Zouheir Mighri
Personal Details
First Name: | Zouheir |
Middle Name: | |
Last Name: | Mighri |
Suffix: | |
RePEc Short-ID: | pmi614 |
[This author has chosen not to make the email address public] | |
Affiliation
Institut Supérieur de Finances et de Fiscalité de Sousse
Université de Sousse
Sousse, Tunisiahttp://www.isffs.rnu.tn/
RePEc:edi:isffstn (more details at EDIRC)
Research output
Jump to: ArticlesArticles
- Zouheir Mighri & Hanen Ragoubi, 2023. "Electricity Consumption–Economic Growth Nexus: Evidence from ARDL Bound Testing Approach in the Tunisian Context," Global Business Review, International Management Institute, vol. 24(4), pages 800-811, August.
- Zouheir Mighri & Raouf Jaziri, 2023. "Long-Memory, Asymmetry and Fat-Tailed GARCH Models in Value-at-Risk Estimation: Empirical Evidence from the Global Real Estate Markets," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(1), pages 41-97, March.
- Riadh El Abed & Zouheir Mighri & Abderrazek Ben Hamouda, 2022. "Does Economic Policy Uncertainty Affect Exchange Rate in China and Japan? Evidence from Threshold Cointegration with Asymmetric Adjustment," International Journal of Economics and Financial Issues, Econjournals, vol. 12(1), pages 28-36.
- Mighri, Zouheir & Ragoubi, Hanen & Sarwar, Suleman & Wang, Yihan, 2022. "Quantile Granger causality between US stock market indices and precious metal prices," Resources Policy, Elsevier, vol. 76(C).
- Ghazala Aziz & Zouheir Mighri, 2022. "Carbon Dioxide Emissions and Forestry in China: A Spatial Panel Data Approach," Sustainability, MDPI, vol. 14(19), pages 1-40, October.
- Rida Waheed & Suleman Sarwar & Zouheir Mighri, 2021. "Role of high technology exports for energy efficiency: Empirical evidence in the context of Gulf Cooperation Council countries," Energy & Environment, , vol. 32(5), pages 803-819, August.
- Hanen Ragoubi & Zouheir Mighri, 2021. "Spillover effects of trade openness on CO2 emissions in middle‐income countries: A spatial panel data approach," Regional Science Policy & Practice, Wiley Blackwell, vol. 13(3), pages 835-877, June.
- Riadh El Abed & Zouheir Mighri, 2021. "Nonlinear Cointegration and Asymmetric Adjustement between Economic policy uncertainty and Gold price: Evidence from the United States," Economics Bulletin, AccessEcon, vol. 41(3), pages 1666-1680.
- Suleman Sarwar & Dalia Streimikiene & Rida Waheed & Zouheir Mighri, 2021. "Revisiting the empirical relationship among the main targets of sustainable development: Growth, education, health and carbon emissions," Sustainable Development, John Wiley & Sons, Ltd., vol. 29(2), pages 419-440, March.
- Zouheir Ahmed Mighri & Majid Ibrahim Alsaggaf, 2019. "Asymmetric Threshold Cointegration and Nonlinear Adjustment between Oil Prices and Financial Stress," International Journal of Energy Economics and Policy, Econjournals, vol. 9(3), pages 87-105.
- Zouheir Mighri & Majid Ibrahim Alsaggaf, 2019. "Volatility Spillovers among the Cryptocurrency Time Series," International Journal of Economics and Financial Issues, Econjournals, vol. 9(3), pages 81-90.
- Zouheir Mighri, 2018. "On the Dynamic Linkages Among International Emerging Currencies," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(2), pages 427-473, June.
- Zouheir Ahmed Mighri & Majid Ibrahim Al Saggaf, 2018. "Gold - Silver Nexus: A Threshold Cointegration Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 8(5), pages 210-219.
- Wiem Ben Jabra & Zouheir Mighri & Faysal Mansouri, 2017. "The determinants of credit and insolvency risk of European commercial banks: a dynamic panel data analysis," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 10(2), pages 111-143.
