Volatility dynamics of crypto-currencies’ returns: Evidence from asymmetric and long memory GARCH models M Fakhfekh, A Jeribi Research in International Business and Finance 51, 101075, 2020 | 137 | 2020 |
Investigating the relationship between volatilities of cryptocurrencies and other financial assets A Ghorbel, A Jeribi Decisions in Economics and Finance 44 (2), 817-843, 2021 | 131 | 2021 |
Nonlinear tail dependence in cryptocurrency-stock market returns: The role of Bitcoin futures A Lahiani, NB Jlassi Research in International Business and Finance 56, 101351, 2021 | 67 | 2021 |
Volatility dynamics of the Tunisian stock market before and during the COVID‐19 outbreak: Evidence from the GARCH family models M Fakhfekh, A Jeribi, M Ben Salem International Journal of Finance & Economics 28 (2), 1653-1666, 2023 | 57 | 2023 |
Tunisian revolution and stock market volatility: evidence from FIEGARCH model A Jeribi, M Fakhfekh, A Jarboui Managerial Finance 41 (10), 1112-1135, 2015 | 56 | 2015 |
Are cryptocurrencies a backstop for the stock market in a COVID-19-led financial crisis? Evidence from the NARDL approach A Jeribi, SK Jena, A Lahiani International Journal of Financial Studies 9 (3), 33, 2021 | 52 | 2021 |
Can cryptocurrencies be a safe haven during the novel COVID-19 pandemic? Evidence from the Tunisian Stock Market A Jeribi, YS Manzli Journal of Research in Emerging Markets 3 (1), 14-31, 2021 | 50 | 2021 |
Forecasting developed and BRICS stock markets with cryptocurrencies and gold: generalized orthogonal generalized autoregressive conditional heteroskedasticity and generalized … A Jeribi, A Ghorbel International Journal of Emerging Markets 17 (9), 2290-2320, 2022 | 48 | 2022 |
Portfolio management and dependence structure between cryptocurrencies and traditional assets: evidence from FIEGARCH-EVT-Copula A Jeribi, M Fakhfekh Journal of Asset Management 22 (3), 224-239, 2021 | 47 | 2021 |
Connectedness between emerging stock markets, gold, cryptocurrencies, DeFi and NFT: Some new evidence from wavelet analysis A Bejaoui, W Frikha, A Jeribi, AF Bariviera Physica A: Statistical Mechanics and its Applications 619, 128720, 2023 | 46 | 2023 |
Volatility spillovers and contagion between energy sector and financial assets during COVID-19 crisis period A Ghorbel, A Jeribi Eurasian Economic Review 11 (3), 449-467, 2021 | 46 | 2021 |
Hedging stock market prices with WTI, Gold, VIX and cryptocurrencies: A comparison between DCC, ADCC and GO-GARCH models M Fakhfekh, A Jeribi, A Ghorbel, N Hachicha International Journal of Emerging Markets 18 (4), 978-1006, 2023 | 35 | 2023 |
Contagion of COVID-19 pandemic between oil and financial assets: the evidence of multivariate Markov switching GARCH models A Ghorbel, A Jeribi Journal of Investment Compliance 22 (2), 151-169, 2021 | 34 | 2021 |
Are bitcoin and gold a safe haven during COVID-19 and the 2022 Russia–Ukraine war? IE Kayral, A Jeribi, S Loukil Journal of Risk and Financial Management 16 (4), 222, 2023 | 27 | 2023 |
Extreme dependence and risk spillover across G7 and China stock markets before and during the COVID-19 period A Ghorbel, M Fakhfekh, A Jeribi, A Lahiani The Journal of Risk Finance 23 (2), 206-244, 2022 | 20 | 2022 |
COVID-19, Russia-Ukraine war and interconnectedness between stock and crypto markets: a wavelet-based analysis W Frikha, M Brahim, A Jeribi, A Lahiani Journal of Business Analytics 6 (4), 255-275, 2023 | 19 | 2023 |
Emerging stock markets’ reaction to COVID-19: Can cryptocurrencies be a safe haven? A Jeribi, D Chamsa, YS Manzlı Journal of Management and Economic Studies 2 (3), 152-165, 2020 | 18 | 2020 |
Stock markets from COVID-19 to the Russia–Ukraine crisis: structural breaks in interactive effects panels C Karamti, A Jeribi The Journal of Economic Asymmetries 28, e00340, 2023 | 15 | 2023 |
Volatility dynamics and diversification benefits of Bitcoin under asymmetric and long memory effects A Jeribi, M Fakhfekh, A Jarboui Global Business and Economics Review 26 (1), 65-83, 2022 | 13 | 2022 |
Investigating dynamic interdependencies between traditional and digital assets during the COVID-19 outbreak: Implications for G7 and Chinese financial investors A Jeribi, WK Masmoudi Journal of Research in Emerging Markets 3 (3), 60-80, 2021 | 10 | 2021 |