Details about Benjamin Keddad

Access statistics for papers by Benjamin Keddad.

Last updated 2022-10-17. Update your information in the RePEc Author Service.

Short-id: pke196

Working Papers

2021

1. Exchange rate policy and external vulnerabilities in Sub-Saharan Africa: nominal, real or mixed targeting?
   PSE-Ecole d'économie de Paris (Postprint), HAL
   Also in Post-Print, HAL (2021)
   AMSE Working Papers, Aix-Marseille School of Economics, France (2018)
   Working Papers, HAL (2018)
   See also Journal Article Exchange rate policy and external vulnerabilities in Sub-Saharan Africa: nominal, real or mixed targeting?, Applied Economics, Taylor & Francis Journals (2021) (2021)

2019

2. Pegging or Floating? A Regime-Switching Perspective of Asian Exchange Rate Practices
   Discussion papers, Research Institute of Economy, Trade and Industry (RIETI)

2017

3. On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning
   Post-Print, HAL View citations (2)
   See also Journal Article On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning, Journal of International Financial Markets, Institutions and Money, Elsevier (2017) View citations (2) (2017)

2016

4. How do the Renminbi and other East Asian currencies co-move?
   MPRA Paper, University Library of Munich, Germany View citations (2)
   See also Journal Article How do the Renminbi and other East Asian currencies co-move?, Journal of International Money and Finance, Elsevier (2019) View citations (19) (2019)
5. Long-Run Comovements in East Asian Stock Market Volatility
   Post-Print, HAL View citations (4)
   See also Journal Article Long-Run Comovements in East Asian Stock Market Volatility, Open Economies Review, Springer (2016) View citations (4) (2016)
6. On the risk comovements between the crude oil market and U.S. dollar exchange rates
   Post-Print, HAL View citations (17)
   Also in AMSE Working Papers, Aix-Marseille School of Economics, France (2014) View citations (6)
   Working Papers, HAL (2014) View citations (24)
   Working Papers, Department of Research, Ipag Business School (2014) View citations (3)
   See also Journal Article On the risk comovements between the crude oil market and U.S. dollar exchange rates, Economic Modelling, Elsevier (2016) View citations (24) (2016)

2014

7. Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities
   Working Papers, Department of Research, Ipag Business School View citations (2)
   Also in AMSE Working Papers, Aix-Marseille School of Economics, France (2013)
   Working Papers, HAL (2013)
8. Business cycles synchronization in East Asia: A Markov-switching approach
   Post-Print, HAL View citations (12)
   Also in AMSE Working Papers, Aix-Marseille School of Economics, France (2013)
   Working Papers, HAL (2013)
   See also Journal Article Business cycles synchronization in East Asia: A Markov-switching approach, Economic Modelling, Elsevier (2014) View citations (18) (2014)
9. On the risk dependence between crude oil market and U.S. dollar exchange rates
   Post-Print, HAL
10. Shift-Volatility Transmission in East Asian Equity Markets
    AMSE Working Papers, Aix-Marseille School of Economics, France View citations (2)
    Also in Working Papers, HAL (2013)
11. Shift-volatility transmission in East Asian equity markets: new indicators
    Post-Print, HAL View citations (4)
12. Spillover effects of the 2008 global financial crisis on the volatility of the Indian equity markets: Coupling or uncoupling? A study on sector-based data
    Post-Print, HAL View citations (4)
    See also Journal Article Spillover effects of the 2008 global financial crisis on the volatility of the Indian equity markets: Coupling or uncoupling? A study on sector-based data, International Review of Financial Analysis, Elsevier (2014) View citations (4) (2014)

