Adel Boubaker
Biographic Data
| ID | 1448872 |
|---|---|
| NAME | Adel Boubaker |
| GIVEN NAMES | Adel |
| FAMILY NAME | Boubaker |
| SIGNATURE | BOUBAKER A |
| AFFILIATIONS | Tunis El Manar University |
| ORCID | 0000-0003-3754-9948 |
| VERIFIED | Yes |
| TOTAL WORKS | 3 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 3 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2012 |
| LATEST PUBLICATION YEAR | 2025 |
| H-INDEX | 0 |
The Impact of Geopolitical Risk and Uncertainty on Cryptocurrency
This paper investigates how the geopolitical risk (GPRD), economic policy uncertainty (EPU) index, and Twitter economic uncertainty (TEU) related to the Russo‐Ukrainian conflict can affect cryptocurrency returns (Bitcoin [BTC], Ethereum [ETH], Ripple [XRP], Dogecoin [DOGE], Litecoin [LTC], Cardano [ADA], BNB, and TRON [TRX]) over the period ranging from January 1, 2020, to April 24, 2023. Using the Spectral Breitung Candelon causality and wavelet…
Impact of political uncertainty on stock market returns
This study examines whether and how political uncertainty affects the returns of the TUNINDEX index. The impact of the main political events is supported by parametric and non-parametric tests with an event-driven approach as well as regression analysis. These events are then classified into a typology at different levels to later conduct separate analyses on increasingly homogeneous types. To our knowledge, this work constitutes the first work t…
Modelling heavy tails and double long memory in North African stock market returns
Modelling heavy tails and double long memory in stock returns is very important for financial asset pricing, asset allocation and risk management. In this paper, we demonstrate that an α-stable distribution is better fitted to the North African stock return data in TUNINDEX (Tunisia), MASI (Morocco) and EGX30 (Egypt) than the normal distribution. The empirical results show that the asymmetric leptokurtic features presented in these markets can be…
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Modelling heavy tails and double long memory in North African stock market returns
Modelling heavy tails and double long memory in stock returns is very important for financial asset pricing, asset allocation and risk management. In this paper, we demonstrate that an α-stable distribution is better fitted to the North African stock return data in TUNINDEX (Tunisia), MASI (Morocco) and EGX30 (Egypt) than the normal distribution. The empirical results show that the asymmetric leptokurtic features presented in these markets can be…
Impact of political uncertainty on stock market returns
This study examines whether and how political uncertainty affects the returns of the TUNINDEX index. The impact of the main political events is supported by parametric and non-parametric tests with an event-driven approach as well as regression analysis. These events are then classified into a typology at different levels to later conduct separate analyses on increasingly homogeneous types. To our knowledge, this work constitutes the first work t…
The Impact of Geopolitical Risk and Uncertainty on Cryptocurrency
This paper investigates how the geopolitical risk (GPRD), economic policy uncertainty (EPU) index, and Twitter economic uncertainty (TEU) related to the Russo‐Ukrainian conflict can affect cryptocurrency returns (Bitcoin [BTC], Ethereum [ETH], Ripple [XRP], Dogecoin [DOGE], Litecoin [LTC], Cardano [ADA], BNB, and TRON [TRX]) over the period ranging from January 1, 2020, to April 24, 2023. Using the Spectral Breitung Candelon causality and wavelet…
Econometrics (3 works) · Economics (3 works) · Market Dynamics and Volatility (3 works) · Financial economics (2 works) · Financial Risk and Volatility Modeling (2 works) · Political science (2 works) · Politics (2 works) · Stock market (2 works) · Autoregressive fractionally integrated moving average (1 work) · Blockchain Technology Applications and Security (1 work)