Browsing by Author "Maouchi Y."
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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 ... -
Empirical evidence on the long and short run determinants of health expenditure in the Arab world
Barkat K.; Sbia R.; Maouchi Y. ( Elsevier B.V. , 2019 , Article)This paper empirically examines the determinants of health care spending for 18 Arab world countries for the period 1995–2015 by using recently developed panel cointegration techniques. We conducted the same estimations ...