Details about Abderrazak Dhaoui

Access statistics for papers by Abderrazak Dhaoui.

Last updated 2020-08-05. Update your information in the RePEc Author Service.

Short-id: pdh56

Working Papers

2019

1. Contagion and bond pricing: The case of the ASEAN region
   Post-Print, HAL
   See also Journal Article Contagion and bond pricing: The case of the ASEAN region, Research in International Business and Finance, Elsevier (2019) (2019)
2. Hedging and diversification across commodity assets
   Post-Print, HAL View citations (2)
   See also Journal Article Hedging and diversification across commodity assets, Applied Economics, Taylor & Francis Journals (2020) View citations (14) (2020)

2018

3. On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting
   Post-Print, HAL View citations (7)
   See also Journal Article On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting, Journal of International Financial Markets, Institutions and Money, Elsevier (2018) View citations (7) (2018)
4. The Asymmetric Responses of Stock Markets
   Post-Print, HAL View citations (4)
   See also Journal Article The Asymmetric Responses of Stock Markets, Journal of Economic Integration, Center for Economic Integration, Sejong University (2018) View citations (6) (2018)

2015

5. Oil supply and demand shocks and stock price: Evidence for some OECD countries
   MPRA Paper, University Library of Munich, Germany View citations (2)
6. On the Causal Nexus of Road Transport CO2 Emissions and Macroeconomic Variables in Tunisia: Evidence from Combined Cointegration Tests
   MPRA Paper, University Library of Munich, Germany View citations (24)
7. Revising empirical linkages between direction of Canadian stock price index movement and Oil supply and demand shocks: Artificial neural network and support vector machines approaches
   MPRA Paper, University Library of Munich, Germany

2014

8. Empirical linkage between oil price and stock market returns and volatility: Evidence from international developed markets
   Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (23)

Journal Articles

2020

1. Hedging and diversification across commodity assets
   Applied Economics, 2020, 52, (23), 2472-2492 View citations (14)
   See also Working Paper Hedging and diversification across commodity assets, Post-Print (2019) View citations (2) (2019)
2. Hedging strategy for financial variables and commodities
   Economics Bulletin, 2020, 40, (2), 1368-1379 View citations (3)

2019

3. Contagion and bond pricing: The case of the ASEAN region
   Research in International Business and Finance, 2019, 47, (C), 371-385
   See also Working Paper Contagion and bond pricing: The case of the ASEAN region, Post-Print (2019) (2019)

2018

4. On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting
   Journal of International Financial Markets, Institutions and Money, 2018, 56, (C), 233-254 View citations (7)
   See also Working Paper On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting, Post-Print (2018) View citations (7) (2018)
5. The Asymmetric Responses of Stock Markets
   Journal of Economic Integration, 2018, 33, (1), 1096-1140 View citations (6)
   See also Working Paper The Asymmetric Responses of Stock Markets, Post-Print (2018) View citations (4) (2018)

2017

6. Asset valuation impact of investor sentiment: A revised Fama–French five-factor model
   Journal of Asset Management, 2017, 18, (1), 16-28 View citations (2)
7. Investor emotional biases and trading volume’s asymmetric response: A non-linear ARDL approach tested in S&P500 stock market
   Cogent Economics & Finance, 2017, 5, (1), 1274225 View citations (4)

2015

8. REVISITING EMPIRICAL LINKAGES BETWEEN DIRECTION OF CANADIAN STOCK PRICE INDEX MOVEMENT AND OIL SUPPLY AND DEMAND STOCKS: ARTIFICIAL NEURAL NETWORKS AND SUPPORT VECTOR MACHINES APPROACHES
   Journal of Academic Research in Economics, 2015, 7, (3 (December)), 319-344

2014

9. Does Human Psychology Drive Financial Markets? Evidence from International Markets
   International Journal of Economics and Empirical Research (IJEER), 2014, 2, (3), 100-108 View citations (1)

2013

10. THE IMPACT OF INVESTOR PSYCHOLOGY ON STOCK MARKETS: EVIDENCE FROM FRANCE
    Journal of Academic Research in Economics, 2013, 5, (1 (June)), 35-59 View citations (3)

2008

11. R&D diversification in MNCs: Between earnings management and shareholders increasing wealth
    Journal of Business Economics and Management, 2008, 9, (3), 199-205 View citations (5)