Details about Zakaria Moussa

Access statistics for papers by Zakaria Moussa.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pmo609

Working Papers

2018

1. Factors behind the Freight Rates in the Liner Shipping Industry
   Working Papers, HAL View citations (2)

2016

2. How big is the comeback? Japanese exchange rate pass-through assessed by Time-Varying FAVAR
   Working Papers, HAL View citations (3)

2014

3. Commodity returns co-movements: Fundamentals or "style" effect?
   Working Papers, HAL View citations (1)
   See also Journal Article Commodity returns co-movements: Fundamentals or “style” effect?, Journal of International Money and Finance, Elsevier (2016) View citations (13) (2016)
4. The sensitivity of Fama-French factors to economic uncertainty
   Working Papers, HAL

2010

5. Quantitative Easing, Credibility and the Time-Varying Dynamics of the Term Structure of Interest rate in Japan
   Working Papers, HAL
   See also Journal Article Quantitative easing, credibility and the time-varying dynamics of the term structure of interest rate in Japan, Journal of International Financial Markets, Institutions and Money, Elsevier (2013) View citations (6) (2013)
6. Quantitative easing works: Lessons from the unique experience in Japan 2001-2006
   Working Papers, HAL View citations (3)
   See also Journal Article Quantitative easing works: Lessons from the unique experience in Japan 2001â2006, Journal of International Financial Markets, Institutions and Money, Elsevier (2011) View citations (19) (2011)
7. The Japanese Quantitative Easing Policy under Scrutiny: A Time-Varying Parameter Factor-Augmented VAR Model
   MPRA Paper, University Library of Munich, Germany View citations (2)

Journal Articles

2016

1. Commodity returns co-movements: Fundamentals or “style” effect?
   Journal of International Money and Finance, 2016, 68, (C), 130-160 View citations (13)
   See also Working Paper Commodity returns co-movements: Fundamentals or "style" effect?, Working Papers (2014) View citations (1) (2014)

2013

2. Quantitative easing, credibility and the time-varying dynamics of the term structure of interest rate in Japan
   Journal of International Financial Markets, Institutions and Money, 2013, 25, (C), 181-201 View citations (6)
   See also Working Paper Quantitative Easing, Credibility and the Time-Varying Dynamics of the Term Structure of Interest rate in Japan, Working Papers (2010) (2010)

2011

3. Quantitative easing works: Lessons from the unique experience in Japan 2001â2006
   Journal of International Financial Markets, Institutions and Money, 2011, 21, (4), 461-495 View citations (19)
   See also Working Paper Quantitative easing works: Lessons from the unique experience in Japan 2001-2006, Working Papers (2010) View citations (3) (2010)