Details about Noureddine Benlagha

Access statistics for papers by Noureddine Benlagha.

Last updated 2022-12-30. Update your information in the RePEc Author Service.

Short-id: pbe971

Working Papers

2007

1. Application de la théorie des valeurs extrêmes en assurance automobile
   Working Papers ERMES, ERMES, University Paris 2

2006

2. Comparaison de méthodes de détection des valeurs extrêmes: Application en statistique d’entreprise
   Working Papers ERMES, ERMES, University Paris 2

Journal Articles

2022

1. An intra-cryptocurrency analysis of volatility connectedness and its determinants: Evidence from mining coins, non-mining coins and tokens
   Research in International Business and Finance, 2022, 62, (C) View citations (3)
2. Connectedness of stock markets with gold and oil: New evidence from COVID-19 pandemic
   Finance Research Letters, 2022, 46, (PB) View citations (25)
3. Does economic policy uncertainty matter to explain connectedness within the international sovereign bond yields?
   Journal of Economics and Finance, 2022, 46, (1), 1-21 View citations (5)
4. Risk connectedness between energy and stock markets: Evidence from oil importing and exporting countries
   Energy Economics, 2022, 115, (C) View citations (12)
5. What determines the dependence between stock markets - crisis or financial and economic fundamentals?
   Applied Economics, 2022, 54, (1), 19-37 View citations (1)

2021

6. Does renewable energy index respond to the pandemic uncertainty?
   Renewable Energy, 2021, 177, (C), 336-347 View citations (27)

2020

7. Asymmetric impacts of insurance premiums on the non-oil GDP: some new empirical evidence
   Applied Economics, 2020, 52, (12), 1363-1376 View citations (5)
8. Internet use and insurance growth: evidence from a panel of OECD countries
   Technology in Society, 2020, 62, (C) View citations (5)
9. Investigating the dynamic relationship between cryptocurrencies and conventional assets: Implications for financial investors
   Economic Modelling, 2020, 85, (C), 198-217 View citations (87)
10. Stock market dependence in crisis periods: Evidence from oil price shocks and the Qatar blockade
    Research in International Business and Finance, 2020, 54, (C) View citations (11)

2019

11. Return and volatility spillovers in the presence of structural breaks: evidence from GCC Islamic and conventional banks
    Journal of Asset Management, 2019, 20, (1), 72-90 View citations (2)

2018

12. The Dynamic and Dependence of Takaful and Conventional Stock Return Behaviours: Evidence from the Insurance Industry in Saudi Arabia
    Asia-Pacific Financial Markets, 2018, 25, (4), 285-323 View citations (2)

2017

13. An Analysis of Spillovers Between Islamic and Conventional Stock Bank Returns: Evidence from the GCC Countries
    Multinational Finance Journal, 2017, 21, (2), 91-132 View citations (3)
14. Evidence of adverse selection in automobile insurance market: A seemingly unrelated probit modelling
    Cogent Economics & Finance, 2017, 5, (1), 1330303 View citations (1)
15. Range-based and GARCH volatility estimation: Evidence from the French asset market
    Global Finance Journal, 2017, 32, (C), 149-165 View citations (2)

2016

16. 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 (20)
17. THE MACROECONOMIC AND FINANCIAL IMPACTS OF EUROPEAN CRISIS ON SAUDI ARABIA
    Applied Econometrics and International Development, 2016, 16, (1) View citations (2)

2014

18. Dependence structure between nominal and index-linked bond returns: a bivariate copula and DCC-GARCH approach
    Applied Economics, 2014, 46, (31), 3849-3860 View citations (10)
19. Volatility Linkage of Nominal and Index-linked Bond Returns: A Multivariate BEKK-GARCH Approach
    Review of Economics & Finance, 2014, 4, 49-60

2013

20. Co-movement of Index linked bonds and conventional bonds in France: Subprime crisis and Structural Break, 2003-01, 2012-04
    Applied Econometrics and International Development, 2013, 13, (1), 55-66
21. The Long-run Relationship among Index-linked Bonds and Conventional Bonds
    Review of Economics & Finance, 2013, 3, 15-24