Details about Lanouar Charfeddine
Access statistics for papers by Lanouar Charfeddine.
Last updated 2021-12-21. Update your information in the RePEc Author Service.
Short-id: pch379
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Working Papers
2018
- Oil Price Changes and U.S. Real GDP Growth: Is this Time Different?
Working Papers on Finance, University of St. Gallen, School of Finance View citations (8)
2017
- Time-Varying Efficiency of Developed and Emerging Bond Markets: Evidence from Long-Spans of Historical Data
Working Papers, University of Pretoria, Department of Economics View citations (2)
See also Journal Article Time-varying efficiency of developed and emerging bond markets: Evidence from long-spans of historical data, Physica A: Statistical Mechanics and its Applications, Elsevier (2018) View citations (14) (2018)
2015
- Which is the best model for the US inflation rate: a structural changes model or a long memory process
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (6)
Also in Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2007) View citations (5) Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2007) View citations (12)
See also Journal Article Which is the Best Model for the US Inflation Rate: A Structural Change Model or a Long Memory Process?, The IUP Journal of Applied Economics, IUP Publications (2011) View citations (18) (2011)
2014
- The influence of CEO departure type and board characteristics on firm performance
Working Papers, Department of Research, Ipag Business School View citations (5)
2012
- Breaks or long memory behavior: An empirical investigation
Post-Print, HAL View citations (2)
Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2012) View citations (12) Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2012) View citations (12) PSE-Ecole d'économie de Paris (Postprint), HAL (2012) View citations (2) Working Papers, HAL (2012) View citations (16) Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2009) View citations (1) Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2009) View citations (5)
See also Journal Article Breaks or long memory behavior: An empirical investigation, Physica A: Statistical Mechanics and its Applications, Elsevier (2012) View citations (15) (2012)
2008
- Is it possible to discriminate between different switching regressions models? An empirical investigation
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (2)
Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2008) View citations (2)
2006
- A VARIETIES OF SPURIOUS LONG MEMORY PROCESS
Working Papers ERMES, ERMES, University Paris 2
- CAN THE SUP LR TEST DISCRIMINATE BETWEEN DIFFERENT SWITCHING REGRESSIONS MODELS: APPLICATIONS TO THE U.S GNP AND THE US/UK EXCHANGE RATE?
Working Papers ERMES, ERMES, University Paris 2
2005
- Can the SupLR test discriminate between different switching
International Finance, University Library of Munich, Germany
Journal Articles
2021
- Regime-specific impact of financial reforms on economic growth in Pakistan
Journal of Policy Modeling, 2021, 43, (1), 161-182 View citations (4)
- Terrorism and capital flows: the missed impact of terrorism in big cities
Applied Economics Letters, 2021, 28, (18), 1626-1633 View citations (1)
2020
- Does Financial Sector Promote Economic Growth in Pakistan? Empirical Evidences From Markov Switching Model
SAGE Open, 2020, 10, (4), 2158244020963064 View citations (8)
- Financial development–economic growth nexus in Pakistan: new evidence from the Markov switching model
Cogent Economics & Finance, 2020, 8, (1), 1716446 View citations (10)
- Investigating the dynamic relationship between cryptocurrencies and conventional assets: Implications for financial investors
Economic Modelling, 2020, 85, (C), 198-217 View citations (92)
- Reviewing the oil price–GDP growth relationship: A replication study
Energy Economics, 2020, 88, (C) View citations (3)
- Short- and long-run asymmetric effect of oil prices and oil and gas revenues on the real GDP and economic diversification in oil-dependent economy
Energy Economics, 2020, 86, (C) View citations (36)
2019
- Are shocks on the returns and volatility of cryptocurrencies really persistent?
