Access Statistics for Khaled Guesmi

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are hedge funds uncorrelated with financial markets? An empirical assessment 0 0 0 75 0 2 5 103
Australia’s integration into the ASEAN- 5 Region 0 0 0 21 1 2 2 51
Banking Crises in Developing Countries-What Crucial Role of Exchange Rate Stability and External Liabilities? 0 0 0 16 2 2 5 46
Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities? 0 0 0 0 1 1 1 23
Banking stability in the MENA region during the global financial crisis and the European sovereign debt debacle 0 0 0 0 0 0 2 26
COVID 19's impact on crude oil and natural gas S&P GS Indexes 0 0 1 96 1 2 6 301
Climate finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints 0 0 0 44 0 1 1 55
Commodities risk premia and regional integration in gas-exporting countries 0 0 0 1 2 2 4 44
Commodity Price Correlation and Time varying Hedge Ratios 0 0 0 59 0 2 2 59
Contagion and bond pricing: The case of the ASEAN region 0 0 0 0 1 1 1 19
Contagion effect of financial crisis on OECD stock markets 0 0 0 93 1 1 2 293
DOES FINANCIAL GLOBALIZATION STILL SPUR GROWTH IN DEVELOPING COUNTRIES? CONSIDERING EXCHANGE RATE VOLATILITY 0 1 1 8 3 4 5 101
DOES FINANCIAL GLOBALIZATION STILL SPUR GROWTH IN EMERGING AND DEVELOPING COUNTRIES? CONSIDERING EXCHANGE RATE VOLATILITY'S EFFECTS 0 0 0 15 0 0 2 103
Determinants of Foreign Direct Investments in the South Asian Association for Regional Cooperation 0 0 0 37 3 6 9 78
Does Bayesian Shrinkage Help to Better Reflect What Happened During the Subprime Crisis? 0 0 0 0 0 1 1 16
Does Bayesian Shrinkage Help to Better Reflect What Happened During the Subprime Crisis? 0 0 0 0 2 2 2 17
Does Bayesian Shrinkage Help to Better Reflect What Happened during the Subprime Crisis? 0 0 0 84 0 0 2 216
FDI, banking crises and growth: direct and spill over effects 0 0 1 15 0 0 11 36
FDI, banking crises and growth: direct and spill over effects 0 0 0 0 1 2 3 26
FDI, banking crisis and growth: direct and spill over effects 0 0 0 20 1 1 1 35
FDI, banking crisis and growth: direct and spill over effects 0 0 0 19 1 1 3 35
Financial integration and Japanese stock market 0 0 0 0 1 1 1 52
Financial integration and Japanese stock market 0 0 0 28 1 2 7 139
Hedging and diversification across commodity assets 0 0 0 0 0 1 2 18
How strong is the global integration of emerging market regions? An empirical assessment 0 0 0 119 0 0 0 326
Integration versus segmentation in Middle East North Africa equity market: Time variations and currency risk 0 0 1 24 2 2 5 93
International CAPM and Oil Price: Evidence from Selected OPEC Countries 0 0 0 0 0 1 1 35
Is there a difference between domestic and foreign risk premium? The case of China Stock Market 0 0 0 20 1 5 5 31
L’intégration intra-régionale des marchés boursiers de l’Europe du sudest: une analyse multivariée 0 0 0 8 3 3 3 30
Measuring contagion effects between crude oil and OECD stock markets 0 0 0 34 1 1 1 59
Media attention and Bitcoin prices 0 0 0 0 2 4 4 59
Modeling inflation shifts and persistence in Tunisia: Perspectives from an evolutionary spectral approach 0 0 0 37 0 1 2 72
Modelling Inflation Shifts and Persistence in Tunisia: Perspective from an Evolutionary spectral approach 0 0 0 42 0 1 2 180
Oil Price Risk and Financial Contagion 1 1 1 1 1 2 3 29
Oil Price and Financial Markets: Multivariate Dynamic Frequency Analysis 0 0 0 35 1 1 1 88
Oil price and financial markets in the main OPEC countries 0 0 0 0 1 1 4 24
Oil price and financial markets: Multivariate dynamic frequency analysis 0 0 0 0 0 1 2 34
Oil price impact on financial markets 0 0 0 75 1 7 10 200
Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries 0 0 0 41 2 2 2 110
Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries 0 0 0 0 1 2 2 38
Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries 0 0 0 103 2 2 5 390
On the Bitcoin price dynamics: an augmented Markov-Switching model with Lévy jumps 0 0 0 37 1 2 5 70
On the Determinants of Equity International Risk Premium: Are Emerging Zones Differents? 0 0 0 0 0 1 2 30
On the determinants of equity international risk premium: Are emerging zones different ? 0 0 1 35 2 4 7 129
On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting 0 0 0 0 0 1 1 25
Optimal strategy between extraction and storage of crude oil 0 0 0 0 1 1 1 25
Optimal strategy between extraction and storage of crude oil 0 0 0 0 0 0 1 17
Potential benefits of optimal intra-day electricity hedging for the environment: the perspective of electricity retailers 0 0 1 37 1 3 5 47
Public attention to environmental issues and stock market returns 0 0 1 93 1 2 5 485
