Hayet Soltani

The directional spillover effects and time-frequency nexus between stock markets, cryptocurrency, and investor sentiment during the COVID-19 pandemic

Hayet Soltani, Jamila Taleb, Mouna Boujelbène Abbes · European Journal of Management and Business Economics · 2023 · 22 citations · Full text

Empirical Finance, Economics, Scale Connectedness +15

The impact of the COVID-19 pandemic on the nexus between the investor’s sentiment and the financial market dynamics: evidence from the Chinese market

Hayet Soltani, Mouna Boujelbène Abbes · Asia-Pacific Journal of Business Administration · 2022 · 16 citations

Volatility Modeling, Financial Market Dynamics, International Financial Crisis +20

Regime-Specific Spillover Effects Between Financial Stress, GCC Stock Markets, Brent Crude Oil, and the Gold Market

Hayet Soltani, Mouna Boujelbène Abbes · Journal of the Knowledge Economy · 2024 · 15 citations

The Predictive Power of Financial Stress on the Financial Markets Dynamics: Hidden Markov Model

Hayet Soltani, Mouna Boujelbène Abbes · Journal of Economics and Finance · 2022 · 13 citations · Full text

The spillover effects among financial stress, investor sentiment, and GCC stock markets: evidence under the bearish and bullish market states

Hayet Soltani, Mouna Boujelbène Abbes · Journal of Chinese Economic and Business Studies · 2024 · 12 citations