Makram Beljid

Economics and Econometrics · 2013

A researcher in the Science corpus: 1 paper; trusts 19 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

Whom Makram Beljid trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Farooq Malik
  2. Robert F. Engle
  3. Tim Bollerslev
  4. Shawkat Hammoudeh
  5. Teresa Serra
  6. Mohamed Arouri
  7. Bradley T. Ewing
  8. Michael Mcaleer
  9. S. Ling
  10. Jungseok Park

Who trusts Makram Beljid overall

  1. Walid Mensi
  2. Sang Hoon Kang
  3. Ikram Jebabli
  4. Eric Olson

Papers from Makram Beljid's perspective

Ordered by how strongly the researchers Makram Beljid trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)
  3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  4. Shock and volatility transmission in the oil, US and Gulf equity markets
  5. On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness
  6. Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets
  7. Oil price shocks and stock markets in the U.S. and 13 European countries
  8. Financialization, Crisis and Commodity Correlation Dynamics
  9. Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis
  10. Multivariate GARCH modeling of sector volatility transmission

Their papers