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Aymen Belgacem

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Personal Details

First Name:Aymen
Middle Name:
Last Name:Belgacem
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RePEc Short-ID:pbe701
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Affiliation

(66%) Laboratoire d'Économie d'Orléans (LEO)
Faculté de droit, d'économie et de gestion
Université d'Orléans

Orléans, France
http://www.leo-univ-orleans.fr/
RePEc:edi:leorlfr (more details at EDIRC)

(34%) Faculté de droit, d'économie et de gestion
Université d'Orléans

Orléans, France
http://www.univ-orleans.fr/DEG/
RePEc:edi:fdorlfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Aymen Belgacem & Jérôme Vacher, 2023. "Why Is Tunisia’s Unemployment So High? Evidence From Policy Factors," IMF Working Papers 2023/219, International Monetary Fund.
  2. Khaled Guesmi & Sandrine Kablan & Aymen Belgacem, 2017. "The regional pricing of risk: An empirical investigation of the MENA equity determinants," Working Papers hal-01527654, HAL.
  3. Aymen Belgacem & Anna Creti & Khaled Guesmi & Amine Lahiani, 2015. "Volatility spillovers and macroeconomic announcements: evidence from crude oil markets," Post-Print hal-01517417, HAL.
  4. Selim Mankaï & Aymen Belgacem, 2013. "Interactions Between Risk-Taking, Capital, and Reinsurance for Property-Liability Insurance Firms," EconomiX Working Papers 2013-23, University of Paris Nanterre, EconomiX.
  5. Aymen Belgacem, 2013. "Explaining the Stock Market's Reaction to Macroeconomic Announcements," Post-Print halshs-01064891, HAL.
  6. Aymen Belgacem, 2009. "Fundamentals, Macroeconomic Announcements and Asset Prices," EconomiX Working Papers 2009-16, University of Paris Nanterre, EconomiX.
  7. Aymen Belgacem, 2008. "L'impact des signaux de politique monétaire sur la rentabilité et la volatilité des actions du CAC 40," EconomiX Working Papers 2008-38, University of Paris Nanterre, EconomiX.

    repec:imf:imfdep:2022/011 is not listed on IDEAS

Articles

  1. Selim Mankaï & Aymen Belgacem, 2016. "Interactions Between Risk Taking, Capital, and Reinsurance for Property–Liability Insurance Firms," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 83(4), pages 1007-1043, December.
  2. Aymen Belgacem & Anna Creti & Khaled Guesmi & Amine Lahiani, 2015. "Volatility spillovers and macroeconomic announcements: evidence from crude oil markets," Applied Economics, Taylor & Francis Journals, vol. 47(28), pages 2974-2984, June.
  3. Aymen Belgacem & Amine Lahiani, 2012. "More on the impact of US macroeconomic announcements: Evidence from French and German stock markets' volatility," Economics Bulletin, AccessEcon, vol. 32(2), pages 1509-1526.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Aymen Belgacem & Jérôme Vacher, 2023. "Why Is Tunisia’s Unemployment So High? Evidence From Policy Factors," IMF Working Papers 2023/219, International Monetary Fund.

    Cited by:

    1. Anis Khayati & Umme Hani & Md Shabbir Alam & Nadia Sha & Chokri Terzi, 2024. "Employment Subsidies and Job Insertion of Higher Education Graduates in the Labor Market," Economies, MDPI, vol. 12(11), pages 1-13, October.
    2. Shuaibu, Mohammed & Ohams, Sandra Uju, 2024. "The Nexus Between Trade Openness, Gender Gaps and Unemployment in Nigeria," African Journal of Economic Review, African Journal of Economic Review, vol. 12(3), September.

  2. Aymen Belgacem & Anna Creti & Khaled Guesmi & Amine Lahiani, 2015. "Volatility spillovers and macroeconomic announcements: evidence from crude oil markets," Post-Print hal-01517417, HAL.

    Cited by:

