Khaled Guesmi : Citation Profile


Are you Khaled Guesmi?

Groupe Paris Graduate School of Management

11

H index

13

i10 index

409

Citations

RESEARCH PRODUCTION:

52

Articles

71

Papers

RESEARCH ACTIVITY:

   10 years (2009 - 2019). See details.
   Cites by year: 40
   Journals where Khaled Guesmi has often published
   Relations with other researchers
   Recent citing documents: 108.    Total self citations: 30 (6.83 %)

EXPERT IN:

   International Finance
   Financial Aspects of Economic Integration
   Macroeconomic Impacts
   Asset Pricing; Trading Volume; Bond Interest Rates
   International Financial Markets

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgu524
   Updated: 2020-05-16    RAS profile: 2019-12-29    
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Relations with other researchers


Works with:

Goutte, Stéphane (32)

GUESMI, Khaled (11)

Teulon, Frédéric (11)

GAIES, Brahim (10)

Ftiti, Zied (8)

Chevallier, Julien (8)

Kablan, Akassi (8)

Dhaoui, Abderrazak (6)

Saadi, Samir (3)

Belgacem, Aymen (3)

Moisseron, Jean-Yves (2)

PORCHER, Thomas (2)

Muzaffar, Ahmed Taneem (2)

HAKIMI, ABDELAZIZ (2)

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

Is cited by:

GUESMI, Khaled (28)

Caporale, Guglielmo Maria (10)

Tiwari, Aviral (9)

GUPTA, RANGAN (9)

Goutte, Stéphane (8)

Bouri, Elie (7)

Batten, Jonathan (5)

MHENNI, Hatem (5)

Basher, Syed (5)

lucey, brian (5)

Charfeddine, Lanouar (4)

Cites to:

Harvey, Campbell (80)

Bekaert, Geert (65)

GUESMI, Khaled (64)

Nguyen, Duc Khuong (64)

AROURI, Mohamed (42)

Hammoudeh, Shawkat (37)

Engle, Robert (35)

Ftiti, Zied (29)

Chinn, Menzie (24)

Ratti, Ronald (22)

Hamilton, James (22)

Main data


Where Khaled Guesmi has published?


Journals with more than one article published# docs
Economics Bulletin11
Economic Modelling5
Energy Economics4
International Review of Financial Analysis4
Applied Economics3
Research in International Business and Finance3
Journal of Economic Integration3
Bankers, Markets & Investors2
IPAG Economics and Management Letters2
Journal of International Financial Markets, Institutions and Money2
European Journal of Comparative Economics2
Energy Policy2
Journal of Quantitative Economics2

Working Papers Series with more than one paper published# docs
Post-Print / HAL27
Working Papers / Department of Research, Ipag Business School21
Working Papers / HAL12
EconomiX Working Papers / University of Paris Nanterre, EconomiX5
MPRA Paper / University Library of Munich, Germany3

Recent works citing Khaled Guesmi (2020 and 2019)


YearTitle of citing document
2018Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin. In: The Energy Journal. RePEc:aen:journl:ej39-5-filis.

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2018International interdependence between cash crop and staple food futures price indices: A wavelet-BEKK-GARCH assessment. (2018). Heckelei, Thomas ; Grosche, S ; Amrouk, E M. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277376.

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2019Deep convolutional autoencoder for cryptocurrency market analysis. (2019). Puzyrev, Vladimir. In: Papers. RePEc:arx:papers:1910.12281.

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2018Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality. (2018). Sanin Restrepo, Sebastian ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Sanin-Restrepo, Sebastian. In: Borradores de Economia. RePEc:bdr:borrec:1051.

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2019Commodity and Financial Cycles in Resource-based Economies. (2019). Tiunova, Marina. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:3:p:38-70.

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2018Crude oil and equity markets in major European countries: New evidence. (2018). miloudi, anthony ; Benkraiem, Ramzi ; Lahiani, Amine ; van Hoang, Thi Hong. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00237.

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

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2020Threshold effect of institutions on finance-growth nexus in MENA region: New evidence from panel simultaneous equation model. (2020). Saidi, Hichem. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-01013.

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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.

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2018International and Macroeconomic Determinants of Oil Price: Evidence from Gulf Cooperation Council Countries. (2018). Albaity, Mohamed ; Mustafa, Hasan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-01-9.

