Browsing by Author "Ben Khediri, Karim"
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An intra-cryptocurrency analysis of volatility connectedness and its determinants: Evidence from mining coins, non-mining coins and tokens
Charfeddine, Lanouar; Benlagha, Noureddine; Ben Khediri, Karim ( Elsevier , 2022 , Article)This paper analysis the dynamic of the volatility connectedness between three main categories of the cryptocurrency market (mineable coins, non-mineable coins and tokens). 2022 The Authors -
Financial development and environmental quality in UAE: Cointegration with structural breaks
Charfeddine, Lanouar; Ben Khediri, Karim ( Elsevier Ltd , 2016 , Article Review)This study extends the recent work of Shahbaz et al. (2014) by implementing recent unit root tests with multiple structural breaks and regime-switching cointegration techniques considering for one and two unknown regime ... -
The forward premium anomaly in the energy futures markets: A time-varying approach
Charfeddine, Lanouar; Ben Khediri, Karim; Mrabet, Zouhair ( Elsevier Ltd , 2019 , Article)This paper contributes to the empirical literature on the forward premium anomaly by investigating possible statistical explanations for this puzzling phenomenon in the energy market. To this end, time series of spot and ... -
Time varying market efficiency of the GCC stock markets
Charfeddine, Lanouar; Ben Khediri, Karim ( Elsevier B.V. , 2016 , Article)This paper investigates the time-varying levels of weak-form market efficiency for the GCC stock markets over the period spanning from May 2005 to September 2013. We use two empirical approaches: (1) the generalized ...