5
H index
3
i10 index
98
Citations
Benjamin Keddad : Citation Profile
Groupe Paris Graduate School of Management | RESEARCH PRODUCTION: 11 Articles 33 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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12 years (2010 - 2022). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Benjamin Keddad. | Is cited by:
| Cites to:
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Main data
Where Benjamin Keddad has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of International Financial Markets, Institutions and Money | 3 |
| Economic Modelling | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Post-Print / HAL | 12 |
| Working Papers / HAL | 7 |
| AMSE Working Papers / Aix-Marseille School of Economics, France | 7 |
| Working Papers / Department of Research, Ipag Business School | 2 |
Recent works citing Benjamin Keddad (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2022 | The Impact Analysis of the Variation in the Price of Oil and the Exchange Rate on the Optimal Quantity of Orders in the Zinc Importing Companies in Colombia. (2022). Torres, Jairo Andres ; del Pilar, Maria ; Candelo, Juan Manuel. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-06-26. Full description at Econpapers || Download paper |
| 2022 | The rise of Renminbi in Asia: Evidence from Network Analysis and SWIFT dataset. (2022). Woo, Wing Thye ; Wang, Xiaosong ; Liu, Tao. In: Journal of Asian Economics. RePEc:eee:asieco:v:78:y:2022:i:c:s1049007821001597. Full description at Econpapers || Download paper |
| 2021 | Fiscal stance and the sovereign risk pass-through. (2021). Tancioni, Massimiliano ; Patella, Valeria ; Beqiraj, Elton. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001620. Full description at Econpapers || Download paper |
| 2021 | Measuring and explaining firm-level exchange rate exposure: The role of foreign market destinations and international trade. (2021). Vandemaele, Sigrid ; Braekers, Roel ; Vancauteren, Mark ; van Cauwenberge, Annelies. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s026499932100256x. Full description at Econpapers || Download paper |
| 2021 | Asymmetric volatility connectedness among U.S. stock sectors. (2021). Vo, Xuan Vinh ; Kang, Sang Hoon ; Suleman, Tahir ; Nekhili, Ramzi ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302126. Full description at Econpapers || Download paper |
| 2021 | Region-wide connectedness of Asian equity and currency markets. (2021). Kinkyo, Takuji. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001339. Full description at Econpapers || Download paper |
| 2022 | The intermediating role of the Chinese renminbi in Asian currency markets: Evidence from partial wavelet coherence. (2022). Kinkyo, Takuji. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001984. Full description at Econpapers || Download paper |
| 2022 | Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness. (2022). Tiwari, Aviral ; Roubaud, David ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001372. Full description at Econpapers || Download paper |
| 2021 | Forecasting crude oil volatility with geopolitical risk: Do time-varying switching probabilities play a role?. (2021). Ma, Feng ; Wang, LU ; Gao, Xinxin ; Hao, Jianyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921000983. Full description at Econpapers || Download paper |
| 2022 | Does sovereign risk impact banking risk in the Eurozone? Evidence from the COVID-19 pandemic. (2022). Gonzalez-Fernandez, Marcos ; Garcia-Lopez, Marcos ; Gonzalez-Velasco, Carmen. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005808. Full description at Econpapers || Download paper |
| 2022 | The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness. (2022). Angelini, Eliana ; Addi, Abdelhamid ; Foglia, Matteo. In: Global Finance Journal. RePEc:eee:glofin:v:51:y:2022:i:c:s1044028321000752. Full description at Econpapers || Download paper |
| 2022 | Is gold a long-run hedge, diversifier, or safe haven for oil? Empirical evidence based on DCC-MIDAS. (2022). Lee, Chien-Chiang ; Liu, Min. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722001519. Full description at Econpapers || Download paper |
| 2022 | Asymmetric spillovers and connectedness between crude oil and currency markets using high-frequency data. (2022). Vo, Xuan Vinh ; Kang, Sanghoon ; Mensi, Walid ; Shafiullah, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s030142072200126x. Full description at Econpapers || Download paper |
| 2022 | Sudden shock and stock market network structure characteristics: A comparison of past crisis events. (2022). Ji, Xiaoqin ; Huang, KE ; Wen, Zhang ; He, Chengying. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:180:y:2022:i:c:s004016252200258x. Full description at Econpapers || Download paper |
| 2021 | Effectiveness of Artificial Neural Networks in Hedging against WTI Crude Oil Price Risk. (2021). Michalski, Marek ; Amasz, Bartosz ; Puka, Radosaw. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:11:p:3308-:d:569136. Full description at Econpapers || Download paper |
| 2022 | . Full description at Econpapers || Download paper |
| 2021 | Dependence Structure Between Renminbi Movements and Volatility of Foreign Exchange Rate Returns. (2021). Goh, Kim-Leng ; Lai, Wing-Choong. In: China Report. RePEc:sae:chnrpt:v:57:y:2021:i:1:p:57-78. Full description at Econpapers || Download paper |
| 2022 | Debt and financial market contagion. (2022). Morley, James ; Hsiao, Cody Yu-Ling. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:4:d:10.1007_s00181-021-02077-5. Full description at Econpapers || Download paper |
| 2022 | Dynamic effects of network exposure on equity markets. (2022). Volkov, Vladimir ; Kangogo, Moses ; Dungey, Mardi. In: Eurasian Economic Review. RePEc:spr:eurase:v:12:y:2022:i:4:d:10.1007_s40822-022-00210-y. Full description at Econpapers || Download paper |
| 2021 | Dynamic effects of network exposure on equity markets. (2021). Volkov, Vladimir ; Kangogo, Moses. In: Working Papers. RePEc:tas:wpaper:37326. Full description at Econpapers || Download paper |
