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Testing Factor Pricing Models in Tunisia: Macroeconomic Factors vs. Fundamental Factors. (2011). Hammami, Yacine ; Jilani, Faouzi.
In: Review of Middle East Economics and Finance.
RePEc:bpj:rmeecf:v:7:y:2011:i:2:n:5.

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Cited: 4

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  1. .

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  2. On the determinants of expected corporate bond returns in Tunisia. (2016). Hammami, Yacine ; Bahri, Maha .
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:38:y:2016:i:c:p:224-235.

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  3. The timing ability and global performance of Tunisian mutual fund managers: A multivariate GARCH approach. (2014). Hammami, Yacine ; Oueslati, Abdelmonem ; Jilani, Faouzi.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:31:y:2014:i:c:p:57-73.

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  4. Mutual fund performance in Tunisia: A multivariate GARCH approach. (2013). Hammami, Yacine ; Oueslati, Abdelmonem ; Jilani, Faouzi.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:29:y:2013:i:c:p:35-51.

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References

References cited by this document

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  17. Hammami and Jilani: Testing Factor Pricing Models in Tunisia Published by De Gruyter, 2011 Brought to you by | Jose Manuel Barrueco/CitEc Authenticated Download Date | 12/12/16 4:53 PM Ross, S., 1976. “The arbitrage theory of capital asset pricing”, Journal of Economic Theory 13, pp. 341-350.
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  27. Review of Middle East Economics and Finance, Vol. 7, No. 2 [2011], Art. 5 DOI: 10.2202/1475-3693.1334 Brought to you by | Jose Manuel Barrueco/CitEc Authenticated Download Date | 12/12/16 4:53 PM Cochrane, J. H., 2001. “Asset Pricing”, Princeton University Press.
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  7. Asset Returns Under Model Uncertainty: Eveidence from the euro area, the U.K and the U.S. (2011). Sousa, Ricardo.
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  8. Temperature, Aggregate Risk, and Expected Returns. (2011). Ochoa, Juan ; Bansal, Ravi.
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