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Details about Khaled Guesmi

Homepage:https://sites.google.com/site/khhguesmi2017/home
Postal address:59 Rue Nationale 75013 Paris, France
Workplace:Paris School of Business (PSB), Groupe Paris Graduate School of Management, (more information at EDIRC)

Access statistics for papers by Khaled Guesmi.

Last updated 2020-05-20. Update your information in the RePEc Author Service.

Short-id: pgu524


Jump to Journal Articles

Working Papers

2020

  1. Risk Factors and Contagion in Commodity Markets and Stocks Markets
    Post-Print, HAL

2019

  1. Banking Crises in Developing Countries-What Crucial Role of Exchange Rate Stability and External Liabilities?
    Working Papers, HAL Downloads
    Also in Post-Print, HAL (2018) View citations (3)

    See also Journal Article in Finance Research Letters (2019)
  2. Climate finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints
    Working Papers, HAL Downloads
  3. Commodities risk premia and regional integration in gas-exporting countries
    Post-Print, HAL View citations (1)
    See also Journal Article in Energy Economics (2019)
  4. Contagion and bond pricing: The case of the ASEAN region
    Post-Print, HAL
    See also Journal Article in Research in International Business and Finance (2019)
  5. DOES FINANCIAL GLOBALIZATION STILL SPUR GROWTH IN DEVELOPING COUNTRIES? CONSIDERING EXCHANGE RATE VOLATILITY
    Working Papers, HAL Downloads
  6. DOES FINANCIAL GLOBALIZATION STILL SPUR GROWTH IN EMERGING AND DEVELOPING COUNTRIES? CONSIDERING EXCHANGE RATE VOLATILITY'S EFFECTS
    Working Papers, HAL Downloads
  7. FDI, banking crises and growth: direct and spill over effects
    Working Papers, HAL Downloads View citations (2)
    Also in Working Papers, HAL (2019) Downloads
    Post-Print, HAL (2019) View citations (2)
    Papers, arXiv.org (2019) Downloads
  8. Hedging and diversification across commodity assets
    Post-Print, HAL
    See also Journal Article in Applied Economics (2020)
  9. Media attention and Bitcoin prices
    Post-Print, HAL View citations (1)
    See also Journal Article in Finance Research Letters (2019)
  10. On the Bitcoin price dynamics: an augmented Markov-Switching model with Lévy jumps
    Working Papers, HAL Downloads
  11. Optimal strategy between extraction and storage of crude oil
    Post-Print, HAL View citations (1)
    Also in Post-Print, HAL (2018)
    Post-Print, HAL (2018) View citations (1)

    See also Journal Article in Annals of Operations Research (2019)
  12. Potential benefits of optimal intra-day electricity hedging for the environment: the perspective of electricity retailers
    Working Papers, HAL Downloads
    See also Journal Article in Energy Policy (2019)
  13. Public attention to environmental issues and stock market returns
    MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) Downloads View citations (1)
  14. Study of the dynamic of Bitcoin's price
    Working Papers, HAL Downloads
  15. What Interactions between Financial Globalization and Instability?-Growth in Developing Countries
    Post-Print, HAL View citations (5)
    See also Journal Article in Journal of International Development (2019)

2018

  1. Oil Price Risk and Financial Contagion
    Post-Print, HAL View citations (2)
  2. On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting
    Post-Print, HAL View citations (3)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2018)
  3. On the study of conditional dependence structure between oil, gold and USD exchange rates
    Post-Print, HAL View citations (4)
    See also Journal Article in International Review of Financial Analysis (2018)
  4. The Asymmetric Responses of Stock Markets
    Post-Print, HAL View citations (1)
    See also Journal Article in Journal of Economic Integration (2018)