- Wiem Ben Jabra & Zouheir Mighri & Faysal Mansouri, 2017. "Determinants of European bank risk during financial crisis," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1298420-129, January.
- Wiem Ben Jabra & Zouheir Mighri & Faysal Mansouri, 2017. "Bank capital, profitability and risk in BRICS banking industry," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 19(1), pages 89-119.
- Zouheir Mighri & Faysal Mansouri, 2016. "Asymmetric price transmission within the Argentinean stock market: an asymmetric threshold cointegration approach," Empirical Economics, Springer, vol. 51(3), pages 1115-1149, November.
- Riadh El Abed & Zouheir Mighri & Samir Maktouf, 2016. "Empirical analysis of asymmetries and long memory among international stock market returns: A Multivariate FIAPARCH-DCC approach," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 5(1), pages 1-1.
- Zouheir Mighri & Faysal Mansouri & Geoffrey J.D. Hewings, 2014. "Value-at-risk and expected shortfall: a dual long memory framework," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 16(4), pages 416-451.
- Zouheir Mighri & Faysal Mansouri, 2014. "Modeling international stock market contagion using multivariate fractionally integrated APARCH approach," Cogent Economics & Finance, Taylor & Francis Journals, vol. 2(1), pages 1-25, December.
- Zouheir Mighri & Faysal Mansouri, 2013. "Dynamic Conditional Correlation Analysis of Stock Market Contagion: Evidence from the 2007-2010 Financial Crises," International Journal of Economics and Financial Issues, Econjournals, vol. 3(3), pages 637-661.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Articles
- Mighri, Zouheir & Ragoubi, Hanen & Sarwar, Suleman & Wang, Yihan, 2022.
"Quantile Granger causality between US stock market indices and precious metal prices,"
Resources Policy, Elsevier, vol. 76(C).
Cited by:
- Fernandes, Leonardo H.S. & Silva, José W.L. & de Araujo, Fernando H.A. & Ferreira, Paulo & Aslam, Faheem & Tabak, Benjamin Miranda, 2022. "Interplay multifractal dynamics among metal commodities and US-EPU," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 606(C).
- Liu, Jianjian & Wang, Shuhan & Xiang, Lijin & Ma, Shiqun & Xiao, Zumian, 2024. "Unveiling hidden connections: Spillover among BRICS' cryptocurrency-implied exchange rate discounts and US financial markets," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
- Zhu, Xuehong & Zhang, Shishi & Ding, Qian, 2024. "Does extreme climate change drive the connectedness among global gold markets? Evidence from TVP-VAR and causality-in-quantiles techniques," Resources Policy, Elsevier, vol. 91(C).
- Si Mohammed, K. & Mellit, A., 2023. "The relationship between oil prices and the indices of renewable energy and technology companies based on QQR and GCQ techniques," Renewable Energy, Elsevier, vol. 209(C), pages 97-105.
- Zhao, Wandi & Gao, Yang, 2024. "Dynamic patterns and the latent community structure of sectoral volatility and jump risk contagion," Emerging Markets Review, Elsevier, vol. 59(C).
- Sameen Fatima & Christopher Gan & Baiding Hu, 2022. "Price Stability Properties and Volatility Analysis of Precious Metals: An ICSS Algorithm Approach," JRFM, MDPI, vol. 15(10), pages 1-15, October.
- Ghazala Aziz & Zouheir Mighri, 2022.
"Carbon Dioxide Emissions and Forestry in China: A Spatial Panel Data Approach,"
Sustainability, MDPI, vol. 14(19), pages 1-40, October.
Cited by:
- Fangzheng Zhu & Yuexiang Lu, 2022. "Carbon Emission Reduction Effect of China’s Financial Decentralization," Sustainability, MDPI, vol. 14(22), pages 1-22, November.
- Rida Waheed & Suleman Sarwar & Zouheir Mighri, 2021.
"Role of high technology exports for energy efficiency: Empirical evidence in the context of Gulf Cooperation Council countries,"
Energy & Environment, , vol. 32(5), pages 803-819, August.
