Browsing by Author "Benlagha N."
Now showing items 1-3 of 3
-
Return and volatility spillovers in the presence of structural breaks: evidence from GCC Islamic and conventional banks
Benlagha N.; Mseddi S. ( Palgrave Macmillan Ltd. , 2019 , Article)The dynamics of return and volatility spillover indices were investigated to reveal the strength and direction of transmission that occurred during a financial crisis. The focus of this study was especially placed on the ... -
The Dynamic and Dependence of Takaful and Conventional Stock Return Behaviours: Evidence from the Insurance Industry in Saudi Arabia
BenlaghaN.; HemritW. ( Springer New York LLC , 2018 , Article)This paper investigates the dynamics of volatility in the stock market using competing univariate GARCH specifications. Moreover, it provides a study of the pairwise correlation pattern of stock returns for a wide range ... -
The impact of government spending on non-oil-GDP in Saudi Arabia (multiplier analysis)
Hemrit W.; Benlagha N. ( Inderscience Publishers , 2018 , Article)This paper examines the multiplier effect of Government spending on the non-oil Saudi Arabia economic growth. We focus on non-oil GDP rather than total GDP because activity in the oil sector is mainly determined by ...