Champs de recherche
-
Marchés financiers internationaux,
-
Choix de portefeuille et évaluation des actifs financiers
-
Risque systématique des actions, risque de change
-
Intégration financière et interdépendance des marchés financiers internationaux
-
Marchés boursiers islamiques
-
Financiarisation des marchés de commodités (energy, foods, precious metals, …)
Publications
-
Asymmetric and dynamic links in GCC Sukuk-stocks: Implications for portfolio management before and during the COVID-19 pandemic. The Journal of Economic Asymmetries, Vol. 25, 2022, e00244,
https://doi.org/10.1016/j.jeca.2022.e00244. W. Chkili, A. B. Rejeb.
-
Does bitcoin provide hedge to Islamic stock markets for pre- and during COVID-19 outbreak? A comparative analysis with gold. W. Chkili, A.B. Rejeb. Resources Policy, 2021, 74, 102407
-
"Do Dow Jones Islamic equity indices undergo speculative pressure? New insights from a nonlinear and asymmetric analysis", International Journal of Finance and Economics, Wiley Blackwell 2021
-
"Modelling volatility of Dow Jones islamic equity indices : A fundamental analysis using QR", International Journal of Islamic and Middle Eastern Finance and Management, Emerald 2020.
-
“The global effect of oil futures prices on Dow Jones Islamic equity indices: do energy-volatility’s structural breaks matter?” International Journal of Emerging Markets, 2019, vol. 14(4), pp. 523-549, Emerald Insight publishing
-
“On the spot-futures relationship in crude-refined petroleum prices: New evidence from an ARDL bounds testing approach”, Journal of commodity markets, 2018, vol. 11, pp 48-58, Elsevier
-
Oil, Gold, US dollar and Stock market interdependencies: A global analytical insight. avec A. Ben Rejeb, European Journal of management and business Economics, 2017. Vol. 26, No. 3, pp. 278-293. Emerald insight publishing
-
“Conventional and Islamic stock markets: what about financial performance?” avec A. Ben Rejeb, Journal of Emerging Economies and Islamic Research, 2017, Vol. 5, No. 3, pp. 45-62.
-
“Do structural breaks affect portfolio designs and hedging strategies? International evidence from stock-commodity markets linkages”. 2016, avec D. Hajali. International journal of economics and financial issues. Vol. 6, No. 1, pp. 252-270. Editeur econjournals, Scopus
-
“Financial market interdependencies: a quantile regression analysis of volatility spillover”. 2016, avec A. Ben Rejeb, Research in international business and Finance, Elsevier. Vol. (36), pp. 140-157
-
“Return dynamics and volatility spillovers between FOREX and Stock markets in MENA countries: What to remember for portfolio choice?” 2015, avec A. Ben Rejeb, International Journal of Management and Economics, Editeur DeGruyter, No. 46, April–June 2015, pp. 72–100.
-
''Equity home bias between macro-finance interface and risk-factor interference'', avec Pr., E. Abaoub. Journal of Applied Research in finance, Volume III, Issue 2(6), Winter 2011, pp. 147-161, 2011;
-
“On the determinants of international financial integration in the global business area”, avec Pr. E. Abaoub. Journal of Applied Economic Sciences, Volume V, issue 3 (13), pp. 153-172, 2010 ; indexed SCOPUS
-
“The determinants of systematic risk: international evidence from the macro-finance interface”, avec Pr. E. Abaoub. Journal of Advanced Studies in Finance, Vol. I, issue 2 (2) pp. 121-143, 2010;
-
“Macroeconomic fundamentals and stock return dynamics: international evidence from the global finance area”, avec Pr. E. Abaoub and H. Sliti. Theoretical and Practical Research in Economic Fields, Vol. I, issue 2 (2), pp. 122-146, 2010.
-
Communications dans des colloques internationaux
-
« Do structural changes affect portfolio designs and hedging strategies?: international evidence from stock-commodities markets linkages ». Journée économique et Financière Appliquée, JEFA, 1ère édition mai 2014, FSEG de Mahdia
-
«Try to Understand Exchange Rate Risk in the Global Macro-Finance Interface», avec Pr. E. Abaoub, working paper in Time-Varying Correlation and Volatility Symposium hosted by the Management Research Centre, University of Wolverhampton Business School, University of Wolverhampton, West Midlands, United Kingdom. Friday 18th May 2012, and Annual Conference on Global Economics, Business and Finance, Beijing, China, July 27-30, 2012.
-
« On the determinants of Systematic Risk: international evidence from the macro-finance interface », avec Pr. E. Abaoub AFFI: French Finance Association, 2010 International Spring Meeting, May 10-12, 2010, Saint-Malo, France.
-
« Local risk factors and asymmetric volatility : International evidence from Country Risk », avec Pr. E. Abaoub, in 5ème Colloque international "Finance et Stratégies de Développement", ISG de Sousse, Mars 2010 ;
-
« Macroeconomic fundamentals and stock return dynamics », avec Pr. E. Abaoub Conférence internationale "Entrepreneuriat et Développement des Entreprises", ISG de Sousse, Année 2007.
lien utile
<a href="https://www.researchgate.net/profile/Arfaoui_Mongi">Arfaoui Mongi on ResearchGate</a>
|
