Zied Ftiti : Citation Profile

Are you Zied Ftiti?

EDC Paris Business School (80% share)
Economic Research Forum (ERF) (20% share)

11

H index

12

i10 index

433

Citations

RESEARCH PRODUCTION:

36

Articles

26

Papers

RESEARCH ACTIVITY:

   12 years (2008 - 2020). See details.
   Cites by year: 36
   Journals where Zied Ftiti has often published
   Relations with other researchers
   Recent citing documents: 166.    Total self citations: 17 (3.78 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pft1
   Updated: 2021-10-16    RAS profile: 2021-07-22    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

JAWADI, Fredj (14)

Guesmi, Khaled (4)

Barnett, William (2)

Kablan, Akassi (2)

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

Is cited by:

Guesmi, Khaled (24)

GUESMI, Khaled (21)

Tiwari, Aviral (11)

GUPTA, RANGAN (10)

Bouri, Elie (10)

JAWADI, Fredj (9)

Shahzad, Syed Jawad Hussain (8)

Barnett, William (6)

Nguyen, Duc Khuong (6)

Teulon, Frédéric (6)

Ashraf, Badar Nadeem (6)

Cites to:

Perron, Pierre (17)

Rua, António (17)

Bernanke, Ben (17)

Ratti, Ronald (16)

Essaadi, Essahbi (16)

GUESMI, Khaled (16)

Kilian, Lutz (15)

He, Xuezhong (15)

Campbell, John (15)

Narayan, Paresh (15)

Engle, Robert (14)

Main data

Where Zied Ftiti has published?

Journals with more than one article published# docs
Economic Modelling5
Research in International Business and Finance5
Applied Economics4
Computational Economics2
Pacific-Basin Finance Journal2
The Energy Journal2
Energy Economics2
International Review of Financial Analysis2

Working Papers Series with more than one paper published# docs
Post-Print / HAL18
Working Papers / Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon4

Recent works citing Zied Ftiti (2021 and 2020)

YearTitle of citing document
2020Financial Depth and the Real Estate Market: An Empirical Study of the Wealth Effect. (2020). Bui, Toan Ngoc. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:936-945.

Full description at Econpapers || Download paper

2021Central Bank Governance in Monetary Policy Economics (1981-2020). (2021). masciandaro, donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20153.

Full description at Econpapers || Download paper

2020One Cryptocurrency to Explain Them All? Understanding the Importance of Bitcoin in Cryptocurrency Returns. (2020). Smales, Lee Alan. In: Economic Papers. RePEc:bla:econpa:v:39:y:2020:i:2:p:118-132.

Full description at Econpapers || Download paper

2020Causal relationships between inflation and inflation uncertainty. (2020). JAWADI, Fredj ; Barnett, William ; William, Barnett ; ZIED, FTITI . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:5:p:26:n:4.

Full description at Econpapers || Download paper

2020Ethereum as a Hedge: The intraday analysis. (2020). Ivanov, Stoyu ; Meshcheryakov, Artem. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-01010.

Full description at Econpapers || Download paper

2021Fear of the Coronavirus and Cryptocurrencies returns. (2021). Hadhri, Sinda. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00507.

Full description at Econpapers || Download paper

2020Corporate Performance in Nigeria: The Effect of Oil Price and Exchange Rate Fluctuations. (2020). Olofin, Sodik Adejonwo ; Omoregie, Osaretin Kayode. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-01-21.

Full description at Econpapers || Download paper

2020Interplay of the Macroeconomy and Real Estate: Systematic Review of Literature. (2020). Haw, Chan Tze ; Kwakye, Benjamin. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-05-30.

Full description at Econpapers || Download paper

2021Trend of Oil Prices, Gold, GCC Stocks Market during Covid-19 Pandemic: A Wavelet Approach. (2021). Sisodia, Gyanendra Singh ; Tellez, Jesus Cuauhtemoc ; Daffodils, Jennifer ; Rafiuddin, Aqila. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-64.

