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 -
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 ...