Año: 2018

Dynamic Conditional Correlation Analysis of Stock Market Contagion: Evidence from the 2007-2010 Financial Crises

Acceso

en línea

Zouheir Mighri,Faysal Mansouri Pág. 637 - 661

This research examines the time-varying conditional correlations to the daily stock index returns. We use a dynamic conditional correlation (DCC) multivariate GARCH model in order to capture potential contagion effects between US and major developed and ... ver más

Revista: International Journal of Economics and Financial Issues Formato: Electrónico

Tabla de contenido: Vol: 3 Num: 3 Par: 0 Año: 2013

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