Details about Aymen Ben Rejeb

Access statistics for papers by Aymen Ben Rejeb.

Last updated 2020-10-18. Update your information in the RePEc Author Service.

Short-id: pbe725

Working Papers

2016

1. Conventional and Islamic stock markets: what about financial performance?
   MPRA Paper, University Library of Munich, Germany
2. Oil, Gold, US dollar and Stock market interdependencies: A global analytical insight
   MPRA Paper, University Library of Munich, Germany View citations (15)
3. Volatility Spillover between Islamic and conventional stock markets: evidence from Quantile Regression analysis
   MPRA Paper, University Library of Munich, Germany

2015

4. Return dynamics and volatility spillovers between FOREX and MENA stock markets: what to remember for portfolio choice?
   MPRA Paper, University Library of Munich, Germany View citations (3)

2014

5. Financial integration in emerging market economies: effects on volatility transmission and contagion
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Financial integration in emerging market economies: Effects on volatility transmission and contagion, Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul (2015) View citations (9) (2015)
6. Financial market interdependencies: a quantile regression analysis of volatility spillover
   MPRA Paper, University Library of Munich, Germany View citations (3)
   See also Journal Article Financial market interdependencies: A quantile regression analysis of volatility spillover, Research in International Business and Finance, Elsevier (2016) View citations (33) (2016)

2013

7. R&D Intensity and Financing Decisions: Evidence from European Firms
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article R&D Intensity and Financing Decisions: Evidence from European Firms, Economics Bulletin, AccessEcon (2015) View citations (2) (2015)

Journal Articles

2017

1. On the volatility spillover between lslamic and conventional stock markets: A quantile regression analysis
   Research in International Business and Finance, 2017, 42, (C), 794-815 View citations (8)

2016

2. Financial market interdependencies: A quantile regression analysis of volatility spillover
   Research in International Business and Finance, 2016, 36, (C), 140-157 View citations (33)
   See also Working Paper Financial market interdependencies: a quantile regression analysis of volatility spillover, MPRA Paper (2014) View citations (3) (2014)

2015

3. Financial integration in emerging market economies: Effects on volatility transmission and contagion
   Borsa Istanbul Review, 2015, 15, (3), 161-179 View citations (9)
   See also Working Paper Financial integration in emerging market economies: effects on volatility transmission and contagion, MPRA Paper (2014) (2014)
4. R&D Intensity and Financing Decisions: Evidence from European Firms
   Economics Bulletin, 2015, 35, (2), 1042-1055 View citations (2)
   See also Working Paper R&D Intensity and Financing Decisions: Evidence from European Firms, MPRA Paper (2013) View citations (1) (2013)
5. Return Dynamics and Volatility Spillovers Between FOREX and Stock Markets in MENA Countries: What to Remember for Portfolio Choice?
   International Journal of Management and Economics, 2015, 46, (1), 72-100 View citations (4)

2014

6. Financial liberalization and emerging stock market efficiency: an empirical analysis of structural changes
   Macroeconomics and Finance in Emerging Market Economies, 2014, 7, (2), 230-245 View citations (2)
7. The relationship between financial liberalization and stock market volatility: the mediating role of financial crises
   Journal of Economic Policy Reform, 2014, 17, (1), 46-70 View citations (5)

2013

8. Financial crises and emerging stock markets volatility: do internal factors matter?
   Macroeconomics and Finance in Emerging Market Economies, 2013, 6, (1), 146-165 View citations (5)
9. Financial liberalization and stock markets efficiency: New evidence from emerging economies
   Emerging Markets Review, 2013, 17, (C), 186-208 View citations (27)
10. Volatility spillovers and contagion: an empirical analysis of structural changes in emerging market volatility
    Economics Bulletin, 2013, 33, (1), 56-71 View citations (4)

2012

11. Value-at-Risk Analysis for the Tunisian Currency Market: A Comparative Study
    International Journal of Economics and Financial Issues, 2012, 2, (2), 110-125 View citations (3)