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2020Dynamic Linkages Between the Oil Spot, Oil Futures, and Stock Markets: Evidence from Dubai. (2020). Alawi, Suha Mahmoud ; Lamouchi, Rim Ammar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-50.

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2018Financial risk network architecture of energy firms. (2018). Uribe, Jorge ; Manotas, Diego ; Restrepo, Natalia . In: Applied Energy. RePEc:eee:appene:v:215:y:2018:i:c:p:630-642.

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2018Co-movement of coherence between oil prices and the stock market from the joint time-frequency perspective. (2018). Huang, Shupei ; Jia, Xiaoliang . In: Applied Energy. RePEc:eee:appene:v:221:y:2018:i:c:p:122-130.

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2019Oil price and automobile stock return co-movement: A wavelet coherence analysis. (2019). Pal, Debdatta ; Mitra, Subrata K. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:172-181.

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2019Who poisons the pool? Time-varying asymmetric and nonlinear causal inference between low-risk and high-risk bonds markets. (2019). Wang, Jinghua ; Kim, Yea Lee ; Ngene, Geoffrey M. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:136-147.

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2019High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets. (2019). Sensoy, Ahmet ; Kang, Sanghoon ; Aslan, Aylin ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301093.

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2018Extreme dependence and risk spillovers between oil and Islamic stock markets. (2018). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Al-Yahyaee, Khamis H ; Ur, Mobeen ; Hammoudeh, Shawkat ; Mensi, Walid. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:42-63.

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2018Cyclicality of lending in Africa: The influence of bank ownership. (2018). Weill, Laurent ; Zins, Alexandra . In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:164-180.

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2018Asymmetric impact of oil price on Islamic sectoral stocks. (2018). Lean, Hooi Hooi ; Badeeb, Ramez. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:128-139.

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2018Risk transmission mechanism between energy markets: A VAR for VaR approach. (2018). Shi, Xunpeng ; Padinjare, Hari Malamakkavu ; Shen, Yifan. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:377-388.

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2018Is hub-based pricing a better choice than oil indexation for natural gas? Evidence from a multiple bubble test. (2018). Zhang, Dayong ; Liu, Jia ; Shi, Xunpeng ; Wang, Tiantian . In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:495-503.

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2018Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis. (2018). Gogolin, Fabian ; Vigne, Samuel A ; Peat, Maurice ; Lucey, Brian M ; Kearney, Fearghal. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:584-593.

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2019The importance of oil assets for portfolio optimization: The analysis of firm level stocks. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Anwar, Awais ; Sarwar, Suleman. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:217-234.

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2019Asymmetric volatility spillovers between oil and stock markets: Evidence from China and the United States. (2019). Ma, Feng ; Xu, Weiju ; Zhang, Bing ; Chen, Wang. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:310-320.

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2019Financialization, fundamentals, and the time-varying determinants of US natural gas prices. (2019). Zhang, Dayong ; Broadstock, David Clive ; Wang, Tiantian. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:707-719.

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2019Volatility spillovers between crude oil and Chinese sectoral equity markets: Evidence from a frequency dynamics perspective. (2019). Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:995-1009.

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2019Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach. (2019). Wen, Fenghua ; Li, Steven ; Hou, Yang. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:119-143.

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2019Causal flows between oil and forex markets using high-frequency data: Asymmetries from good and bad volatility. (2019). Ferrer, Roman ; Hussain, Syed Jawad ; Alam, Md Samsul. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303020.

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2019How to effectively stabilize Chinas commodity price fluctuations?. (2019). Lin, Boqiang ; Xu, Bin. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303391.

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2019How to effectively estimate the time-varying risk spillover between crude oil and stock markets? Evidence from the expectile perspective. (2019). Zhang, Yue-Jun ; Ma, Shu-Jiao. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303573.

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2018Addressing COP21 using a stock and oil market integration index. (2018). Szilagyi, Peter ; Batten, Jonathan ; Wagner, Niklas F ; Kinateder, Harald. In: Energy Policy. RePEc:eee:enepol:v:116:y:2018:i:c:p:127-136.

