Bilel Kaffel

University of Sfax - Higher Institute of Business Administration

BP 1013

University of Sfax - Higher Institute of Business Administration

BP 1013

Tunisia

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

1.

Time-Frequency Wavelet Analysis of Stock Market Co-Movement between and within Geographic Trading Blocs

Posted: 31 Aug 2017
Bilel Kaffel and Fathi Abid
University of Sfax - Higher Institute of Business Administration and University of Sfax, Faculty of Economic and Management Sciences, Probability & Statistics Laboratory

Abstract:

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international stock market linkage, wavelet coherence, wavelet correlation, wavelet cross-correlation, wavelet multiple cross-correlation

2.

Time-Frequency Analysis of the Interrelationship between the Global Macro Assets and Fear Indexes Using Wavelet-Based Tools

Posted: 14 Sep 2016
Fathi Abid and Bilel Kaffel
University of Sfax, Faculty of Economic and Management Sciences, Probability & Statistics Laboratory and University of Sfax - Higher Institute of Business Administration

Abstract:

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global macro markets, fear indexes, financial crisis, wavelet coherence, wavelet multiple correlation and cross correlation

3.

The Extent of Virgin Olive-Oil Prices' Distribution Revealing the Behavior of Market Speculators

Posted: 08 Sep 2016
Fathi Abid and Bilel Kaffel
University of Sfax, Faculty of Economic and Management Sciences, Probability & Statistics Laboratory and University of Sfax - Higher Institute of Business Administration

Abstract:

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Olive Oil Price, Time Series Analysis, Wavelet Transform, Artificial Neural Network