Regional Equity Risk Premium Convergence: The case of Japan 0 0 0 15 1 1 3 29
Regional Stock Market Integration of Singapore: A Multivariate Analysis 0 0 0 0 0 1 3 35
Regional integration of stock markets in Southeast Europe 0 0 0 5 1 1 2 116
Risk Factors and Contagion in Commodity Markets and Stocks Markets 0 0 0 0 0 0 2 52
Robust Portfolio Protection: A Scenarios-Based Approach 0 0 0 60 1 1 3 150
Stock Market Integration and Risk Premium: Empirical Evidence for Emerging Economies of South Asia 0 0 0 0 2 2 5 30
Stock Market Liberalization. Integration and Risk in Emerging Economies of Middle East – An ICAPM Approach 0 0 0 0 0 0 1 14
Study of the dynamic of Bitcoin's price 0 0 1 42 1 1 2 56
Sudden Changes in Volatility in European Stock Markets 0 0 0 28 0 0 0 10
Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis 0 0 0 36 1 2 5 147
The Asymmetric Responses of Stock Markets 0 0 0 0 1 1 1 9
The Evolution of Risk Premium as a Measure for Intra-regional Equity Market Integration 0 0 0 11 2 2 4 71
The Evolution of Risk Premiums in Emerging Stock Markets: The Case of Latin America and Asia Region 0 0 0 26 0 2 4 48
The Impacts of COVID-19 on China's. Domestic Natural Gas Market 0 0 0 0 3 3 3 25
The Unprecedented Equity and Commodity Markets Reaction to COVID-19 0 0 0 0 0 0 1 20
The crisis of the sovereign debts in the Eurozone: an overview 0 0 0 81 0 1 2 89
The determinants of regional stock market integration in Middle East: A Conditional ICAPM Approach 0 0 0 29 0 1 2 80
The impacts of covid-19 on china’s domestic natural gas market 0 0 0 0 0 0 0 22
The regional pricing of risk: An empirical investigation of the MENA equity determinants 0 0 0 17 1 2 4 60
The regional pricing of risk: An empirical investigation of the MENA equity determinants 0 0 0 21 1 3 4 31
Volatility spillovers and macroeconomic announcements: evidence from crude oil markets 0 0 0 0 0 0 0 19
Volatility spillovers and macroeconomic announcements: evidence from crude oil markets 0 0 0 36 0 1 3 55
What Interactions between Financial Globalization and Instability?-Growth in Developing Countries 0 0 0 0 0 1 3 27
Évaluation de la prime de risque de change dans un contexte régional: une analyse multi-variée du MEDAFI 0 0 0 116 0 0 1 318
Total Working Papers 1 2 9 1,895 61 113 217 6,031


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ASEAN Plus Three Stock Markets Integration 0 0 0 10 0 0 1 59
Are domestic Asian markets integrated with the regional one? An empirical assessment 0 0 0 4 0 0 0 20
Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities? 0 0 1 6 3 4 6 32
Banking stability in the MENA region during the global financial crisis and the European sovereign debt debacle 0 0 0 17 2 4 7 56
Capital Account Liberalization, Financial Development and Economic Growth in Presence of Structural Breaks and Cross-Section Dependence 0 1 2 75 0 2 4 207
Commodities risk premia and regional integration in gas-exporting countries 0 0 0 8 1 3 5 61
Commodity price cycles and financial pressures in African commodities exporters 0 0 1 24 3 3 4 109
Contagion and bond pricing: The case of the ASEAN region 0 0 0 6 5 6 7 52
Diamonds versus precious metals: What gleams most against USD exchange rates? 0 0 0 6 0 0 2 34
Does Bayesian shrinkage help to better reflect what happened during the subprime crisis? 0 0 0 8 0 4 6 60
Does Financial inclusion affect the African banking stability? 1 3 7 63 2 5 12 160
Does financial globalization still spur growth in emerging and developing countries? Considering exchange rates 0 0 0 16 1 3 5 90
FDI, banking crises and growth: direct and spill over effects 0 0 1 4 1 1 5 25
Financial Integration and Japanese Stock market Performance 0 0 0 34 1 3 5 144
Financial development and energy consumption: Is the MENA region different? 0 0 1 30 0 0 8 101
Financial instability and oil price fluctuations: evidence from oil exporting developing countries 0 0 0 8 0 0 1 32
From Oil to Stock Markets 0 0 0 21 0 2 2 76
Further evidence on the determinants of regional stock market integration in Latin America 0 0 0 21 0 0 1 110
Greece’s Stock Market Integration with Southeast Europe 0 0 0 15 0 0 0 82
Hedging and diversification across commodity assets 0 0 1 14 2 2 12 48
Hedging and safe-haven characteristics of Gold against currencies: An investigation based on multivariate dynamic copula theory 0 0 0 4 2 3 10 46
Hedging strategy for financial variables and commodities 0 0 1 35 1 2 7 148
How strong is the global integration of emerging market regions? An empirical assessment 0 0 0 21 4 7 9 139