Finance Research Letters, 2019, 28, (C), 423-430 View citations (43)
- Impact of renewable energy consumption and financial development on CO2 emissions and economic growth in the MENA region: A panel vector autoregressive (PVAR) analysis
Renewable Energy, 2019, 139, (C), 198-213 View citations (225)
- Political tensions, stock market dependence and volatility spillover: Evidence from the recent intra-GCC crises
The North American Journal of Economics and Finance, 2019, 50, (C) View citations (23)
- The forward premium anomaly in the energy futures markets: A time-varying approach
Research in International Business and Finance, 2019, 47, (C), 600-615 View citations (3)
2018
- Long range dependence in an emerging stock market’s sectors: volatility modelling and VaR forecasting
Applied Economics, 2018, 50, (23), 2569-2599 View citations (9)
- Time-varying efficiency of developed and emerging bond markets: Evidence from long-spans of historical data
Physica A: Statistical Mechanics and its Applications, 2018, 505, (C), 632-647 View citations (14)
See also Working Paper Time-Varying Efficiency of Developed and Emerging Bond Markets: Evidence from Long-Spans of Historical Data, Working Papers (2017) View citations (2) (2017)
2017
- Money demand and black market exchange rate: a cointegration approach with structural break
Afro-Asian Journal of Finance and Accounting, 2017, 7, (2), 177-199 View citations (1)
- Renewable and non-renewable energy use - economic growth nexus: The case of MENA Net Oil Importing Countries
Renewable and Sustainable Energy Reviews, 2017, 71, (C), 127-140 View citations (111)
- The impact of economic development and social-political factors on ecological footprint: A panel data analysis for 15 MENA countries
Renewable and Sustainable Energy Reviews, 2017, 76, (C), 138-154 View citations (101)
- The impact of energy consumption and economic development on Ecological Footprint and CO2 emissions: Evidence from a Markov Switching Equilibrium Correction Model
Energy Economics, 2017, 65, (C), 355-374 View citations (106)
2016
- A time-varying copula approach for modelling dependency: New evidence from commodity and stock markets
Journal of Multinational Financial Management, 2016, 37-38, 168-189 View citations (21)
- Breaks or long range dependence in the energy futures volatility: Out-of-sample forecasting and VaR analysis
Economic Modelling, 2016, 53, (C), 354-374 View citations (26)
- Do oil producing countries offer international diversification benefits? Evidence from GCC countries
Economic Modelling, 2016, 57, (C), 263-280 View citations (12)
- Financial development and environmental quality in UAE: Cointegration with structural breaks
Renewable and Sustainable Energy Reviews, 2016, 55, (C), 1322-1335 View citations (80)
- Impact of renewable and non-renewable energy consumption on economic growth: New evidence from the MENA Net Oil Exporting Countries (NOECs)
Energy, 2016, 116, (P1), 102-115 View citations (82)
- Socially responsible investing and Islamic funds: New perspectives for portfolio allocation
Research in International Business and Finance, 2016, 36, (C), 351-361 View citations (21)
- Time varying market efficiency of the GCC stock markets
Physica A: Statistical Mechanics and its Applications, 2016, 444, (C), 487-504 View citations (15)
2015
- Evolving efficiency of spot and futures energy markets: A rolling sample approach
Journal of Behavioral and Experimental Finance, 2015, 6, (C), 67-79 View citations (23)
- Islamic versus conventional banks in the GCC countries: A comparative study using classification techniques
Research in International Business and Finance, 2015, 33, (C), 75-98 View citations (56)
- Trade liberalization and relative employment: further evidence from Tunisia
Eurasian Business Review, 2015, 5, (1), 173-202 View citations (6)
2014
- True or spurious long memory in volatility: Further evidence on the energy futures markets
Energy Policy, 2014, 71, (C), 76-93 View citations (37)
2013
- Expanding the Technology Acceptance Model to Examine Internet Banking Adoption in Tunisia Country
International Journal of Innovation in the Digital Economy (IJIDE), 2013, 4, (4), 61-81
- TRADE LIBERALIZATION, TECHNOLOGY IMPORT AND EMPLOYMENT: EVIDENCE OF SKILL UPGRADING IN THE TUNISIAN CONTEXT
Region et Developpement, 2013, 37, 11-36 View citations (2)
- The Behavior Intention of Tunisian Banks’ Customers on using Internet Banking
International Journal of Innovation in the Digital Economy (IJIDE), 2013, 4, (1), 16-30 View citations (2)
- The Tunisian stock market index volatility: Long memory vs. switching regime
Emerging Markets Review, 2013, 16, (C), 170-182 View citations (19)
2012
- Breaks or long memory behavior: An empirical investigation
Physica A: Statistical Mechanics and its Applications, 2012, 391, (22), 5712-5726 View citations (15)
See also Working Paper Breaks or long memory behavior: An empirical investigation, Post-Print (2012) View citations (2) (2012)
- Income Smoothing and CEO Job Security
Information Management and Business Review, 2012, 4, (3), 95-106
- Short Term Relationships between European Electricity Markets
Asian Economic and Financial Review, 2012, 2, (2), 276-281 View citations (2)
2011
- Which is the Best Model for the US Inflation Rate: A Structural Change Model or a Long Memory Process?
The IUP Journal of Applied Economics, 2011, X, (1), 5-25 View citations (18)
See also Working Paper Which is the best model for the US inflation rate: a structural changes model or a long memory process, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2015) View citations (6) (2015)
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