Noureddine Benlagha : Citation Profile


Are you Noureddine Benlagha?

University of Qatar

3

H index

2

i10 index

38

Citations

RESEARCH PRODUCTION:

14

Articles

RESEARCH ACTIVITY:

   7 years (2013 - 2020). See details.
   Cites by year: 5
   Journals where Noureddine Benlagha has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 7 (15.56 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbe971
   Updated: 2021-10-09    RAS profile: 2020-12-26    
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Relations with other researchers


Works with:

Charfeddine, Lanouar (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Noureddine Benlagha.

Is cited by:

Mokni, Khaled (3)

Tsiakas, Ilias (1)

Guesmi, Khaled (1)

Gradojevic, Nikola (1)

FERROUHI, EL MEHDI (1)

Ahmed, Walid (1)

joof, Foday (1)

Lyócsa, Štefan (1)

Wagner, Niklas (1)

Wong, Wing-Keung (1)

Ben Cheikh, Nidhaleddine (1)

Cites to:

Engle, Robert (22)

Charfeddine, Lanouar (20)

Nguyen, Duc Khuong (12)

Bollerslev, Tim (10)

Roubaud, David (8)

Campbell, John (7)

Hammoudeh, Shawkat (6)

Bouri, Elie (6)

AROURI, Mohamed (6)

Antonakakis, Nikolaos (6)

Patton, Andrew (6)

Main data


Where Noureddine Benlagha has published?


Journals with more than one article published# docs
Review of Economics & Finance2
Applied Economics2
Applied Econometrics and International Development2

Recent works citing Noureddine Benlagha (2021 and 2020)


YearTitle of citing document
2021Stability of Conventional and Islamic banks, externalities and resilience to crises: evidences from comprehensive Saudi banks time-series data. (2021). ben Mimoun, Mohamed . In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-01123.

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2020Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin. (2020). Širaňová, Mária ; Molnár, Peter ; Lyócsa, Štefan ; Iraova, Maria ; Plihal, Toma ; Molnar, Peter. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301482.

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2021Cryptocurrencies vs. US dollar: Evidence from causality in quantiles analysis. (2021). Mokni, Khaled ; Ajmi, Ahdi Noomen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:238-252.

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2020Quantile spillovers and dependence between Bitcoin, equities and strategic commodities. (2020). Chevallier, Julien ; Guesmi, Khaled ; Abid, Ilyes ; Urom, Christian. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:230-258.

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2021Revisiting the roles of cryptocurrencies in stock markets: A quantile coherency perspective. (2021). Mu, Jinqi ; Wang, Jieru ; Lie, Jiayi ; Jiang, Yonghong. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:21-34.

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2021Risk spillovers between cryptocurrencies and traditional currencies and gold under different global economic conditions. (2021). Yoon, Jiho ; Sheu, Chwen ; Hsu, Shu-Han. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000711.

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2021Volatility cascades in cryptocurrency trading. (2021). Tsiakas, Ilias ; Gradojevic, Nikola. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:252-265.

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2021Empirical analysis of the dynamic dependence between WTI oil and Chinese energy stocks. (2021). Li, Ping. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319300428.

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2021Global financial uncertainties and China’s crude oil futures market: Evidence from interday and intraday price dynamics. (2021). Wang, Lei ; Liu, Liang ; Wei, YU ; Yang, Kun. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000542.

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2021Asymmetric interdependencies between large capital cryptocurrency and Gold returns during the COVID-19 pandemic crisis. (2021). Jareño, Francisco ; Skinner, Frank S ; Jareo, Francisco ; De, Maria. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001149.

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2021Exploring the relationship between cryptocurrencies and hedge funds during COVID-19 crisis. (2021). Urom, Christian ; Guesmi, Khaled ; ben Khelifa, Soumaya. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001186.

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2020Cryptocurrency accepting venues, investor attention, and volatility. (2020). Sabah, Nasim. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s154461231930649x.

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2021Do cryptocurrencies hedge against EPU and the equity market volatility during COVID-19? – New evidence from quantile coherency analysis. (2021). Nie, HE ; Tian, Gengyu ; Wu, Lanxin ; Jiang, Yonghong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000433.

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2020Dynamic dependence between ETFs and crude oil prices by using EGARCH-Copula approach. (2020). FERROUHI, EL MEHDI ; Ahmed, Sheraz ; Umar, Zaghum ; Naeem, Muhammad. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:557:y:2020:i:c:s0378437120304581.

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2021Optimal time-varying tail risk network with a rolling window approach. (2021). Zhang, Shuai. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:580:y:2021:i:c:s0378437121004003.

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2021When, where, and how economic policy uncertainty predicts Bitcoin returns and volatility? A quantiles-based analysis. (2021). Mokni, Khaled. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:65-73.