Cited by:
- Zaman, Shah & Wang, Zilong & Rasool, Samma Faiz & Zaman, Qamar uz & Raza, Hamid, 2022. "Impact of critical success factors and supportive leadership on sustainable success of renewable energy projects: Empirical evidence from Pakistan," Energy Policy, Elsevier, vol. 162(C).
- Wang, Feipeng & Wong, Wing-Keung & Wang, Zheng & Albasher, Gadah & Alsultan, Nouf & Fatemah, Ambreen, 2023. "Emerging pathways to sustainable economic development: An interdisciplinary exploration of resource efficiency, technological innovation, and ecosystem resilience in resource-rich regions," Resources Policy, Elsevier, vol. 85(PA).
- Rasool, Samma Faiz & Zaman, Shah & Jehan, Noor & Chin, Tachia & Khan, Saleem & Zaman, Qamar uz, 2022. "Investigating the role of the tech industry, renewable energy, and urbanization in sustainable environment: Policy directions in the context of developing economies," Technological Forecasting and Social Change, Elsevier, vol. 183(C).
- Dinh, Cong Khai & Ngo, Quang Thanh & Nguyen, Trung Thanh, 2021.
"Medium- and High-Tech Export and Renewable Energy Consumption: Non-Linear Evidence from the ASEAN Countries,"
MPRA Paper
109669, University Library of Munich, Germany.
- Cong Khai Dinh & Quang Thanh Ngo & Trung Thanh Nguyen, 2021. "Medium- and High-Tech Export and Renewable Energy Consumption: Non-Linear Evidence from the ASEAN Countries," Energies, MDPI, vol. 14(15), pages 1-16, July.
- Chenggang Wang & Tiansen Liu & Danli Du & Yue Zhu & Zuolong Zheng & Hanchen Li, 2024. "Impact of the Digital Economy on the Green Economy: Evidence from China," Sustainability, MDPI, vol. 16(21), pages 1-24, October.
- Saima Shadab & Firoz Alam, 2024. "High-Technology Exports, Foreign Direct Investment, Renewable Energy Consumption and Economic Growth: Evidence from the United Arab Emirates," International Journal of Energy Economics and Policy, Econjournals, vol. 14(2), pages 394-401, March.
- Dan Wu & Ching-Cheng Lu & Xiang Chen & Pei-Chieh Tu & An-Chi Yang & Chih-Yu Yang, 2021. "Evaluating the Dynamic Energy Production Efficiency in APEC Economies," Energies, MDPI, vol. 14(14), pages 1-20, July.
- Fatemeh Rahimzadeh & Hamed Pirpour & Bahman P. Ebrahimi, 2022. "The impact of economic sanctions on the efficiency of bilateral energy exports: the case of Iran," SN Business & Economics, Springer, vol. 2(9), pages 1-18, September.
- Hanen Ragoubi & Zouheir Mighri, 2021.
"Spillover effects of trade openness on CO2 emissions in middle‐income countries: A spatial panel data approach,"
Regional Science Policy & Practice, Wiley Blackwell, vol. 13(3), pages 835-877, June.
Cited by:
- Qiongzhi Liu & Dapeng Zhao, 2023. "Study on the Spatial Characteristics and Spillover Effects of Carbon Emissions in the Yangtze River (Main Stream) Basin," Energies, MDPI, vol. 16(3), pages 1-18, January.
- Suleman Sarwar & Dalia Streimikiene & Rida Waheed & Zouheir Mighri, 2021.
"Revisiting the empirical relationship among the main targets of sustainable development: Growth, education, health and carbon emissions,"
Sustainable Development, John Wiley & Sons, Ltd., vol. 29(2), pages 419-440, March.
Cited by:
- Wang, Zhen & Huang, Yaoxuan & Ankrah, Victoria & Dai, Jiapeng, 2023. "Greening the knowledge-based economies: Harnessing natural resources and innovation in information and communication technologies for green growth," Resources Policy, Elsevier, vol. 86(PA).
- Li, Zhiyuan & Patel, Nikunj & Liu, Jiayang & Kautish, Pradeep, 2023. "Natural resources-environmental sustainability-socio-economic drivers nexus: Insights from panel quantile regression analysis," Resources Policy, Elsevier, vol. 86(PB).
