Khaled Guesmi : Citation Profile


Are you Khaled Guesmi?

Groupe Paris Graduate School of Management

12

H index

16

i10 index

599

Citations

RESEARCH PRODUCTION:

69

Articles

74

Papers

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   12 years (2009 - 2021). See details.
   Cites by year: 49
   Journals where Khaled Guesmi has often published
   Relations with other researchers
   Recent citing documents: 191.    Total self citations: 36 (5.67 %)

EXPERT IN:

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

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgu524
   Updated: 2021-09-25    RAS profile: 2021-03-04    
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Relations with other researchers


Works with:

Goutte, Stéphane (37)

GAIES, Brahim (13)

Dhaoui, Abderrazak (9)

Chevallier, Julien (9)

Kablan, Akassi (6)

Fateh, BELAID (4)

Ftiti, Zied (4)

PORCHER, Thomas (4)

Saadi, Samir (3)

BEN YOUSSEF, Adel (3)

HAKIMI, ABDELAZIZ (2)

Ben Amar, Amine (2)

Rjiba, Hatem (2)

Philippas, Dionisis (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)

Bouri, Elie (11)

GUPTA, RANGAN (11)

Shahzad, Syed Jawad Hussain (11)

Caporale, Guglielmo Maria (10)

Tiwari, Aviral (10)

Batten, Jonathan (7)

Goutte, Stéphane (6)

Salisu, Afees (6)

MHENNI, Hatem (5)

Roubaud, David (5)

Cites to:

Harvey, Campbell (84)

Nguyen, Duc Khuong (70)

GUESMI, Khaled (69)

Bekaert, Geert (69)

AROURI, Mohamed (49)

Kilian, Lutz (45)

Hammoudeh, Shawkat (37)

Engle, Robert (33)

Goutte, Stéphane (33)

Ftiti, Zied (32)

Chinn, Menzie (30)

Main data


Where Khaled Guesmi has published?


Journals with more than one article published# docs
Economics Bulletin14
Economic Modelling6
Research in International Business and Finance5
Finance Research Letters5
Energy Policy4
Applied Economics4
European Journal of Comparative Economics4
Energy Economics3
International Review of Financial Analysis3
Journal of Economic Integration3
Journal of International Financial Markets, Institutions and Money2
Journal of Quantitative Economics2
IPAG Economics and Management Letters2
Bankers, Markets & Investors2

Working Papers Series with more than one paper published# docs
Post-Print / HAL29
Working Papers / Department of Research, Ipag Business School21
Working Papers / HAL13
EconomiX Working Papers / University of Paris Nanterre, EconomiX5
MPRA Paper / University Library of Munich, Germany3

Recent works citing Khaled Guesmi (2021 and 2020)


YearTitle of citing document
2021Downside Systematic Risk in Pakistani Stock Market: Role of Corporate Governance, Financial Liberalization and Investor Sentiment. (2021). Malik, Qaisar ; Akbar, Muhammad ; Hussain, Shahzad ; Abbas, Nasir ; Ahmad, Tanveer. In: CAFE Working Papers. RePEc:akf:cafewp:14.

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2021Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis. (2021). Albulescu, Claudiu ; Oros, Cornel ; Mina, Michel. In: Papers. RePEc:arx:papers:2104.05273.

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2021Effects of Covid-19 Pandemic on Chinese Commodity Futures Markets. (2021). Goncu, Ahmet. In: Papers. RePEc:arx:papers:2106.09250.

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2021The Impact of Financial Development on Renewable and Non-Renewable Energy Consumption. (2021). Polat, Burcak. In: Energy Economics Letters. RePEc:asi:eneclt:2021:p:42-48.

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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.

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2021Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model. (2021). Chevallier, Julien ; Abderrazak, Dhaoui ; Feng, MA ; Julien, Chevallier . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:19:n:3.

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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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2021Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis. (2021). Oros, Cornel ; Albulescu, Claudiu ; Mina, Michel. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-01148.

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2021Curse or blessing: how do oil price fluctuations influence financial development in low- and middle-income net oil-exporting countries?. (2021). Gaies, Brahim. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00062.

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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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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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2020Oil Rent, Geopolitical Risk and Banking Sector Performance. (2020). van Hemmen, Stefan F ; Alsagr, Naif. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-36.