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2020Correlation and risk measurement modeling: A Markov-switching mixed Clayton copula approach. (2020). Peng, Rui ; Cai, Wen-Li ; Pan, Fei ; Liu, Xiang-Dong. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:197:y:2020:i:c:s0951832019306854.

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2020Financial implications of fourth industrial revolution: Can bitcoin improve prospects of energy investment?. (2020). Umar, Muhammad ; Tao, Ran ; Qin, Meng ; Su, Chi-Wei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:158:y:2020:i:c:s0040162520310040.

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2020Can Bitcoin hedge the risks of geopolitical events?. (2020). Albu, Lucian ; Umar, Muhammad ; Shao, Xue-Feng ; Tao, Ran ; Qin, Meng ; Su, Chi-Wei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:159:y:2020:i:c:s0040162520310088.

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2020.

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2021A Survey on Volatility Fluctuations in the Decentralized Cryptocurrency Financial Assets. (2021). Kyriazis, Nikolaos A. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:293-:d:582208.

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2020Modeling Co-Movement among Different Agricultural Commodity Markets: A Copula-GARCH Approach. (2020). Wong, Wing-Keung ; Sriboonchitta, Songsak ; Tang, Jiechen ; Yuan, Xinyu. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:1:p:393-:d:305046.

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2020A Scientometric Review of Digital Currency and Electronic Payment Research: A Network Perspective. (2020). Sun, Xiaoqi ; Shi, Qing. In: Complexity. RePEc:hin:complx:8876017.

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2020Investigating the Asymmetric Impact of Oil Prices on GCC Stock Markets. (2020). Rault, Christophe ; Ben Naceur, Sami ; Kanaan, Oussama ; Bennaceur, Sami ; ben Cheikh, Nidhaleddine. In: IZA Discussion Papers. RePEc:iza:izadps:dp13853.

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2021Portfolio management and dependence structure between cryptocurrencies and traditional assets: evidence from FIEGARCH-EVT-Copula. (2021). Fakhfekh, Mohamed ; Jeribi, Ahmed. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:3:d:10.1057_s41260-021-00211-7.

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2020Investigating the Asymmetric Effect of Sukuk Returns on Economic Growth - Evidence from Indonesia, a NARDL Perspective. (2020). joof, Foday ; Jallow, Ousman. In: MPRA Paper. RePEc:pra:mprapa:102939.

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2020Tail dependence in emerging ASEAN-6 equity markets: empirical evidence from quantitative approaches. (2020). Duc, Toan Luu ; Duong, Duy. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-019-0168-7.

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2020Applying multivariate-fractionally integrated volatility analysis on emerging market bond portfolios. (2020). Unal, Gazanfer ; Demirel, Mustafa. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00203-3.

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Works by Noureddine Benlagha:


YearTitleTypeCited
2013The Long-run Relationship among Index-linked Bonds and Conventional Bonds In: Review of Economics & Finance.
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2014Volatility Linkage of Nominal and Index-linked Bond Returns: A Multivariate BEKK-GARCH Approach In: Review of Economics & Finance.
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2013Co-movement of Index linked bonds and conventional bonds in France: Subprime crisis and Structural Break, 2003-01, 2012-04 In: Applied Econometrics and International Development.
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2016THE MACROECONOMIC AND FINANCIAL IMPACTS OF EUROPEAN CRISIS ON SAUDI ARABIA In: Applied Econometrics and International Development.
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2020Investigating the dynamic relationship between cryptocurrencies and conventional assets: Implications for financial investors In: Economic Modelling.
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article18
2017Range-based and GARCH volatility estimation: Evidence from the French asset market In: Global Finance Journal.
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2016A time-varying copula approach for modelling dependency: New evidence from commodity and stock markets In: Journal of Multinational Financial Management.
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article11
2020Stock market dependence in crisis periods: Evidence from oil price shocks and the Qatar blockade In: Research in International Business and Finance.
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2018The Dynamic and Dependence of Takaful and Conventional Stock Return Behaviours: Evidence from the Insurance Industry in Saudi Arabia In: Asia-Pacific Financial Markets.
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2017An Analysis of Spillovers Between Islamic and Conventional Stock Bank Returns: Evidence from the GCC Countries In: Multinational Finance Journal.
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article2
2019Return and volatility spillovers in the presence of structural breaks: evidence from GCC Islamic and conventional banks In: Journal of Asset Management.
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2014Dependence structure between nominal and index-linked bond returns: a bivariate copula and DCC-GARCH approach In: Applied Economics.
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2020Asymmetric impacts of insurance premiums on the non-oil GDP: some new empirical evidence In: Applied Economics.
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2017Evidence of adverse selection in automobile insurance market: A seemingly unrelated probit modelling In: Cogent Economics & Finance.
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