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Entrepreneurship education and its impact on students’ intention to start up: A sample case study of students from two Tunisian universities

The international journal of management education, 2019-07, Vol.17 (2), p.182-190

2019

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Threshold effect in the relationship between investor sentiment and stock market returns: a PSTR specification

Applied economics, 2018-01, Vol.50 (5), p.559-573

2018

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Is there a shift contagion among stock markets during the COVID-19 crisis? Further insights from TYDL causality test

International review of applied economics, 2021-03, Vol.35 (2), p.188-209

2021

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Dynamic connectedness and optimal hedging strategy among commodities and financial indices

International review of financial analysis, 2022-10, Vol.83, p.102290, Article 102290

2022

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Measuring volatility persistence for conventional and Islamic banks: An FI-EGARCH approach

Emerging markets review, 2016-06, Vol.27, p.84-99

2016

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Does Islamic bank financing contribute to economic growth? The Malaysian case

International journal of Islamic and Middle Eastern finance and management, 2015-01, Vol.8 (3), p.349-368

2015

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Hedging Dow Jones Islamic and conventional emerging market indices with CDS, oil, gold and the VSTOXX: A comparison between DCC, ADCC and GO-GARCH models

Borsa Istanbul Review, 2022-03, Vol.22 (2), p.209-225

2022

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The Ebola contagion and forecasting virus: Evidence from four African countries

Health economics review, 2015-06, Vol.5 (16), p.1-15, Article 16

2015

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What Drives the Technical Inefficiency in the Tunisian Insurance Industry

Journal of Economics Studies and Research, 2016-12, Vol.2016, p.1-16

2016

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Multivariate FIGARCH and long memory process: evidence of oil price markets

Management science letters, 2015-09, Vol.5 (9), p.873-882

2015

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Purchasing power parity: Evidence of long memory processes and fractional integration

Decision Science Letters, 2015, Vol.4 (3), p.397-406

2015

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Long range dependency and forecasting of housing price index and mortgage market rate: evidence of subprime crisis

Management science letters, 2015-05, Vol.5 (5), p.419-430

2015

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Were Oil Price Markets the Source of Credit Crisis in European Countries? Evidence Using a VAR-MGARCH-DCC Model

International journal of energy economics and policy, 2014, Vol.4 (2), p.169

2014

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Can Bank be a Cause of Contagion during the Global Financial Crisis?

International journal of economics and financial issues, 2014, Vol.4 (2), p.353

2014

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Nonlinear adjustment of real exchange rate towards purchasing power parity from G7: An exponential FISTAR modelling

International journal of industrial engineering computations, 2015-02, Vol.5 (2), p.157-166

2015

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Forecasting returns on a stock market using Artificial Neural Networks and GARCH family models: Evidence of stock market S&P 500

Decision Science Letters, 2015, Vol.4 (2), p.203-210

2015

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Hedging stock market prices with WTI, Gold, VIX and cryptocurrencies: a comparison between DCC, ADCC and GO-GARCH models

International journal of emerging markets, 2023-03, Vol.18 (4), p.978-1006

2023

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EXPORTS, EXPORT COMPOSITION AND GROWTH: A SIMULTANEOUS ERROR-CORRECTION MODEL FOR TUNISIA

International economic journal, 2003, Vol.17 (1), p.101-120

HACHICHA, NéJIB

2003

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WERE OIL PRICE MARKETS THE SOURCE OF CREDIT CRISIS IN EUROPEAN COUNTRIES? EVIDENCE USING A VAR-MGARCH-DCC MODEL

International journal of energy economics and policy, 2014-04, Vol.4 (2), p.169-177

2014

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Persistence of currency crises: evidence to Asian and subprime crisis

Management science letters, 2015, Vol.5 (3), p.261-270

2015

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Were Oil Price Markets the Source of Credit Crisis in European Countries? Evidence Using a VAR-MGARCH-DCC Model

International journal of energy economics and policy, 2014-06, Vol.4 (2), p.169-177

2014

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Can Bank be a Cause of Contagion during the Global Financial Crisis?

International journal of economics and financial issues, 2014-06, Vol.4 (2), p.353-362

2014

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Can Bank be a Cause of Contagion during the Global Financial Crisis?

International journal of economics and financial issues, 2014-03, Vol.4 (2)

2014

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Can Bank be a Cause of Contagion during the Global Financial Crisis?

International journal of economics and financial issues, 2014-03, Vol.4 (2)

2014

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Hedging Dow Jones Islamic and conventional emerging market indices with CDS, oil, gold and the VSTOXX: A comparison between DCC, ADCC and GO-GARCH models & nbsp

Borsa Istanbul review, 2022, Vol.22 (2), p.209-225

2022

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Entrepreneurship education and its impact on students’ intention to start up: A sample case study of students from two Tunisian universities

Threshold effect in the relationship between investor sentiment and stock market returns: a PSTR specification

Is there a shift contagion among stock markets during the COVID-19 crisis? Further insights from TYDL causality test

Dynamic connectedness and optimal hedging strategy among commodities and financial indices

Measuring volatility persistence for conventional and Islamic banks: An FI-EGARCH approach

Does Islamic bank financing contribute to economic growth? The Malaysian case

Hedging Dow Jones Islamic and conventional emerging market indices with CDS, oil, gold and the VSTOXX: A comparison between DCC, ADCC and GO-GARCH models

The Ebola contagion and forecasting virus: Evidence from four African countries

What Drives the Technical Inefficiency in the Tunisian Insurance Industry

Multivariate FIGARCH and long memory process: evidence of oil price markets

Purchasing power parity: Evidence of long memory processes and fractional integration

Long range dependency and forecasting of housing price index and mortgage market rate: evidence of subprime crisis

Were Oil Price Markets the Source of Credit Crisis in European Countries? Evidence Using a VAR-MGARCH-DCC Model

Can Bank be a Cause of Contagion during the Global Financial Crisis?

Nonlinear adjustment of real exchange rate towards purchasing power parity from G7: An exponential FISTAR modelling

Forecasting returns on a stock market using Artificial Neural Networks and GARCH family models: Evidence of stock market S&P 500

Hedging stock market prices with WTI, Gold, VIX and cryptocurrencies: a comparison between DCC, ADCC and GO-GARCH models

EXPORTS, EXPORT COMPOSITION AND GROWTH: A SIMULTANEOUS ERROR-CORRECTION MODEL FOR TUNISIA

WERE OIL PRICE MARKETS THE SOURCE OF CREDIT CRISIS IN EUROPEAN COUNTRIES? EVIDENCE USING A VAR-MGARCH-DCC MODEL

Persistence of currency crises: evidence to Asian and subprime crisis

Were Oil Price Markets the Source of Credit Crisis in European Countries? Evidence Using a VAR-MGARCH-DCC Model

Can Bank be a Cause of Contagion during the Global Financial Crisis?

Can Bank be a Cause of Contagion during the Global Financial Crisis?

Can Bank be a Cause of Contagion during the Global Financial Crisis?

Hedging Dow Jones Islamic and conventional emerging market indices with CDS, oil, gold and the VSTOXX: A comparison between DCC, ADCC and GO-GARCH models & nbsp

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