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2019Transmission of shocks and contagion from U.S. to MENA equity markets: The role of oil and gas markets. (2019). Goutte, Stéphane ; Jamali, Ibrahim ; Guesmi, Khaled ; Abid, Ilyes. In: Energy Policy. RePEc:eee:enepol:v:134:y:2019:i:c:s0301421519305403.

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2019Financial development and energy consumption: Is the MENA region different?. (2019). Abid, Ilyes ; Guesmi, Khaled ; Ayadi, Rim ; Kaabia, Olfa ; Gaies, Brahim. In: Energy Policy. RePEc:eee:enepol:v:135:y:2019:i:c:s0301421519305877.

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2019The time-varying linkages between global oil market and Chinas commodity sectors: Evidence from DCC-GJR-GARCH analyses. (2019). Jiang, Yonghong ; Mo, Bin ; Nie, HE. In: Energy. RePEc:eee:energy:v:166:y:2019:i:c:p:577-586.

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2019Volatility spillover impact of world oil prices on leading Asian energy exporting and importing economies’ stock returns. (2019). Maqbool, Rashid ; Tang, Yong ; Ashfaq, Saleha. In: Energy. RePEc:eee:energy:v:188:y:2019:i:c:s0360544219316962.

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2018The influence of terrorism risk on stock market integration: Evidence from eight OECD countries. (2018). Narayan, Seema ; LE, Thai-Ha ; Sriananthakumar, S ; Le, T.-H., . In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:247-259.

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2018Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance. (2018). Walther, Thomas ; Thu, Hien Pham ; Klein, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:105-116.

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2019The role of bitcoin in well diversified portfolios: A comparative global study. (2019). Moro, Andrea ; Kajtazi, Anton. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:143-157.

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2019Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?. (2019). GUPTA, RANGAN ; Bouri, Elie ; Roubaud, David ; Fang, Libing. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:29-36.

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2019Cryptocurrencies as a financial asset: A systematic analysis. (2019). Yarovaya, Larisa ; Urquhart, Andrew ; Lucey, Brian ; Corbet, Shaen. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:182-199.

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2019Is Bitcoin a better safe-haven investment than gold and commodities?. (2019). lucey, brian ; Krištoufek, Ladislav ; Kristoufek, Ladislav ; Roubaud, David ; Bouri, Elie ; Hussain, Syed Jawad. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:322-330.

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2019Global and regional stock market integration in Asia: A panel convergence approach. (2019). Caporale, Guglielmo Maria ; Chen, Lei ; You, Kefei. In: International Review of Financial Analysis. RePEc:eee:finana:v:65:y:2019:i:c:s1057521918306665.

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2019Can the VAR model outperform MRS model for asset allocation in commodity market under different risk preferences of investors?. (2019). Lin, Jia-Juan ; Zhang, Yue-Jun. In: International Review of Financial Analysis. RePEc:eee:finana:v:66:y:2019:i:c:s1057521919304387.

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2020Stock market integration in East and Southeast Asia: The role of global factors. (2020). Wu, Fei. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521919304016.

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2019The relationship between Bitcoin returns and trade policy uncertainty. (2019). Tiwari, Aviral ; Gözgör, Giray ; Demir, Ender ; Akron, Sagi. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:75-82.

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2019Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach. (2019). Guidolin, Massimo ; Hansen, Erwin ; Pedio, Manuela. In: Journal of Financial Markets. RePEc:eee:finmar:v:45:y:2019:i:c:p:83-114.

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2018A firm-level analysis of the upstream-downstream dichotomy in the oil-stock nexus. (2018). Salisu, Afees ; Swaray, Raymond. In: Global Finance Journal. RePEc:eee:glofin:v:37:y:2018:i:c:p:199-218.

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2019Out-of-sample exchange rate predictability in emerging markets: Fundamentals versus technical analysis. (2019). Yamani, Ehab ; Jamali, Ibrahim. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:241-263.

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2019Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios. (2019). Chatziantoniou, Ioannis ; Antonakakis, Nikolaos ; Gabauer, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:37-51.

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2018The impact of oil-market shocks on stock returns in major oil-exporting countries. (2018). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:264-280.

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2019Asymmetric linkages among precious metals, global equity and bond yields: The role of volatility and business cycle factors. (2019). Idume, Gabriel ; Yuni, Denis ; Anochiwa, Lasbrey ; Urom, Christian. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300246.

