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Details about Lanouar Charfeddine

E-mail:lanouar_charf@yahoo.fr
Homepage:http://www.researchgate.net/profile/Lanouar_Charfeddine/
Phone:(00974)30453384
Postal address:College of Business and Economics, Department of Economics and Finance, Qatar University, B.P 2713, Doha, Qatar. Tel : (00974)30453384 E-mail1 :lcharfeddine@qu.edu.qa E-Mail2 : lanouar_charf@yahoo.fr
Workplace:College of Business and Economics, University of Qatar, (more information at EDIRC)

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

  1. Oil Price Changes and U.S. Real GDP Growth: Is this Time Different?
    Working Papers on Finance, University of St. Gallen, School of Finance Downloads View citations (8)

2017

  1. 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) Downloads View citations (14) (2018)

2015

  1. 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) Downloads View citations (5)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2007) Downloads 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

  1. The influence of CEO departure type and board characteristics on firm performance
    Working Papers, Department of Research, Ipag Business School Downloads View citations (5)

2012

  1. 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) Downloads 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) Downloads 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) Downloads View citations (1)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2009) Downloads View citations (5)

    See also Journal Article Breaks or long memory behavior: An empirical investigation, Physica A: Statistical Mechanics and its Applications, Elsevier (2012) Downloads View citations (15) (2012)

2008

  1. Is it possible to discriminate between different switching regressions models? An empirical investigation
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads View citations (2)
    Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2008) Downloads View citations (2)

2006

  1. A VARIETIES OF SPURIOUS LONG MEMORY PROCESS
    Working Papers ERMES, ERMES, University Paris 2 Downloads
  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 Downloads

2005

  1. Can the SupLR test discriminate between different switching
    International Finance, University Library of Munich, Germany Downloads

Journal Articles

2021

  1. Regime-specific impact of financial reforms on economic growth in Pakistan
    Journal of Policy Modeling, 2021, 43, (1), 161-182 Downloads View citations (4)
  2. Terrorism and capital flows: the missed impact of terrorism in big cities
    Applied Economics Letters, 2021, 28, (18), 1626-1633 Downloads View citations (1)

2020

  1. Does Financial Sector Promote Economic Growth in Pakistan? Empirical Evidences From Markov Switching Model
    SAGE Open, 2020, 10, (4), 2158244020963064 Downloads View citations (8)
  2. Financial development–economic growth nexus in Pakistan: new evidence from the Markov switching model
    Cogent Economics & Finance, 2020, 8, (1), 1716446 Downloads View citations (10)
  3. Investigating the dynamic relationship between cryptocurrencies and conventional assets: Implications for financial investors
    Economic Modelling, 2020, 85, (C), 198-217 Downloads View citations (92)
  4. Reviewing the oil price–GDP growth relationship: A replication study
    Energy Economics, 2020, 88, (C) Downloads View citations (3)
  5. 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) Downloads View citations (36)

2019

  1. Are shocks on the returns and volatility of cryptocurrencies really persistent?
    Finance Research Letters, 2019, 28, (C), 423-430 Downloads View citations (43)
  2. 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 Downloads View citations (225)
  3. 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) Downloads View citations (23)
  4. The forward premium anomaly in the energy futures markets: A time-varying approach
    Research in International Business and Finance, 2019, 47, (C), 600-615 Downloads View citations (3)

2018

  1. Long range dependence in an emerging stock market’s sectors: volatility modelling and VaR forecasting
    Applied Economics, 2018, 50, (23), 2569-2599 Downloads View citations (9)
  2. 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 Downloads 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

  1. 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 Downloads View citations (1)
  2. 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 Downloads View citations (111)
  3. 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 Downloads View citations (101)
  4. 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 Downloads View citations (106)

2016

  1. 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 Downloads View citations (21)
  2. Breaks or long range dependence in the energy futures volatility: Out-of-sample forecasting and VaR analysis
    Economic Modelling, 2016, 53, (C), 354-374 Downloads View citations (26)
  3. Do oil producing countries offer international diversification benefits? Evidence from GCC countries
    Economic Modelling, 2016, 57, (C), 263-280 Downloads View citations (12)
  4. Financial development and environmental quality in UAE: Cointegration with structural breaks
    Renewable and Sustainable Energy Reviews, 2016, 55, (C), 1322-1335 Downloads View citations (80)
  5. 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 Downloads View citations (82)
  6. Socially responsible investing and Islamic funds: New perspectives for portfolio allocation
    Research in International Business and Finance, 2016, 36, (C), 351-361 Downloads View citations (21)
  7. Time varying market efficiency of the GCC stock markets
    Physica A: Statistical Mechanics and its Applications, 2016, 444, (C), 487-504 Downloads View citations (15)

2015

  1. Evolving efficiency of spot and futures energy markets: A rolling sample approach
    Journal of Behavioral and Experimental Finance, 2015, 6, (C), 67-79 Downloads View citations (23)
  2. 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 Downloads View citations (56)
  3. Trade liberalization and relative employment: further evidence from Tunisia
    Eurasian Business Review, 2015, 5, (1), 173-202 Downloads View citations (6)

2014

  1. True or spurious long memory in volatility: Further evidence on the energy futures markets
    Energy Policy, 2014, 71, (C), 76-93 Downloads View citations (37)

2013

  1. 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 Downloads
  2. TRADE LIBERALIZATION, TECHNOLOGY IMPORT AND EMPLOYMENT: EVIDENCE OF SKILL UPGRADING IN THE TUNISIAN CONTEXT
    Region et Developpement, 2013, 37, 11-36 Downloads View citations (2)
  3. 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 Downloads View citations (2)
  4. The Tunisian stock market index volatility: Long memory vs. switching regime
    Emerging Markets Review, 2013, 16, (C), 170-182 Downloads View citations (19)

2012

  1. Breaks or long memory behavior: An empirical investigation
    Physica A: Statistical Mechanics and its Applications, 2012, 391, (22), 5712-5726 Downloads View citations (15)
    See also Working Paper Breaks or long memory behavior: An empirical investigation, Post-Print (2012) View citations (2) (2012)
  2. Income Smoothing and CEO Job Security
    Information Management and Business Review, 2012, 4, (3), 95-106 Downloads
  3. Short Term Relationships between European Electricity Markets
    Asian Economic and Financial Review, 2012, 2, (2), 276-281 Downloads View citations (2)

2011

  1. 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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