    1. Shi, Yujie & Wang, Liming & Ke, Jian, 2021. "Does the US-China trade war affect co-movements between US and Chinese stock markets?," Research in International Business and Finance, Elsevier, vol. 58(C).
    2. Pandey, Dharen Kumar & Kumari, Vineeta, 2021. "Event study on the reaction of the developed and emerging stock markets to the 2019-nCoV outbreak," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 467-483.
    3. Diandian Ma & Benfu Lv & Xuerong Li & Xiuting Li & Shuqin Liu, 2023. "Heterogeneous Impacts of Policy Sentiment with Different Themes on Real Estate Market: Evidence from China," Sustainability, MDPI, vol. 15(2), pages 1-21, January.
    4. Pankaj Kumar Mahato, 2022. "An event study analysis of the impact of bonus share announcements on Nifty 100 and Nifty Midcap 100 companies," International Journal of Accounting, Business and Finance, Indian Accounting Association, Patna Branch, vol. 2(1), pages 14-30.
    5. Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola, 2016. "Macro news and stock returns in the Euro area: A VAR-GARCH-in-mean analysis," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 180-188.
    6. Akram Alkhatib & Murad Harasheh, 2018. "Performance of Exchange Traded Funds during the Brexit Referendum: An Event Study," IJFS, MDPI, vol. 6(3), pages 1-12, July.
    7. Hegerty, Scott W., 2016. "Commodity-price volatility and macroeconomic spillovers: Evidence from nine emerging markets," The North American Journal of Economics and Finance, Elsevier, vol. 35(C), pages 23-37.
    8. Bouzgarrou, Houssam & Ftiti, Zied & Louhichi, Waël & Yousfi, Mohamed, 2023. "What can we learn about the market reaction to macroeconomic surprise? Evidence from the COVID-19 crisis," Research in International Business and Finance, Elsevier, vol. 64(C).
    9. Darko B. Vuković & Senanu Dekpo-Adza & Vladislav Khmelnitskiy & Mustafa Özer, 2023. "Spillovers across the Asian OPEC+ Financial Market," Mathematics, MDPI, vol. 11(18), pages 1-23, September.
    10. Omid Faseli, 2020. "The relationship between European Brent crude oil price development and the US macroeconomy," International Journal of Research in Business and Social Science (2147-4478), Center for the Strategic Studies in Business and Finance, vol. 9(1), pages 80-87, January.
    11. Yingchao Zou & Kaijian He, 2022. "Forecasting Crude Oil Risk Using a Multivariate Multiscale Convolutional Neural Network Model," Mathematics, MDPI, vol. 10(14), pages 1-11, July.
    12. Walid Bahloul & Rangan Gupta, 2017. "The Impact of Macroeconomic News Surprises and Uncertainty of Major Economies on Returns and Volatility of Oil Futures," Working Papers 201715, University of Pretoria, Department of Economics.
    13. Tariq Aziz & Ranjeeta Sadhwani & Ume Habibah & Mazin A. M. Al Janabi, 2020. "Volatility Spillover Among Equity and Commodity Markets," SAGE Open, , vol. 10(2), pages 21582440209, May.
    14. Xiao Yukun, 2017. "The impact of international energy price on Romanian macroeconomic," HOLISTICA – Journal of Business and Public Administration, Sciendo, vol. 8(2), pages 97-105, August.

  3. Selim Mankaï & Aymen Belgacem, 2013. "Interactions Between Risk-Taking, Capital, and Reinsurance for Property-Liability Insurance Firms," EconomiX Working Papers 2013-23, University of Paris Nanterre, EconomiX.

    Cited by:

    1. Tobias Götze & Marc Gürtler, 2022. "Risk transfer beyond reinsurance: the added value of CAT bonds," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 47(1), pages 125-171, January.
    2. Hsiao, Ching-Yuan & Shiu, Yung-Ming, 2023. "Risk-sharing function in internal capital markets: Evidence from intragroup reinsurance activities," International Review of Financial Analysis, Elsevier, vol. 87(C).
    3. Ignacio Moreno & Purificación Parrado‐Martínez & Antonio Trujillo‐Ponce, 2020. "Economic crisis and determinants of solvency in the insurance sector: new evidence from Spain," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(3), pages 2965-2994, September.
    4. Olufemi Adebowale Abass, 2019. "Empirical Analysis of Reinsurance Dependence on the Profitability of General Insurance Business in Nigeria," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 5(4), pages 36-43, December.
    5. Zhang, Tidong & Cao, Jingsheng, 2023. "Impact of regulatory policy adjustments on insurance company costs and cost efficiency," Finance Research Letters, Elsevier, vol. 58(PD).
    6. Ching-Yuan Hsiao & Yung-Ming Shiu, 2019. "The effects of business mix on internal and external reinsurance usage," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 44(4), pages 624-652, October.
    7. Shim Jeungbo & Lee Seung-Hwan, 2017. "Dependency between Risks and the Insurer’s Economic Capital: A Copula-based GARCH Model," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 11(1), pages 1-29, January.
    8. Hsiao, Ching-Yuan & Shiu, Yung-Ming, 2024. "Internal versus external capital markets and risk-taking," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 503-519.
    9. Martin Eling & Ruo Jia & Philipp Schaper, 2022. "The magic triangle: growth, profitability and safety in the insurance industry," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 47(2), pages 321-348, April.
    10. Jeungbo Shim, 2023. "Are mergers and acquisitions beneficial to consumers? Evidence from the property‐liability insurance industry," The Financial Review, Eastern Finance Association, vol. 58(3), pages 629-652, August.
    11. Xiaoyi Li & Yung-Ming Shiu, 2025. "Does reinsurance affect capital structure deviations? Evidence from US property–casualty insurers," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 50(4), pages 881-905, October.
    12. Zhuwei Li & Xuejiao Lu & Yuan Fu, 2022. "Interaction influence of trading rules on the quality of stock markets: the price limit rule and day trading rule from the Shanghai and Shenzhen Stock exchanges," Applied Economics, Taylor & Francis Journals, vol. 54(56), pages 6467-6479, December.
    13. Fung, Derrick W.H. & Lee, Wing Yan & Yang, Charles C. & Yeh, Jason J.H., 2024. "Risk taking, performance, and resilience to the COVID-19 pandemic: Evidence from public property-casualty insurers," International Review of Financial Analysis, Elsevier, vol. 91(C).
    14. Götze, Tobias & Gürtler, Marc, 2020. "Risk transfer and moral hazard: An examination on the market for insurance-linked securities," Journal of Economic Behavior & Organization, Elsevier, vol. 180(C), pages 758-777.
    15. Desjardins, Denise & Dionne, Georges & Koné, N’Golo, 2022. "Reinsurance demand and liquidity creation: A search for bicausality," Journal of Empirical Finance, Elsevier, vol. 66(C), pages 137-154.
    16. Sunday Akpan & Fauziah Mahat & Bany-Ariffin Noordin & Annuar Nassir, 2017. "Revisiting Insurance Capital Structure, Risk-Taking Behaviour and Performance between 1995 – 2002," Asian Social Science, Canadian Center of Science and Education, vol. 13(11), pages 128-128, November.
    17. Xiaoyi Li & Yung-Ming Shiu, 2021. "Reinsurance, debt capacity and financial flexibility," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 46(4), pages 664-687, October.
    18. Juei-Hsiang Chen & Yung-Ming Shiu, 2025. "Tenure of the insurer–reinsurer relationship and underwriting performance: evidence from the US property-casualty insurance industry," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 50(4), pages 724-766, October.
    19. Thomas R. Berry-Stölzle & Jianren Xu, 2022. "Local religious beliefs and insurance companies’ risk-taking behaviour," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 47(2), pages 242-278, April.
    20. Alejandro Drexler & Richard Rosen, 2022. "Exposure to catastrophe risk and use of reinsurance: an empirical evaluation for the U.S," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 47(1), pages 103-124, January.
    21. Eling, Martin & Jia, Ruo & Schaper, Philipp, 2017. "Get the Balance Right: A Simultaneous Equation Model to Analyze Growth, Profitability, and Safety," Working Papers on Finance 1716, University of St. Gallen, School of Finance.
    22. Jing Li & Jiang Cheng, 2023. "Are female CEOs associated with lower insolvency risk? Evidence from the US property‐casualty insurance industry," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 90(4), pages 941-973, December.
    23. Muhammed Altuntas & James Garven & Jannes Rauch, 2018. "On the Corporate Demand for Insurance: Evidence From the Global Reinsurance Market," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 21(2), pages 211-242, September.

