Concepedia

Mohamed Fakhfekh

MF

12

Publications

437

Citations

12

H-Index

2013

Active since

Affiliations

University of Sfax(Current)

University of Monastir

Higher Institute of Food Industries of Tunis

Mohamed Fakhfekh is an author at University of Sfax specializing in business, economics, and finance.

Top concepts

BusinessEconomicsFinanceManagementFinancial EconomicsAsset PricingFinancial CrisisEmpirical FinanceVolatility ModelingMutual Funds

Publications per year

2013–2024

12

Publications

12

Volatility dynamics of crypto-currencies’ returns: Evidence from asymmetric and long memory GARCH models

Mohamed Fakhfekh, Ahmed Jeribi · Research in International Business and Finance · 2019 · 116 citations

Volatility Modeling, Economics, Financial Economics +7

Measuring volatility persistence for conventional and Islamic banks: An FI-EGARCH approach

Mohamed Fakhfekh, Néjib Hachicha, Fredj Jawadi et al. · Emerging Markets Review · 2016 · 71 citations

Empirical Finance, Volatility Persistence, Volatility Modeling +8

Portfolio management and dependence structure between cryptocurrencies and traditional assets: evidence from FIEGARCH-EVT-Copula

Ahmed Jeribi, Mohamed Fakhfekh · Journal of Asset Management · 2021 · 44 citations

Economics, Asset Pricing, Dependence Structure +9

Hedging stock market prices with WTI, Gold, VIX and cryptocurrencies: a comparison between DCC, ADCC and GO-GARCH models

Mohamed Fakhfekh, Ahmed Jeribi, Ahmed Ghorbel et al. · International Journal of Emerging Markets · 2021 · 36 citations

Economics, Volatility Modeling, Financial Economics +15

Tunisian revolution and stock market volatility: evidence from FIEGARCH model

Ahmed Jeribi, Mohamed Fakhfekh, Anis Jarboui · Managerial Finance · 2015 · 34 citations

Volatility Modeling, Time Series Econometrics, Asset Pricing +17

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