Details about Zied Ftiti

Access statistics for papers by Zied Ftiti.

Last updated 2022-09-26. Update your information in the RePEc Author Service.

Short-id: pft1

Working Papers

2022

1. Sovereign bond market integration in the euro area: a new empirical conceptualization
   Post-Print, HAL

2020

2. Causal Relationships Between Inflation and Inflation Uncertainty
   WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics View citations (3)
   Also in MPRA Paper, University Library of Munich, Germany (2018) View citations (2)
   MPRA Paper, University Library of Munich, Germany (2020) View citations (6)
   WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics (2018) View citations (3)
   See also Journal Article Causal relationships between inflation and inflation uncertainty, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2020) View citations (5) (2020)

2019

3. The Generalisation of the DMCA Coefficient to Serve Distinguishing Between Hedge and Safe Haven Capabilities of the Gold
   Papers, arXiv.org

2017

4. Spillover effects of Stock markets volatility, and Financial Contagion: Evidence From European Sovereign Debit Crisis
   Post-Print, HAL
5. Time-inconsistency and expansionary business cycle theories: What does matter for the central bank independence–inflation relationship?
   Post-Print, HAL View citations (7)
   See also Journal Article Time-inconsistency and expansionary business cycle theories: What does matter for the central bank independence–inflation relationship?, Economic Modelling, Elsevier (2017) View citations (8) (2017)

2014

6. The Price Stability Under Inflation Targeting Regime: An Analysis With a New Intermediate Approach
   Working Papers, Department of Research, Ipag Business School View citations (21)
   Also in Post-Print, HAL (2014) View citations (18)
   See also Journal Article The price stability under inflation targeting regime: An analysis with a new intermediate approach, Economic Modelling, Elsevier (2014) View citations (21) (2014)

2012

7. Real estate markets and the macroeconomy: A dynamic coherence framework
   Post-Print, HAL View citations (40)
   Also in Post-Print, HAL (2012) View citations (37)
   See also Journal Article Real estate markets and the macroeconomy: A dynamic coherence framework, Economic Modelling, Elsevier (2012) View citations (44) (2012)

2011

8. Ciblage d'inflation: efficacité et performance
   Post-Print, HAL
   Also in Post-Print, HAL (2011)
9. Le ciblage d'inflation: un essai de comparaison internationale
   Post-Print, HAL View citations (1)
   Also in Post-Print, HAL (2011) View citations (3)

2010

10. Stabilité-croissance et performance économique: Quelle relation selon une revue de la littérature ?
    Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon
    Also in Post-Print, HAL (2010)
11. The Effect of the Inflation Targeting Policy: an Approach Based on the Evolutionary Spectral Analysis
    Post-Print, HAL View citations (2)
12. The macroeconomic performance of inflation targeting countries
    Post-Print, HAL
13. The macroeconomic performance of the inflation targeting policy: An approach based on the evolutionary co-spectral analysis
    Post-Print, HAL View citations (32)
    Also in Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon (2009) View citations (15)

2009

14. Inflation targeting effect on the inflation series
    Post-Print, HAL
    Also in Post-Print, HAL (2009) View citations (2)
15. The Macroeconomic Performance of the Inflation Targeting Policy: An Approach Based on the Evolutionary Co-spectral Analysis
    Post-Print, HAL

2008

16. The inflation Targeting effect on the inflation series: A New Analysis Approach of evolutionary spectral analysis
    Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon View citations (18)
    Also in Post-Print, HAL (2008) View citations (9)
17. The transition period before the inflation targeting policy
    Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon
    Also in Post-Print, HAL (2008) View citations (6)

Journal Articles

2022

1. Financial performance under board gender diversity: The mediating effect of corporate social practices
   Corporate Social Responsibility and Environmental Management, 2022, 29, (5), 1871-1883 View citations (2)
2. Is gold a hedge or safe haven against oil and currency market movements? A revisit using multifractal approach
   Annals of Operations Research, 2022, 313, (1), 367-400 View citations (9)
3. Measuring extreme risk dependence between the oil and gas markets
   Annals of Operations Research, 2022, 313, (2), 755-772 View citations (5)
4. On the relationship between oil and gas markets: a new forecasting framework based on a machine learning approach
   Annals of Operations Research, 2022, 313, (2), 915-943 View citations (3)
5. Revisiting the relationship between spot and futures markets: evidence from commodity markets and NARDL framework
   Annals of Operations Research, 2022, 313, (1), 171-189 View citations (5)
6. Roles of stable versus nonstable cryptocurrencies in Bitcoin market dynamics
   Research in International Business and Finance, 2022, 62, (C) View citations (4)
7. Spatial contagion between financial markets: new evidence of asymmetric measures
   Annals of Operations Research, 2022, 313, (2), 1183-1220 View citations (3)

