Khaled Guesmi
Refereed Journal Articles
« Determinants Of Foreign Direct Investment In MENA Region: Panel Co-Integration Analysis » (joint with Ilyes Abid and Abdel Karim Jabri), Journal of Applied Business Research, vol. 29, n°4, 2013 (forthcoming).
« Does Bayesian Shrinkage Help to Better Reflect What Happened During the Subprime Crisis? » (joint with Ilyes Abid and Olfa Kaabia), Economic Modelling, vol. 31, pp. 423-432, 2013.
« Does Shift Contagion Exist Between OECD Stock Markets During The Financial Crisis » (joint with Olfa Kaabia and Irfan Akbar Kazi), Journal of Applied Business Research, vol. 29, n°2, pp. 469-484, 2013.
« Greece’s stock market integration into Southeast Europe » (joint with Ilyes Abid and Zied Ftiti), Journal of Economic Integration, 2013 (forthcoming).
« Integration in Middle East Stock Markets: Determinants, Effects and Evolutions » (joint with Mohamed El Hedi Arouri, Jean-Yves Moisseron and Frederic Teulon), Journal of Applied Business Research, 2013 (forthcoming).
« Jump Dynamics and Volatility Components for OECD Stock Returns » (joint with Farhan Akbar, Walid Chkili and Irfan Akbar Kazi), Journal of Applied Business Research, vol. 29, n°3, 2013 (forthcoming).
« On the Determinants of Equity International Risk Premium: Are Emerging Zones Differents? » (joint with Ilyes Abid, Mohamed El Hedi Arouri and Frederic Teulon), Economics Bulletin, vol. 33, n°1, pp. 597-611, 2013.
« Characterizing South-East Asian Stock Market Integration through Time », International Journal of Business, vol. 17, n°1, pp. 100-112, 2012.
« How strong is the global integration of emerging market regions? An empirical assessment » (joint with Nguyen Duc), Economic Modelling, vol. 28, n°6, pp. 2517-2527, 2011.
« Time varying regional integration in emerging stock market », Economics Bulletin, vol. 31, n°2, pp. 1082-1094, 2011.
« What Drives the Regional Integration of Emerging Stock Markets? », Economics Bulletin, vol. 31, n°3, pp. 2603-2619, 2011.
Refereed Journal Articles (french)
« L’intégration des marchés émergents : une analyse régionale » (joint with Nguyen Duc), Economie Appliquée, vol. 64, n°2, pp. 143-180, 2011.
Book chapters
« To what extent are emerging stock market returns driven by volatility spillover effects », in Emerging Markets and the Global Economy: A Handbook, edited by Mohamed Hedi Arouri, Duc Khuong Nguyen and Sabri Boubakri, Elsevier, 2013.
Conferences
Conferences with proceedings
« Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries » (joint with Anna Creti and Zied Ftiti) Proceedings of the 1st International Symposium on Finance and Energy Issues , Paris, 1er Mars, 2013
http://economix.fr/fr/activites/colloques/?id=166.
« Regional integration of stock markets in Southeast Europe » (joint with Duc Khuong Nguyen) Proceedings of the 7th International Finance Conference (IFC7), Paris, 7-8 March, 2013
http://ifc7.sciencesconf.org/.
« Does Bayesian Shrinkage Help to Better Reflect What Happened During the Subprime Crisis? » (joint with Ilyes Abid and Olfa Kaabia) Proceedings of the CEE Annual Conference, Istanbul, 17-18 December , 2012
http://www.cee.boun.edu.tr/index.php/2012-cee-annual-conference.
« Stock Market Liberalization. Integration and Risk in Emerging Economies of Middle East – An ICAPM Approach » (joint with Mohamed El Hedi Arouri) Actes de la conférence 3rd Conference, Innovations sociétales et entrepreneuriales, Gouvernance territoriale autour de la Méditerranée, Nice, July, 2012.
« Contagion effect on Financial Crisis on OCDE Stock Markets » (joint with Olfa Kaabia and Irfan Akbar Kazi) Proceedings of the International conference on Applied Financial Economics, Samos Island Greece, 30 JUIN, 2011.
« How strong is the global integration of emerging market regions? An empirical assessment » Proceedings of the 9th INFINITI Conference on International Finance , Dublin, 13-14 June, 2011.
« Évaluation de la prime de risque de change dans un contexte regional » Proceedings of the 1st International Symposium in Computational Economics and Finance, Sousse, February, 25-27, 2010, 2010
http://www.iscef.com.
« Evaluation de la prime de risque de change dans un contexte régional: une analyse multivariée du MEDAFI » Proceedings of the Développements récents de l’économétrie appliquée à la finance, Nanterre, 26 Novembre, 2009.
« Intégration régionale de marchés boursiers émergents : évaluation du prix de risque dans le MEDAFI » Proceedings of the Conférence Internationale de l’Association Française de Finance, AFFI 2009, Brest, May 13-14-15, 2009
http://www.affi2009-brest.com.
« Le processus de la dynamique d'intégration des marchés boursiers » Proceedings of the 5th International Finance Conference IFC5, Hammamet, March 12-13-14, 2009
http://www.ifc5.com/.
Conferences
« Does Bayesian Shrinkage Help to Better Reflect What Happened during the Subprime Crisis? » (joint with Ilyes Abid and Olfa Kaabia), 11ème Journée d'Économétrie Développements Récents de l'Econométrie Appliquée à la Finance, Paris, 21 Novembre, 2012
http://economix.fr/fr/activites/colloques/?id=154.
« Contagion Effect of Financial Crisis on OECD Stock Markets » (joint with Olfa Kaabia and Irfan Akbar Kazi), Journée d’Econométrie : développements récents de l’économétrie appliquée à la finance, Paris, 23 novembre , 2011.
« How strong is the global integration of emerging market regions? » (joint with Nguyen Duc), Journée d’Econométrie : développements récents de l’économétrie appliquée à la finance, Paris, 23 novembre 2011, 2011.
Working Papers
« Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries » (joint with Anna Creti and Zied Ftiti) EconomiX Working Paper, n°11, 2013
http://economix.fr/pdf/dt/2013/WP_EcoX_2013-11.pdf .
« Regional Equity Risk Premium Convergence: The case of Japan » (joint with Frederic Teulon) IPAG Business School WP Series, n°2013-06, 2013
http://www.ipag.fr/fileadmin/user_upload/mediatheque/recherche/WP/IPAG_WP_2013_06.pdf.
« Are Domestic Asian Markets integrated with the regional one? » SSRN Working Paper, n°1752963, 2011
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1752963.
« How strong is the global integration of emerging market regions? An empirical assessment » (joint with Nguyen Duc) EconomiX Working Paper, n°09, 2011
http://economix.fr/pdf/dt/2011/WP_EcoX_2011-09.pdf.
« Evaluation de la prime de risque de change dans un contexte régional: une analyse multivariée du MEDAFI » EconomiX Working Paper, n°45, 2009
http://economix.fr/pdf/dt/2009/WP_EcoX_2009-45.pdf.