Full description at Econpapers || Download paper

2020The impact of Coronavirus (COVID-19) outbreak on faith-based investments: An original analysis. (2020). Sherif, Mohamed. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303300.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Investigating the dynamic relationship between cryptocurrencies and conventional assets: Implications for financial investors. (2020). Charfeddine, Lanouar ; Maouchi, Youcef ; Benlagha, Noureddine. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:198-217.

Full description at Econpapers || Download paper

2020More effective than we thought: Central bank independence and inflation in developing countries. (2020). Garriga, Ana Carolina ; Rodriguez, Cesar M. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:87-105.

Full description at Econpapers || Download paper

2020Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin. (2020). Krištoufek, Ladislav ; Roubaud, David ; Bouri, Elie ; Hussain, Syed Jawad. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:212-224.

Full description at Econpapers || Download paper

2020Financial frictions and the futures pricing puzzle. (2020). Taamouti, Abderrahim ; ap Gwilym, Rhys ; Rahman, Hamid ; el Alaoui, Abdelkader O ; Ebrahim, Shahid M. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:358-371.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Default clustering of the nonfinancial sector and systemic risk: Evidence from China. (2021). Shen, Jie ; Hou, Siyuan ; Wang, Xiaoting. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:196-208.

Full description at Econpapers || Download paper

2021Does non-fundamental news related to COVID-19 matter for stock returns? Evidence from Shanghai stock market. (2021). ben Ameur, Hachmi ; Ftiti, Zied ; Louhichi, Wael. In: Economic Modelling. RePEc:eee:ecmode:v:99:y:2021:i:c:s0264999321000675.

Full description at Econpapers || Download paper

2020Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis. (2020). Yang, Lu ; Xu, Mingli ; Zhu, Jingran ; Wu, Kai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300917.

Full description at Econpapers || Download paper

2021Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach. (2021). GUPTA, RANGAN ; Ma, Shu-Jiao ; Bouri, Elie ; Zhang, Yue-Jun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301868.

Full description at Econpapers || Download paper

2021Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets. (2021). Tzeremes, Panayiotis ; Kyriazis, Nikolaos A ; Papadamou, Stephanos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s106294082030228x.

Full description at Econpapers || Download paper

2021Time–frequency quantile dependence between Bitcoin and global equity markets. (2021). Abdoh, Hussein ; Maghyereh, Aktham. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302369.

Full description at Econpapers || Download paper

2021Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether. (2021). Kliber, Agata ; Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000243.

Full description at Econpapers || Download paper

2021Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis. (2021). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000188.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets: Evidence from rolling window analysis. (2021). Chen, Qitong ; Hau, Liya ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000759.

Full description at Econpapers || Download paper

2020Credit risk pricing and the rationality of lending decision-making within dual banking systems: A parametric approach. (2020). Boujelbene, Younes ; Louhichi, Awatef. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:1:s0939362519300482.

Full description at Econpapers || Download paper

2020Common shocks, common transmission mechanisms and time-varying connectedness among Dow Jones Islamic stock market indices and global risk factors. (2020). al Dohaiman, Mohammed ; Mezghani, Imed ; ben Haddad, Hedi. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:2:s0939362518300748.

Full description at Econpapers || Download paper

2020In search for good news: The relationship between accounting information, bounded rationality and hard-to-value stocks. (2020). Lima, Fabiano Guasti ; Lemes, Sirlei ; Figlioli, Bruno. In: Emerging Markets Review. RePEc:eee:ememar:v:44:y:2020:i:c:s1566014120302429.

Full description at Econpapers || Download paper

2021Regulation, ownership and bank performance in the MENA region: Evidence for Islamic and conventional banks. (2021). Bachvarov, Petko ; Mateev, Miroslav. In: Emerging Markets Review. RePEc:eee:ememar:v:47:y:2021:i:c:s1566014120305987.

Full description at Econpapers || Download paper

2021Trading activity and price discovery in Bitcoin futures markets. (2021). Yang, Jimmy J ; Liu, Hung-Chun ; Hung, Jui-Cheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:107-120.

