6
H index
4
i10 index
148
Citations
Université de Tunis (95% share) | 6 H index 4 i10 index 148 Citations RESEARCH PRODUCTION: 11 Articles 12 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Adnen Ben Nasr. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Working Papers / University of Pretoria, Department of Economics | 8 |
Year | Title of citing document |
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2022 | The behaviour of real interest rates: New evidence from a suprasecular perspective. (2022). Miller, Stephen M ; Gupta, Rangan ; Gilalana, Luis A ; Canarella, Giorgio. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:1:p:46-64. Full description at Econpapers || Download paper |
2021 | Asset pricing factors in Islamic equity returns. (2021). Shamsuddin, Abul ; Safiullah, MD. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:523-554. Full description at Econpapers || Download paper |
2021 | Unemployment Persistence in Europe: Evidence from the 27 EU Countries. (2021). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Trejo, Pablo Vicente. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9392. Full description at Econpapers || Download paper |
2021 | Structural Transformation versus Environmental Quality: The Experience of the Low-income Countries in Sub Saharan Africa. (2021). Awad, Atif. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-06-55. Full description at Econpapers || Download paper |
2022 | Option pricing of carbon asset and its application in digital decision-making of carbon asset. (2022). Kong, Chuimin ; Zhang, Xiling ; Sun, Huaping ; Tian, Lixin ; Liu, Yue. In: Applied Energy. RePEc:eee:appene:v:310:y:2022:i:c:s0306261921016160. Full description at Econpapers || Download paper |
2023 | Volatility and correlation of Islamic and conventional indices during crises. (2023). Azad, A. S. M. Sohel, ; Samet, Anis ; Chazi, Abdelaziz. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322001028. Full description at Econpapers || Download paper |
2022 | Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? Wavelet-based granger-causality, asymmetric quantile regression and NARDL approaches. (2022). Masih, Abul ; Ariff, Mohamed ; Kawsar, Najmul Haque ; Karim, Muhammad Mahmudul. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000233. Full description at Econpapers || Download paper |
2022 | Commodity and financial markets’ fear before and during COVID-19 pandemic: Persistence and causality analyses. (2022). Adekoya, Oluwasegun ; Oliyide, Johnson A. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000496. Full description at Econpapers || Download paper |
2021 | A survey of Islamic finance research – Influences and influencers. (2021). Ali, Mohsin ; Aun, Syed ; Khan, Abdullah ; Haroon, Omair. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x20303334. Full description at Econpapers || Download paper |
2022 | Measuring volatility persistence in leveraged loan markets in the presence of structural breaks. (2022). Tiwari, Aviral ; Gil-Alana, Luis ; Arthur, Emmanuel Kwesi ; Aikins, Emmanuel Joel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:141-152. Full description at Econpapers || Download paper |
2021 | Validating and Forecasting Carbon Emissions in the Framework of the Environmental Kuznets Curve: The Case of Vietnam. (2021). Thien, Phuc Thanh ; Lu, Shih-Hao ; Nguyen, Anh-Tu. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:11:p:3144-:d:563874. Full description at Econpapers || Download paper |
2023 | Effects of Crude Oil Price Shocks on Stock Markets and Currency Exchange Rates in the Context of Russia-Ukraine Conflict: Evidence from G7 Countries. (2023). Paul, Biswajit ; Bagchi, Bhaskar. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:64-:d:1045044. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2021 | Has financial globalization since 1990 reduced income inequality: the role of rating announcements on the volatility and the returns of the Brazilian Financial Market.. (2021). Albouz, Nivine ; Baulant, Camille. In: Working Papers. RePEc:hal:wpaper:hal-03258994. Full description at Econpapers || Download paper |
2021 | Any Signs of Green Growth? A Spatial Panel Analysis of Regional Air Pollution in South Korea. (2021). Tiwari, Aviral ; Hille, Erik ; Lambernd, Bernhard. In: Environmental & Resource Economics. RePEc:kap:enreec:v:80:y:2021:i:4:d:10.1007_s10640-021-00607-4. Full description at Econpapers || Download paper |
2021 | Financial Vulnerability and Volatility in Emerging Stock Markets: Evidence from GARCH-MIDAS Models. (2021). Demirer, Riza ; Gupta, Rangan ; You, YU ; Li, HE. In: Working Papers. RePEc:pre:wpaper:202112. Full description at Econpapers || Download paper |
2021 | Investor Confidence and Forecastability of US Stock Market Realized Volatility : Evidence from Machine Learning. (2021). Pierdzioch, Christian ; Nel, Jacobus ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202118. Full description at Econpapers || Download paper |
2021 | Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic. (2021). Salisu, Afees ; GUPTA, RANGAN ; van Eyden, Renee ; Demirer, Riza. In: Working Papers. RePEc:pre:wpaper:202157. Full description at Econpapers || Download paper |
2021 | Productivity and GDP: International Evidence of Persistence and Trends Over 130 Years of Data. (2021). GUPTA, RANGAN ; Gil-Alana, Luis ; Solarin, Sakiru Adebola. In: Working Papers. RePEc:pre:wpaper:202170. Full description at Econpapers || Download paper |
2021 | Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective. (2021). GUPTA, RANGAN ; Bouri, Elie ; Liu, Rui Peng. In: Working Papers. RePEc:pre:wpaper:202178. Full description at Econpapers || Download paper |
2022 | Climate Risks and State-Level Stock-Market Realized Volatility. (2022). Cepni, Oguzhan ; Gupta, Rangan ; Pierdzioch, Christian ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202246. Full description at Econpapers || Download paper |
2022 | Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment. (2022). Pierdzioch, Christian ; Bonato, Matteo ; Cepni, Oguzhan ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202247. Full description at Econpapers || Download paper |