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2019Volatility spillovers and hedging: Evidence from Asian oil-importing countries. (2019). Khalfaoui, Rabeh ; Sarwar, Suleman ; Dastgerdi, Hamidreza Ghorbani ; Waheed, Rida. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:479-488.

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2019Exchange rates, oil prices and world stock returns. (2019). Sakaki, Hamid ; Mollick, Andre Varella. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:585-602.

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2019Dynamic linkages between strategic commodities and stock market in Turkey: Evidence from SVAR-DCC-GARCH model. (2019). Civcir, İrfan ; Akkoc, Ugur. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:231-239.

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2019The impact of financial development indicators on natural resource markets: Evidence from two-step GMM estimator. (2019). Yousaf, Sheikh Usman ; Islam, Talat ; Ur, Haroon ; Hishan, Sanil S ; Aamir, Alamzeb ; Gani, Showkat ; Sharkawy, Mohamed A ; Shoukry, Alaa Mohamd ; Zaman, Khalid. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:240-255.

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2019Correlations and volatility spillovers between oil, natural gas, and stock prices in India. (2019). Tiwari, Aviral ; Pradhan, Ashis ; Kumar, Satish ; Kang, Sang Hoon. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:282-291.

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2018Oil–gold time varying nexus: A time–frequency analysis. (2018). Khalfaoui, Rabeh . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:86-104.

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2019Time-varying dynamic conditional correlation between stock and cryptocurrency markets using the copula-ADCC-EGARCH model. (2019). Tiwari, Aviral ; Kang, Sanghoon ; Raheem, Ibrahim Dolapo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313159.

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2019Information dominance among hedging assets: Evidence from return and volatility directional spillovers in time and frequency domains. (2019). Shang, Yue ; Wei, QI ; Li, Xiafei ; Liu, Xinchun ; Zeng, Sheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119314633.

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2019Asymmetric impact of oil prices on exchange rate and stock prices. (2019). Kumar, Satish. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:41-51.

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2019Are MENA banks’ capital buffers countercyclical? Evidence from the Islamic and conventional banking systems. (2019). Ftiti, Zied ; ben Ayed, Wassim ; Ben Maatoug, Abderrazek . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:74:y:2019:i:c:p:109-118.

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2018Analyzing time–frequency co-movements across gold and oil prices with BRICS stock markets: A VaR based on wavelet approach. (2018). Mensi, Walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis H ; Hkiri, Besma. In: International Review of Economics & Finance. RePEc:eee:reveco:v:54:y:2018:i:c:p:74-102.

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2018Financial liberalization and cross-border market integration: Evidence from Chinas stock market. (2018). Yao, Shujie ; Ou, Jinghua ; Chen, Shou. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:220-245.

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2019Comovement and disintegration of EU sovereign bond markets during the crisis. (2019). Vacha, Lukas ; Baxa, Jaromir ; Molik, Filip. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:541-556.

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2019Assessing the degree of financial integration in ASEAN—A perspective of banking competitiveness. (2019). Zhang, Tiantian ; Matthews, Kent. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:487-500.

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2019Effects of the geopolitical risks on Bitcoin returns and volatility. (2019). Demir, Ender ; Marco, Chi Keung ; Gozgor, Giray ; Aysan, Ahmet Faruk. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:511-518.

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2019OPEC and non-OPEC production, global demand, and the financialization of oil. (2019). Michieka, Nyakundi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:201-225.

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2019Time-frequency analysis of behaviourally classified financial asset markets. (2019). Alagidede, Imhotep Paul ; Ababio, Kofi Agyarko ; Omane-Adjepong, Maurice. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:54-69.

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2020On the investment credentials of Bitcoin: A cross-currency perspective. (2020). Nashier, Tripti ; Bedi, Prateek. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919301722.

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2019Do Crude Oil Prices Drive the Relationship between Stock Markets of Oil-Importing and Oil-Exporting Countries?. (2019). Mokni, Khaled ; Youssef, Manel . In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:3:p:70-:d:247077.

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2018Oil Prices and Global Stock Markets: A Time-Varying Causality-In-Mean and Causality-in-Variance Analysis. (2018). Çevik, Emrah ; Atukeren, Erdal ; Korkmaz, Turhan. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:10:p:2848-:d:177242.

