Access Statistics for Benjamin Keddad

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
Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities 0 0 0 26 1 1 3 85
Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities 0 0 0 9 0 0 1 36
Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities 0 0 0 7 2 2 2 52
Assessing Asian Exchange Rates Coordination under Regional Currency Basket System 0 0 0 22 2 3 4 75
Assessing Asian Exchange Rates Coordination under Regional Currency Basket System 0 0 0 29 1 2 12 231
Business Cycles Synchronization in East Asia: A Markov-Switching Approach 0 1 1 41 1 4 5 98
Business Cycles Synchronization in East Asia: A Markov-Switching Approach 0 0 0 30 1 1 2 169
Business cycles synchronization in East Asia: A Markov-switching approach 0 0 0 0 2 2 3 28
Exchange Rate Policy and External Vulnerabilities in Sub-Saharan Africa: Nominal, Real or Mixed Targeting? 0 0 0 29 1 3 5 57
Exchange Rate Policy and External Vulnerabilities in Sub-Saharan Africa: Nominal, Real or Mixed Targeting? 0 0 0 7 1 1 2 31
Exchange rate coordination in Asia under regional currency basket systems 0 0 0 0 1 1 2 38
Exchange rate policy and external vulnerabilities in Sub-Saharan Africa: nominal, real or mixed targeting? 0 0 0 17 0 0 3 23
Exchange rate policy and external vulnerabilities in Sub-Saharan Africa: nominal, real or mixed targeting? 0 0 0 6 0 1 1 23
Financial spillovers from the US financial markets to the emerging markets during the subprime crisis: the example of Indian equity markets 0 0 0 81 0 0 0 208
Financial spillovers from the US financial markets to the emerging markets during the subprime crisis: the example of Indian equity markets 0 0 0 0 0 0 1 20
How do the Renminbi and other East Asian currencies co-move? 0 0 0 20 5 8 9 109
Long-Run Comovements in East Asian Stock Market Volatility 0 0 0 0 0 1 2 27
On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning 0 0 0 0 0 1 2 35
On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates 0 0 0 31 2 3 4 69
On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates 0 0 0 35 0 0 1 82
On the risk comovements between the crude oil market and U.S. dollar exchange rates 0 0 0 0 1 1 3 38
On the risk comovements between the crude oil market and the U.S. dollar exchange rates 0 0 0 16 1 1 2 74
On the risk dependence between crude oil market and U.S. dollar exchange rates 0 0 0 0 0 0 0 16
Pegging or Floating? A Regime-Switching Perspective of Asian Exchange Rate Practices 0 0 0 31 4 4 18 172
Shift-Volatility Transmission in East Asian Equity Markets 0 0 1 30 0 2 5 109
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 9 0 2 5 59
Shift-volatility transmission in East Asian equity markets: new indicators 0 0 0 0 0 0 1 9
South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates 0 0 0 9 2 3 4 67
South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates 0 0 0 30 0 1 5 172
South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates 0 0 0 32 0 1 2 162
South East Asian monetary integration: new evidences from fractional cointegration of RER 0 0 0 0 2 2 2 20
Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates 0 0 0 0 0 0 0 30
Spillover effects of the 2008 global financial crisis on the volatility of the Indian equity markets: Coupling or uncoupling? A study on sector-based data 0 0 0 0 1 2 2 17
Total Working Papers 0 1 2 547 31 53 113 2,441

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Business cycles synchronization in East Asia: A Markov-switching approach 0 0 2 26 0 1 7 116
Evaluating sovereign risk spillovers on domestic banks during the European debt crisis 0 0 2 19 2 4 9 114
Exchange rate coordination in Asia under regional currency basket systems 0 0 0 31 1 1 2 119
Exchange rate policy and external vulnerabilities in Sub-Saharan Africa: nominal, real or mixed targeting? 0 0 0 2 2 4 7 11
How do the Renminbi and other East Asian currencies co-move? 0 0 0 21 0 1 3 136
Long-Run Comovements in East Asian Stock Market Volatility 0 0 0 4 0 2 3 51
On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning 0 0 0 16 3 4 5 81
On the risk comovements between the crude oil market and U.S. dollar exchange rates 0 1 1 15 0 1 2 74
Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates 0 0 1 11 0 0 1 79
Spillover effects of the 2008 global financial crisis on the volatility of the Indian equity markets: Coupling or uncoupling? A study on sector-based data 0 0 0 16 3 8 12 109
The influence of the renminbi and its macroeconomic determinants: A new Chinese monetary order in Asia? 0 0 1 13 4 7 11 42
Total Journal Articles 0 1 7 174 15 33 62 932

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Non-linear Approach to Measure the Dependencies Between Bitcoin and Other Commodity Markets 0 0 0 0 2 2 2 11
Total Chapters 0 0 0 0 2 2 2 11

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-12-06