Details about Wajih Khallouli

Access statistics for papers by Wajih Khallouli.

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Short-id: pkh158

Working Papers

2012

1. Testing for “contagion” of the subprime crisis on the Middle East and North African stock markets: A Markov Switching EGARCH approach
   Post-Print, HAL View citations (9)
   Also in Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon (2010)
   Post-Print, HAL (2010)
   See also Journal Article Testing for “Contagion” of the Subprime Crisis on the Middle East and North African Stock Markets: A Markov Switching EGARCH Approach, Journal of Economic Integration, Center for Economic Integration, Sejong University (2012) View citations (10) (2012)

2010

2. Financial Crises’ Prevention and Recovery
   Working Papers, Economic Research Forum

2009

3. The Asian Crisis Contagion: A Dynamic Correlation Approach Analysis
   Post-Print, HAL View citations (16)
   Also in Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon (2007) View citations (4)
   Post-Print, HAL (2004) View citations (2)

2008

4. La contagion liée au changement des anticipations: évidence de la crise coréenne
   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)
5. Shift-Contagion in Middle East and North Africa Stock Markets
   Working Papers, Economic Research Forum

2006

6. La contagion de la crise asiatique: dynamiques de court terme et de long terme
   Post-Print, HAL View citations (6)
   See also Journal Article La contagion de la crise asiatique: dynamiques de court terme et de long terme, Economie Internationale, CEPII research center (2006) View citations (7) (2006)
7. Les déterminants des crises financières récentes des pays émergents
   Post-Print, HAL
   See also Journal Article Les déterminants des crises financières récentes des pays émergents*, L'Actualité Economique, Société Canadienne de Science Economique (2006) (2006)

Journal Articles

2015

1. Does the Euro affect the dynamic relation between stock market liquidity and the business cycle?
   Emerging Markets Review, 2015, 25, (C), 125-153 View citations (10)

2013

2. Banking soundness and financial crises' predictability: a case study of Turkey
   International Economics, 2013, (135-136), 62-78 View citations (5)
3. FONDAMENTAUX, CONTAGION ET DYNAMIQUE DES ANTICIPATIONS:UNE EVALUATION A PARTIR DE LA CRISE FINANCIERE COREENNE
   Brussels Economic Review, 2013, 56, (2), 175-189

2012

4. Testing for “Contagion” of the Subprime Crisis on the Middle East and North African Stock Markets: A Markov Switching EGARCH Approach
   Journal of Economic Integration, 2012, 27, 134-166 View citations (10)
   See also Working Paper Testing for “contagion” of the subprime crisis on the Middle East and North African stock markets: A Markov Switching EGARCH approach, Post-Print (2012) View citations (9) (2012)

2006

5. La contagion de la crise asiatique: dynamiques de court terme et de long terme
   Economie Internationale, 2006, (105), 113-134 View citations (7)
   See also Working Paper La contagion de la crise asiatique: dynamiques de court terme et de long terme, Post-Print (2006) View citations (6) (2006)
6. Les déterminants des crises financières récentes des pays émergents*
   L'Actualité Economique, 2006, 82, (3), 341-376
   See also Working Paper Les déterminants des crises financières récentes des pays émergents, Post-Print (2006) (2006)