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2018Determinants of Stock Market Co-Movements between Pakistan and Asian Emerging Economies. (2018). Aamir, Muhammad ; Ali, Syed Zulfiqar. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:32-:d:153714.

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2018Can Bitcoin Replace Gold in an Investment Portfolio?. (2018). Henriques, Irene ; Sadorsky, Perry. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:48-:d:163664.

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2019Do Higher Asymmetry Threshold Effects Exist on the Gold Return Volatility during Highly Fluctuating Periods?. (2019). Goo, Yeong-Jia ; Liao, Yu-Hui. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:18:p:4829-:d:264005.

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2020Can Stock Investor Sentiment Be Contagious in China?. (2020). Cai, Xu-Yu ; Tao, Ran ; Su, Chi-Wei. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:4:p:1571-:d:322696.

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2018Time-Varying Integration of MENA Stock Markets. (2018). Gangopadhyay, Partha ; Elkanj, Nasser ; Al-Mohamed, Somar. In: International Journal of Development and Conflict. RePEc:gok:ijdcv1:v:8:y:2018:i:2:p:85-114.

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2019INCIDENCE OF MINERALS PRICE-VOLATILITY ON THE VOLATILITY OF THE STOCK PRICES OF THE MINING INDUSTRY IN MEXICO (2008-2015). (2019). Santillan, Roberto J ; Ramirez, Alejandro Fonseca. In: Economia Coyuntural,Revista de temas de perspectivas y coyuntura. RePEc:grm:ecoyun:201810.

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2019INVESTMENT CONSTRAINTS AND PRODUCTIVITY CYCLES IN BOLIVIA. (2019). Mendez-Guerra, Carlos. In: Economia Coyuntural,Revista de temas de perspectivas y coyuntura. RePEc:grm:ecoyun:201811.

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2019INNOVATION AND PRODUCTIVITY IN THE METAL-MECHANIC INDUSTRY OF MEXICO, THE CURRENT CONTEXT, 2010-2016. (2019). Canales, Rosa Azalea ; Godinez, Juan Andres ; Becerril, Osvaldo U. In: Economia Coyuntural,Revista de temas de perspectivas y coyuntura. RePEc:grm:ecoyun:201812.

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2019CAPITAL ACCUMULATION AND THE ENDOGENEITY OF THE NATURAL RATE OF GROWTH: AN APPLICATION FOR THE MEXICAN ECONOMY AND ITS STATES. (2019). Gonzalez, Josue Zavaleta ; Chavez, Alejandro Adan ; Vazquez, Juan Alberto. In: Economia Coyuntural,Revista de temas de perspectivas y coyuntura. RePEc:grm:ecoyun:201901.

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2019REGIONAL CONVERGENCE AND ECONOMIC GROWTH IN CHINA 1978-2013. A SPACE ANALYSIS. (2019). Martinez, Rolando Caballero ; Bohorquez, Claudia Mabel ; Claure, Benigno Caballero . In: Economia Coyuntural,Revista de temas de perspectivas y coyuntura. RePEc:grm:ecoyun:201902.

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2019FACTORS THAT DETERMINE THE DEVELOPMENT OF A TERRITORY. (2019). Suarez, Yolanda Carbajal ; Moranchel-Bustos, Jorge Luis. In: Economia Coyuntural,Revista de temas de perspectivas y coyuntura. RePEc:grm:ecoyun:201903.

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2019RESPONSE TO A FINANCIAL CRISIS IN ARGENTINA: HOW TO DEAL WITH WEALTH INEQUALITY. (2019). Fronti, Javier Garcia ; Herrera, Pablo Matias . In: Economia Coyuntural,Revista de temas de perspectivas y coyuntura. RePEc:grm:ecoyun:201904.

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2019SCHOOL OPPORTUNITIES FOR YOUNG PEOPLE IN TWO MEXICAN CITIES. (2019). Roman, Yuliana Gabriela ; Navarrete, Emma Liliana. In: Economia Coyuntural,Revista de temas de perspectivas y coyuntura. RePEc:grm:ecoyun:201905.

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2019REGULATION OF INTEREST RATES AND PORTAFOLIO QUOTAS IN THE BOLIVIAN FINANCIAL SISTEM. (2019). Vides, Marco Antonio ; Avila, Mario Virginio. In: Economia Coyuntural,Revista de temas de perspectivas y coyuntura. RePEc:grm:ecoyun:201906.

