Details about Nadia Sghaier

Access statistics for papers by Nadia Sghaier.

Last updated 2014-07-26. Update your information in the RePEc Author Service.

Short-id: psg9

Working Papers

2014

1. How Do the Interest Rate and the Inflation Rate Affect the Non-Life Insurance Premiums ?
   Working Papers, Department of Research, Ipag Business School View citations (15)
2. Modelling Return and Volatility of Oil Price using Dual Long Memory Models
   Working Papers, Department of Research, Ipag Business School View citations (26)
3. On the dynamic dependence between US and other developed stock markets: An extreme-value time-varying copula approach
   Working Papers, Department of Research, Ipag Business School View citations (13)
4. Wavelet based Estimation of Time- Varying Long Memory Model with Nonlinear Fractional Integration Parameter
   Working Papers, Department of Research, Ipag Business School View citations (9)

2008

5. Les cycles de souscription de l’assurance non vie en France
   EconomiX Working Papers, University of Paris Nanterre, EconomiX View citations (4)

Journal Articles

2013

1. Portfolio optimization in the presence of dependent financial returns with long memory: A copula based approach
   Journal of Banking & Finance, 2013, 37, (2), 361-377 View citations (64)

2009

2. Nonlinear Cointegration Relationships Between Non‐Life Insurance Premiums and Financial Markets
   Journal of Risk & Insurance, 2009, 76, (3), 753-783 View citations (19)

Undated

3. Les fonds souverains et le spectre des Etats rentiers: Le cas du Qatar
   IPAG Economics and Management Letters, 9 View citations (12)
4. Overview of the 2nd International Symposium on Energy and Finance Issues: Part I
   IPAG Economics and Management Letters, 10 View citations (1)