المنشورات العلمية
Scientific Publication
- Do structural breaks affect portfolio designs and hedging strategies? international evidence from stock-commodity markets linkages”. With Dr. D. Hajali. international journal of economics and financial issues. 2016, V6(1), pp. 252-270. Editor Scopus
“Financial market interdependencies: a quantile regression analysis of volatility spillover”. With Dr. Aymen Ben Rejeb, Research in international businesso“ and Finance , editor Elsevier. Forthcoming 2016, V(36), pp. 140-157
o Return dynamics and volatility spillovers between FOREX and Stock markets in MENA countries: What to remember for portfolio choice? With Dr. Aymen Ben Rejeb, International Journal of Management and Economics, No. 46, April–June 2015, pp. 72–100.
o ''Equity home bias between macro-finance interface and risk-factor interference'', with P. Ezzeddine Abaoub. Journal of Applied Research in finance, Volume III, Issue 2(6), Winter 2011, pp. 147-161, 2011;
o “On the determinants of international financial integration in the global business area”, with P. Ezzeddine Abaoub. Journal of Applied Economic Sciences, Volume V, issue 3 (13), pp. 153-172, 2010 ;
o “The determinants of systematic risk: international evidence from the macro-finance interface”, with P. Ezzeddine Abaoub. Journal of Advanced Studies in Finance, Vol. I, issue 2 (2) pp. 121-143, 2010;
o “Macroeconomic fundamentals and stock return dynamics: international evidence from the global finance area”, with P. Ezzeddine Abaoub and Hammadi Sliti. Theoretical and Practical Research in Economic Fields, Vol. I, issue 2 (2), pp. 122-146, 2010.