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2020Intérêts et Limites de la labélisation du marché français de lISR. (2020). Lavaine, Vincent. In: Working Papers. RePEc:hal:wpaper:hal-02494009.

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2020Commodity Prices in Empirical Research. (2020). Carpantier, Jean-Franois. In: Working Papers. RePEc:hal:wpaper:hal-02497404.

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2019Optimal risk management problem of natural resources: Application to oil drilling. (2019). Goutte, Stéphane ; Lim, Thomas ; Kharroubi, Idris ; Gaigi, Mhamed. In: Working Papers. RePEc:hal:wpaper:halshs-01968000.

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2019Las correlaciones dinámicas de contagio financiero:Estados Unidos y América Latina. (2019). Hernandez, Ignacio Perrotini ; Benavides, Domingo Rodriguez. In: Remef - The Mexican Journal of Economics and Finance. RePEc:imx:journl:v:14:y:2019:i:2:p:151-168.

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2019A Continuous Differentiable Wavelet Shrinkage Function for Economic Data Denoising. (2019). He, Xuansen. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:2:d:10.1007_s10614-018-9849-y.

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2019Jump Detection and Noise Separation by a Singular Wavelet Method for Predictive Analytics of High-Frequency Data. (2019). Sun, Edward W ; Lai, Wan-Ni ; Chen, Yi-Ting . In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:2:d:10.1007_s10614-019-09881-3.

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2018Is gold a hedge against inflation? A wavelet time-scale perspective. (2018). Conlon, Thomas ; Uddin, Gazi Salah ; Lucey, Brian M. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:51:y:2018:i:2:d:10.1007_s11156-017-0672-7.

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2018Capital Markets Integration and Economic Growth. (2018). Stoica, Ovidiu ; Oprea, Otilia-Roxana. In: Montenegrin Journal of Economics. RePEc:mje:mjejnl:v:14:y:2018:i:3:p:23-35.

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2018Indicators of Regional Development Using Differentiation Characteristics. (2018). Kudrov, Alexander ; Yu, Mikhail ; Aivazian, Sergei A. In: Montenegrin Journal of Economics. RePEc:mje:mjejnl:v:14:y:2018:i:3:p:7-22.

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2018Tendances et cyclicité du prix des matières premières (partie 2) : le super-cycle des matières premières en question. (2018). Jégourel, Yves ; Jegourel, Yves. In: Policy notes & Policy briefs. RePEc:ocp:ppaper:pb1824.

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2018Navigating the oil bubble: A non-linear heterogeneous-agent dynamic model of futures oil pricing. (2018). Cifarelli, Giulio ; Paesani, Paolo. In: MPRA Paper. RePEc:pra:mprapa:90470.

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2018Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin. In: MPRA Paper. RePEc:pra:mprapa:96270.

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2018Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin?. (2018). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Fang, Libing. In: Working Papers. RePEc:pre:wpaper:201858.

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2019The Benefits of Diversification between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction. (2019). Hatemi-J, Abdulnasser ; GUPTA, RANGAN ; Bouri, Elie ; Hajji, Mohamed A. In: Working Papers. RePEc:pre:wpaper:201959.

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2019Spillovers in Higher-Order Moments of Bitcoin, Gold, and Oil. (2019). GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos ; Roubaud, David ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201965.

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2020Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin. (2020). GUPTA, RANGAN ; Bouri, Elie ; Vo, Xuan Vinh. In: Working Papers. RePEc:pre:wpaper:202015.