Full description at Econpapers || Download paper

2021Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty. (2021). Xie, Tian ; Qiu, Yue ; Wang, Zongrun ; Zhang, Xinyu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:179-201.

Full description at Econpapers || Download paper

2020Short- and long-run asymmetric effect of oil prices and oil and gas revenues on the real GDP and economic diversification in oil-dependent economy. (2020). Barkat, Karim ; Charfeddine, Lanouar. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300190.

Full description at Econpapers || Download paper

2020Coordinating technological progress and environmental regulation in CO2 mitigation: The optimal levels for OECD countries & emerging economies. (2020). Wei, Weixian ; Wang, Huiqing. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988319302993.

Full description at Econpapers || Download paper

2020Crude oil price and cryptocurrencies: Evidence of volatility connectedness and hedging strategy. (2020). Lin, Boqiang ; Okorie, David. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300426.

Full description at Econpapers || Download paper

2020The linkages between oil market uncertainty and Islamic stock markets: Evidence from quantile-on-quantile approach. (2020). Lin, Boqiang ; Su, Tong. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300980.

Full description at Econpapers || Download paper

2020Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis. (2020). Yoon, Seong-Min ; Jiang, Zhuhua. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301754.

Full description at Econpapers || Download paper

2020Global factors, uncertainty, weather conditions and energy prices: On the drivers of the duration of commodity price cycle phases. (2020). Sousa, Ricardo ; Hammoudeh, Shawkat ; Castro, Vitor ; Agnello, Luca. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320302024.

Full description at Econpapers || Download paper

2020Commodities price cycles and their interdependence with equity markets. (2020). Alagidede, Imhotep Paul ; Boako, Gideon ; Uddin, Gazi Salah ; Sjo, BO. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302243.

Full description at Econpapers || Download paper

2020Diversification effects of energy subsidy reform in oil exporters: Illustrations from Kuwait. (2020). Shehabi, Manal. In: Energy Policy. RePEc:eee:enepol:v:138:y:2020:i:c:s0301421519305531.

Full description at Econpapers || Download paper

2021Coherence, extreme risk spillovers, and dynamic linkages between oil and China’s commodity futures markets. (2021). Zou, Huiwen ; Goh, Mark ; Cui, Jinxin. In: Energy. RePEc:eee:energy:v:225:y:2021:i:c:s0360544221004394.

Full description at Econpapers || Download paper

2020Spillovers among sovereign CDS, stock and commodity markets: A correlation network perspective. (2020). Li, Jianping ; Yao, Yanzhen ; Wang, Jun ; Sun, Xiaolei. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304599.

Full description at Econpapers || Download paper

2020Time-frequency co-movement of cryptocurrency return and volatility: Evidence from wavelet coherence analysis. (2020). Zhu, Huiming ; Qiao, Xingzhi ; Hau, Liya. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s105752192030185x.

Full description at Econpapers || Download paper

2020Tail dependence between Bitcoin and financial assets: Evidence from a quantile cross-spectral approach. (2020). Abdoh, Hussein ; Maghyereh, Aktham. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301897.

Full description at Econpapers || Download paper

2020A novel two-stage approach for cryptocurrency analysis. (2020). Sun, Yuying ; Yang, Boyu ; Wang, Shouyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302118.

Full description at Econpapers || Download paper

2021Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China. (2021). Wong, Wing-Keung ; van Hoang, Thi Hong ; Lu, Richard ; Ly, Sel ; Pho, Kim Hung. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s105752192100017x.

Full description at Econpapers || Download paper

2021A network perspective of comovement and structural change: Evidence from the Chinese stock market. (2021). Yang, Xin ; Cao, Jinde ; Deng, Yunke ; Huang, Chuangxia. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001125.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020The curvilinear relationship between environmental performance and financial performance: An investigation of listed french firms using panel smooth transition model. (2020). Bruna, Maria-Giuseppina ; ben Lahouel, Bechir ; ben Zaied, Younes. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319306658.

