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Revisiting systemic risk during political shocks and its impact on unemployment: evidence from Tunisia

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  • Dorsaf Azouz Ghachem
  • Aymen Khamassi

Abstract

We measure the systemic risk of the Tunisian financial system around the revolution period by the use of covar method and to test its ability to predict the future unemployment rate. Our findings show that public systemic banks kept their ranks before and after revolution. Conversely, private bank classification is partially reversed between the two periods. The top five ranks remain occupied by two public banks and the three largest private ones in terms of size, capitalization, efficiency and loans’ activities. Otherwise, the global Tunisian systemic risk seems not to be able yet to predict the future unemployment rate evolution..

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  • Dorsaf Azouz Ghachem & Aymen Khamassi, 2024. "Revisiting systemic risk during political shocks and its impact on unemployment: evidence from Tunisia," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 17(2), pages 356-373, May.
    • Handle: RePEc:taf:macfem:v:17:y:2024:i:2:p:356-373
    DOI: 10.1080/17520843.2021.2021017
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