| 2022 | Assessment on estimations of currency basket weights—With coefficient correction for common factor dominance. (2022). Wang, Peijie. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1401-1418. Full description at Econpapers || Download paper |
Works by Benjamin Keddad:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2013 | Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates.(2013) In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
| 2013 | Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2012 | South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2012 | South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates.(2012) In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2013 | Business Cycles Synchronization in East Asia: A Markov-Switching Approach In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2014 | Business cycles synchronization in East Asia: A Markov-switching approach.(2014) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
| 2014 | Business cycles synchronization in East Asia: A Markov-switching approach.(2014) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2013 | Business Cycles Synchronization in East Asia: A Markov-Switching Approach.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2013 | Assessing Asian Exchange Rates Coordination under Regional Currency Basket System In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Assessing Asian Exchange Rates Coordination under Regional Currency Basket System.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Shift-Volatility Transmission in East Asian Equity Markets In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Shift-Volatility Transmission in East Asian Equity Markets.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2014 | On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 46 |
| 2016 | On the risk comovements between the crude oil market and U.S. dollar exchange rates.(2016) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 46 | article | |
| 2016 | On the risk comovements between the crude oil market and U.S. dollar exchange rates.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 46 | paper | |
| 2014 | On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 46 | paper | |
| 2014 | On the risk comovements between the crude oil market and the U.S. dollar exchange rates.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 46 | paper | |
| 2018 | Exchange Rate Policy and External Vulnerabilities in Sub-Saharan Africa: Nominal, Real or Mixed Targeting? In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Exchange rate policy and external vulnerabilities in Sub-Saharan Africa: nominal, real or mixed targeting?.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2021 | Exchange rate policy and external vulnerabilities in Sub-Saharan Africa: nominal, real or mixed targeting?.(2021) In: PSE-Ecole d'économie de Paris (Postprint). [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Exchange Rate Policy and External Vulnerabilities in Sub-Saharan Africa: Nominal, Real or Mixed Targeting?.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2021 | Exchange rate policy and external vulnerabilities in Sub-Saharan Africa: nominal, real or mixed targeting?.(2021) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2013 | Exchange rate coordination in Asia under regional currency basket systems. In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
| 2013 | Exchange rate coordination in Asia under regional currency basket systems.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2020 | Evaluating sovereign risk spillovers on domestic banks during the European debt crisis In: Economic Modelling. [Full Text][Citation analysis] | article | 6 |
| 2014 | Spillover effects of the 2008 global financial crisis on the volatility of the Indian equity markets: Coupling or uncoupling? A study on sector-based data In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 5 |
| 2014 | Spillover effects of the 2008 global financial crisis on the volatility of the Indian equity markets: Coupling or uncoupling? A study on sector-based data.(2014) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2017 | On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 2 |
| 2017 | On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2022 | The influence of the renminbi and its macroeconomic determinants: A new Chinese monetary order in Asia? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 0 |
| 2019 | How do the Renminbi and other East Asian currencies co-move? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 10 |
| 2016 | How do the Renminbi and other East Asian currencies co-move?.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2019 | Pegging or Floating? A Regime-Switching Perspective of Asian Exchange Rate Practices In: Discussion papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Financial spillovers from the US financial markets to the emerging markets during the subprime crisis: the example of Indian equity markets In: Documents de Travail de l'OFCE. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Financial spillovers from the US financial markets to the emerging markets during the subprime crisis: the example of Indian equity markets.(2010) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | South East Asian monetary integration : new evidences from fractional cointegration of RER In: Post-Print. [Citation analysis] | paper | 3 |
| 2014 | On the risk dependence between crude oil market and U.S. dollar exchange rates In: Post-Print. [Citation analysis] | paper | 0 |
| 2014 | Shift-volatility transmission in East Asian equity markets: new indicators In: Post-Print. [Citation analysis] | paper | 0 |
| 2016 | Long-Run Comovements in East Asian Stock Market Volatility In: Post-Print. [Citation analysis] | paper | 3 |
| 2016 | Long-Run Comovements in East Asian Stock Market Volatility.(2016) In: Open Economies Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2021 | A Non-linear Approach to Measure the Dependencies Between Bitcoin and Other Commodity Markets In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] | chapter | 0 |
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