Full description at Econpapers || Download paper

2020Safe haven or risky hazard? Bitcoin during the Covid-19 bear market. (2020). McGee, Richard ; Conlon, Thomas. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612320304244.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020Female board representation, risk-taking and performance: Evidence from dual banking systems. (2020). Abedifar, Pejman ; Hassan, Arshad ; Fraz, Ahmad ; Khan, Mushtaq Hussain. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612320303044.

Full description at Econpapers || Download paper

2020Industry volatility and economic uncertainty due to the COVID-19 pandemic: Evidence from wavelet coherence analysis. (2020). Choi, Sun-Yong. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s154461232031597x.

Full description at Econpapers || Download paper

2021Tail-risk spillovers in cryptocurrency markets. (2021). Zhang, Yixuan ; Xu, Qiuhua. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s154461231930755x.

Full description at Econpapers || Download paper

2021Is China a source of financial contagion?. (2021). Abdel-Qader, Waleed ; Akhtaruzzaman, MD ; Shams, Syed ; Hammami, Helmi. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319310402.

Full description at Econpapers || Download paper

2021Portfolio value-at-risk with two-sided Weibull distribution: Evidence from cryptocurrency markets. (2021). Dingec, Kemal Dincer ; Silahli, Baykar ; Aydin, Nezir ; Cifter, Atilla. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319312024.

Full description at Econpapers || Download paper

2021Higher co-moments and adjusted Sharpe ratios for cryptocurrencies. (2021). Benedek, Botond ; Nagy, Balint Zsolt. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612319313807.

Full description at Econpapers || Download paper

2021Bitcoin and liquidity risk diversification. (2021). Zantour, Ahlem ; Guesmi, Khaled ; Ghabri, Yosra. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s154461232030012x.

Full description at Econpapers || Download paper

2021The pricing of bad contagion in cryptocurrencies: A four-factor pricing model. (2021). Vo, Xuan Vinh ; Naeem, Muhammad Abubakr ; Ahmad, Tanveer ; Bouri, Elie ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316111.

Full description at Econpapers || Download paper

2020Loan growth, capitalization, and credit risk in Islamic banking. (2020). Trinugroho, Irwan ; Apri, Wahdi Salasi ; Soedarmono, Wahyoe ; Sobarsyah, Muhammad ; Pramono, Sigid Eko ; Warokka, Ari. In: International Economics. RePEc:eee:inteco:v:163:y:2020:i:c:p:155-162.

Full description at Econpapers || Download paper

2021Oil price volatility in the context of Covid-19. (2021). Rozin, Philippe ; Jawadi, Fredj ; Bourghelle, David. In: International Economics. RePEc:eee:inteco:v:167:y:2021:i:c:p:39-49.

Full description at Econpapers || Download paper

2020Tail behavior of Bitcoin, the dollar, gold and the stock market index. (2020). Ho, JI. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s104244312030086x.

Full description at Econpapers || Download paper

2020I am a blockchain too: How does the market respond to companies’ interest in blockchain?. (2020). Yang, Joey W ; Liu, Zhangxin ; Baur, Dirk G ; Cahill, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300078.

Full description at Econpapers || Download paper

2021Evolutionary selection of forecasting and quantity decision rules in experimental asset markets. (2021). Bao, Te ; CHIA, WaiMun ; Zhu, Jiahua. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:363-404.

Full description at Econpapers || Download paper

2021Does higher unemployment lead to greater criminality? Revisiting the debate over the business cycle. (2021). JAWADI, Fredj ; Cheffou, Abdoulkarim Idi ; Mallick, Sushanta K ; Augustine, Anish. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:448-471.

Full description at Econpapers || Download paper

2021On the duration of sovereign ratings cycle phases. (2021). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:512-526.

Full description at Econpapers || Download paper

2020Is there a risk-return trade-off in cryptocurrency markets? The case of Bitcoin. (2020). , Walid. In: Journal of Economics and Business. RePEc:eee:jebusi:v:108:y:2020:i:c:s0148619519302206.

