Aymen Ben Rejeb : Citation Profile


Are you Aymen Ben Rejeb?

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

4

H index

2

i10 index

72

Citations

RESEARCH PRODUCTION:

11

Articles

7

Papers

RESEARCH ACTIVITY:

   5 years (2012 - 2017). See details.
   Cites by year: 14
   Journals where Aymen Ben Rejeb has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 6 (7.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbe725
   Updated: 2021-11-28    RAS profile: 2020-10-18    
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Relations with other researchers


Works with:

mongi, arfaoui (3)

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

Is cited by:

Kočenda, Evžen (4)

Vacha, Lukas (4)

Baruník, Jozef (4)

mongi, arfaoui (2)

Balli, Faruk (2)

Agudelo, Diego (2)

Shahbaz, Muhammad (2)

Shahzad, Syed Jawad Hussain (2)

MESTRE, Roman (2)

Kersting, Erasmus (1)

Vo, Xuan Vinh (1)

Cites to:

Nguyen, Duc Khuong (19)

Perron, Pierre (17)

Bai, Jushan (14)

Hammoudeh, Shawkat (14)

Engle, Robert (14)

AROURI, Mohamed (13)

McAleer, Michael (12)

Harvey, Campbell (12)

Bekaert, Geert (12)

Buchinsky, Moshe (9)

Edwards, Sebastian (9)

Main data


Where Aymen Ben Rejeb has published?


Journals with more than one article published# docs
Research in International Business and Finance2
Economics Bulletin2
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 (2021 and 2020)


YearTitle of citing document
2021Deep Graph Convolutional Reinforcement Learning for Financial Portfolio Management -- DeepPocket. (2021). Paquet, Eric ; Soleymani, Farzan. In: Papers. RePEc:arx:papers:2105.08664.

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2020Bond market integration of emerging economies and bilateral linkages. (2020). Balli, Faruk ; Rana, Faisal ; Hu, Xuan. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2039-2062.

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2020The Relationship Between Crude Oil Prices, EUR/USD Exchange Rate and Gold Prices. (2020). Hanane, Abdelli ; Youcef, Hadji ; Abdessalam, Belbali ; Zouheyr, Gheraia ; Houcine, Benlaria. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-27.

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2020Relationship Between Crude Oil prices and Macro-economic Variables: Evidence from BRICS Countries. (2020). Marathe, Shripad Ramchandra ; Raju, Guntur Anjana. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-31.

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2021Commodity Prices and the Stock Market in Thailand. (2021). Aumeboonsuke, Vesarach. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-6.

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2021The Asymmetric Effect of Oil Price on the Exchange Rate and Stock Price in Nigeria. (2021). Adeniji, Sesan Oluseyi ; Sakanko, Musa Abdullahi ; Ajala, Kamaldeen. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-25.

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2021The Relationship between Gold and Brent Crude Oil Prices: An Unrestricted Vector Autoregression Approach. (2021). Pruchnicka-Grabias, Izabela. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-34.

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2021The Effect of World Oil Prices, Gold Prices, and Other Energy Prices on the Indonesian Mining Sector with Exchange Rate of Indonesian Rupiah as the Moderating Effect. (2021). Ady, Sri Utami. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-05-41.

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2020Dynamic interdependence of ASEAN5 with G5 stock markets. (2020). Liow, Kim ; Song, Jeongseop. In: Emerging Markets Review. RePEc:eee:ememar:v:45:y:2020:i:c:s1566014120300042.

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2021How does stock market liberalization influence corporate innovation? Evidence from Stock Connect scheme in China. (2021). Wang, Shuxun. In: Emerging Markets Review. RePEc:eee:ememar:v:47:y:2021:i:c:s1566014119304443.

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2020Heterogeneous dependence between crude oil price volatility and China’s agriculture commodity futures: Evidence from quantile-on-quantile regression. (2020). Ma, Xiang ; Huang, Rui ; Zhu, Huiming ; Hau, Liya. In: Energy. RePEc:eee:energy:v:213:y:2020:i:c:s0360544220318880.

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2020Spatial linkage of volatility spillovers and its explanation across G20 stock markets: A network framework. (2020). Zhuang, Xintian ; Zhang, Weiping ; Wang, Jian ; Lu, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521919305381.

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2021Directional spillover effects and time-frequency nexus between oil, gold and stock markets: Evidence from pre and during COVID-19 outbreak. (2021). Vo, Xuan Vinh ; Hung, Ngo Thai. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921000739.

