Availability: 100 In Stock
Société Editions ESKA
Bankers, Markets & Investors n° 162 September 2020
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n° 162 September 2020
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
978-2-7472-2807-7
100 Produits
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- ISSN version Imprimée
- 2101-9304
Nouveau
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Sommaire
Articles
- Scrutinizing Portfolio Strategies And Asset Pricing Models: The French Case
- Why Do Banks Hold Cash?
- Pricing of Internet Companies: Financial and Non-financial Value Drivers
Focus On
- Long Term Savings Performances: The 40 Year Track Record of Afer Funds
Availability: 999 In Stock
Sommaire
Articles
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.
Focus On
- The myth of CAC40 hight volatility in the 2010s
Availability: 30 In Stock