Full description at Econpapers || Download paper

2021Do microeconomic and macroeconomic factors influence Italian bank credit risk in different local markets? Evidence from cooperative and non-cooperative banks. (2021). Barra, Cristian ; Ruggiero, Nazzareno. In: Journal of Economics and Business. RePEc:eee:jebusi:v:114:y:2021:i:c:s0148619520304203.

Full description at Econpapers || Download paper

2021The dynamics of the relationship between real estate and stock markets in an energy-based economy: The case of Qatar. (2021). Zeitun, Rami ; Eissa, Mohamad Abdelaziz ; al Refai, Hisham. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:23:y:2021:i:c:s1703494921000050.

Full description at Econpapers || Download paper

2021The cross-impact between financial markets, Covid-19 pandemic, and economic sanctions: The case of Iran. (2021). Halafi, Zohoor Nezhad ; Owjimehr, Sakine ; Samadi, Ali Hussein. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:1:p:34-55.

Full description at Econpapers || Download paper

2020The asymmetric effects of oil price on sectoral Islamic stocks: New evidence from quantile-on-quantile regression approach. (2020). Sharif, Arshian ; Chang, Bisharat Hussain ; Rehman, Syed Abdul ; Salman, Asma ; Suki, Norazah Mohd ; Aman, Ameenullah. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719304751.

Full description at Econpapers || Download paper

2020How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique. (2020). Sharif, Arshian ; Jermsittiparsert, Kittisak ; Sarwat, Salman ; Godil, Danish Iqbal. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719308402.

Full description at Econpapers || Download paper

2020Gold as a hedge against oil shocks: Evidence from new datasets for oil shocks. (2020). Salisu, Afees ; Adediran, Idris. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719309377.

Full description at Econpapers || Download paper

2020Bitcoin and gold price returns: A quantile regression and NARDL analysis. (2020). Sierra, Karen ; Tolentino, Marta ; De, Maria ; Jareo, Francisco. In: Resources Policy. RePEc:eee:jrpoli:v:67:y:2020:i:c:s0301420719309985.

Full description at Econpapers || Download paper

2020Crude oil price and private sector of Saudi Arabia: Do globalization and financial development matter? New evidence from combined cointegration test. (2020). Alotaibi, Mohammed Naif ; Abid, Mehdi. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420719303770.

Full description at Econpapers || Download paper

2020The hedging effectiveness of industrial metals against different oil shocks: Evidence from the four newly developed oil shocks datasets. (2020). Oliyide, Johnson ; Adekoya, Oluwasegun B. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308631.

Full description at Econpapers || Download paper

2020Switching dependence and systemic risk between crude oil and U.S. Islamic and conventional equity markets: A new evidence. (2020). Selmi, Refk ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308928.

Full description at Econpapers || Download paper

2021How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309296.

Full description at Econpapers || Download paper

2021How COVID-19 upturns the hedging potentials of gold against oil and stock markets risks: Nonlinear evidences through threshold regression and markov-regime switching models. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun ; Oduyemi, Gabriel O. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309570.

Full description at Econpapers || Download paper

2021Asymmetric effect of oil prices on stock market prices: New evidence from oil-exporting and oil-importing countries. (2021). Bhutto, Niaz Ahmed ; Chang, Bisharat Hussain ; Hashmi, Shabir Mohsin. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309752.

Full description at Econpapers || Download paper

2021Do energy prices interact with global Islamic stocks? Fresh insights from quantile ARDL approach. (2021). Suleman, Muhammad Tahir ; Sharif, Arshian ; Aman, Ameenullah ; Zaighum, Isma. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000842.

Full description at Econpapers || Download paper

2021The volatility of natural resource prices and its impact on the economic growth for natural resource-dependent economies: A comparison of oil and gold dependent economies. (2021). Naqvi, Bushra ; Ahmad, Ferhana ; Zhang, Wei-Wei ; Guan, LU. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001392.

Full description at Econpapers || Download paper

2021Is gold favourable than bitcoin during the COVID-19 outbreak? Comparative analysis through wavelet approach. (2021). Bilgili, Faik ; Kuskaya, Sevda ; Kocak, Emrah ; Zaman, Umer ; Shehzad, Khurram. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s030142072100177x.