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2020Impact of Oil Price Shocks on Sectoral Returns in Nigeria Stock Market. (2020). NWAKOBY, Ifeoma ; Onyeke, Chibueze E ; Nnamani, Chidiebere ; Ihegboro, Ifeoma. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-06-27.

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2021Financial Development and Energy Consumption Nexus in 32 Belt and Road Economies. (2021). Khachaturov, Anastas ; Odilova, Shoirahon ; Janpolat, Kudaybergenov ; Salahodjaev, Raufhon ; Nodira, Abdusalomova. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-02-44.

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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.

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2020Robust purchase and sale transactions optimization strategy for electricity retailers with energy storage system considering two-stage demand response. (2020). Wu, Jing ; Ju, Liwei ; Li, Jiayu ; Tan, Zhongfu ; Lin, Hongyu. In: Applied Energy. RePEc:eee:appene:v:271:y:2020:i:c:s030626192030667x.

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2020The COVID-19 global fear index and the predictability of commodity price returns. (2020). Salisu, Afees ; Raheem, Ibrahim ; Akanni, Lateef. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020302136.

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2020Good vibes only: The crypto-optimistic behavior. (2020). Caferra, Rocco. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303348.

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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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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.

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2020Fancy Bitcoin and conventional financial assets: Measuring market integration based on connectedness networks. (2020). Shen, Yifan ; Yang, Mengying ; Zeng, Ting. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:209-220.

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2020Banking integration in ASEAN-6: An empirical investigation. (2020). Vo, Dinh-Tri ; Le, Phuong ; Gillet, Philippe ; Ha, Dao. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:705-719.

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2021Returns and volume: Frequency connectedness in cryptocurrency markets. (2021). Tzaferi, Dimitra ; Fousekis, Panos. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:13-20.

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2021The golden hedge: From global financial crisis to global pandemic. (2021). Tao, Ran. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:170-180.

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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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2021Can home-biased investors diversify interregionally in the long run?. (2021). Ur, Mobeen ; Narayan, Seema. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:167-181.

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2020Asymmetric dependence structures for regional stock markets: An unconditional quantile regression approach. (2020). Yoon, Seong-Min ; Li, Changhong ; Dong, Xiyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303006.

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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.

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2020When do retail investors pay attention to their trading platforms?. (2020). Qadan, Mahmoud ; Aharon, David Y. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820301066.

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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.

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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.

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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.

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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.

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2021Extreme heat and stock market activity. (2021). el Ouadghiri, Imane ; Peillex, Jonathan ; Jaballah, Jamil ; Gomes, Mathieu. In: Ecological Economics. RePEc:eee:ecolec:v:179:y:2021:i:c:s092180092030015x.

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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.

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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.

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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.

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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.

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2020Carbon dioxide emissions and the finance curse. (2020). Lin, Shu-Chin ; Wu, Yi-Chen ; Kim, Dong-Hyeon. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301286.

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2020Have commodities become a financial asset? Evidence from ten years of Financialization. (2020). Kartsakli, Maria ; Collot, Solene ; Adams, Zeno. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301092.

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2020Dynamics of Australias LNG export performance: A modified constant market shares analysis. (2020). Shi, Xunpeng ; Laurenceson, James ; Liu, Yan. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301481.

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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.

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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.

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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.

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2020The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries. (2020). GUPTA, RANGAN ; Sheng, Xin ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302802.

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2021Hedging stocks with oil. (2021). Wagner, Niklas F ; Szilagyi, Peter G ; Kinateder, Harald ; Batten, Jonathan A. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319301914.

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2021Do oil shocks affect Chinese bank risk?. (2021). Ji, Qiang ; Zhang, Yang ; Ma, YU. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000712.

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2021The impact of natural disaster on energy consumption: International evidence. (2021). Lee, Chien-Chiang ; Wu, Ting-Pin ; Ho, Shan-Ju ; Wang, Chih-Wei. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988320303613.

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2021Investor attention and oil market volatility: Does economic policy uncertainty matter?. (2021). Wang, Yudong ; Xiao, Jihong. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000852.

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2021Green markets integration in different time scales: A regional analysis. (2021). Brahim, Mariem ; Abid, Ilyes ; Mzoughi, Hela ; Urom, Christian. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001596.