2013

13. Assessing Asian Exchange Rates Coordination under Regional Currency Basket System
    AMSE Working Papers, Aix-Marseille School of Economics, France View citations (1)
    Also in Working Papers, HAL (2013) View citations (1)
14. Exchange rate coordination in Asia under regional currency basket systems
    Post-Print, HAL View citations (4)
    See also Journal Article Exchange rate coordination in Asia under regional currency basket systems, Economics Bulletin, AccessEcon (2013) View citations (4) (2013)
15. South East Asian monetary integration: new evidences from fractional cointegration of RER
    Post-Print, HAL View citations (4)
16. Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates
    Post-Print, HAL View citations (11)
    Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2012) View citations (2)
    Working Papers, HAL (2012)
    AMSE Working Papers, Aix-Marseille School of Economics, France (2012)
    See also Journal Article Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates, Journal of International Financial Markets, Institutions and Money, Elsevier (2013) View citations (12) (2013)

2010

17. Financial spillovers from the US financial markets to the emerging markets during the subprime crisis: the example of Indian equity markets
    Post-Print, HAL
    Also in Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE) (2010)

Journal Articles

2022

1. The influence of the renminbi and its macroeconomic determinants: A new Chinese monetary order in Asia?
   Journal of International Financial Markets, Institutions and Money, 2022, 79, (C) View citations (1)

2021

2. Exchange rate policy and external vulnerabilities in Sub-Saharan Africa: nominal, real or mixed targeting?
   Applied Economics, 2021, 53, (3), 380-399
   See also Working Paper Exchange rate policy and external vulnerabilities in Sub-Saharan Africa: nominal, real or mixed targeting?, PSE-Ecole d'économie de Paris (Postprint) (2021) (2021)

2020

3. Evaluating sovereign risk spillovers on domestic banks during the European debt crisis
   Economic Modelling, 2020, 88, (C), 356-375 View citations (10)

2019

4. How do the Renminbi and other East Asian currencies co-move?
   Journal of International Money and Finance, 2019, 91, (C), 49-70 View citations (19)
   See also Working Paper How do the Renminbi and other East Asian currencies co-move?, MPRA Paper (2016) View citations (2) (2016)

2017

5. On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning
   Journal of International Financial Markets, Institutions and Money, 2017, 48, (C), 82-98 View citations (2)
   See also Working Paper On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning, Post-Print (2017) View citations (2) (2017)

2016

6. Long-Run Comovements in East Asian Stock Market Volatility
   Open Economies Review, 2016, 27, (5), 969-986 View citations (4)
   See also Working Paper Long-Run Comovements in East Asian Stock Market Volatility, Post-Print (2016) View citations (4) (2016)
7. On the risk comovements between the crude oil market and U.S. dollar exchange rates
   Economic Modelling, 2016, 52, (PA), 206-215 View citations (24)
   See also Working Paper On the risk comovements between the crude oil market and U.S. dollar exchange rates, Post-Print (2016) View citations (17) (2016)

2014

8. Business cycles synchronization in East Asia: A Markov-switching approach
   Economic Modelling, 2014, 42, (C), 186-197 View citations (18)
   See also Working Paper Business cycles synchronization in East Asia: A Markov-switching approach, Post-Print (2014) View citations (12) (2014)
9. Spillover effects of the 2008 global financial crisis on the volatility of the Indian equity markets: Coupling or uncoupling? A study on sector-based data
   International Review of Financial Analysis, 2014, 33, (C), 17-32 View citations (4)
   See also Working Paper Spillover effects of the 2008 global financial crisis on the volatility of the Indian equity markets: Coupling or uncoupling? A study on sector-based data, Post-Print (2014) View citations (4) (2014)

2013

10. Exchange rate coordination in Asia under regional currency basket systems
    Economics Bulletin, 2013, 33, (4), 2913-2929 View citations (4)
    See also Working Paper Exchange rate coordination in Asia under regional currency basket systems, Post-Print (2013) View citations (4) (2013)
11. Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates
    Journal of International Financial Markets, Institutions and Money, 2013, 26, (C), 394-412 View citations (12)
    See also Working Paper Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates, Post-Print (2013) View citations (11) (2013)

Chapters

2021

1. A Non-linear Approach to Measure the Dependencies Between Bitcoin and Other Commodity Markets
   Springer