Browsing by Author "Charfeddine L."
Now showing items 1-6 of 6
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Are shocks on the returns and volatility of cryptocurrencies really persistent?
Charfeddine L.; Maouchi Y. ( Elsevier Ltd , 2019 , Article)This letter questions the true nature (true versus spurious) of the Long Range Dependence (LRD) behavior observed in the returns and volatility series of four Cryptocurrencies (CC). Using a robust approach, this letter ... -
Impact of renewable energy consumption and financial development on CO2 emissions and economic growth in the MENA region: A panel vector autoregressive (PVAR) analysis
Charfeddine L.; Kahia M. ( Elsevier Ltd , 2019 , Article)Unlike previous studies in the energy-environment literature, this study employed the panel vector autoregressive (PVAR) model that was developed by Love and Zicchino [1] to examine the impact of renewable energy and ... -
Is it possible to improve environmental quality without reducing economic growth: Evidence from the Qatar economy
Charfeddine L.; Yousef Al-Malk A.; Al Korbi K. ( Elsevier Ltd , 2018 , Article Review)In line with the priorities of the Qatar national vision (QNV) 2030 and its principal pillars, we examine in this paper the energy use - economic growth nexus for Qatar during the period 1970-2014. Using recent development ... -
Long range dependence in an emerging stock market’s sectors: volatility modelling and VaR forecasting
Abuzayed B.; Al-Fayoumi N.; Charfeddine L. ( Routledge , 2018 , Article)This study evaluates the sector risk of the Qatar Stock Exchange (QSE), a recently upgraded emerging stock market, using value-at-risk models for the 7 January 2007–18 October 2015 period. After providing evidence for true ... -
Political tensions, stock market dependence and volatility spillover: Evidence from the recent intra-GCC crises
Charfeddine L.; Al Refai H. ( Elsevier Inc. , 2019 , Article)This study examines the impact of the two recent political and economic crises of March 2014 and June 2017 on the stock market dependence and volatility spillover between Qatar and the other GCC countries (Saudi Arabia, ... -
Time-varying efficiency of developed and emerging bond markets: Evidence from long-spans of historical data
Charfeddine L.; Khediri K.B.; Aye G.C.; Gupta R. ( Elsevier B.V. , 2018 , Article)Bonds have become an important part of investment portfolios for individuals as well as for institutions, particularly after the recent financial crisis. This paper empirically investigates the Adaptive Market Hypothesis ...