- Wang, Zhen & Hu, Difei & Sami, Fariha & Uktamov, Khusniddin Fakhriddinovich, 2023. "Revisiting China's natural resources-growth-emissions nexus: Education expenditures and renewable energy innovation," Resources Policy, Elsevier, vol. 85(PA).
- Qianyi Li & Md Qamruzzaman, 2023. "Innovation-Led Environmental Sustainability in Vietnam—Towards a Green Future," Sustainability, MDPI, vol. 15(16), pages 1-34, August.
- Sue Abdinnour & Sesan Oluseyi Adeniji, 2023. "Empirical analysis of the impact of entrepreneurial activity on economic growth of Global Entrepreneurship Monitor (GEM) countries," Journal of Global Entrepreneurship Research, Springer;UNESCO Chair in Entrepreneurship, vol. 13(1), pages 1-11, December.
- Zheng, Liya & Umar, Muhammad & Safi, Adnan & Khaddage-Soboh, Nada, 2024. "The role of higher education and institutional quality for carbon neutrality: Evidence from emerging economies," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 406-417.
- Zhang, Shuyuan & Xie, Wenlan & Sun, Siying & Wu, Fan & Xue, Ying, 2024. "Nexus of green energy innovation, governance quality, and CO2 emissions in natural resource sector: The role of sustainable human development," Resources Policy, Elsevier, vol. 88(C).
- Cui xiaozhong, & Yen-Ku, Kuo & Maneengam, Apichit & Cong, Phan The & Quynh, Nguyen Ngoc & Ageli, Mohammed Moosa & Wisetsri, Worakamol, 2022. "Covid-19 and oil and gold price volatilities: Evidence from China market," Resources Policy, Elsevier, vol. 79(C).
- Hunjra, Ahmed Imran & Azam, Muhammad & Bruna, Maria Giuseppina & Verhoeven, Peter & Al-Faryan, Mamdouh Abdulaziz Saleh, 2022. "Sustainable development: The impact of political risk, macroeconomic policy uncertainty and ethnic conflict," International Review of Financial Analysis, Elsevier, vol. 84(C).
- Muhammad Kamran & Muhammad Zahid Rafique & Abdul Majeed Nadeem & Sofia Anwar, 2023. "Does Inclusive Growth Contribute Towards Sustainable Development? Evidence from Selected Developing Countries," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 165(2), pages 409-429, January.
- Ghazala Aziz & Rida Waheed & Suleman Sarwar & Mohd Saeed Khan, 2022. "The Significance of Governance Indicators to Achieve Carbon Neutrality: A New Insight of Life Expectancy," Sustainability, MDPI, vol. 15(1), pages 1-20, December.
- Musibau, Hammed & Yanotti, Maria Belen & Nepal, Rabindra & Vespignani, Joaquin, 2021.
"Environmental Performance in the West African Economy: MM-Quantile and 2SLS Approach,"
MPRA Paper
110627, University Library of Munich, Germany.
- Musibau, Hammed & Yanotti, Maria & Vespignani, Joaquin & Rabindra, Nepal, 2021. "Environmental performance in the West African economy: MM-quantile and 2SLS approach," Working Papers 2021-05, University of Tasmania, Tasmanian School of Business and Economics.
- Shuangzhou Chen & Zhikang Bao & Junjie Chen & Linchuan Yang & Vivian Lou, 2022. "Sustainable built environment for facilitating public health of older adults: Evidence from Hong Kong," Sustainable Development, John Wiley & Sons, Ltd., vol. 30(5), pages 1086-1098, October.
- Junxu Zhou & Yajun Chang & Rong Peng & Zijun Liu & Hang Luo & Min Ji, 2024. "Does Free Compulsory Education Matter for the Green Transformation of Agriculture? Evidence from Rural China," Agriculture, MDPI, vol. 14(5), pages 1-19, April.