Full description at Econpapers || Download paper

2021Oil-gold nexus: Evidence from regime switching-quantile regression approach. (2021). Mokni, Khaled ; Youssef, Manel. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002270.

Full description at Econpapers || Download paper

2021Effects of non-ferrous metal prices and uncertainty on industry stock market under different market conditions. (2021). Chen, Jinyu ; Zhu, Xuehong. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002543.

Full description at Econpapers || Download paper

2020An investigation of the financial resource curse hypothesis in oil-exporting countries: The threshold effect of democratic accountability. (2020). Yacouba, kassouri ; Bilgili, Faik ; Altinta, Halil ; Kassouri, Yacouba. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:56:y:2020:i:c:s1042444x20300281.

Full description at Econpapers || Download paper

2020What are the drivers of inefficiency in the Gulf Cooperation Council banking industry? A comparison between conventional and Islamic banks. (2020). Zeitun, Rami ; Moradi-Motlagh, Amir ; Saleh, Ali Salman. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x19302835.

Full description at Econpapers || Download paper

2020Corruption and equity market performance: International comparative evidence. (2020). , Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x1930575x.

Full description at Econpapers || Download paper

2021On the investors sentiments and the Islamic stock-bond interplay across investments horizons. (2021). Shahzad, Syed Jawad Hussain ; Khan, Muhammad Asif ; Hela, Ben hamida ; Hkiri, Besma ; Hussain, Syed Jawad ; Aloui, Chaker. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20307034.

Full description at Econpapers || Download paper

2020Hedging effectiveness of precious metals across frequencies: Evidence from Wavelet based Dynamic Conditional Correlation analysis. (2020). Kumar, Surya Bhushan ; Das, Debojyoti ; Bhatia, Vaneet. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s0378437119320242.

Full description at Econpapers || Download paper

2020Real estate bubbles in a bank-real estate loan network model integrating economic cycle and macro-prudential stress testing. (2020). Meng, YI ; Wang, Jining ; Li, Shouwei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119314748.

Full description at Econpapers || Download paper

2020Time and frequency domain quantile coherence of emerging stock markets with gold and oil prices. (2020). Balli, Faruk ; Hussain, Syed Jawad ; Arif, Muhammad ; Hasan, Mudassar ; Naeem, Muhammad Abubakr. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:553:y:2020:i:c:s0378437120300583.

Full description at Econpapers || Download paper

2020Dynamic interdependence of cryptocurrency markets: An analysis across time and frequency. (2020). Bouri, Elie ; Saeed, Tareq ; Aftab, Muhammad ; Qureshi, Saba. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:559:y:2020:i:c:s0378437120305641.

Full description at Econpapers || Download paper

2021Information flow between bitcoin and other financial assets. (2021). Yang, Jae-Suk ; Jang, Kwahngsoo ; Park, Sang Jin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:566:y:2021:i:c:s037843712030902x.

Full description at Econpapers || Download paper

2021Detecting lag linkage effect between economic policy uncertainty and crude oil price: A multi-scale perspective. (2021). Li, Xiuming ; Gao, Cuixia ; Sun, Mei ; He, Huizi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:580:y:2021:i:c:s0378437121004192.

Full description at Econpapers || Download paper

2021Bitcoin versus high-performance technology stocks in diversifying against global stock market indices. (2021). Zhang, Yuanyuan ; Chan, Stephen ; Chu, Jeffrey. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:580:y:2021:i:c:s0378437121004349.

Full description at Econpapers || Download paper

2021Structural vector error correction modelling of Bitcoin price. (2021). le Fur, Eric ; Lefur, Eric ; HAFFAR, Adlane . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:170-178.

