CONTENTS
Did the global financial crisis alter cross-market correlation?
A copula-GARCH approach
Montassar ZAYATI, University of Sousse, IHEC, LaREMFiQ, Sousse, Tunisia
Sami BEN MIM, University of Sousse, IHEC, LaREMFiQ, Sousse, Tunisia
Creditor rights protection and bank stability
in developing countries: Evidence from Tunisia
Lamia BOUAZIZ, Assistant Professor, ESC, Tunis, University of Manouba, Tunisia, Rim-Raf lab
Does corporate innovation strategy influence stock price
crash risk? French market evidence
Sabri BOUBAKER, EM Normandie Business School, Métis Lab, Institut de Recherche en Gestion (EA 2354) -
Université Paris Est, France
Assil GUIZANI, Université Paris Nanterre, CEROS, France, LAMIDED - Université de Sousse, Tunisie
Faten LAKHAL, Léonard de Vinci Pôle Universitaire, Research Center, Paris La Défense, Institut de Recherche en
Gestion (EA 2354), Université Paris Est, France
5Measuring volatility spillovers among cryptocurrencies:
A generalized VAR approach
Abir MELKI, Université de Tunis, Institut Supérieur de Gestion de Tunis, GEF2A Lab., Tunis, Tunisia
Fiche technique
Spillover effects pf stock markets volatility, and financial contagion : evidence from european sovereign debt crisis.
The determinants of the foreign currency heddging strategies.
An examination of the impact of the EU BAN on naked purchases of sovereign credit default swaps.
