Awatef Ourir

Personal Details

First Name:	Awatef
Middle Name:
Last Name:	Ourir
Suffix:
RePEc Short-ID:	pou38

Affiliation

Institut Supérieur de Gestion de Tunis
Université de Tunis

Tunis, Tunisia
http://www.isg.rnu.tn/
RePEc:edi:isguttn (more details at EDIRC)

Citations

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Articles

1. Ourir, Awatef & Snoussi, Wafa, 2012. "Markets liquidity risk under extremal dependence: Analysis with VaRs methods," Economic Modelling, Elsevier, vol. 29(5), pages 1830-1836.

   Cited by:

   1. Antonio Díaz & Gonzalo García-Donato & Andrés Mora-Valencia, 2017. "Risk quantification in turmoil markets," Risk Management, Palgrave Macmillan, vol. 19(3), pages 202-224, August.
   2. Czauderna, Katrin & Riedel, Christoph & Wagner, Niklas, 2015. "Liquidity and conditional market returns: Evidence from German exchange traded funds," Economic Modelling, Elsevier, vol. 51(C), pages 454-459.
   3. Chui-Chun Tsai & Tsun-Siou Lee, 2017. "Liquidity-Adjusted Value-at-Risk for TWSE Leverage/ Inverse ETFs: A Hellinger Distance Measure Research," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 13(1), pages 53-81, February.

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Corrections

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