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2020Islamic stock market versus conventional: Are islamic investing a ‘Safe Haven’ for investors? A systematic literature review. (2020). Panetta, Ida Claudia ; delle Foglie, Andrea. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:64:y:2020:i:c:s0927538x20302833.

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2021The political economy of oil supply in Indonesia and the implications for renewable energy development. (2021). Wadley, David ; Dargusch, Paul ; Rahman, Arief. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:144:y:2021:i:c:s1364032121003178.

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2020Asymmetric correlation and hedging effectiveness of gold & cryptocurrencies: From pre-industrial to the 4th industrial revolution?. (2020). Nasir, Muhammad ; Duc, Toan Luu ; Thampanya, Natthinee. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:159:y:2020:i:c:s0040162520310210.

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2021Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution. (2021). Tiwari, Aviral ; Aikins, Emmanuel Joel ; Le, Tn-Lan. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:162:y:2021:i:c:s0040162520312087.

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2020Return and Volatility Transmission between World-Leading and Latin American Stock Markets: Portfolio Implications. (2020). Wong, Wing-Keung ; Ali, Shoaib ; Yousaf, Imran. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:7:p:148-:d:381691.

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2021Export Promotion Agencies’ Lived Turmoil, Response and Strategies in COVID-19 Times. (2021). Monreal-Perez, Joaquin ; Massa, Nathaniel P ; Geldres-Weiss, Valeska V. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:21:p:12056-:d:669817.

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2020Hedge effectiveness of put replication, gold, and oil on ASEAN-5 equities. (2020). Huruta, Andrian Dolfriandra ; Handriani, Eka ; Nugroho, Bayu Adi ; Robiyanto, Robiyanto. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00199-w.

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2021A wavelet approach of investing behaviors and their effects on risk exposures. (2021). MESTRE, Roman. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00239-z.

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2021.

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2021Is there a systemic risk between Sharia, Sukuk, and GCC stock markets? A ?CoVaR risk metric?based copula approach. (2021). Yoon, Seongmin ; Mensi, Walid ; Hussain, Syed Jawad ; al Yahyaee, Khamis Hamed ; Alyahyaee, Khamis Hamed. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2904-2926.

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2021Equity return predictability, its determinants, and profitable trading strategies. (2021). Uddin, Gazi ; Rahman, Md Lutfur ; Vigne, Samuel A ; Khan, Mahbub. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:1:p:162-186.

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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.
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article5
2014Financial integration in emerging market economies: effects on volatility transmission and contagion.(2014) In: MPRA Paper.
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This paper has another version. Agregated cites: 5
paper
2013Volatility spillovers and contagion: an empirical analysis of structural changes in emerging market volatility In: Economics Bulletin.
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article0
2015R&D Intensity and Financing Decisions: Evidence from European Firms In: Economics Bulletin.
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article1
2013R&D Intensity and Financing Decisions: Evidence from European Firms.(2013) In: MPRA Paper.
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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.
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article3
2013Financial liberalization and stock markets efficiency: New evidence from emerging economies In: Emerging Markets Review.
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article8
2016Financial market interdependencies: A quantile regression analysis of volatility spillover In: Research in International Business and Finance.
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article24
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: 24
paper
2017On the volatility spillover between lslamic and conventional stock markets: A quantile regression analysis In: Research in International Business and Finance.
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article2
2015Return dynamics and volatility spillovers between FOREX and MENA stock markets: what to remember for portfolio choice? In: MPRA Paper.
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paper1
2016Oil, Gold, US dollar and Stock market interdependencies: A global analytical insight In: MPRA Paper.
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paper18
2016Volatility Spillover between Islamic and conventional stock markets: evidence from Quantile Regression analysis In: MPRA Paper.
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paper0
2016Conventional and Islamic stock markets: what about financial performance? In: MPRA Paper.
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paper0
2014The relationship between financial liberalization and stock market volatility: the mediating role of financial crises In: Journal of Economic Policy Reform.
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article1
2013Financial crises and emerging stock markets volatility: do internal factors matter? In: Macroeconomics and Finance in Emerging Market Economies.
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article3
2014Financial liberalization and emerging stock market efficiency: an empirical analysis of structural changes In: Macroeconomics and Finance in Emerging Market Economies.
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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.
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article4

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