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

Works by Khaled Guesmi:


YearTitleTypeCited
2019FDI, banking crisis and growth: direct and spill over effects In: Papers.
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2019FDI, banking crises and growth: direct and spill over effects.(2019) In: Working Papers.
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2019FDI, banking crisis and growth: direct and spill over effects.(2019) In: Working Papers.
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2014The determinants of regional stock market integration in Middle East: A Conditional ICAPM Approach.(2014) In: Working Papers.
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2009Évaluation de la prime de risque de change dans un contexte régional : une analyse multi-variée du MEDAFI In: EconomiX Working Papers.
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2011How strong is the global integration of emerging market regions? An empirical assessment In: EconomiX Working Papers.
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2011How strong is the global integration of emerging market regions? An empirical assessment.(2011) In: Economic Modelling.
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2012Does Bayesian Shrinkage Help to Better Reflect What Happened during the Subprime Crisis? In: EconomiX Working Papers.
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2013Does Bayesian shrinkage help to better reflect what happened during the subprime crisis?.(2013) In: Economic Modelling.
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2013Does Bayesian Shrinkage Help to Better Reflect What Happened During the Subprime Crisis?.(2013) In: Post-Print.
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2012Does Bayesian Shrinkage Help to Better Reflect What Happened During the Subprime Crisis?.(2012) In: Post-Print.
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2013Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries In: EconomiX Working Papers.
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2013Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries.(2013) In: Post-Print.
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2013Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries.(2013) In: Working Papers.
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2014Robust Portfolio Protection: A Scenarios-Based Approach In: EconomiX Working Papers.
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2015Robust Portfolio Protection: A Scenarios-based Approach.(2015) In: Bankers, Markets & Investors.
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2011Are domestic Asian markets integrated with the regional one? An empirical assessment In: Economics Bulletin.
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2011Time varying regional integration in emerging stock market In: Economics Bulletin.
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2011What drive the regional integration of emerging stock markets? In: Economics Bulletin.
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2011What Drives the Regional Integration of Emerging Stock Markets?.(2011) In: Economics Bulletin.
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2011Measuring stock market volatility in oecd economy In: Economics Bulletin.
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2013On the Determinants of Equity International Risk Premium: Are Emerging Zones Different? In: Economics Bulletin.
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2013On the Determinants of Equity International Risk Premium: Are Emerging Zones Differents?.(2013) In: Post-Print.
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2014On the determinants of equity international risk premium : Are emerging zones different ?.(2014) In: Working Papers.
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2014The Relationship between Oil Price and OECD Stock Markets: A Multivariate Approach In: Economics Bulletin.
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2016Financial Integration and Japanese Stock market Performance In: Economics Bulletin.
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2016On the Influence of Oil Prices on Financial Variables In: Economics Bulletin.
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2016Capital Account Liberalization, Financial Development and Economic Growth in Presence of Structural Breaks and Cross-Section Dependence In: Economics Bulletin.
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2018The regional pricing of risk: An empirical investigation of the MENA Region In: Economics Bulletin.
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2014Stock market integration and risk premium: Empirical evidence for emerging economies of South Asia In: Economic Modelling.
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2014Return and volatility transmission between oil prices and oil-exporting and oil-importing countries In: Economic Modelling.
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2017“De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets In: Energy Economics.
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2019Commodities risk premia and regional integration in gas-exporting countries In: Energy Economics.
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2019On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model In: Energy Economics.
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2019Potential benefits of optimal intra-day electricity hedging for the environment: The perspective of electricity retailers In: Energy Policy.
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2019Potential benefits of optimal intra-day electricity hedging for the environment : the perspective of electricity retailers.(2019) In: Working Papers.
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2014Oil Price and Financial Markets: Multivariate Dynamic Frequency Analysis.(2014) In: Post-Print.
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2014Oil price and financial markets: Multivariate dynamic frequency analysis.(2014) In: Post-Print.
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2014Oil Price and Financial Markets: Multivariate Dynamic Frequency Analysis.(2014) In: Working Papers.
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2016Oil price and stock market co-movement: What can we learn from time-scale approaches? In: International Review of Financial Analysis.
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2019Portfolio diversification with virtual currency: Evidence from bitcoin In: International Review of Financial Analysis.
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2014Integration versus segmentation in Middle East North Africa equity market: Time variations and currency risk.(2014) In: Working Papers.
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2017The role of banks in the governance of non-financial firms: Evidence from Europe In: Research in International Business and Finance.