2021

8. Are oil and gas futures markets efficient? A multifractal analysis
   Applied Economics, 2021, 53, (2), 164-184 View citations (7)
9. Bond market and macroeconomic stability in East Asia: a nonlinear causality analysis
   Annals of Operations Research, 2021, 297, (1), 53-76 View citations (8)
10. Does non-fundamental news related to COVID-19 matter for stock returns? Evidence from Shanghai stock market
    Economic Modelling, 2021, 99, (C) View citations (28)
11. ICT diffusion and economic growth: Evidence from the sectorial analysis of a periphery country
    Technological Forecasting and Social Change, 2021, 162, (C) View citations (26)
12. Intraday spillover between commodity markets
    Resources Policy, 2021, 74, (C) View citations (9)
13. Measuring the global economic impact of the coronavirus outbreak: Evidence from the main cluster countries
    Technological Forecasting and Social Change, 2021, 167, (C) View citations (11)

2020

14. Causal relationships between inflation and inflation uncertainty
    Studies in Nonlinear Dynamics & Econometrics, 2020, 24, (5), 26 View citations (5)
    See also Working Paper Causal Relationships Between Inflation and Inflation Uncertainty, WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS (2020) View citations (3) (2020)
15. Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
    Econometric Reviews, 2020, 39, (1), 54-70 View citations (2)

2019

16. Are MENA banks’ capital buffers countercyclical? Evidence from the Islamic and conventional banking systems
    The Quarterly Review of Economics and Finance, 2019, 74, (C), 109-118 View citations (2)
17. Asset allocation and investment opportunities in emerging stock markets: Evidence from return asymmetry-based analysis
    Journal of International Money and Finance, 2019, 93, (C), 187-200 View citations (9)
18. Can economic policy uncertainty, oil prices, and investor sentiment predict Islamic stock returns? A multi-scale perspective
    Pacific-Basin Finance Journal, 2019, 53, (C), 40-55 View citations (51)
19. Commonality in liquidity among Middle East and North Africa emerging stock markets: Does it really matter?
    Economic Systems, 2019, 43, (3) View citations (4)
20. Do Jumps and Co-jumps Improve Volatility Forecasting of Oil and Currency Markets?
    The Energy Journal, 2019, Volume 40, (Special Issue) View citations (7)
21. Forecasting Inflation Uncertainty in the United States and Euro Area
    Computational Economics, 2019, 54, (1), 455-476 View citations (8)
22. Oil price collapse and challenges to economic transformation of Saudi Arabia: A time-series analysis
    Energy Economics, 2019, 80, (C), 12-19 View citations (22)
23. On the Oil Price Uncertainty
    The Energy Journal, 2019, Volume 40, (Special Issue) View citations (3)
24. On the relationship between energy returns and trading volume: a multifractal analysis
    Applied Economics, 2019, 51, (29), 3122-3136 View citations (4)
25. Portfolio diversification with virtual currency: Evidence from bitcoin
    International Review of Financial Analysis, 2019, 63, (C), 431-437 View citations (260)

2018

26. An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets
    Journal of Economic Dynamics and Control, 2018, 91, (C), 469-484 View citations (16)
27. Assessing the Effect of Trade Openness on Health in the MENA Region: a Panel Data Analysis
    Open Economies Review, 2018, 29, (2), 469-479 View citations (6)
28. Ciblage d'inflation et performance macroéconomique: Nouvelle approche, nouvelle réponse
    L'Actualité Economique, 2018, 94, (4), 481-505
29. Does audit quality affect firms’ investment efficiency?
    Journal of the Operational Research Society, 2018, 69, (10), 1688-1699 View citations (4)
30. Threshold effect in the relationship between investor sentiment and stock market returns: a PSTR specification
    Applied Economics, 2018, 50, (5), 559-573 View citations (10)
31. What Can We Learn About the Real Exchange Rate Behavior in the Case of a Peripheral Country?
    Journal of Quantitative Economics, 2018, 16, (3), 681-707 View citations (1)

