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Details about Khaled Guesmi

Homepage:https://sites.google.com/site/khhguesmi2017/home
Postal address:186 BD St Germain 75006
Workplace:Institut de Préparation à l'Administration et à la Gestion (IPAG) (IPAG Business School), (more information at EDIRC)

Access statistics for papers by Khaled Guesmi.

Last updated 2018-02-08. Update your information in the RePEc Author Service.

Short-id: pgu524


Jump to Journal Articles

Working Papers

2017

  1. Financial integration and Japanese stock market
    Working Papers, HAL
    Also in MPRA Paper, University Library of Munich, Germany (2015) Downloads
  2. 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
    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 (8)
    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 (42)
    Also in Post-Print, HAL (2014) View citations (4)
    Post-Print, HAL (2014) View citations (11)

    See also Journal Article in Energy Policy (2014)
  10. Oil price and financial markets in the main OPEC countries
    Post-Print, HAL View citations (3)
  11. Oil price impact on financial markets
    Working Papers, Department of Research, Ipag Business School Downloads View citations (21)
  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 (3)
    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 (1)
    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 (6)
    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
    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
    Post-Print, HAL View citations (2)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2013) Downloads View citations (3)
    Working Papers, HAL (2013) Downloads View citations (4)
  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 (37)
    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

2017

  1. ASEAN Plus Three Stock Markets Integration
    Journal of Quantitative Economics, 2017, 15, (3), 565-581 Downloads
  2. Commodity price cycles and financial pressures in African commodities exporters
    Emerging Markets Review, 2017, 30, (C), 215-231 Downloads View citations (1)

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
  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 (1)
  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 (11)
  5. On the Influence of Oil Prices on Financial Variables
    Economics Bulletin, 2016, 36, (4), 2261-2274 Downloads
  6. 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 (3)

2015

  1. International CAPM and Oil Price: Evidence from Selected OPEC Countries
    Bankers, Markets & Investors, 2015, (136-137), 64-78 Downloads
    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 (1)
    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 (4)
  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 (22)
    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 (42)
    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 (7)
    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 (52)
  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 (11)
    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 (18)
    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 (6)

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 (4)
    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 (25)
    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)
 
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