- Abdul Rauf & Ilhan Ozturk & Fayyaz Ahmad & Khurram Shehzad & Abbas Ali Chandiao & Muhammad Irfan & Saira Abid & Li Jinkai, 2021. "Do Tourism Development, Energy Consumption and Transportation Demolish Sustainable Environments? Evidence from Chinese Provinces," Sustainability, MDPI, vol. 13(22), pages 1-23, November.
- Seyfettin Erdogan, 2022. "Investigating the effects of food production on sustainable development: The case of the upper middle‐income countries," Sustainable Development, John Wiley & Sons, Ltd., vol. 30(4), pages 606-619, August.
- Zhong, Yufei & Chen, Xuesheng & Yao, Xuehui & Wang, Zhixian & Chang, Hsu-Ling, 2024. "Natural resources and the trilemma of financial development, institutions, and markets: Sustainable development pathway via natural resources for China," Resources Policy, Elsevier, vol. 90(C).
- Hu, Jinyan & Wang, Kai-Hua & Su, Chi Wei & Umar, Muhammad, 2022. "Oil price, green innovation and institutional pressure: A China's perspective," Resources Policy, Elsevier, vol. 78(C).
- Xiaohui Chen & Yiqing He, 2022. "The Impact of Financial Resilience and Steady Growth on High-Quality Economic Development—Based on a Heterogeneous Intermediary Effect Analysis," Sustainability, MDPI, vol. 14(22), pages 1-19, November.
- Busayo Victor Osuntuyi & Hooi Hooi Lean, 2023. "Environmental degradation, economic growth, and energy consumption: The role of education," Sustainable Development, John Wiley & Sons, Ltd., vol. 31(2), pages 1166-1177, April.
- Saman Mazhar & Ali Sher & Azhar Abbas & Abdul Ghafoor & Guanghua Lin, 2022. "Empowering Shepreneurs to achieve the sustainable development goals: Exploring the impact of interest‐free start‐up credit, skill development and ICTs use on entrepreneurial drive," Sustainable Development, John Wiley & Sons, Ltd., vol. 30(5), pages 1235-1251, October.
- Zouheir Mighri & Majid Ibrahim Alsaggaf, 2019.
"Volatility Spillovers among the Cryptocurrency Time Series,"
International Journal of Economics and Financial Issues, Econjournals, vol. 9(3), pages 81-90.
Cited by:
- Balcilar, Mehmet & Ozdemir, Huseyin & Agan, Busra, 2022. "Effects of COVID-19 on cryptocurrency and emerging market connectedness: Empirical evidence from quantile, frequency, and lasso networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 604(C).
- Cong Gu & Benfu Lv & Ying Liu & Geng Peng, 2021. "The Impact of Quantitative Easing on Cryptocurrency," International Journal of Economics and Financial Issues, Econjournals, vol. 11(4), pages 27-34.
- Zouheir Mighri, 2018.
"On the Dynamic Linkages Among International Emerging Currencies,"
Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(2), pages 427-473, June.
Cited by:
- Gaurav Raizada & Vartika Srivastava & S. V. D. Nageswara Rao, 2020. "Shall One Sit “Longer” for a Free Lunch? Impact of Trading Durations on the Realized Variances and Volatility Spillovers," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(1), pages 1-28, March.
- Ding, Qian & Huang, Jianbai & Chen, Jinyu, 2021. "Dynamic and frequency-domain risk spillovers among oil, gold, and foreign exchange markets: Evidence from implied volatility," Energy Economics, Elsevier, vol. 102(C).
- Zouheir Ahmed Mighri & Majid Ibrahim Al Saggaf, 2018.
"Gold - Silver Nexus: A Threshold Cointegration Approach,"
International Journal of Economics and Financial Issues, Econjournals, vol. 8(5), pages 210-219.
Cited by:
- Sami, Janesh, 2021. "Has the long-run relationship between gold and silver prices really disappeared? Evidence from an emerging market," Resources Policy, Elsevier, vol. 74(C).
- Wiem Ben Jabra & Zouheir Mighri & Faysal Mansouri, 2017.
"The determinants of credit and insolvency risk of European commercial banks: a dynamic panel data analysis,"
International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 10(2), pages 111-143.
