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Mohamed Fakhfekh · Study

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Mohamed Fakhfekh

10 works· latest 2025· 3 institutionscluster: provisionalORCID 0000-0002-7725-1874

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Citations435

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Most cited in this library

Volatility dynamics of crypto-currencies’ returns: Evidence from asymmetric and long memory GARCH models2019 · 121 citations
Measuring volatility persistence for conventional and Islamic banks: An FI-EGARCH approach2016 · 73 citations
Portfolio management and dependence structure between cryptocurrencies and traditional assets: evidence from FIEGARCH-EVT-Copula2021 · 49 citations
Hedging stock market prices with WTI, Gold, VIX and cryptocurrencies: a comparison between DCC, ADCC and GO-GARCH models2021 · 42 citations
Tunisian revolution and stock market volatility: evidence from FIEGARCH model2015 · 37 citations

Works

10 shown

On the hedge and safe-haven abilities of bitcoin and gold against blue economy and green finance assets during global crises: Evidence from the DCC, ADCC and GO-GARCH models

PLoS ONE·2025·5 authors·Open access

16citations

Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach

The North American Journal of Economics and Finance·2024·4 authors·Open access

21citations

Extreme dependence and risk spillover across G7 and China stock markets before and during the COVID-19 period

The Journal of Risk Finance·2022·3 authors

22citations

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

International Journal of Emerging Markets·2021·3 authors

42citations

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

Journal of Asset Management·2021·2 authors

49citations

Volatility dynamics of the Tunisian stock market before and during the COVID ‐19 outbreak: Evidence from the GARCH family models

International Journal of Finance & Economics

·2021

·3 authors

·Open access

37citations

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

Research in International Business and Finance·2019·2 authors

121citations

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

Emerging Markets Review·2016·5 authors

73citations

Tunisian revolution and stock market volatility: evidence from FIEGARCH model

Managerial Finance·2015·3 authors

37citations

Herding during Market Upturns and Downturns: International Evidence

SSRN Electronic Journal·2013·2 authors·preprint·Open access

17citations