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2021Do natural hazards in the Gulf Coast still matter for state-level natural gas prices in the US? Evidence after the shale gas boom. (2021). Etienne, Xiaoli ; Huang, Kuan-Ming. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001729.

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2020Does financial agglomeration promote the increase of energy efficiency in China?. (2020). Shao, Jun ; Qu, Chenyao ; Shi, Zhenkai. In: Energy Policy. RePEc:eee:enepol:v:146:y:2020:i:c:s0301421520305280.

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2020Dynamic complexity and causality of crude oil and major stock markets. (2020). Wang, Jun ; Xiao, DI. In: Energy. RePEc:eee:energy:v:193:y:2020:i:c:s0360544219324867.

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2020Dynamics of spillover network among oil and leading Asian oil trading countries’ stock markets. (2020). Maqbool, Rashid ; Tang, Yong ; Ashfaq, Saleha. In: Energy. RePEc:eee:energy:v:207:y:2020:i:c:s0360544220311841.

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2020Examining the linkages between electricity consumption and economic growth in African economies. (2020). Ozturk, Ilhan ; Asaleye, Abiola John ; Olanipekun, Ifedolapo O ; Lawal, Adedoyin Isola. In: Energy. RePEc:eee:energy:v:208:y:2020:i:c:s0360544220314705.

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2021Dynamic dependence and risk connectedness among oil and stock markets: New evidence from time-frequency domain perspectives. (2021). Zou, Huiwen ; Li, Binlin ; Goh, Mark ; Cui, Jinxin. In: Energy. RePEc:eee:energy:v:216:y:2021:i:c:s0360544220324099.

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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.

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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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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.

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2020Financialization and de-financialization of commodity futures: A quantile regression approach. (2020). Todorova, Neda ; Fan, John Hua ; Bianchi, Robert J. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919301164.

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2020Dynamic volatility spillover effects between oil and agricultural products. (2020). Nguyen, Duc Khuong ; Do, Hung ; Brooks, Robert ; Yip, Pick Schen. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301095.

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2020Do the crude oil futures of the Shanghai International Energy Exchange improve asset allocation of Chinese petrochemical-related stocks?. (2020). Yang, Chen ; Lv, Fei ; Fang, Libing. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301812.

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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.

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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.

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2020Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility. (2020). Su, Zhi ; Fang, Tong ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302106.

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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.

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2021Assessing the safe haven property of the gold market during COVID-19 pandemic. (2021). Vo, Xuan Vinh ; Salisu, Afees ; Raheem, Ibrahim. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000090.

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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.

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2020The impact of analyst coverage and stock price synchronicity: Evidence from brokerage mergers and closures✰. (2020). Chan, Kam C ; Yang, LI ; Lin, Wanfa ; Gao, Kaijuan. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319300145.

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2020On the interplay between US sectoral CDS, stock and VIX indices: Fresh insights from wavelet approaches. (2020). Jammazi, Rania ; Aloui, Chaker ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319300777.

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2020Bitcoin dilemma: Is popularity destroying value?. (2020). Kim, Thomas S. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s154461231930176x.

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2020Corporate social responsibility, financial instability and corporate financial performance: Linear, non-linear and spillover effects – The case of the CAC 40 companies. (2020). Gaies, Brahim ; Jahmane, Abderrahmane. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319314576.

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2020Identifying the impact of crisis on cooperative capital constraint. A short note on French craftsmen cooperatives. (2020). Rousselière, Damien ; Musson, Anne. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319303538.

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2020An alternative approach to predicting bank credit risk in Europe with Google data. (2020). Gonzalez-Velasco, Carmen ; Gonzalez-Fernandez, Marcos. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319305318.

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2020The relationship between the economic policy uncertainty and the cryptocurrency market. (2020). Yen, Kuang-Chieh ; Cheng, Hui-Pei. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319309596.

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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.

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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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2020Did Congress trade ahead? Considering the reaction of US industries to COVID-19. (2020). Duc, Toan Luu ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320305018.

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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.

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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.

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2021Commodity financialisation and price co-movement: Lessons from two centuries of evidence. (2021). Mikutowski, Mateusz ; Zaremba, Adam ; Umar, Zaghum. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319308402.