Cited by:
- Carmen Orden‐Cruz & Jessica Paule‐Vianez & Júlio Lobão, 2023. "The effect of Economic Policy Uncertainty on the credit risk of US commercial banks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 3420-3436, July.
- Mustafa Tevfik Kartal & Derviş Kirikkaleli & Fatih Ayhan, 2023. "Nexus between non‐performing loans and economic growth in emerging countries: Evidence from Turkey with wavelet coherence approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1250-1260, April.
- Van Dan Dang, 2020. "Bank funding and liquidity in an emerging market," International Journal of Economic Policy in Emerging Economies, Inderscience Enterprises Ltd, vol. 13(3), pages 256-272.
- Wiem Ben Jabra & Zouheir Mighri & Faysal Mansouri, 2017.
"Determinants of European bank risk during financial crisis,"
Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1298420-129, January.
Cited by:
- Karim Belcaid & Mamdouh Abdulaziz Saleh Al-Faryan, 2024. "Determinants of Bank Profitability in the Context of Financial Liberalization: Evidence from Morocco," Business Perspectives and Research, , vol. 12(1), pages 164-180, January.
- Parrado-Martínez, Purificación & Gómez-Fernández-Aguado, Pilar & Partal-Ureña, Antonio, 2019. "Factors influencing the European bank’s probability of default: An application of SYMBOL methodology," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 61(C), pages 223-240.
- Daniela Venanzi, 2021. "Large Is Riskier: The Case of European Commercial Banks," International Journal of Business and Management, Canadian Center of Science and Education, vol. 16(1), pages 1-19, August.
- Daniela Venanzi, 2019. "Da che dipende il rischio delle banche? Il beta fondamentale delle banche europee (What does banks' riskiness depend on? The fundamental beta of Europe's banks)," Moneta e Credito, Economia civile, vol. 72(286), pages 105-131.
- Ming-Chin Hung & Yung-Kang Ching & Shih-Kuei Lin, 2021. "Impact of COVID-19 on the Robustness of the Probability of Default Estimation Model," Mathematics, MDPI, vol. 9(23), pages 1-13, November.
- Wiem Ben Jabra & Zouheir Mighri & Faysal Mansouri, 2017.
"Bank capital, profitability and risk in BRICS banking industry,"
Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 19(1), pages 89-119.
Cited by:
- Nikita Singhal & Shikha Goyal & Divya Sharma & Sapna Kumari & Shweta Nagar, 2022. "Capitalization and profitability: applicability of capital theories in BRICS banking sector," Future Business Journal, Springer, vol. 8(1), pages 1-13, December.
- Serhat Yüksel & Shahriyar Mukhtarov & Elvin Mammadov & Mustafa Özsarı, 2018. "Determinants of Profitability in the Banking Sector: An Analysis of Post-Soviet Countries," Economies, MDPI, vol. 6(3), pages 1-15, July.
- Zouheir Mighri & Faysal Mansouri, 2016.
"Asymmetric price transmission within the Argentinean stock market: an asymmetric threshold cointegration approach,"
Empirical Economics, Springer, vol. 51(3), pages 1115-1149, November.
Cited by:
- Zouheir Ahmed Mighri & Majid Ibrahim Alsaggaf, 2019. "Asymmetric Threshold Cointegration and Nonlinear Adjustment between Oil Prices and Financial Stress," International Journal of Energy Economics and Policy, Econjournals, vol. 9(3), pages 87-105.
- M. Iqbal Ahmed & Quazi Fidia Farah, 2021. "Adjustment dynamics between broker–dealer leverage and stock market: a threshold cointegration analysis," Empirical Economics, Springer, vol. 61(1), pages 121-144, July.
- Riadh El Abed & Zouheir Mighri & Samir Maktouf, 2016.
"Empirical analysis of asymmetries and long memory among international stock market returns: A Multivariate FIAPARCH-DCC approach,"
Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 5(1), pages 1-1.
Cited by:
- Manh Ha Nguyen & Olivier Darné, 2018. "Forecasting and risk management in the Vietnam Stock Exchange," Working Papers halshs-01679456, HAL.