Full description at Econpapers || Download paper

2021On the dynamic equicorrelations in cryptocurrency market. (2021). Golitsis, Petros ; Demiralay, Sercan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:524-533.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Zied Ftiti:

YearTitleTypeCited
2019On the Oil Price Uncertainty In: The Energy Journal.
[Full Text][Citation analysis]		article0
2019Do Jumps and Co-jumps Improve Volatility Forecasting of Oil and Currency Markets? In: The Energy Journal.
[Full Text][Citation analysis]		article2
2019The Generalisation of the DMCA Coefficient to Serve Distinguishing Between Hedge and Safe Haven Capabilities of the Gold In: Papers.
[Full Text][Citation analysis]		paper0
2011The relevance of the inflation targeting policy: a new analysis approach of the evolutionary spectral analysis In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2018An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article5
2010The macroeconomic performance of the inflation targeting policy: An approach based on the evolutionary co-spectral analysis (extension for the case of a multivariate process) In: Economic Modelling.
[Full Text][Citation analysis]		article11
2012Real estate markets and the macroeconomy: A dynamic coherence framework In: Economic Modelling.
[Full Text][Citation analysis]		article33
2012Real estate markets and the macroeconomy : A dynamic coherence framework.(2012) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 33		paper
2012Real estate markets and the macroeconomy: A dynamic coherence framework.(2012) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 33		paper
2014The price stability under inflation targeting regime: An analysis with a new intermediate approach In: Economic Modelling.
[Full Text][Citation analysis]		article13
2014The price stability under inflation targeting regime: An analysis with a new intermediate approach.(2014) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 13		paper
2014The Price Stability Under Inflation Targeting Regime : An Analysis With a New Intermediate Approach.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2017Assessing efficiency and investment opportunities in commodities: A time series and portfolio simulations approach In: Economic Modelling.
[Full Text][Citation analysis]		article5
2017Time-inconsistency and expansionary business cycle theories: What does matter for the central bank independence–inflation relationship? In: Economic Modelling.
[Full Text][Citation analysis]		article5
2017Time-inconsistency and expansionary business cycle theories: What does matter for the central bank independence–inflation relationship?.(2017) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 5		paper
2019Commonality in liquidity among Middle East and North Africa emerging stock markets: Does it really matter? In: Economic Systems.
[Full Text][Citation analysis]		article2
2017Commodity price cycles and financial pressures in African commodities exporters In: Emerging Markets Review.
[Full Text][Citation analysis]		article4
2016What can we learn about commodity and credit cycles? Evidence from African commodity-exporting countries In: Energy Economics.
[Full Text][Citation analysis]		article6
2019Oil price collapse and challenges to economic transformation of Saudi Arabia: A time-series analysis In: Energy Economics.
[Full Text][Citation analysis]		article6
2014Oil price and financial markets: Multivariate dynamic frequency analysis In: Energy Policy.
[Full Text][Citation analysis]		article57
2014Oil Price and Financial Markets: Multivariate Dynamic Frequency Analysis.(2014) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 57		paper
2016Oil price and stock market co-movement: What can we learn from time-scale approaches? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article24
2019Portfolio diversification with virtual currency: Evidence from bitcoin In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article78
2016Neoclassical finance, behavioral finance and noise traders: Assessment of gold–oil markets In: Finance Research Letters.
[Full Text][Citation analysis]		article8
2019Asset allocation and investment opportunities in emerging stock markets: Evidence from return asymmetry-based analysis In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article1
2015What can we learn about Islamic banks efficiency under the subprime crisis? Evidence from GCC Region In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article23
2019Can economic policy uncertainty, oil prices, and investor sentiment predict Islamic stock returns? A multi-scale perspective In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article17
2019Are MENA banks’ capital buffers countercyclical? Evidence from the Islamic and conventional banking systems In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article0
2014Effects of monetary policy on the REIT returns: Evidence from the United Kingdom In: Research in International Business and Finance.
[Full Text][Citation analysis]		article5
