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Nadia Sghaier

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This is information that was supplied by Nadia Sghaier in registering through RePEc. If you are Nadia Sghaier , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Nadia
Middle Name:
Last Name: Sghaier
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RePEc Short-ID: psg9

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Homepage:
Postal Address:
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Affiliation

Institut de Préparation à l'Administration et à la Gestion (IPAG)
Location: Paris, France
Homepage: http://www.ipag.fr/
Email:
Phone: 33 1 53 63 36 00
Fax:
Postal: 184 Boulevard Saint-Germain, 75006 Paris
Handle: RePEc:edi:ipagpfr (more details at EDIRC)

Works

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Working papers

  1. Heni Boubaker & Nadia Sghaier, 2014. "Wavelet based Estimation of Time- Varying Long Memory Model with Nonlinear Fractional Integration Parameter," Working Papers 2014-284, Department of Research, Ipag Business School.
  2. Heni Boubaker & Nadia Sghaier, 2014. "On the dynamic dependence between US and other developed stock markets: An extreme-value time-varying copula approach," Working Papers 2014-281, Department of Research, Ipag Business School.
  3. Heni Boubaker & Nadia Sghaier, 2014. "Semiparametric Generalized Long Memory Modelling of GCC Stock Market Returns: A Wavelet Approach," Working Papers 2014-066, Department of Research, Ipag Business School.
  4. Catherine Bruneau & Nadia Sghaier, 2014. "Cyclicity in the French PropertyLiability Insurance Industry - New Findings over the Recent Period," Working Papers 2014-047, Department of Research, Ipag Business School.
  5. Heni BOUBAKER & Nadia SGHAIER, 2014. "Modelling Return and Volatility of Oil Price using Dual Long Memory Models," Working Papers 2014-283, Department of Research, Ipag Business School.
  6. Heni Boubaker & Nadia Sghaier, 2014. "How Do the Interest Rate and the Inflation Rate Affect the Non-Life Insurance Premiums ?," Working Papers 2014-282, Department of Research, Ipag Business School.
  7. Heni Boubaker & Nadia Sghaier, 2013. "Instability and time-varying dependence structure between oil prices and stock markets in GCC countries," Working Papers 2013-023, Department of Research, Ipag Business School.
  8. Catherine Bruneau & Nadia Sghaier, 2008. "Les cycles de souscription de l’assurance non vie en France," EconomiX Working Papers 2008-6, University of Paris West - Nanterre la Défense, EconomiX.

Articles

  1. Boubaker, Heni & Sghaier, Nadia, 2013. "Portfolio optimization in the presence of dependent financial returns with long memory: A copula based approach," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 361-377.
  2. Fredj Jawadi & Catherine Bruneau & Nadia Sghaier, 2009. "Nonlinear Cointegration Relationships Between Non-Life Insurance Premiums and Financial Markets," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(3), pages 753-783.
  3. Khaled Guesmi & Duc Khuong Nguyen & Nadia Sghaier & Frédéric Teulon, . "Overview of the 2nd International Symposium on Energy and Finance Issues: Part I," Articles, Department of Research, Ipag Business School, vol. 10.
  4. Khaled Guesmi & Duc Khuong Nguyen & Nadia Sghaier & Frédéric Teulon, . "Les fonds souverains et le spectre des Etats rentiers : Le cas du Qatar," Articles, Department of Research, Ipag Business School, vol. 9.

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2014-02-21 2014-05-04. Author is listed
  2. NEP-ENE: Energy Economics (1) 2014-05-04
  3. NEP-ETS: Econometric Time Series (3) 2014-02-21 2014-05-04 2014-05-04. Author is listed
  4. NEP-EUR: Microeconomic European Issues (1) 2014-02-21
  5. NEP-FMK: Financial Markets (1) 2014-02-21
  6. NEP-FOR: Forecasting (2) 2014-02-21 2014-05-04. Author is listed
  7. NEP-IAS: Insurance Economics (3) 2008-04-21 2014-02-21 2014-05-04. Author is listed
  8. NEP-MAC: Macroeconomics (1) 2008-04-21
  9. NEP-RMG: Risk Management (3) 2014-02-21 2014-02-21 2014-05-04. Author is listed

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