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Khaled Guesmi

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Professor of Finance

IPAG Business School


184 Boulevard Saint-Germain, 75006 Paris, France


Email:Khaled.guesmi@ipag.fr


Homepage:http://economix.fr/fr/membres/index.php?id=277

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Associate Researcher in Finance


EconomiX (UMR CNRS 7235)

University Paris West La Défense

200 avenue de la République 92001 Nanterre Cedex

 

EDUCATION

  • PhD. Finance, University of Paris West La Défense, 2011- Thesis title: Dynamics of Emerging Stock Markets Integration. Very Honorable with Jury's Congratulations.
  • MSc in Macroeconomics and quantitative analysis, University of Paris West La Défense, 2005
  • Graduate studies University of Paris 1 Panthéon-Sorbonne  - Money and Finance, 2004

PROFESSIONAL EXPERIENCE

Apr. 2012 – present: Professor of Finance IPAG Business School

Sept. 2012 – present: Associate Researcher – EconomiX (UMR CNRS 7235) University Paris West La Défense

Sept. 2007 – Dec. 2011: Lecturer of Economics Finance, University Paris West

Sept. 2007 – Sept 2008: Financial Analyst in Caisse de Dépôts et Consignation, department of risk control                   

Sept. 2005 – Aug. 2007: Lecturer of Economics & Finance, University Paris West  

Sept. 2003 – Sept. 2006: Research Manager in UNESCO, Paris

Jan. 2001-Sept. 2003: Quality controller in General Electric Money Bank, Paris

           Other positions and fellowships

PUBLICATIONS- 2014

  • « Motivations et enjeux de l’essaimage dans les grands groupes français » (en collaboration avec Salma Fattoum et Sophie Vallet), La Revue des Sciences de Gestion, 2014 (à paraître).
  • « International CAPM and Regional Integration Factors: Evidence from Some European Emerging Countries » (Duc Khuong Nguyen), Applied Economicsvol. 46, n°11, pp. 1279-1290, 2014.
  • « Return and volatility transmission between oil prices and Oil-exporting and Oil-importing Countries Economic Modelling » (Salma Fattoum), Economic Modelling, vol. 38, pp. 305-310, 2014 .
  • « Integration versus Segmentation in Middle East North Africa Equity market: Time Variations and Currency Risk » (Jean-Yves Moisseron et Frederic Teulon), Journal of International Financial Markets, Institutions and Money, vol. 28, pp. 204-212, 2014.
  • « The determinants of regional stock market integration in Middle East: A Conditional ICAPM Approach » (en collaboration avec Frederic Teulon), International Economics, vol. 137, n°1, pp. 22-31, 2014
  • « Is there a difference between domestic and foreign risk premium? The case of China Stock Market » (Salma Fattoum), Journal of Applied Business Research, vol. 30, n°5, 2014 (à paraître).
  • « Stock Market Integration and Risk Premium: Empirical Evidence for Emerging Economies of South Asia » (Ilyes Abid et Olfa Kaabia), Economic Modelling, vol. 37, pp. 408-416, 2014.
  • « The Relationship between Oil Price and OECD Stock Markets: A Multivariate Approach » (en collaboration avec Salma Fattoum), Economics Bulletin, vol. 34, n°1, pp. 510-519, 2014.
  • « Does Bayesian Shrinkage Help to Better Reflect What Happened During the Subprime Crisis? » (Ilyes Abid et Olfa Kaabia), Economic Modelling, vol. 31, pp. 423-432, 2013.
  • « Further evidence on the determinants of regional stock market integration in Latin America » (Nguyen Duc et Frederic Teulon), European Journal of Comparative Economics, vol. 10, n°3, pp. 297-313, 2013.
  • « Greece’s stock market integration into Southeast Europe » (Ilyes Abid et Zied Ftiti), Journal of Economic Integration, 2013 (à paraître).
  • « Integration in Middle East Stock Markets: Determinants, Effects and Evolutions » (Mohamed El Hedi Arouri, Jean-Yves Moisseron et Frederic Teulon), Journal of Applied Business Research, vol. 29, n°3, pp. 1301-1316, 2013.
  • « Oil price and financial markets in the main OPEC countries » (Anna Creti et Zied Ftiti), Energy Studies Review, 2013 (à paraître).
  • « On the Determinants of Equity International Risk Premium: Are Emerging Zones Differents? » (Ilyes AbidMohamed El Hedi Arouri et 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» (en collaboration avec 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.
  • « L’intégration des marchés émergents : une analyse régionale » (en collaboration avec Nguyen Duc), Economie Appliquée, vol. 64, n°2, pp. 143-180, 2011.


Research areas 


  • International Finance

  • Energy Finance and Economics
  • Emerging and developed stock markets
  • Stock markets integration versus segmentation
  • Portfolio diversification
  • Analysis of Financial Markets


 

REFEREE POSITIONS

Journal of banking and Finance, Economics Bulletin, Journal of Energy Resources Technology, Economic Modelling, Applied Economics, Journal of Applied Business Research, International Economics, Macroeconomic Dynamics, Revue Economique, Quantitative Finance, Journal of Accounting and Taxation, Empirical Economics... 

PUBLICATIONS

 

Chapters in edited books

  • “Management Applications in Excel Visual Basic” (Sabine Bruaux), in Les Contraintes Temporelles: A Handbook, edited by Bruno-Laurent. Moschetto and Riva F, Economica, 2013 (forthcoming).
  • 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 (forthcoming).

Professional Articles

Le patrimoine immatériel dans les pays d’Afrique du Nord, Document de travail pour La Conférence Générale de l'Organisation des Nations Unies pour l'éducation, la Science et la Culture (UNESCO), Sept. 2007.

 

Conferences

  • « 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/.

 

Working Papers

 DATABASE

Exchange rate Data


 http://www.ers.usda.gov/Data/ExchangeRates/


Nationals Accounts Aggregates Database
 

http://unstats.un.org/unsd/snaama/selbasicFast.asp


European Central Bank

http://sdw.ecb.europa.eu/browseSelection.do?REF_AREA=308&node=2018775&FREQ=M&INSTRUMENT_FM=BB&DATASET=0


International Monetary Funds

http://www.imf.org/external/pubs/ft/weo/2007/02/weodata/index.aspx


UN Data 

http://data.un.org/Explorer.aspx?d=IFS


Database for Global Atmospheric Research


http://edgar.jrc.ec.europa.eu/login.php?f=C&er=register


Blue Next Statistics


 http://www.bluenext.fr/statistics/downloads.html


The World Bank


 http://data.worldbank.org/country


Center for International Comparisons of production

http://pwt.econ.upenn.edu/php_site/pwt63/pwt63_form.php


Us Energy Information Administration

http://www.eia.gov/petroleum/gasdiesel/


Reserve Bank of St Louis 

http://research.stlouisfed.org/fred2/

 

 

 

   

   

 

 

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