2015Credit risk determinants: Evidence from a cross-country study In: Research in International Business and Finance.
[Full Text][Citation analysis]		article46
2016Liquidity, liquidity risk, and information flow: Lessons from an emerging market In: Research in International Business and Finance.
[Full Text][Citation analysis]		article2
2017Bank-to-bank lending channel and the transmission of bank liquidity shocks: Evidence from France In: Research in International Business and Finance.
[Full Text][Citation analysis]		article3
2017Stock return predictability in emerging markets: Does the choice of predictors and models matter across countries? In: Research in International Business and Finance.
[Full Text][Citation analysis]		article1
2008The transition period before the inflation targeting policy In: Working Papers.
[Full Text][Citation analysis]		paper3
2008The transition period before the inflation targeting policy.(2008) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2008The inflation Targeting effect on the inflation series: A New Analysis Approach of evolutionary spectral analysis In: Working Papers.
[Full Text][Citation analysis]		paper13
2008The inflation Targeting effect on the inflation series: ANew Analysis Approach of evolutionary spectral analysis.(2008) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2009The Macroeconomic Performance of the Inflation Targeting Policy: An Approach Based on the Evolutionary Co-spectral Analysis In: Working Papers.
[Full Text][Citation analysis]		paper17
2010The macroeconomic performance of the inflation targeting policy: An approach based on the evolutionary co-spectral analysis.(2010) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 17		paper
2010Stabilité-croissance et performance économique : Quelle relation selon une revue de la littérature ? In: Working Papers.
[Full Text][Citation analysis]		paper0
2010Stabilité-croissance et performance économique : quelle relation selon une revue de la littérature ?.(2010) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2009The Macroeconomic Performance of the In?ation Targeting Policy : An Approach Based on the Evolutionary Co-spectral Analysis In: Post-Print.
[Full Text][Citation analysis]		paper0
2009Inflation targeting effect on the inflation series In: Post-Print.
[Citation analysis]		paper1
2009Inflation targeting effect on the inflation series.(2009) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
2010The Effect of the Inflation Targeting Policy: an Approach Based on the Evolutionary Spectral Analysis In: Post-Print.
[Citation analysis]		paper2
2010The macroeconomic performance of inflation targeting countries In: Post-Print.
[Citation analysis]		paper0
2011Le ciblage din?ation : un essai de comparaison internationale In: Post-Print.
[Full Text][Citation analysis]		paper3
2011Le ciblage din?ation : un essai de comparaison internationale.(2011) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 3		paper
2011Ciblage dinflation : efficacité et performance In: Post-Print.
[Citation analysis]		paper0
2011Ciblage dinflation : efficacité et performance.(2011) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0		paper
2018The Causal Relationships between Inflation and Inflation Uncertainty In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
[Full Text][Citation analysis]		paper3
2018The Causal Relationships between Inflation and Inflation Uncertainty.(2018) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2015Tests of Financial Market Contagion: Evolutionary Cospectral Analysis Versus Wavelet Analysis In: Computational Economics.
[Full Text][Citation analysis]		article11
2019Forecasting Inflation Uncertainty in the United States and Euro Area In: Computational Economics.
[Full Text][Citation analysis]		article5
2018Assessing the Effect of Trade Openness on Health in the MENA Region: a Panel Data Analysis In: Open Economies Review.
[Full Text][Citation analysis]		article1
2018What Can We Learn About the Real Exchange Rate Behavior in the Case of a Peripheral Country? In: Journal of Quantitative Economics.
[Full Text][Citation analysis]		article1
2017Uncertainty and the United States’ election effect on the economy: some thoughts and empirical illustrations In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
2015Modelling inflation shifts and persistence in Tunisia: perspectives from an evolutionary spectral approach In: Applied Economics.
[Full Text][Citation analysis]		article5
2017Modelling the relationship between future energy intraday volatility and trading volume with wavelet In: Applied Economics.
[Full Text][Citation analysis]		article3
2018Threshold effect in the relationship between investor sentiment and stock market returns: a PSTR specification In: Applied Economics.
[Full Text][Citation analysis]		article6
2019On the relationship between energy returns and trading volume: a multifractal analysis In: Applied Economics.
[Full Text][Citation analysis]		article1
2020Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models In: Econometric Reviews.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team