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2017The role of banks in the governance of nonfinancial firms: Evidence from Europe.(2017) In: Research in International Business and Finance.
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2019Contagion and bond pricing: The case of the ASEAN region In: Research in International Business and Finance.
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2019Contagion and bond pricing: The case of the ASEAN region.(2019) In: Post-Print.
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2017Banking stability in the MENA region during the global financial crisis and the European sovereign debt debacle In: Journal of Risk Finance.
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2017Banking stability in the MENA region during the global financial crisis and the European sovereign debt debacle.(2017) In: Post-Print.
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2014Oil price and financial markets in the main OPEC countries In: Post-Print.
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2012Stock Market Liberalization. Integration and Risk in Emerging Economies of Middle East – An ICAPM Approach In: Post-Print.
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2015International CAPM and Oil Price: Evidence from Selected OPEC Countries In: Post-Print.
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2015International CAPM and Oil Price: Evidence from Selected OPEC Countries.(2015) In: Bankers, Markets & Investors.
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2015Volatility spillovers and macroeconomic announcements: evidence from crude oil markets In: Post-Print.
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2014Volatility spillovers and macroeconomic announcements: evidence from crude oil markets.(2014) In: Working Papers.
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2018Optimal strategy between extraction and storage of crude oil In: Post-Print.
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2019Optimal strategy between extraction and storage of crude oil.(2019) In: Post-Print.
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2018Optimal strategy between extraction and storage of crude oil.(2018) In: Post-Print.
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2019Optimal strategy between extraction and storage of crude oil.(2019) In: Annals of Operations Research.
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2018Oil Price Risk and Financial Contagion In: Post-Print.
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2018Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities? In: Post-Print.
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2019Banking Crises in Developing Countries-What Crucial Role of Exchange Rate Stability and External Liabilities?.(2019) In: Working Papers.
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2019What Interactions between Financial Globalization and Instability?-Growth in Developing Countries In: Post-Print.
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2019What Interactions between Financial Globalization and Instability?—Growth in Developing Countries.(2019) In: Journal of International Development.
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2018The Asymmetric Responses of Stock Markets In: Post-Print.
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2018The Asymmetric Responses of Stock Markets.(2018) In: Journal of Economic Integration.
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2020Risk Factors and Contagion in Commodity Markets and Stocks Markets In: Post-Print.
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2017The regional pricing of risk: An empirical investigation of the MENA equity determinants In: Working Papers.
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2015The regional pricing of risk: An empirical investigation of the MENA equity determinants.(2015) In: MPRA Paper.
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2017Financial integration and Japanese stock market In: Working Papers.
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2015Financial integration and Japanese stock market.(2015) In: MPRA Paper.
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2019DOES FINANCIAL GLOBALIZATION STILL SPUR GROWTH IN EMERGING AND DEVELOPING COUNTRIES? CONSIDERING EXCHANGE RATE VOLATILITYS EFFECTS In: Working Papers.
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2019Climate finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints In: Working Papers.
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2019On the Bitcoin price dynamics: an augmented Markov-Switching model with Lévy jumps In: Working Papers.
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2019DOES FINANCIAL GLOBALIZATION STILL SPUR GROWTH IN DEVELOPING COUNTRIES? CONSIDERING EXCHANGE RATE VOLATILITY In: Working Papers.
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2019Study of the dynamic of Bitcoins price In: Working Papers.
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2013Regional integration of stock markets in Southeast Europe In: Working Papers.
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2013Sudden Changes in Volatility in European Stock Markets In: Working Papers.
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2013Regional Equity Risk Premium Convergence: The case of Japan In: Working Papers.
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2014Are hedge funds uncorrelated with financial markets? An empirical assessment In: Working Papers.
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2014Modelling Inflation Shifts and Persistence in Tunisia: Perspective from an Evolutionary spectral approach In: Working Papers.
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2014The crisis of the sovereign debts in the Eurozone: an overview In: Working Papers.
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2016On the Time Varying Relationship between Oil Price and G7 Equity index: a Multivariate Approach In: European Journal of Comparative Economics.
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2016From Oil to Stock Markets In: Journal of Economic Integration.
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2017ASEAN Plus Three Stock Markets Integration In: Journal of Quantitative Economics.
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2019On the Instability of Tunisian Money Demand: Some Empirical Issues with Structural Breaks In: Journal of Quantitative Economics.
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2014Time-varying regional integration of stock markets in Southeast Europe In: Applied Economics.
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2015Modelling inflation shifts and persistence in Tunisia: perspectives from an evolutionary spectral approach In: Applied Economics.
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2011Contagion effect of financial crisis on OECD stock markets In: Economics Discussion Papers.
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