6
H index
4
i10 index
123
Citations
Université de Monastir | 6 H index 4 i10 index 123 Citations RESEARCH PRODUCTION: 12 Articles 4 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with arfaoui mongi. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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European Journal of Management and Business Economics | 2 |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 4 |
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2024 | Quantile time-frequency spillovers among green bonds, cryptocurrencies, and conventional financial markets. (2024). Park, Hail ; Zhao, Mingguo. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001303. Full description at Econpapers || Download paper |
2024 | Is Bitcoin a hedge or safe-haven asset during the period of turmoil? Evidence from the currency, bond and stock markets. (2024). Yuan, Ying ; Liu, Peng. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005957. Full description at Econpapers || Download paper |
2024 | Dynamic linkages among bitcoin, equity, gold and oil: An implied volatility perspective. (2024). Biswal, Pratap Chandra ; Jain, Anshul ; Choudhary, Sangita. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002502. Full description at Econpapers || Download paper |
2024 | Oil price volatility and gold prices volatility asymmetric links with natural resources via financial market fluctuations: Implications for green recovery. (2024). Du, Qingfeng ; Li, Yang. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s030142072300990x. Full description at Econpapers || Download paper |
2024 | Connectedness between green bonds, conventional bonds, oil, heating oil, natural gas, and petrol: new evidence during bear and bull market scenarios. (2024). Selmi, Refk ; Al-Kharusi, Sami ; Mensi, Walid ; Kang, Sang Hoon ; Belghouthi, Houssem Eddine. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002551. Full description at Econpapers || Download paper |
2024 | How does the mineral resource exploitation sector interact with Islamic and traditional ventures? Insights amidst the impact of green reforms and state-of-the-art technological advancements. (2024). Isfahani, Mohammad Nasr ; Mohammadi, Mahsa ; Asl, Mahdi Ghaemi. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724006548. Full description at Econpapers || Download paper |
2024 | Switching spillovers and connectedness between Sukuk and international Islamic stock markets. (2024). Yoon, Seong-Min ; Al-Kharusi, Sami ; Lee, Yeonjeong ; Mensi, Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000696. Full description at Econpapers || Download paper |
2024 | Asymmetric connectedness and investment strategies between commodities and Islamic banks: Evidence from gulf cooperative council (GCC) markets. (2024). Billah, Syed ; Balli, Faruk ; Hadhri, Sinda ; Shaik, Muneer. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001574. Full description at Econpapers || Download paper |
2024 | Does Islamic investing modify portfolio performance? Time-varying optimization strategies for conventional and Shariah energy-ESG-utilities portfolio. (2024). Rezgui, Hichem ; Tavakkoli, Hamid Raza ; Rashidi, Muhammad Mahdi ; Asl, Mahdi Ghaemi. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:37-57. Full description at Econpapers || Download paper |
2024 | Adaptive market hypothesis: A comparison of Islamic and conventional stock indices. (2024). Ali, Shahid ; Ullah, Ihsan ; Akbar, Muhammad ; Rehman, Naser. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:460-477. Full description at Econpapers || Download paper |
2024 | Potential diversification benefits: A comparative study of Islamic and conventional stock market indexes. (2024). Abedin, Mohammad Zoynul ; Saadaoui, Foued ; Belanes, Amel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002246. Full description at Econpapers || Download paper |
2024 | Spillovers and hedging effectiveness between oil and US equity sectors: Evidence from the COVID pre- and post-vaccination phases. (2024). Gubareva, Mariya ; Arfaoui, Nadia ; Yousaf, Imran. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531923003306. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | Dynamic Co-movement and Volatility Spillover Effect Between Sukuk and Conventional Bonds: A Comparison Study Between ASEAN and GCC. (2024). Suprihadi, Eddy ; Azizan, Noor Azlinna ; Danila, Nevi ; Bunyamin, Bunyamin. In: Global Business Review. RePEc:sae:globus:v:25:y:2024:i:6:p:1655-1673. Full description at Econpapers || Download paper |
2024 | Volatility contagion between cryptocurrencies, gold and stock markets pre-and-during COVID-19: evidence using DCC-GARCH and cascade-correlation network. (2024). Alasker, Thamir H ; Elamer, Ahmed A ; Ibrahim, Bassam A ; Mohamed, Marwa A ; Abdou, Hussein A. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00605-z. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2016 | Do Structural Breaks Affect Portfolio Designs and Hedging Strategies? International Evidence from Stock-Commodity Markets Linkages In: International Journal of Economics and Financial Issues. [Full Text][Citation analysis] | article | 3 |
2018 | On the spot-futures relationship in crude-refined petroleum prices: New evidence from an ARDL bounds testing approach In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 7 |
2022 | Asymmetric and dynamic links in GCC Sukuk-stocks: Implications for portfolio management before and during the COVID-19 pandemic In: The Journal of Economic Asymmetries. [Full Text][Citation analysis] | article | 11 |
2021 | Does bitcoin provide hedge to Islamic stock markets for pre- and during COVID-19 outbreak? A comparative analysis with gold In: Resources Policy. [Full Text][Citation analysis] | article | 23 |
2016 | Financial market interdependencies: A quantile regression analysis of volatility spillover In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 32 |
2014 | Financial market interdependencies: a quantile regression analysis of volatility spillover.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
In: . [Full Text][Citation analysis] | article | 6 | |
In: . [Full Text][Citation analysis] | article | 34 | |
2016 | Oil, Gold, US dollar and Stock market interdependencies: A global analytical insight.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
In: . [Full Text][Citation analysis] | article | 1 | |
In: . [Full Text][Citation analysis] | article | 0 | |
2015 | Return dynamics and volatility spillovers between FOREX and MENA stock markets: what to remember for portfolio choice? In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
2016 | Conventional and Islamic stock markets: what about financial performance? In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2010 | THE DETERMINANTS OF SYSTEMATIC RISK INTERNATIONAL EVIDENCE FROM THE MACRO FINANCE INTERFACE In: Journal of Advanced Studies in Finance. [Citation analysis] | article | 0 |
2015 | Return Dynamics and Volatility Spillovers Between FOREX and Stock Markets in MENA Countries: What to Remember for Portfolio Choice? In: International Journal of Management and Economics. [Full Text][Citation analysis] | article | 3 |
2023 | Do Dow Jones Islamic equity indices undergo speculative pressure? New insights from a nonlinear and asymmetric analysis In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
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