  4. Aymen Belgacem, 2013. "Explaining the Stock Market's Reaction to Macroeconomic Announcements," Post-Print halshs-01064891, HAL.

    Cited by:

    1. Uctum, Remzi & Renou-Maissant, Patricia & Prat, Georges & Lecarpentier-Moyal, Sylvie, 2017. "Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data," Review of Financial Economics, Elsevier, vol. 35(C), pages 43-56.

  5. Aymen Belgacem, 2009. "Fundamentals, Macroeconomic Announcements and Asset Prices," EconomiX Working Papers 2009-16, University of Paris Nanterre, EconomiX.

    Cited by:

    1. Ziliotto, Arianna & Serati, Massimiliano, 2015. "The semi-strong efficiency debate: In search of a new testing framework," Research in International Business and Finance, Elsevier, vol. 34(C), pages 412-438.

Articles

  1. Selim Mankaï & Aymen Belgacem, 2016. "Interactions Between Risk Taking, Capital, and Reinsurance for Property–Liability Insurance Firms," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 83(4), pages 1007-1043, December.
    See citations under working paper version above.
  2. Aymen Belgacem & Anna Creti & Khaled Guesmi & Amine Lahiani, 2015. "Volatility spillovers and macroeconomic announcements: evidence from crude oil markets," Applied Economics, Taylor & Francis Journals, vol. 47(28), pages 2974-2984, June.
    See citations under working paper version above.
  3. Aymen Belgacem & Amine Lahiani, 2012. "More on the impact of US macroeconomic announcements: Evidence from French and German stock markets' volatility," Economics Bulletin, AccessEcon, vol. 32(2), pages 1509-1526.

    Cited by:

    1. Ben Omrane, Walid & Hussain, Syed Mujahid, 2016. "Foreign news and the structure of co-movement in European equity markets: An intraday analysis," Research in International Business and Finance, Elsevier, vol. 37(C), pages 572-582.
    2. Aymen Belgacem & Anna Creti & Khaled Guesmi & Amine Lahiani, 2014. "Volatility spillovers and macroeconomic announcements: evidence from crude oil markets," Working Papers 2014-50, Department of Research, Ipag Business School.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ARA: MENA - Middle East and North Africa (3) 2016-04-09 2017-09-03 2023-11-27
  2. NEP-MAC: Macroeconomics (3) 2009-04-25 2014-10-13 2016-03-10
  3. NEP-RMG: Risk Management (3) 2013-09-28 2014-03-30 2017-09-03
  4. NEP-CBA: Central Banking (1) 2009-04-25
  5. NEP-CFN: Corporate Finance (1) 2014-03-30
  6. NEP-ENE: Energy Economics (1) 2016-03-10
  7. NEP-IAS: Insurance Economics (1) 2014-03-30

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