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Sponsored AI Networking Cookbook: Practical recipes for AI-assisted network automation and development AI Networking Cookbook: Practical recipes for AI-assisted network automation and development

Author

Kamel Naoui

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2 papers indexed here

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Oct 2026

Do limits to arbitrage and mispricing explain belief heterogeneity? Evidence from an emerging market

This study aims to examine whether mispricing and limits to arbitrage explain belief heterogeneity in the Tunisian stock market, while accounting for investor sentiment in an emerging market context. Using portfolio sorting and Fama–MacBeth regressions, this study analyzes stock returns from July 2007 to Jul...

Ahmed Boujlida, A. Hasnaoui, Ezzeddine Ben Mohamed et al. · 0 citations
Open access Aug 2026

Dependence of Extreme Values, VaR, and Contagion During the COVID-19 Period: Analysis Using the Copula-GARCH Approach

The present study investigates extreme co-movements and financial contagion across a broad set of global financial markets, including ten developed and emerging stock market indices, commodities (gold and oil), and cryptocurrencies (Bitcoin), over the period from January 2007 to May 2023. In the context of the increasi...

S. Hamrouni, Montassar Zayati, Kamel Naoui · 0 citations

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