Integration versus segmentation in Middle East North Africa Equity Market: Time variations and currency risk 0 0 1 23 1 2 7 129
International CAPM and Oil Price: Evidence from Selected OPEC Countries 0 0 0 34 0 1 3 175
Les fonds souverains et le spectre des Etats rentiers: Le cas du Qatar 0 0 0 51 0 3 6 134
Measuring stock market volatility in oecd economy 0 0 0 16 0 0 0 53
Media attention and Bitcoin prices 0 0 0 32 0 6 12 177
Modelling inflation shifts and persistence in Tunisia: perspectives from an evolutionary spectral approach 1 1 1 7 2 4 4 63
Modelling the nonlinear relationship between oil prices, stock markets, and exchange rates in oil-exporting and oil-importing countries 0 0 1 22 0 0 3 89
Oil price and financial markets: Multivariate dynamic frequency analysis 0 0 0 22 1 3 5 123
Oil price and stock market co-movement: What can we learn from time-scale approaches? 0 0 0 40 0 2 3 161
Oil price shocks, equity markets, and contagion effect in OECD countries 0 0 2 9 0 2 6 42
On the Determinants of Equity International Risk Premium: Are Emerging Zones Different? 1 2 2 91 4 5 7 335
On the Influence of Oil Prices on Financial Variables 0 0 1 43 1 3 6 165
On the Instability of Tunisian Money Demand: Some Empirical Issues with Structural Breaks 0 0 1 8 1 1 3 53
On the Time Varying Relationship between Oil Price and G7 Equity index: a Multivariate Approach 0 0 0 14 0 1 2 57
On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting 0 1 1 8 0 4 4 104
Optimal strategy between extraction and storage of crude oil 0 0 1 10 2 3 4 61
Overview of the 2nd International Symposium on Energy and Finance Issues: Part I 0 0 0 8 0 2 3 43
Portfolio diversification with virtual currency: Evidence from bitcoin 2 8 43 304 26 73 178 953
Potential benefits of optimal intra-day electricity hedging for the environment: The perspective of electricity retailers 0 0 1 2 0 0 2 38
Public Attention to Environmental Issues and Stock Market Returns 0 0 0 11 1 4 24 135
Quantile spillovers and dependence between Bitcoin, equities and strategic commodities 0 0 6 13 2 7 25 96
Regional stock market integration in Singapore: A multivariate analysis 0 0 0 19 0 1 2 107
Renewable energy, CO2 emissions and value added: Empirical evidence from countries with different income levels 1 2 5 38 4 9 24 152
Return and volatility transmission between oil prices and oil-exporting and oil-importing countries 0 0 0 52 2 3 5 243
Robust Portfolio Protection: A Scenarios-based Approach 0 0 1 17 1 1 2 107
Stock market integration and risk premium: Empirical evidence for emerging economies of South Asia 0 0 0 39 4 6 9 140
Survival of reorganized firms in France 0 0 0 7 0 0 1 38
Tests of Financial Market Contagion: Evolutionary Cospectral Analysis Versus Wavelet Analysis 0 0 0 17 1 4 6 83
The Asymmetric Responses of Stock Markets 0 0 0 0 0 2 2 41
The Non-Linear Relationship Between Economic Growth and Public Debt 0 3 14 104 2 8 34 338
The Relationship between Oil Price and OECD Stock Markets: A Multivariate Approach 1 1 6 99 1 3 11 248
The determinants of regional stock market integration in middle east: A conditional ICAPM approach 0 0 0 9 0 1 1 70
The evolution of risk premium as a measure for intra-regional equity market integration 0 0 0 12 0 1 2 79
The regional pricing of risk: An empirical investigation of the MENA Region 0 0 0 25 1 1 3 114
The role of banks in the governance of non-financial firms: Evidence from Europe 0 0 1 16 0 0 2 122
The role of banks in the governance of nonfinancial firms: Evidence from Europe 0 0 0 7 1 2 4 53
The unprecedented reaction of equity and commodity markets to COVID-19 0 0 1 13 2 3 6 47
Time varying regional integration in emerging stock market 0 0 0 76 3 4 4 180
Time-varying regional integration of stock markets in Southeast Europe 0 0 0 18 0 0 4 93
Transmission of shocks and contagion from U.S. to MENA equity markets: The role of oil and gas markets 0 0 0 6 3 6 10 63
Volatility spillovers and macroeconomic announcements: evidence from crude oil markets 0 0 0 19 5 5 8 87
What Drives the Regional Integration of Emerging Stock Markets? 0 0 0 61 2 4 5 189
What Interactions between Financial Globalization and Instability?—Growth in Developing Countries 0 0 2 10 4 5 12 40
What can we learn about commodity and credit cycles? Evidence from African commodity-exporting countries 1 1 2 35 2 2 4 99
What drive the regional integration of emerging stock markets? 0 0 0 19 4 4 5 85
“De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets 0 0 1 39 1 1 4 169
Total Journal Articles 8 23 109 1,975 112 256 596 8,064


Statistics updated 2025-12-06