2017

32. Assessing efficiency and investment opportunities in commodities: A time series and portfolio simulations approach
    Economic Modelling, 2017, 64, (C), 567-588 View citations (8)
33. Bank-to-bank lending channel and the transmission of bank liquidity shocks: Evidence from France
    Research in International Business and Finance, 2017, 39, (PB), 940-950 View citations (5)
34. Commodity price cycles and financial pressures in African commodities exporters
    Emerging Markets Review, 2017, 30, (C), 215-231 View citations (13)
35. Modelling the relationship between future energy intraday volatility and trading volume with wavelet
    Applied Economics, 2017, 49, (20), 1981-1993 View citations (6)
36. Stock return predictability in emerging markets: Does the choice of predictors and models matter across countries?
    Research in International Business and Finance, 2017, 42, (C), 39-60 View citations (3)
37. Time-inconsistency and expansionary business cycle theories: What does matter for the central bank independence–inflation relationship?
    Economic Modelling, 2017, 67, (C), 215-227 View citations (8)
    See also Working Paper Time-inconsistency and expansionary business cycle theories: What does matter for the central bank independence–inflation relationship?, Post-Print (2017) View citations (7) (2017)
38. Uncertainty and the United States’ election effect on the economy: some thoughts and empirical illustrations
    Applied Economics Letters, 2017, 24, (20), 1472-1475 View citations (2)

2016

39. Liquidity, liquidity risk, and information flow: Lessons from an emerging market
    Research in International Business and Finance, 2016, 37, (C), 28-48 View citations (4)
40. Neoclassical finance, behavioral finance and noise traders: Assessment of gold–oil markets
    Finance Research Letters, 2016, 17, (C), 33-40 View citations (16)
41. Oil price and stock market co-movement: What can we learn from time-scale approaches?
    International Review of Financial Analysis, 2016, 46, (C), 266-280 View citations (40)
42. What can we learn about commodity and credit cycles? Evidence from African commodity-exporting countries
    Energy Economics, 2016, 60, (C), 313-324 View citations (10)

2015

43. Credit risk determinants: Evidence from a cross-country study
    Research in International Business and Finance, 2015, 33, (C), 1-16 View citations (92)
44. Modelling inflation shifts and persistence in Tunisia: perspectives from an evolutionary spectral approach
    Applied Economics, 2015, 47, (57), 6200-6210 View citations (3)
45. Tests of Financial Market Contagion: Evolutionary Cospectral Analysis Versus Wavelet Analysis
    Computational Economics, 2015, 46, (4), 575-611 View citations (15)
46. What can we learn about Islamic banks efficiency under the subprime crisis? Evidence from GCC Region
    Pacific-Basin Finance Journal, 2015, 33, (C), 81-92 View citations (32)

2014

47. Effects of monetary policy on the REIT returns: Evidence from the United Kingdom
    Research in International Business and Finance, 2014, 32, (C), 15-26 View citations (6)
48. Oil price and financial markets: Multivariate dynamic frequency analysis
    Energy Policy, 2014, 73, (C), 245-258 View citations (69)
49. The price stability under inflation targeting regime: An analysis with a new intermediate approach
    Economic Modelling, 2014, 38, (C), 23-32 View citations (21)
    See also Working Paper The Price Stability Under Inflation Targeting Regime: An Analysis With a New Intermediate Approach, Working Papers (2014) View citations (21) (2014)

2012

50. Real estate markets and the macroeconomy: A dynamic coherence framework
    Economic Modelling, 2012, 29, (5), 1820-1829 View citations (44)
    See also Working Paper Real estate markets and the macroeconomy: A dynamic coherence framework, Post-Print (2012) View citations (40) (2012)

2011

51. The relevance of the inflation targeting policy: a new analysis approach of the evolutionary spectral analysis
    Economics Bulletin, 2011, 31, (4), A51

2010

52. The macroeconomic performance of the inflation targeting policy: An approach based on the evolutionary co-spectral analysis (extension for the case of a multivariate process)
    Economic Modelling, 2010, 27, (1), 468-476 View citations (25)

Edited books

2021

1. Financial and Economic Systems:Transformations and New Challenges
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd.