Search Results - "Ben Ameur, Hachmi"

What can we learn from the analysis of the fine wines market efficiency? by Ameur, Hachmi Ben, Ftiti, Zied, Le Fur, Eric

“…This study analyzes the efficiency hypothesis for three major wine indices using different parametric and non‐parametric tests for the short and long‐term…”
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Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model by Jawadi, Fredj, Louhichi, Wael, Cheffou, Abdoulkarim Idi, Ameur, Hachmi Ben

“…This study revisits an important issue in financial theory: the instability of market beta. To this end, we demonstrate that the linear constant risk model is…”
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Do Jumps and Co-jumps Improve Volatility Forecasting of Oil and Currency Markets? by Jawadi, Fredj, Louhichi, Waël, Ameur, Hachmi Ben, Ftiti, Zied

“…This paper aims at modeling and forecasting volatility in both oil and USD exchange rate markets using high frequency data. We test whether extreme…”
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Measuring the global economic impact of the coronavirus outbreak: Evidence from the main cluster countries by Louhichi, Waël, Ftiti, Zied, Ameur, Hachmi Ben

“…•We study the impact of the COVID-19 pandemic on three main economic indicators.•In China, the pandemic co-moves with the indicators only in the short-term.•In…”
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Revisiting the relationship between spot and futures markets: evidence from commodity markets and NARDL framework by Ameur, Hachmi Ben, Ftiti, Zied, Louhichi, Waël

“…This study aims to investigate the relationship between the spot and futures commodity markets. Considering the complexity of the relationship, we use a…”
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Do environmental and social practices matter for the financial resilience of companies? Evidence from US firms during the COVID-19 pandemic by Ameur, Hachmi Ben, Boussetta, Selma

“…This paper contributes to the understanding of the relation between the environmental and social positioning of companies and the financial resilience in the…”
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The Role of ICTs on Innovation Process of Environment and Energy Convergence by Azam, Muhammad, Ameur, Hachmi Ben, Ftiti, Zied, Hunjra, Ahmed Imran, Louhichi, Wael

“…Information and communication technologies (ICTs) play a vital role in innovation. ICTs facilitate innovation and boost the potential to generate innovative…”
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When did global warming start? A new baseline for carbon budgeting by Ameur, Hachmi Ben, Han, Xuyuan, Liu, Zhenya, Peillex, Jonathan

“…The global temperatures over the period 1850–1900 are widely used by academia and policymaker as a pre-industrial baseline to assess global warming, but there…”
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Intraday spillover between commodity markets by Ben Ameur, Hachmi, Ftiti, Zied, Louhichi, Waël

“…The aim of this study is to investigate intraday interactions between commodity markets. Accordingly, we use Diebold and Yilmaz’s 2009, 2012 framework to…”
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On oil-US exchange rate volatility relationships: An intraday analysis by Jawadi, Fredj, Louhichi, Waël, Ameur, Hachmi Ben, Cheffou, Abdoulkarim Idi

“…The aim of this paper is to investigate the dynamics of oil price volatility by examining interactions between the oil market and the US dollar/euro exchange…”
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Does the Real Business Cycle Help Forecast the Financial Cycle? by Jawadi, Fredj, Ameur, Hachmi Ben, Bigou, Stephanie, Flageollet, Alexis

“…This study investigates the relationship between the financial market and the real business cycle in the US from February 1987 to March 2016. Using different…”
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Conventional and Islamic stock market liquidity and volatility during COVID 19 by Jawadi, Fredj, Idi Cheffou, Abdoulkarim, Jawadi, Nabila, Ben Ameur, Hachmi

“…The coronavirus pandemic has impacted several stock markets worldwide. Among other countries, the US has endured a significant impact of the pandemic, with…”
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Measurement errors in stock markets by Ben Ameur, Hachmi, Jawadi, Fredj, Idi Cheffou, Abdoulkarim, Louhichi, Wael

“…This paper points to further measurement errors in stock markets. In particular, we show that the application of usual performance ratios to evaluate financial…”
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Does Islamic banking performance vary across regions? A new puzzle by Jawadi, Fredj, Jawadi, Nabila, Ben Ameur, Hachmi, Idi Cheffou, Abdoulkarim

“…This article investigates the performance of Islamic banks (IBs) across four different regions (Egypt, the Gulf, the UK and the US) in the aftermath of the…”
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Optimal Portfolio Positioning on Multiple Assets Under Ambiguity by Ben Ameur, Hachmi, Boujelbène, Mouna, Prigent, J. L., Triki, Emna

“…This paper determines the optimal financial portfolio in the multidimensional setting when the investor exhibits ambiguity aversion. We consider the Maccheroni…”
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OPTIMAL EMPLOYEE OWNERSHIP CONTRACTS UNDER AMBIGUITY AVERSION by Aubert, Nicolas, Ben Ameur, Hachmi, Garnotel, Guillaume, Prigent, Jean‐Luc

“…The aim of this paper is to compute and describe the conditions of an optimal employee ownership contract between an employer and an ambiguity‐averse employee…”
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Measuring time-varying equity risk premium in the context of financial crisis: do developed and emerging markets differ? by Ameur, Hachmi Ben, Gnégné, Yacouba, Jawadi, Fredj

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Do the US trends drive the UK-French market linkages?: empirical evidence from a threshold intraday analysis by Jawadi, Fredj, Louhichi, Waël, Ben Ameur, Hachmi

“…This article investigates the impact of US stock market openings on linkages between the UK and French markets. Using intraday data over the period December…”
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Cryptocurrency volatility forecasting: What can we learn from the first wave of the COVID-19 outbreak? by Ftiti, Zied, Louhichi, Wael, Ben Ameur, Hachmi

“…This study aims to examine the issue of cryptocurrency volatility modelling and forecasting based on high-frequency data. More specifically, this study…”
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The Brexit impact on European market co-movements by Ben Ameur, Hachmi, Louhichi, Waël

“…The aim of this paper is to investigate the impact of Brexit on the dependence between European financial markets. We use the Diebold and Yilmaz (2009, 2012)…”
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