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2021Price dynamics of individual stocks: Jumps and information. (2021). Zhao, Jing ; Xiao, Yuewen. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319309390.

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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.

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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.

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2021Covid-19 pandemic and tail-dependency networks of financial assets. (2021). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Do, Hung Xuan ; Le, Trung Hai. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316147.

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2021Investor attention and bitcoin liquidity: Evidence from bitcoin tweets. (2021). Choi, Hyungeun. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s154461231930902x.

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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.

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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.

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2021Investor attention and cryptocurrency performance. (2021). Lin, Zih-Ying. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320306590.

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2020Looking through systemic credit risk: Determinants, stress testing and market value. (2020). Novales, Alfonso ; Chamizo, Alvaro. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119300939.

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2020Signal-herding in cryptocurrencies. (2020). Tziogkidis, Panagiotis ; Philippas, Dionisis ; Rjiba, Hatem. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300755.

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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.

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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.

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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.

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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.

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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.

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2020Analyzing volatility spillovers between oil market and Asian stock markets. (2020). Tiwari, Aviral ; Tingqiu, Cao ; Sarwar, Suleman. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719304957.

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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.

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2020Dynamic connectedness and portfolio strategies: Energy and metal markets. (2020). Takin, Dilvin ; Cagli, Efe Aglar ; Mandaci, Pinar Evrim. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720301008.

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2021Energy commodities and advanced stock markets: A post-crisis approach. (2021). Kiohos, Apostolos ; Stoupos, Nikolaos. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309181.

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

Khaled Guesmi has edited the books:


YearTitleTypeCited

Works by Khaled Guesmi:


YearTitleTypeCited
2019FDI, banking crisis and growth: direct and spill over effects In: Papers.
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paper1
2019FDI, banking crises and growth: direct and spill over effects.(2019) In: Post-Print.
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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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This paper has another version. Agregated cites: 1
paper
2019FDI, banking crises and growth: direct and spill over effects.(2019) In: Applied Economics Letters.
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This paper has another version. Agregated cites: 1
article
2014The determinants of regional stock market integration in middle east: A conditional ICAPM approach In: International Economics.
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article4
2014The determinants of regional stock market integration in Middle East: A Conditional ICAPM Approach.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 4
paper
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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paper0
2011How strong is the global integration of emerging market regions? An empirical assessment In: EconomiX Working Papers.
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paper30
2011How strong is the global integration of emerging market regions? An empirical assessment.(2011) In: Economic Modelling.
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This paper has another version. Agregated cites: 30
article
2012Does Bayesian Shrinkage Help to Better Reflect What Happened during the Subprime Crisis? In: EconomiX Working Papers.
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paper4
2012Does Bayesian Shrinkage Help to Better Reflect What Happened During the Subprime Crisis?.(2012) In: Post-Print.
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paper
2013Does Bayesian Shrinkage Help to Better Reflect What Happened During the Subprime Crisis?.(2013) In: Post-Print.
[Citation analysis]
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paper
2013Does Bayesian shrinkage help to better reflect what happened during the subprime crisis?.(2013) In: Economic Modelling.
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This paper has another version. Agregated cites: 4
article
2013Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries In: EconomiX Working Papers.
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paper5
2013Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries.(2013) In: Post-Print.
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This paper has another version. Agregated cites: 5
paper
2013Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries.(2013) In: Working Papers.
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paper
2014Robust Portfolio Protection: A Scenarios-Based Approach In: EconomiX Working Papers.
[Full Text][Citation analysis]
paper5
2015Robust Portfolio Protection: A Scenarios-based Approach.(2015) In: Bankers, Markets & Investors.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2011Are domestic Asian markets integrated with the regional one? An empirical assessment In: Economics Bulletin.
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article0
2011Time varying regional integration in emerging stock market In: Economics Bulletin.
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article0
2011What drive the regional integration of emerging stock markets? In: Economics Bulletin.
[Full Text][Citation analysis]
article2
2011What Drives the Regional Integration of Emerging Stock Markets?.(2011) In: Economics Bulletin.
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This paper has another version. Agregated cites: 2
article
2011Measuring stock market volatility in oecd economy In: Economics Bulletin.
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article0
2013On the Determinants of Equity International Risk Premium: Are Emerging Zones Different? In: Economics Bulletin.
[Full Text][Citation analysis]
article2
2013On the Determinants of Equity International Risk Premium: Are Emerging Zones Differents?.(2013) In: Post-Print.
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paper
2014On the determinants of equity international risk premium : Are emerging zones different ?.(2014) In: Working Papers.
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paper
2014The Relationship between Oil Price and OECD Stock Markets: A Multivariate Approach In: Economics Bulletin.
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article0
2016Financial Integration and Japanese Stock market Performance In: Economics Bulletin.
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article1
2016On the Influence of Oil Prices on Financial Variables In: Economics Bulletin.
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article0
2016Capital Account Liberalization, Financial Development and Economic Growth in Presence of Structural Breaks and Cross-Section Dependence In: Economics Bulletin.
[Full Text][Citation analysis]
article1
2018The regional pricing of risk: An empirical investigation of the MENA Region In: Economics Bulletin.
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article0
2020Does Financial inclusion affect the African banking stability? In: Economics Bulletin.
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article0
2020The Non-Linear Relationship Between Economic Growth and Public Debt In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2020Hedging strategy for financial variables and commodities In: Economics Bulletin.
[Full Text][Citation analysis]
article1
2014Stock market integration and risk premium: Empirical evidence for emerging economies of South Asia In: Economic Modelling.
[Full Text][Citation analysis]
article13
2014Stock Market Integration and Risk Premium: Empirical Evidence for Emerging Economies of South Asia.(2014) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 13
paper
2014Return and volatility transmission between oil prices and oil-exporting and oil-importing countries In: Economic Modelling.
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article77
2014Regional stock market integration in Singapore: A multivariate analysis In: Economic Modelling.
[Full Text][Citation analysis]
article12
2014Regional Stock Market Integration of Singapore: A Multivariate Analysis.(2014) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 12
paper
2020Quantile spillovers and dependence between Bitcoin, equities and strategic commodities In: Economic Modelling.
[Full Text][Citation analysis]
article5
2021Public Attention to Environmental Issues and Stock Market Returns In: Ecological Economics.
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article2
2019Public attention to environmental issues and stock market returns.(2019) In: MAGKS Papers on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2017Commodity price cycles and financial pressures in African commodities exporters In: Emerging Markets Review.
[Full Text][Citation analysis]
article5
2016What can we learn about commodity and credit cycles? Evidence from African commodity-exporting countries In: Energy Economics.
[Full Text][Citation analysis]
article7
2017“De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets In: Energy Economics.
[Full Text][Citation analysis]
article32
