Non-linear Volatility and Dynamics of the Tunisian Stock Market

Tunisian revolution and stock market volatility: evidence from FIEGARCH model

Purpose – Previously elaborated research works, dealing with the political uncertainty effect on st

Volatility Effects of the Global Oil Price on Stock Price in Nigeria: Evidence from Linear and Non-Linear GARCH

This present study examines the volatility effects of the oil price on the stock price returns in Ni

The impact of news events on the Tunisian stock market volatility: A Post-revolutionary study

This study examines the impact of political, economic, social and terrorism events on market volatil

CHIMAVMV/Stock-Market-Volatility-Forecasting_SA

This project builds a volatility forecasting system for the South African stock market using financi

FINANCIAL RISKS AND STOCK MARKET CRASHES: AN EMPIRICAL ANALYSIS OF THE TUNISIAN STOCK MARKET

This study aims to investigate the effect of financial risks on the stock market crashes occurrence

DOES THE TUNISIAN STOCK MARKET OVERREACT?