Details about Aymen Belgacem

Access statistics for papers by Aymen Belgacem.

Last updated 2016-04-07. Update your information in the RePEc Author Service.

Short-id: pbe701

Working Papers

2015

1. The regional pricing of risk: An empirical investigation of the MENA equity determinants
   MPRA Paper, University Library of Munich, Germany

2014

2. Interactions Between Risk-Taking, Capital, and Reinsurance for Property- Liability Insurance Firms
   Working Papers, Department of Research, Ipag Business School View citations (18)
   Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2013) View citations (1)
3. Volatility spillovers and macroeconomic announcements: evidence from crude oil markets
   Working Papers, Department of Research, Ipag Business School View citations (12)
   See also Journal Article Volatility spillovers and macroeconomic announcements: evidence from crude oil markets, Applied Economics, Taylor & Francis Journals (2015) View citations (12) (2015)

2013

4. Explaining the Stock Market's Reaction to Macroeconomic Announcements
   Post-Print, HAL View citations (2)

2009

5. Fundamentals, Macroeconomic Announcements and Asset Prices
   EconomiX Working Papers, University of Paris Nanterre, EconomiX View citations (1)

2008

6. L'impact des signaux de politique monétaire sur la rentabilité et la volatilité des actions du CAC 40
   EconomiX Working Papers, University of Paris Nanterre, EconomiX

Journal Articles

2015

1. Volatility spillovers and macroeconomic announcements: evidence from crude oil markets
   Applied Economics, 2015, 47, (28), 2974-2984 View citations (12)
   See also Working Paper Volatility spillovers and macroeconomic announcements: evidence from crude oil markets, Working Papers (2014) View citations (12) (2014)

2012

2. More on the impact of US macroeconomic announcements: Evidence from French and German stock markets' volatility
   Economics Bulletin, 2012, 32, (2), 1509-1526 View citations (3)