- Zouheir Mighri & Faysal Mansouri & Geoffrey J.D. Hewings, 2014.
"Value-at-risk and expected shortfall: a dual long memory framework,"
Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 16(4), pages 416-451.
Cited by:
- Zouheir Mighri & Raouf Jaziri, 2023. "Long-Memory, Asymmetry and Fat-Tailed GARCH Models in Value-at-Risk Estimation: Empirical Evidence from the Global Real Estate Markets," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(1), pages 41-97, March.
- Zouheir Mighri & Faysal Mansouri, 2014.
"Modeling international stock market contagion using multivariate fractionally integrated APARCH approach,"
Cogent Economics & Finance, Taylor & Francis Journals, vol. 2(1), pages 1-25, December.
Cited by:
- Mpoha, Salifya & Bonga-Bonga, Lumengo, 2021. "Spillover effects from China and the US to global emerging markets: a dynamic analysis," MPRA Paper 109349, University Library of Munich, Germany.
- Zouheir Ahmed Mighri & Majid Ibrahim Alsaggaf, 2019. "Asymmetric Threshold Cointegration and Nonlinear Adjustment between Oil Prices and Financial Stress," International Journal of Energy Economics and Policy, Econjournals, vol. 9(3), pages 87-105.
- Neha Seth & Monica Sighania, 2017. "Financial market contagion: selective review of reviews," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 9(4), pages 391-408, November.
- Kunal Saha & Vinodh Madhavan & Chandrashekhar G. R. & David McMillan, 2020. "Pitfalls in long memory research," Cogent Economics & Finance, Taylor & Francis Journals, vol. 8(1), pages 1733280-173, January.
- Paravee Maneejuk & Woraphon Yamaka, 2019. "Predicting Contagion from the US Financial Crisis to International Stock Markets Using Dynamic Copula with Google Trends," Mathematics, MDPI, vol. 7(11), pages 1-29, November.
- Zouheir Mighri & Faysal Mansouri, 2013.
"Dynamic Conditional Correlation Analysis of Stock Market Contagion: Evidence from the 2007-2010 Financial Crises,"
International Journal of Economics and Financial Issues, Econjournals, vol. 3(3), pages 637-661.
Cited by:
- Neha Seth & Monica Sighania, 2017. "Financial market contagion: selective review of reviews," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 9(4), pages 391-408, November.
- Kasilingam Lingaraja & Murugesan Selvam & Vinayagamoorthi Vasanth & Ramachandran Rajesh Ramkumar, 2015. "Long-run Overseas Portfolio Diversification Benefits and Opportunities of Asian Emerging Stock Markets and Developed Markets," International Journal of Economics and Financial Issues, Econjournals, vol. 5(2), pages 324-333.
- Pragidis, I.C. & Aielli, G.P. & Chionis, D. & Schizas, P., 2015. "Contagion effects during financial crisis: Evidence from the Greek sovereign bonds market," Journal of Financial Stability, Elsevier, vol. 18(C), pages 127-138.
- Chopra, Monika & Mehta, Chhavi, 2022. "Is the COVID-19 pandemic more contagious for the Asian stock markets? A comparison with the Asian financial, the US subprime and the Eurozone debt crisis," Journal of Asian Economics, Elsevier, vol. 79(C).
- Ndiweni, Zinzile Lorna & Bonga-Bonga, Lumengo, 2022. "Contagion or decoupling? Evidence from emerging stock markets," MPRA Paper 115170, University Library of Munich, Germany.
- Han-Ching Huang & Yong-Chern Su & Jen-Tien Tsui, 2015. "Asymmetric GARCH Value-at-Risk over MSCI in Financial Crisis," International Journal of Economics and Financial Issues, Econjournals, vol. 5(2), pages 390-398.
- Corbet, Shaen & Larkin, Charles & McMullan, Caroline, 2018. "Chemical industry disasters and the sectoral transmission of financial market contagion," Research in International Business and Finance, Elsevier, vol. 46(C), pages 490-501.
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