PUBLICATIONS
Publications dans des revues internationales à comité de lecture
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Arfaoui, M., Chkili, W., Ben Rejeb, A. 2022. Asymmetric and dynamic links in GCC Sukuk-stocks: Implications for portfolio management before and during the COVID-19 pandemic, Journal of Economic Asymmetries, 25(3). (ABDC: B, SJR: 15);
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Chkili, W., Ben Rejeb, A., Arfaoui, M. 2021. Does Bitcoin provide hedge for Islamic stock markets? A comparison analysis with gold, Resources Policy, 74. (CNRS: 3, ABDC: B, SJR: 80);
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Arfaoui, M., Ben Rejeb, A. 2021. Modeling the volatility of DJIM stock indices: A fundamental analysis using quantile regression, International Journal of Islamic and Middle Eastern Finance and Management, DOI: 10.1108/IMEFM-09-2019-0418. (CNRS: 4, ABDC: B, FNEGE: 4, SJR: 25);
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Ben Chiekh, H., Ben Rejeb, A. 2020. Does the IFRS adoption promote emerging stock markets development and performance? Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, 14 (1), 1-23. (SJR: 8).
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Ben Rejeb, A., Arfaoui, M. 2019. Do Islamic stock indexes outperform conventional stock indexes? A state space modeling approach. European Journal of Management and Business Economics, Emerald Journals, 28 (3), 301-322. (SJR: 11);
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Ben Rejeb, A. 2017. On the volatility spillover between Islamic and conventional stock markets: A quantile regression analysis. Research in International Business and Finance, Elsevier Journals 42(C), 794-815. (CNRS: 4, AERES: C, ABDC: B, SJR: 31, FNEGE: 4, ABS: 2);
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Ben Rejeb, A., Arfaoui, M. 2017. Conventional and Islamic stock markets: What about financial performance? Journal of Emerging Economies and Islamic Research 5(3), 45-62;
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Arfaoui, M., Ben Rejeb, A. 2017. Oil, Gold, US dollar and Stock market interdependencies: A global analytical insight. European Journal of Management and Business Economics, Emerald Journals, 26(3), 278-293. (SJR: 8);
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Ben Rejeb, A., Arfaoui, M. 2016. Financial market interdependencies: A quantile regression analysis of volatility spillover. Research in International Business and Finance, Elsevier Journals 36(C), 140-157. (CNRS: 4, AERES: C, ABDC: B, SJR: 31, FNEGE: 4, ABS: 2);
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Elkemali, T., Ben Rejeb, A. 2015. R&D intensity and financing decisions: Evidence from European firms. Economics Bulletin 35(2), 1042-1055. (CNRS: 3, AERES: B, ABDC: C, SJR: 25);
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Arfaoui, M., Ben Rejeb, A. 2015. Return dynamics and volatility spillovers between FOREX and MENA stock markets: What to remember for portfolio choice? International Journal of Management and Economics, Degruyter Journals 46(1), 72-100;
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Ben Rejeb, A., Boughrara, A. 2015. Financial integration in emerging market economies: Effects on volatility transmission and contagion. Borsa Istanbul Review, Elsevier Journals 15(3), 161-179. (SJR: 12);
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Ben Rejeb, A., Boughrara, A. 2014. The relationship between financial liberalization and stock market volatility: The mediating role of financial crises. Journal of Economic Policy Reform, Taylor & Francis Journals 17(1), 46-70. (Thomson Reuters, ABDC: B, SJR: 16);
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Ben Rejeb, A., Boughrara, A. 2014. Financial liberalization and emerging stock markets efficiency: An empirical analysis of structural changes. Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals 7(2), 230-245. (SJR: 8);
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Ben Rejeb, A., Boughrara, A. 2013. Financial liberalization and stock markets efficiency: New evidence from emerging economies. Emerging Markets Review, Elsevier Journals 17(C), 186-208. (CNRS: 3, AERES: B, ABDC: A, SJR: 42, FNEGE: 3, ABS: 1);
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Ben Rejeb, A. 2013. Volatility spillovers and contagion: An empirical analysis of structural changes in emerging market volatility. Economics Bulletin 33(1), 56-71. (CNRS: 3, AERES: B, ABDC: C, SJR: 25);
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Ben Rejeb, A., Ben Salha, O. 2013. Financial crises and emerging stock markets volatility: Do internal factors matter? Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals 6(1), 146-165. (SJR: 8);
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Ben Rejeb, A., Ben Salha, O., Ben Rejeb, J. 2012. Value-at-risk analysis for the Tunisian currency market: A comparative study. International Journal of Economics and Financial Issues 2(2), 110-115. (ABCD: C, SJR: 15).
DOCUMENTS DE TRAVAIL
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Conventional and Islamic stock markets: What about financial performance? (avec M. Arfaoui), MPRA Paper 73495, University Library of Munich, Germany, Juillet 2016;
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Volatility spillover between Islamic and Conventional stock markets: Evidence from Quantile Regression analysis, MPRA Paper 73302, University Library of Munich, Germany, Juillet 2016;
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Oil, Gold, US dollar and Stock market interdependencies: A global analytical insight, (avec M. Arfaoui), MPRA Paper 70452, University Library of Munich, Germany, Janvier 2016;
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Return dynamics and volatility spillovers between FOREX and MENA stock markets: What to remember for portfolio choice? (avec M. Arfaoui), MPRA Paper 61520, University Library of Munich, Germany, Janvier 2015;
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Financial market interdependencies: A quantile regression analysis of volatility spillover, (avec M. Arfaoui), MPRA Paper 61516, University Library of Munich, Germany, Décembre 2014;
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Financial integration in emerging market economies: Effects on volatility transmission and contagion, (avec A. Boughrara), MPRA Paper 61519, University Library of Munich, Germany, Décembre 2014.
EXPOSÉS AUX SÉMINAIRES ET CONFÉRENCES
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Conventional and Islamic stock markets: What about financial performance? The International Journal of Arts and Sciences’ (IJAS) academic conference, April 2017, Paris, France.
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The relationship between financial liberalization and stock market volatility: the mediating role of financial crises, 30th International French Finance Association Conference (AFFI), Mai 2013, Lyon, France;
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Financial crises and emerging stock markets volatility: Do internal factors matter?, 1st International Symposium on Business, Economics and Financial Applications (ISBEFA), Juin 2012, Céphalonie, Grèce ;
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Financial crises and emerging stock markets volatility: Did internal factors matter?, Septième Colloque International, “Financement des Entreprises et Stratégies de Développement”, Juin 2012, Sousse, Tunisie ;
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Financial crises and emerging stock markets volatility: Do internal factors matter?, 2nd International Conference “Finance, Bank and Development, Enjeux et Moyen de Renforcement de la Stabilité Financière”, Avril 2012, Tunis, Tunisie ;
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Value-at-Risk analysis for the Tunisian currency market: A comparative study, 2nd International Symposium in Computational Economics and Finance (ISCEF), Mars 2012, Tunis, Tunisie.
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