2022 | Is Inflation Uncertainty a Self-Fulfilling Prophecy? The Inflation-Inflation Uncertainty Nexus and Inflation Targeting in South Africa. (2022). van der Westhuizen, Chevaughn ; van Eyden, Renee ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:202254. Full description at Econpapers || Download paper |
2023 | Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India. (2023). GUPTA, RANGAN ; Nielsen, Joshua ; Nel, Jacobus ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202305. Full description at Econpapers || Download paper |
2023 | Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach. (2023). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Working Papers. RePEc:pre:wpaper:202308. Full description at Econpapers || Download paper |
2021 | One district one factory policy of Ghana, a transition to a low-carbon habitable economy?. (2021). Salman, Muhammad ; Boamah, Kofi Baah ; Dauda, Lamini ; Mensah, Claudia Nyarko. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:23:y:2021:i:1:d:10.1007_s10668-020-00604-5. Full description at Econpapers || Download paper |
2022 | Zero-pollution effect and economic development: standard and nested environmental Kuznets curve analyses for West Africa. (2022). Nkwatoh, Louis Sevitnenyi. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:24:y:2022:i:10:d:10.1007_s10668-021-01921-z. Full description at Econpapers || Download paper |
2022 | Effects of tourism on carbon dioxide emissions, a panel causality analysis with new data sets. (2022). Ghosh, Sudeshna. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:24:y:2022:i:3:d:10.1007_s10668-021-01592-w. Full description at Econpapers || Download paper |
2023 | Is the environmental Kuznets curve hypothesis valid? A global analysis for carbon dioxide emissions. (2023). Kuukefe, Bige ; Kanli, Nilufer Kaya. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:3:d:10.1007_s10668-022-02138-4. Full description at Econpapers || Download paper |
2022 | Constructing and Characterising the Aggregate South African Financial Cycle: A Markov Regime-Switching Approach. (2022). Botha, Ilse ; Wet, Milan Christian. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:18:y:2022:i:1:d:10.1007_s41549-022-00064-y. Full description at Econpapers || Download paper |
2021 | Modelling the Australasian Financial Cycle: A Markov-Regime Switching Approach. (2021). de Wet, Milan Christian. In: International Journal of Business and Economic Sciences Applied Research (IJBESAR). RePEc:tei:journl:v:14:y:2021:i:1:p:69-79. Full description at Econpapers || Download paper |
2022 | Forecasting stock market (realized) volatility in the United Kingdom: Is there a role of inequality?. (2022). Demirer, Riza ; Gupta, Rangan ; Yeganegi, Mohammad Reza ; Hassani, Hossein. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2146-2152. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2015 | Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model In: Emerging Markets Review. [Full Text][Citation analysis] | article | 18 |
2014 | Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model.(2014) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2015 | Is there an Environmental Kuznets Curve for South Africa? A co-summability approach using a century of data In: Energy Economics. [Full Text][Citation analysis] | article | 21 |
2014 | Is there an Environmental Kuznets Curve for South Africa? A Co-Summability Approach Using a Century of Data.(2014) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2016 | Forecasting the volatility of the Dow Jones Islamic Stock Market Index: Long memory vs. regime switching In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 39 |
2014 | Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
2014 | Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching.(2014) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
2014 | Forecasting the volatility of the dow jones islamic stock market index: Long memory vs. regime switching.(2014) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
2014 | Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching.(2014) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
2018 | Country Risk Ratings and Stock Market Returns in Brazil, Russia, India, and China (BRICS) Countries: A Nonlinear Dynamic Approach In: Risks. [Full Text][Citation analysis] | article | 2 |
2008 | Seasonal Nonlinear Long Memory Model for the US Inflation Rates In: Computational Economics. [Full Text][Citation analysis] | article | 6 |
2006 | Seasonal and Periodic Long Memory Models in the In?ation Rates In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2013 | Modeling the Volatility of the Dow Jones Islamic Market World Index Using a Fractionally Integrated Time Varying GARCH (FITVGARCH) Model In: Working Papers. [Citation analysis] | paper | 4 |
2017 | Country Risk Ratings and Stock Market Returns in BRICS Countries: A Nonlinear Dynamic Approach In: Working Papers. [Citation analysis] | paper | 1 |
2017 | Kuznets Curve for the US: A Reconsideration Using Cosummability In: Working Papers. [Citation analysis] | paper | 7 |
2019 | Kuznets Curve for the US: A Reconsideration Using Cosummability.(2019) In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
2018 | Investor Sentiment and Crash Risk in Safe Havens In: Working Papers. [Citation analysis] | paper | 5 |
2019 | Investor Sentiment and Crash Risk in Safe Havens.(2019) In: Journal of Economics and Behavioral Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
2018 | Asymmetric Effects of Inequality on Per Capita Real GDP of the United States In: Working Papers. [Citation analysis] | paper | 1 |
2020 | Asymmetric effects of inequality on real output levels of the United States In: Eurasian Economic Review. [Full Text][Citation analysis] | article | 1 |
2010 | Fractionally integrated time varying GARCH model In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 4 |
2014 | Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model In: Applied Financial Economics. [Full Text][Citation analysis] | article | 36 |
2016 | A Nonlinear Approach for Modeling and Forecasting US Business Cycles In: International Economic Journal. [Full Text][Citation analysis] | article | 2 |
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