2017

  1. Banking stability in the MENA region during the global financial crisis and the European sovereign debt debacle
    Post-Print, HAL
    See also Journal Article in Journal of Risk Finance (2017)
  2. Financial integration and Japanese stock market
    Working Papers, HAL
    Also in MPRA Paper, University Library of Munich, Germany (2015) Downloads
  3. The regional pricing of risk: An empirical investigation of the MENA equity determinants
    Working Papers, HAL Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2015) Downloads

2015

  1. International CAPM and Oil Price: Evidence from Selected OPEC Countries
    Post-Print, HAL View citations (2)
    See also Journal Article in Bankers, Markets & Investors (2015)
  2. Modeling inflation shifts and persistence in Tunisia: Perspectives from an evolutionary spectral approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    Also in Working Papers, Department of Research, Ipag Business School (2014) Downloads View citations (3)

    See also Journal Article in Applied Economics (2015)
  3. Volatility spillovers and macroeconomic announcements: evidence from crude oil markets
    Post-Print, HAL
    Also in Working Papers, Department of Research, Ipag Business School (2014) Downloads

    See also Journal Article in Applied Economics (2015)

2014

  1. Are hedge funds uncorrelated with financial markets? An empirical assessment
    Working Papers, Department of Research, Ipag Business School Downloads View citations (3)
  2. Australia’s integration into the ASEAN- 5 Region
    Working Papers, Department of Research, Ipag Business School Downloads
  3. Commodity Price Correlation and Time varying Hedge Ratios
    Working Papers, Department of Research, Ipag Business School Downloads View citations (20)
  4. Determinants of Foreign Direct Investments in the South Asian Association for Regional Cooperation
    Working Papers, Department of Research, Ipag Business School Downloads View citations (3)
  5. Integration versus segmentation in Middle East North Africa equity market: Time variations and currency risk
    Working Papers, Department of Research, Ipag Business School Downloads View citations (10)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2014)
  6. Is there a difference between domestic and foreign risk premium? The case of China Stock Market
    Working Papers, Department of Research, Ipag Business School Downloads
  7. L’intégration intra-régionale des marchés boursiers de l’Europe du sudest: une analyse multivariée
    Working Papers, Department of Research, Ipag Business School Downloads View citations (5)
  8. Measuring contagion effects between crude oil and OECD stock markets
    Working Papers, Department of Research, Ipag Business School Downloads View citations (4)
  9. Oil Price and Financial Markets: Multivariate Dynamic Frequency Analysis
    Working Papers, Department of Research, Ipag Business School Downloads View citations (50)
    Also in Post-Print, HAL (2014) View citations (19)
    Post-Print, HAL (2014) View citations (12)

    See also Journal Article in Energy Policy (2014)
  10. Oil price and financial markets in the main OPEC countries
    Post-Print, HAL View citations (6)
  11. Oil price impact on financial markets
    Working Papers, Department of Research, Ipag Business School Downloads View citations (22)
  12. On the determinants of equity international risk premium: Are emerging zones different ?
    Working Papers, Department of Research, Ipag Business School Downloads View citations (2)
    Also in Post-Print, HAL (2013)

    See also Journal Article in Economics Bulletin (2013)
  13. Regional Stock Market Integration of Singapore: A Multivariate Analysis
    Post-Print, HAL View citations (4)
    See also Journal Article in Economic Modelling (2014)
  14. Robust Portfolio Protection: A Scenarios-Based Approach
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads View citations (5)
    See also Journal Article in Bankers, Markets & Investors (2015)
  15. Stock Market Integration and Risk Premium: Empirical Evidence for Emerging Economies of South Asia
    Post-Print, HAL View citations (3)
    See also Journal Article in Economic Modelling (2014)
  16. Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis
    Working Papers, Department of Research, Ipag Business School Downloads View citations (1)
  17. The Evolution of Risk Premium as a Measure for Intra-regional Equity Market Integration
    Working Papers, Department of Research, Ipag Business School Downloads View citations (8)
    See also Journal Article in International Review of Financial Analysis (2014)
  18. The Evolution of Risk Premiums in Emerging Stock Markets: The Case of Latin America and Asia Region
    Working Papers, Department of Research, Ipag Business School Downloads View citations (8)
  19. The crisis of the sovereign debts in the Eurozone: an overview
    Working Papers, Department of Research, Ipag Business School Downloads View citations (1)
  20. The determinants of regional stock market integration in Middle East: A Conditional ICAPM Approach
    Working Papers, Department of Research, Ipag Business School Downloads View citations (5)
    See also Journal Article in International Economics (2014)

