Aug 08 2020 Anoop S Kumar   Testing Safe Haven Property of Bitcoin and Gold during Covid-19 : Evidence from Multivariate GARCH analysis   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 19 2020 Ilyes Abid , Abderrazak Dhaoui , Khaled Guesmi and Olfa Kaabia   Hedging strategy for financial variables and commodities   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 15 2018 Khaled Khaled , Amel Belanes and Sandrine Kablan   The regional pricing of risk: An empirical investigation of the MENA Region   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 23 2018 Markus Haas   A note on the absolute moments of the bivariate normal distribution   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 17 2016 Riyad Abubaker   Consumption and Money Uncertainty at the Zero Lower Bound   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 20 2014 Franck Martin and Jiangxingyun Zhang   Correlation and volatility on bond markets during the EMU crisis: does the OMT change the process ?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 05 2013 Khaled Guesmi , Mohamed Hedi Arouri , Ilyes Abid and Frédéric Teulon   On the Determinants of Equity International Risk Premium: Are Emerging Zones Different?   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 01 2012 Takuji Kinkyo   De facto exchange rate regimes in post-crisis Asia   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 03 2012 João Caldeira , Guilherme Moura and André A.P. Santos   Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Oct 24 2011 Tolga Omay   The relationship between inflation, output growth, and their uncertainties: Nonlinear Multivariate GARCH-M evidence   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 12 2011 Khaled Guesmi   What Drives the Regional Integration of Emerging Stock Markets?   Abstract  Contact Information  Citation  Full Text  -  Note   May 15 2011 Fardous Alom , Bert D Ward and Baiding Hu   Cross country mean and volatility spillover effects of food prices: multivariate GARCH analysis   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 10 2011 Julien Chevallier   Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 08 2010 Kamel malik Bensafta   Non-stationary Variance and Volatility Causality   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 21 2010 Arouri Mohamed El Hédi and Jawadi Fredj   On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM   Abstract  Contact Information  Citation  Full Text  -  Note   May 04 2009 Jim Lee   Food and Energy Prices in Core Inflation   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 10 2008 Ching-Chun Wei   Multivariate GARCH modeling analysis of unexpected U.S. D, Yen and Euro-dollar to Reminibi volatility spillover to stock markets   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 02 2007 Venus Khim-Sen Liew , Wing-Keung Wong and Zhuo Qiao   Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 18 2004 AROURI Mohamed El Hedi   The Impact of Increasing Stock Market Integration on Expected Gains from International Portfolio Diversification: Evidence from a Multivariate Approach with Time Varying Risk.   Abstract  Contact Information  Citation  Full Text  -  Note