Details about Rachida HENNANI

Access statistics for papers by Rachida HENNANI.

Last updated 2022-04-30. Update your information in the RePEc Author Service.

Short-id: phe537

Working Papers

2019

1. Characterizing the Luxembourg financial cycle: Alternatives to statistical filters
   BCL working papers, Central Bank of Luxembourg

2017

2. U.S. MONETARY POLICY, COMMODITY PRICES AND THE FINANCIALIZATION HYPOTHESIS
   Post-Print, HAL
   See also Journal Article U.S. MONETARY POLICY, COMMODITY PRICES AND THE FINANCIALIZATION HYPOTHESIS, Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration (2017) (2017)

2015

3. Can the Lasota(1977)’s model compete with the Mackey-Glass(1977)’s model in nonlinear modelling of financial time series?
   Working Papers, LAMETA, Universtiy of Montpellier
4. De Bâle I à Bâle III: les principales avancées des accords prudentiels pour un système financier plus résilient
   Studies and Syntheses, LAMETA, Universtiy of Montpellier View citations (1)

2014

5. La crise des dettes souveraines: contagions ou interdépendances des principaux indices de la zone euro?
   Working Papers, LAMETA, Universtiy of Montpellier View citations (1)

2012

6. Value-at-Risk stressée chaotique d’un portefeuille bancaire
   Working Papers, LAMETA, Universtiy of Montpellier

2011

7. Etude de la performance d’une Value-at-Risk chaotique pour l’indice CAC 40
   Working Papers, LAMETA, Universtiy of Montpellier View citations (1)

Journal Articles

2017

1. Analyse des interdépendances non linéaires des principaux marchés boursiers de la zone euro
   Revue d'économie politique, 2017, 127, (1), 47-70
2. U.S. MONETARY POLICY, COMMODITY PRICES AND THE FINANCIALIZATION HYPOTHESIS
   Review of Economic and Business Studies, 2017, (20), 53-77
   See also Working Paper U.S. MONETARY POLICY, COMMODITY PRICES AND THE FINANCIALIZATION HYPOTHESIS, Post-Print (2017) (2017)

2016

3. L'évolution des Accords de Bâle: d'une approche microprudentielle à un cadre macroprudentiel
   L'Actualité Economique, 2016, 92, (3), 595-617 View citations (1)

2015

4. Contributions of a noisy chaotic model to the stressed Value-at-Risk
   Economics Bulletin, 2015, 35, (2), 1262-1273

Chapters

2013

1. Hedge Funds Risk Measurement in the Presence of Persistence Phenomena
   Palgrave Macmillan