2013

  1. Does Bayesian Shrinkage Help to Better Reflect What Happened During the Subprime Crisis?
    Post-Print, HAL View citations (1)
    Also in Post-Print, HAL (2012)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2012) Downloads

    See also Journal Article in Economic Modelling (2013)
  2. Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads View citations (3)
    Also in Working Papers, HAL (2013) Downloads View citations (4)
    Post-Print, HAL (2013) View citations (2)
  3. Regional Equity Risk Premium Convergence: The case of Japan
    Working Papers, Department of Research, Ipag Business School Downloads
  4. Regional integration of stock markets in Southeast Europe
    Working Papers, Department of Research, Ipag Business School Downloads View citations (1)
  5. Sudden Changes in Volatility in European Stock Markets
    Working Papers, Department of Research, Ipag Business School Downloads View citations (1)

2012

  1. Stock Market Liberalization. Integration and Risk in Emerging Economies of Middle East – An ICAPM Approach
    Post-Print, HAL

2011

  1. Contagion effect of financial crisis on OECD stock markets
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (4)
  2. How strong is the global integration of emerging market regions? An empirical assessment
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads View citations (42)
    See also Journal Article in Economic Modelling (2011)

2009

  1. Évaluation de la prime de risque de change dans un contexte régional: une analyse multi-variée du MEDAFI
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads

Journal Articles

2020

  1. Does Financial inclusion affect the African banking stability?
    Economics Bulletin, 2020, 40, (1), 863-879 Downloads
  2. Does financial globalization still spur growth in emerging and developing countries? Considering exchange rates
    Research in International Business and Finance, 2020, 52, (C) Downloads
  3. Hedging and diversification across commodity assets
    Applied Economics, 2020, 52, (23), 2472-2492 Downloads
    See also Working Paper (2019)
  4. Hedging strategy for financial variables and commodities
    Economics Bulletin, 2020, 40, (2), 1368-1379 Downloads

2019

  1. Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities?
    Finance Research Letters, 2019, 31, (C) Downloads
    See also Working Paper (2019)
  2. Commodities risk premia and regional integration in gas-exporting countries
    Energy Economics, 2019, 80, (C), 267-276 Downloads View citations (1)
    See also Working Paper (2019)
  3. Contagion and bond pricing: The case of the ASEAN region
    Research in International Business and Finance, 2019, 47, (C), 371-385 Downloads
    See also Working Paper (2019)
  4. Financial development and energy consumption: Is the MENA region different?
    Energy Policy, 2019, 135, (C) Downloads View citations (1)
  5. Media attention and Bitcoin prices
    Finance Research Letters, 2019, 30, (C), 37-43 Downloads View citations (1)
    See also Working Paper (2019)
  6. On the Instability of Tunisian Money Demand: Some Empirical Issues with Structural Breaks
    Journal of Quantitative Economics, 2019, 17, (1), 153-165 Downloads
  7. On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model
    Energy Economics, 2019, 80, (C), 876-889 Downloads View citations (2)
  8. Optimal strategy between extraction and storage of crude oil
    Annals of Operations Research, 2019, 281, (1), 3-26 Downloads
    See also Working Paper (2019)
  9. Portfolio diversification with virtual currency: Evidence from bitcoin
    International Review of Financial Analysis, 2019, 63, (C), 431-437 Downloads View citations (20)
  10. Potential benefits of optimal intra-day electricity hedging for the environment: The perspective of electricity retailers
    Energy Policy, 2019, 132, (C), 1120-1129 Downloads
    See also Working Paper (2019)
  11. Transmission of shocks and contagion from U.S. to MENA equity markets: The role of oil and gas markets
    Energy Policy, 2019, 134, (C) Downloads
  12. What Interactions between Financial Globalization and Instability?—Growth in Developing Countries
    Journal of International Development, 2019, 31, (1), 39-79 Downloads View citations (5)
    See also Working Paper (2019)

