Achraf Ghorbel

Investigating the relationship between volatilities of cryptocurrencies and other financial assets

Achraf Ghorbel, Ahmed Jeribi · Decisions in Economics and Finance · 2021 · 123 citations · Full text

Empirical Finance, Volatility Modeling, Economics +7

Volatility spillovers and contagion between energy sector and financial assets during COVID-19 crisis period

Achraf Ghorbel, Ahmed Jeribi · Eurasian economic review : · 2021 · 55 citations · Full text

Economics, Energy Sector, Business +7

Forecasting developed and BRICS stock markets with cryptocurrencies and gold: generalized orthogonal generalized autoregressive conditional heteroskedasticity and generalized autoregressive score analysis

Ahmed Jeribi, Achraf Ghorbel · International Journal of Emerging Markets · 2021 · 52 citations

Economics, Volatility Modeling, Engineering +14

Testing for asymmetric non-linear short- and long-run relationships between crypto-currencies and stock markets

Achraf Ghorbel, Wajdi Frikha, Yasmine Snene Manzli · Eurasian economic review : · 2022 · 36 citations · Full text

Economics, Financial Economics, Asset Pricing +9

Contagion of COVID-19 pandemic between oil and financial assets: the evidence of multivariate Markov switching GARCH models

Achraf Ghorbel, Ahmed Jeribi · Journal of Investment Compliance · 2021 · 33 citations

Volatility Modeling, Multivariate Markov, Time Series Econometrics +22