2019Commodities risk premia and regional integration in gas-exporting countries In: Energy Economics.
[Full Text][Citation analysis]
article1
2019Commodities risk premia and regional integration in gas-exporting countries.(2019) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2019Potential benefits of optimal intra-day electricity hedging for the environment: The perspective of electricity retailers In: Energy Policy.
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article2
2019Potential benefits of optimal intra-day electricity hedging for the environment : the perspective of electricity retailers.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2019Transmission of shocks and contagion from U.S. to MENA equity markets: The role of oil and gas markets In: Energy Policy.
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article3
2019Financial development and energy consumption: Is the MENA region different? In: Energy Policy.
[Full Text][Citation analysis]
article12
2014Oil price and financial markets: Multivariate dynamic frequency analysis In: Energy Policy.
[Full Text][Citation analysis]
article51
2014Oil Price and Financial Markets: Multivariate Dynamic Frequency Analysis.(2014) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 51
paper
2014Oil price and financial markets: Multivariate dynamic frequency analysis.(2014) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 51
paper
2014Oil Price and Financial Markets: Multivariate Dynamic Frequency Analysis.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51
paper
2014The evolution of risk premium as a measure for intra-regional equity market integration In: International Review of Financial Analysis.
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article21
2014The Evolution of Risk Premium as a Measure for Intra-regional Equity Market Integration.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
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]
article22
2019Portfolio diversification with virtual currency: Evidence from bitcoin In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article67
2019Media attention and Bitcoin prices In: Finance Research Letters.
[Full Text][Citation analysis]
article21
2019Media attention and Bitcoin prices.(2019) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 21
paper
2019Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities? In: Finance Research Letters.
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article7
2018Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities?.(2018) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 7
paper
2019Banking Crises in Developing Countries-What Crucial Role of Exchange Rate Stability and External Liabilities?.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2020Diamonds versus precious metals: What gleams most against USD exchange rates? In: Finance Research Letters.
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article2
2021Survival of reorganized firms in France In: Finance Research Letters.
[Full Text][Citation analysis]
article1
2021The unprecedented reaction of equity and commodity markets to COVID-19 In: Finance Research Letters.
[Full Text][Citation analysis]
article1
2014Integration versus segmentation in Middle East North Africa Equity Market: Time variations and currency risk In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article23
2014Integration versus segmentation in Middle East North Africa equity market: Time variations and currency risk.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
paper
2018On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article5
2018On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting.(2018) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 5
paper
2020Hedging and safe-haven characteristics of Gold against currencies: An investigation based on multivariate dynamic copula theory In: Resources Policy.
[Full Text][Citation analysis]
article0
2017The role of banks in the governance of non-financial firms: Evidence from Europe In: Research in International Business and Finance.
[Full Text][Citation analysis]
article0
2017The role of banks in the governance of nonfinancial firms: Evidence from Europe.(2017) In: Research in International Business and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2019Contagion and bond pricing: The case of the ASEAN region In: Research in International Business and Finance.
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article0
2019Contagion and bond pricing: The case of the ASEAN region.(2019) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2020Does financial globalization still spur growth in emerging and developing countries? Considering exchange rates In: Research in International Business and Finance.
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article3
2020Modelling the nonlinear relationship between oil prices, stock markets, and exchange rates in oil-exporting and oil-importing countries In: Research in International Business and Finance.
[Full Text][Citation analysis]
article3
2020Renewable energy, CO2 emissions and value added: Empirical evidence from countries with different income levels In: Structural Change and Economic Dynamics.
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article2
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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article0
2017Banking stability in the MENA region during the global financial crisis and the European sovereign debt debacle.(2017) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2014Oil price and financial markets in the main OPEC countries In: Post-Print.
[Citation analysis]
paper4
2012Stock Market Liberalization. Integration and Risk in Emerging Economies of Middle East – An ICAPM Approach In: Post-Print.
[Citation analysis]
paper0
2015International CAPM and Oil Price: Evidence from Selected OPEC Countries In: Post-Print.
[Citation analysis]
paper0
2015International CAPM and Oil Price: Evidence from Selected OPEC Countries.(2015) In: Bankers, Markets & Investors.
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This paper has another version. Agregated cites: 0
article
2015Volatility spillovers and macroeconomic announcements: evidence from crude oil markets In: Post-Print.
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paper8
2014Volatility spillovers and macroeconomic announcements: evidence from crude oil markets.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2015Volatility spillovers and macroeconomic announcements: evidence from crude oil markets.(2015) In: Applied Economics.
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This paper has another version. Agregated cites: 8
article
2018Optimal strategy between extraction and storage of crude oil In: Post-Print.
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paper2
2018Optimal strategy between extraction and storage of crude oil.(2018) In: Post-Print.
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This paper has another version. Agregated cites: 2
paper
2019Optimal strategy between extraction and storage of crude oil.(2019) In: Annals of Operations Research.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2018Oil Price Risk and Financial Contagion In: Post-Print.
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paper2
2019Hedging and diversification across commodity assets In: Post-Print.
