...Leila Hedhili Zaier; Ousama Ben-Salha; Khaled Mokni Purpose This research investigates the complex association between the Saudi stock market, as reflected by the Tadawul All Share Index index and the two major commodities, oil and gold. Design/methodology/approach The research contributes...

... factors which can affect mutual fund development and performance. We consider the returns on financial instruments such as government bond portfolios, gold-based portfolios (see also, Jeribi and Ghorbel, 2021) and real estate portfolios. We also use the relative size of the derivatives market as a proxy...

...Ahmed Jeribi; Achraf Ghorbel Purpose The purpose of this paper is threefold. First, it models and forecasts the risk of the five leading cryptocurrencies, stock market indices (developed and BRICS) and gold returns. Second, it conducts different backtesting procedures forecasts. Third, it focuses...