2018

  1. 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 Downloads View citations (3)
    See also Working Paper (2018)
  2. On the study of conditional dependence structure between oil, gold and USD exchange rates
    International Review of Financial Analysis, 2018, 59, (C), 134-146 Downloads View citations (4)
    See also Working Paper (2018)
  3. The Asymmetric Responses of Stock Markets
    Journal of Economic Integration, 2018, 33, (1), 1096-1140 View citations (1)
    See also Working Paper (2018)
  4. The regional pricing of risk: An empirical investigation of the MENA Region
    Economics Bulletin, 2018, 38, (2), 751-760 Downloads

2017

  1. ASEAN Plus Three Stock Markets Integration
    Journal of Quantitative Economics, 2017, 15, (3), 565-581 Downloads View citations (1)
  2. Banking stability in the MENA region during the global financial crisis and the European sovereign debt debacle
    Journal of Risk Finance, 2017, 18, (4), 381-397 Downloads
    See also Working Paper (2017)
  3. Commodity price cycles and financial pressures in African commodities exporters
    Emerging Markets Review, 2017, 30, (C), 215-231 Downloads View citations (2)
  4. The role of banks in the governance of non-financial firms: Evidence from Europe
    Research in International Business and Finance, 2017, 42, (C), 285-294 Downloads
    Also in Research in International Business and Finance, 2017, 42, (C), 784-793 (2017) Downloads
  5. “De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets
    Energy Economics, 2017, 68, (C), 228-239 Downloads View citations (17)

2016

  1. Capital Account Liberalization, Financial Development and Economic Growth in Presence of Structural Breaks and Cross-Section Dependence
    Economics Bulletin, 2016, 36, (4), 2225-2236 Downloads View citations (1)
  2. Financial Integration and Japanese Stock market Performance
    Economics Bulletin, 2016, 36, (2), 1064-1070 Downloads View citations (1)
  3. From Oil to Stock Markets
    Journal of Economic Integration, 2016, 31, (1), 103-133 Downloads View citations (2)
  4. 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 Downloads View citations (14)
  5. On the Influence of Oil Prices on Financial Variables
    Economics Bulletin, 2016, 36, (4), 2261-2274 Downloads
  6. On the Time Varying Relationship between Oil Price and G7 Equity index: a Multivariate Approach
    European Journal of Comparative Economics, 2016, 13, (1), 67-79 Downloads
  7. What can we learn about commodity and credit cycles? Evidence from African commodity-exporting countries
    Energy Economics, 2016, 60, (C), 313-324 Downloads View citations (5)

2015

  1. International CAPM and Oil Price: Evidence from Selected OPEC Countries
    Bankers, Markets & Investors, 2015, (136-137), 64-78 Downloads View citations (2)
    See also Working Paper (2015)
  2. Modelling inflation shifts and persistence in Tunisia: perspectives from an evolutionary spectral approach
    Applied Economics, 2015, 47, (57), 6200-6210 Downloads View citations (2)
    See also Working Paper (2015)
  3. Robust Portfolio Protection: A Scenarios-based Approach
    Bankers, Markets & Investors, 2015, (138), 30-44 Downloads
    See also Working Paper (2014)
  4. Tests of Financial Market Contagion: Evolutionary Cospectral Analysis Versus Wavelet Analysis
    Computational Economics, 2015, 46, (4), 575-611 Downloads View citations (7)
  5. Volatility spillovers and macroeconomic announcements: evidence from crude oil markets
    Applied Economics, 2015, 47, (28), 2974-2984 Downloads View citations (4)
    See also Working Paper (2015)

