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Olfa Kaabia

University of Paris

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Publication

Featured researches published by Olfa Kaabia.

Archive | 2014

Conditional Correlations and Volatility Spillovers between Crude Oil and Oil- exporting and importing countries

Khaled Guesmi; Ilyes Abid; Olfa Kaabia

Journal of Applied Business Research | 2013

Does Shift Contagion Exist Between OECD Stock Markets During The Financial Crisis

Khaled Guesmi; Olfa Kaabia; Irfan Akbar Kazi

Journal of Applied Business Research | 2013

Theoretical Channels Of International Transmission During The Subprime Crisis To OECD Countries: A FAVAR Model Under Bayesian Framework

Olfa Kaabia; Ilyes Abid

Economic Modelling | 2013

Does Bayesian shrinkage help to better reflect what happened during the subprime crisis

Olfa Kaabia; Ilyes Abid; Khaled Guesmi

Archive | 2014

Financial Crises and Contagion Effects between the US and OECD Equity Markets

Ilyes Abid; Khaled Guesmi; Olfa Kaabia; Duc Khuong Nguyen

Archive | 2011

Contagion Effect of Financial Crisis on OECD Stock Markets

Irfan Akbar Kazi; Khaled Guesmi; Olfa Kaabia

International Journal of Global Energy Issues | 2018

On the relationship between liquid commodities and financial variables: a Bayesian VAR approach

Olfa Kaabia; Ilyes Abid; Khaled Guesmi

Post-Print | 2014

Stock Market Integration and Risk Premium: Empirical Evidence for Emerging Economies of South Asia

Ilyes Abid; Khaled Guesmi; Olfa Kaabia

Journal of Applied Business Research | 2014

International Equity Markets Co-movements And Contagion: A Novel Perspective

Olfa Kaabia

Post-Print | 2013

Detecting Contagion Effects during the Subprime Crisis Using Different VAR Size Models: Comparison between OLS and Bayesian Shrinkage

Ilyes Abid; Olfa Kaabia

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Collaboration

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Ilyes Abid

University of Paris

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Khaled Guesmi

University of Paris

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Irfan Akbar Kazi

University of Paris

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Duc Khuong Nguyen

Indiana University Bloomington

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