Aymen Ben Rejeb : Citation Profile

Are you Aymen Ben Rejeb?

Université de Sousse (85% share)
Université de Monastir (15% share)

4

H index

1

i10 index

42

Citations

RESEARCH PRODUCTION:

11

Articles

7

Papers

RESEARCH ACTIVITY:

   5 years (2012 - 2017). See details.
   Cites by year: 8
   Journals where Aymen Ben Rejeb has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 7 (14.29 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbe725
   Updated: 2020-05-23    RAS profile: 2019-08-17    
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Relations with other researchers

Works with:

mongi, arfaoui (6)

Authors registered in RePEc who have co-authored more than one work in the last five years with Aymen Ben Rejeb.

Is cited by:

Baruník, Jozef (4)

Kočenda, Evžen (4)

Vacha, Lukas (4)

Shahbaz, Muhammad (2)

Shahzad, Syed Jawad Hussain (2)

Agudelo, Diego (2)

mongi, arfaoui (2)

Kilby, Christopher (1)

Farías, Pablo (1)

Sensoy, Ahmet (1)

Ourir, Awatef (1)

Cites to:

Nguyen, Duc Khuong (19)

Bekaert, Geert (18)

Perron, Pierre (17)

Harvey, Campbell (17)

Engle, Robert (15)

Bai, Jushan (14)

Hammoudeh, Shawkat (14)

AROURI, Mohamed (13)

McAleer, Michael (12)

Edwards, Sebastian (9)

Buchinsky, Moshe (9)

Main data

Where Aymen Ben Rejeb has published?

Journals with more than one article published# docs
Economics Bulletin2
Research in International Business and Finance2
Macroeconomics and Finance in Emerging Market Economies2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany7

Recent works citing Aymen Ben Rejeb (2018 and 2017)

YearTitle of citing document
2018Muddying the waters: Who Induces Volatility in an Emerging Market?. (2018). Agudelo, Diego ; Gencay, Ramazan ; Yepes-Henao, Paula A. In: Documentos de Trabajo CIEF. RePEc:col:000122:016974.

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2017Financial Markets Integration: Appraising the Developed and Emerging Markets Nexus. (2017). Onakoya, Adegbemi Babatunde ; Seyingbo, Adedotun Victor . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-82.

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2018The relationship between oil prices, the stock market and the exchange rate: Evidence from Mexico. (2018). Bermudez, Nancy Areli ; Saucedo, Eduardo ; Delgado, Estefania Bermudez. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:266-275.

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2017Diversification potential of Asian frontier, BRIC emerging and major developed stock markets: A wavelet-based value at risk approach. (2017). Shahzad, Syed Jawad Hussain ; Mensi, walid ; Zeitun, Rami ; Hammoudeh, Shawkat ; Hussain, Syed Jawad ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:130-147.

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2017The impact of crude oil prices on financial market indicators: copula approach. (2017). KÜÇÜKÖZMEN, CUMHUR ; Selcuk-Kestel, Sevtap A ; Kuukozmen, Cokun C ; Kayalar, Derya Ezgi . In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:162-173.

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2017Asymmetric volatility connectedness on the forex market. (2017). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even ; Barunik, Jozef. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:77:y:2017:i:c:p:39-56.

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2017Dependence of stock markets with gold and bonds under bullish and bearish market states. (2017). Shahbaz, Muhammad ; Ali, Azwadi ; Raza, Naveed ; Hussain, Syed Jawad. In: Resources Policy. RePEc:eee:jrpoli:v:52:y:2017:i:c:p:308-319.

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2019Analysing the gold-stock nexus using VARMA-BEKK-AGARCH and Quantile regression models: New evidence from South Africa and Nigeria. (2019). Awodumi, Olabanji B ; Adewuyi, Adeolu O ; Abodunde, Temitope T. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:348-362.

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2017Market liberalization and the extent of informed trading: Evidence from China’s equity markets. (2017). Alhaj-Yaseen, Yaseen S ; Jin, Yinghua ; Rao, XI. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:39:y:2017:i:c:p:78-99.

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2017Features of spillover networks in international financial markets: Evidence from the G20 countries. (2017). Liu, Xueyong ; Wen, Shaobo ; Feng, Sida ; Chen, Zhihua ; An, Haizhong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:479:y:2017:i:c:p:265-278.

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2017What drives dynamic comovements of stock markets in the Pacific Basin region?: A quantile regression approach. (2017). Lee, Hyunchul ; Mo, Seung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:314-327.

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2017Volatility transmission between US and Latin American stock markets: Testing the decoupling hypothesis. (2017). Agudelo, Diego ; Gutierrez, Marcela ; Cardona, Laura . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:115-127.

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2017The impact of FIFA’s official announcements on the stock market of Qatar: The case of the 2022 World Cup. (2017). al Refai, Hisham ; Eissa, Mohamed Abdelaziz . In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:347-353.

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2017Are Islamic stock indexes exposed to systemic risk? Multivariate GARCH estimation of CoVaR. (2017). Naifar, Nader ; Trabelsi, Nader. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:727-744.

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2018The “Donald” and the market: Is there a cointegration?. (2018). Angelini, Eliana ; Leone, Maria ; Ortolano, Alessandra ; Foglia, Matteo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:30-37.

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2018Stability of cross-market bivariate return distributions during financial turbulence. (2018). Mudakkar, Syeda Rabab ; Uppal, Jamshed Y. In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:389-401.