2014

  1. Integration versus segmentation in Middle East North Africa Equity Market: Time variations and currency risk
    Journal of International Financial Markets, Institutions and Money, 2014, 28, (C), 204-212 Downloads View citations (23)
    See also Working Paper (2014)
  2. Oil price and financial markets: Multivariate dynamic frequency analysis
    Energy Policy, 2014, 73, (C), 245-258 Downloads View citations (50)
    See also Working Paper (2014)
  3. Regional stock market integration in Singapore: A multivariate analysis
    Economic Modelling, 2014, 43, (C), 217-224 Downloads View citations (8)
    See also Working Paper (2014)
  4. Return and volatility transmission between oil prices and oil-exporting and oil-importing countries
    Economic Modelling, 2014, 38, (C), 305-310 Downloads View citations (72)
  5. Stock market integration and risk premium: Empirical evidence for emerging economies of South Asia
    Economic Modelling, 2014, 37, (C), 408-416 Downloads View citations (13)
    See also Working Paper (2014)
  6. The Relationship between Oil Price and OECD Stock Markets: A Multivariate Approach
    Economics Bulletin, 2014, 34, (1), 510-519 Downloads
  7. The determinants of regional stock market integration in middle east: A conditional ICAPM approach
    International Economics, 2014, (137), 22-31 Downloads View citations (6)
    See also Working Paper (2014)
  8. The evolution of risk premium as a measure for intra-regional equity market integration
    International Review of Financial Analysis, 2014, 35, (C), 13-19 Downloads View citations (20)
    See also Working Paper (2014)
  9. Time-varying regional integration of stock markets in Southeast Europe
    Applied Economics, 2014, 46, (11), 1279-1290 Downloads View citations (9)

2013

  1. Does Bayesian shrinkage help to better reflect what happened during the subprime crisis?
    Economic Modelling, 2013, 31, (C), 423-432 Downloads View citations (5)
    See also Working Paper (2013)
  2. Further evidence on the determinants of regional stock market integration in Latin America
    European Journal of Comparative Economics, 2013, 10, (3), 397-413 Downloads View citations (3)
  3. Greece’s Stock Market Integration with Southeast Europe
    Journal of Economic Integration, 2013, 28, 668-682 Downloads View citations (3)
  4. On the Determinants of Equity International Risk Premium: Are Emerging Zones Different?
    Economics Bulletin, 2013, 33, (1), 597-611 Downloads View citations (1)
    See also Working Paper (2014)

2011

  1. Are domestic Asian markets integrated with the regional one? An empirical assessment
    Economics Bulletin, 2011, 31, (1), A5 Downloads
  2. How strong is the global integration of emerging market regions? An empirical assessment
    Economic Modelling, 2011, 28, (6), 2517-2527 Downloads View citations (30)
    See also Working Paper (2011)
  3. Measuring stock market volatility in oecd economy
    Economics Bulletin, 2011, 31, (4), A58 Downloads
  4. Time varying regional integration in emerging stock market
    Economics Bulletin, 2011, 31, (2), 1082-1094 Downloads View citations (2)
  5. What Drives the Regional Integration of Emerging Stock Markets?
    Economics Bulletin, 2011, 31, (3), 2603-2619 Downloads View citations (3)
    Also in Economics Bulletin, 2011, 31, (2), A23 (2011) Downloads View citations (2)

Undated

  1. Les fonds souverains et le spectre des Etats rentiers: Le cas du Qatar
    IPAG Economics and Management Letters, 9 Downloads View citations (10)
  2. Overview of the 2nd International Symposium on Energy and Finance Issues: Part I
    IPAG Economics and Management Letters, 10 Downloads View citations (1)
 
Page updated 2020-08-07