[Citation analysis]
paper2
2020Hedging and diversification across commodity assets.(2020) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2020The Impacts of COVID-19 on Chinas. Domestic Natural Gas Market In: Post-Print.
[Citation analysis]
paper0
2020The impacts of covid-19 on china’s domestic natural gas market.(2020) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2020The Unprecedented Equity and Commodity Markets Reaction to COVID-19 In: Post-Print.
[Citation analysis]
paper1
2019What Interactions between Financial Globalization and Instability?-Growth in Developing Countries In: Post-Print.
[Citation analysis]
paper5
2019What Interactions between Financial Globalization and Instability?—Growth in Developing Countries.(2019) In: Journal of International Development.
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This paper has another version. Agregated cites: 5
article
2018The Asymmetric Responses of Stock Markets In: Post-Print.
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paper3
2018The Asymmetric Responses of Stock Markets.(2018) In: Journal of Economic Integration.
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This paper has another version. Agregated cites: 3
article
2020Risk Factors and Contagion in Commodity Markets and Stocks Markets In: Post-Print.
[Citation analysis]
paper0
2017The regional pricing of risk: An empirical investigation of the MENA equity determinants In: Working Papers.
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paper0
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.
[Citation analysis]
paper0
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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paper2
2019Climate finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints In: Working Papers.
[Full Text][Citation analysis]
paper0
2019On the Bitcoin price dynamics: an augmented Markov-Switching model with Lévy jumps In: Working Papers.
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paper0
2019DOES FINANCIAL GLOBALIZATION STILL SPUR GROWTH IN DEVELOPING COUNTRIES? CONSIDERING EXCHANGE RATE VOLATILITY In: Working Papers.
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paper0
2019Study of the dynamic of Bitcoins price In: Working Papers.
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paper1
2020COVID 19s impact on crude oil and natural gas S&P GS Indexes In: Working Papers.
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paper3
Overview of the 2nd International Symposium on Energy and Finance Issues: Part I In: IPAG Economics and Management Letters.
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article1
Les fonds souverains et le spectre des Etats rentiers : Le cas du Qatar In: IPAG Economics and Management Letters.
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article10
2013Regional integration of stock markets in Southeast Europe In: Working Papers.
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paper1
2013Sudden Changes in Volatility in European Stock Markets In: Working Papers.
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paper1
2013Regional Equity Risk Premium Convergence: The case of Japan In: Working Papers.
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paper0
2014Are hedge funds uncorrelated with financial markets? An empirical assessment In: Working Papers.
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paper3
2014Modelling Inflation Shifts and Persistence in Tunisia: Perspective from an Evolutionary spectral approach In: Working Papers.
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2015Modeling inflation shifts and persistence in Tunisia: Perspectives from an evolutionary spectral approach.(2015) In: MPRA Paper.
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paper
2015Modelling inflation shifts and persistence in Tunisia: perspectives from an evolutionary spectral approach.(2015) In: Applied Economics.
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article
2014The Evolution of Risk Premiums in Emerging Stock Markets: The Case of Latin America and Asia Region In: Working Papers.
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paper8
2014Commodity Price Correlation and Time varying Hedge Ratios In: Working Papers.
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paper20
2014The crisis of the sovereign debts in the Eurozone: an overview In: Working Papers.
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paper1
2014Australia’s integration into the ASEAN- 5 Region In: Working Papers.
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paper0
2014Determinants of Foreign Direct Investments in the South Asian Association for Regional Cooperation In: Working Papers.
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paper3
2014L’intégration intra-régionale des marchés boursiers de l’Europe du sudest : une analyse multivariée In: Working Papers.
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paper5
2014Oil price impact on financial markets: In: Working Papers.
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paper19
2014Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis In: Working Papers.
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paper1
2014Is there a difference between domestic and foreign risk premium? The case of China Stock Market In: Working Papers.
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paper0
2014Measuring contagion effects between crude oil and OECD stock markets In: Working Papers.
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paper3
2015Tests of Financial Market Contagion: Evolutionary Cospectral Analysis Versus Wavelet Analysis In: Computational Economics.
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article11
2013Further evidence on the determinants of regional stock market integration in Latin America In: European Journal of Comparative Economics.
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article5
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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article0
2020Financial instability and oil price fluctuations: evidence from oil exporting developing countries In: European Journal of Comparative Economics.
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article0
2020Oil price shocks, equity markets, and contagion effect in OECD countries In: European Journal of Comparative Economics.
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article0
2013Greece’s Stock Market Integration with Southeast Europe In: Journal of Economic Integration.
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article3
2016From Oil to Stock Markets In: Journal of Economic Integration.
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article2
2017ASEAN Plus Three Stock Markets Integration In: Journal of Quantitative Economics.
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article1
2019On the Instability of Tunisian Money Demand: Some Empirical Issues with Structural Breaks In: Journal of Quantitative Economics.
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article0
2014Time-varying regional integration of stock markets in Southeast Europe In: Applied Economics.
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article4
2011Contagion effect of financial crisis on OECD stock markets In: Economics Discussion Papers.
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