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2019Spillover Effect of Islamic Stock Markets in Asia. (2019). , Sumardi ; Silvia, Ani. In: European Research Studies Journal. RePEc:ers:journl:v:xxii:y:2019:i:2:p:28-40.

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2018Do Nonparametric Measures of Extreme Equity Risk Change the Parametric Ordinal Ranking? Evidence from Asia. (2018). Vo, Duc ; Pham, Thach ; Powell, Robert J. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:121-:d:175543.

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2018Can More Environmental Information Disclosure Lead to Higher Eco-Efficiency? Evidence from China. (2018). Yu, Yantuan ; Luo, Nengsheng ; Huang, Jianhuan. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:2:p:528-:d:132111.

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2017Asymmetric volatility connectedness on the forex market. (2017). Vacha, Lukas ; Kocenda, Evzen ; Baruník, Jozef. In: KIER Working Papers. RePEc:kyo:wpaper:956.

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2017Dependence of Stock Markets with Gold and Bonds under Bullish and Bearish Market States. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Hussain, Syed Jawad ; Ali, Azwadi ; Raza, Naveed. In: MPRA Paper. RePEc:pra:mprapa:78595.

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2017Stock Market Linkage, Financial Contagion and Assets Price Movements: Evidence from Nigerian Stock Exchange. (2017). ABDULLAHI, SHAFIU. In: MPRA Paper. RePEc:pra:mprapa:83455.

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2019Analysis of Stock Market Efficiency in Emerging Markets: Evidence from BRICS. (2019). Rao, Prabhakar ; Kiran, Siva. In: Romanian Economic Journal. RePEc:rej:journl:v:22:y:2019:i:72:p:60-77.

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2019Time-Frequency Multi-Betas Model-An Application with Gold and Oil -. (2019). Mestre, Roman. In: Cahiers de recherche. RePEc:shr:wpaper:19-05.

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2018Replicating the R&D investments and financial structure relationship: evidence from Borsa İstanbul. (2018). Ozkan, Nasif. In: Management Review Quarterly. RePEc:spr:manrev:v:68:y:2018:i:4:d:10.1007_s11301-018-0145-7.

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2019How foreign investors influence stock markets? The Saudi Arabian experience. (2019). Sharif, Saqib . In: Middle East Development Journal. RePEc:taf:rmdjxx:v:11:y:2019:i:1:p:105-123.

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2019Does the World Bank Move Markets?. (2019). Kilby, Christopher ; Kersting, Erasmus. In: Villanova School of Business Department of Economics and Statistics Working Paper Series. RePEc:vil:papers:42.

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2018Research on the Mechanism of the Spatial Contagion of Global Financial Crises: From the Perspective of Pure Contagion. (2018). Wu, Zhanyun. In: Chinese Journal of Urban and Environmental Studies (CJUES). RePEc:wsi:cjuesx:v:06:y:2018:i:01:n:s2345748118500070.

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Works by Aymen Ben Rejeb:

YearTitleTypeCited
2015Financial integration in emerging market economies: Effects on volatility transmission and contagion In: Borsa Istanbul Review.
[Full Text][Citation analysis]		article4
2014Financial integration in emerging market economies: effects on volatility transmission and contagion.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2013Volatility spillovers and contagion: an empirical analysis of structural changes in emerging market volatility In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2015R&D Intensity and Financing Decisions: Evidence from European Firms In: Economics Bulletin.
[Full Text][Citation analysis]		article1
2013R&D Intensity and Financing Decisions: Evidence from European Firms.(2013) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2012Value-at-Risk Analysis for the Tunisian Currency Market: A Comparative Study In: International Journal of Economics and Financial Issues.
[Full Text][Citation analysis]		article2
2013Financial liberalization and stock markets efficiency: New evidence from emerging economies In: Emerging Markets Review.
[Full Text][Citation analysis]		article6
2016Financial market interdependencies: A quantile regression analysis of volatility spillover In: Research in International Business and Finance.
[Full Text][Citation analysis]		article14
2014Financial market interdependencies: a quantile regression analysis of volatility spillover.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		paper
2017On the volatility spillover between lslamic and conventional stock markets: A quantile regression analysis In: Research in International Business and Finance.
[Full Text][Citation analysis]		article0
2015Return dynamics and volatility spillovers between FOREX and MENA stock markets: what to remember for portfolio choice? In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2016Oil, Gold, US dollar and Stock market interdependencies: A global analytical insight In: MPRA Paper.
[Full Text][Citation analysis]		paper5
2016Volatility Spillover between Islamic and conventional stock markets: evidence from Quantile Regression analysis In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2016Conventional and Islamic stock markets: what about financial performance? In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2014The relationship between financial liberalization and stock market volatility: the mediating role of financial crises In: Journal of Economic Policy Reform.
[Full Text][Citation analysis]		article1
2013Financial crises and emerging stock markets volatility: do internal factors matter? In: Macroeconomics and Finance in Emerging Market Economies.
[Full Text][Citation analysis]		article2
2014Financial liberalization and emerging stock market efficiency: an empirical analysis of structural changes In: Macroeconomics and Finance in Emerging Market Economies.
[Full Text][Citation analysis]		article2
2015Return Dynamics and Volatility Spillovers Between FOREX and Stock Markets in MENA Countries: What to Remember for Portfolio Choice? In: International Journal of Management and Economics.
[Full Text][Citation analysis]		article4

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