Advanced Search
MyIDEAS: Login to follow this author

Khaled Guesmi

Contents:

This is information that was supplied by Khaled Guesmi in registering through RePEc. If you are Khaled Guesmi , 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: Khaled
Middle Name:
Last Name: Guesmi
Suffix:

RePEc Short-ID: pgu288

Email: [This author has chosen not to make the email address public]
Homepage: http://economix.u-paris10.fr/fr/membres/?id=277
Postal Address:
Phone:

Affiliation

(90%) 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)
(10%) EconomiX
Université Paris Ouest-Nanterre la Défense (Paris X)
Location: Nanterre, France
Homepage: http://economix.fr/
Email:
Phone:
Fax:
Postal: 200 Avenue de la République, Bât. G - 92001 Nanterre Cedex
Handle: RePEc:edi:modemfr (more details at EDIRC)

Works

as in new window

Working papers

  1. Khaled Guesmi & Ilyes Abid & Mohamed Hedi Arouri & Frédéric Teulon, 2014. "On the determinants of equity international risk premium : Are emerging zones different ?," Working Papers 2014-322, Department of Research, Ipag Business School.
  2. Ilyes Abid & Khaled Guesmi & Olfa Kaabia & Duc Khuong Nguyen, 2014. "Financial Crises and Contagion Effects between the US and OECD Equity Markets," Working Papers 2014-451, Department of Research, Ipag Business School.
  3. Salma Fattoum & Khaled Guesmi & Bruno-Laurent Moschetto, 2014. "The Evolution of Risk Premiums in Emerging Stock Markets: The Case of Latin America and Asia Region," Working Papers 2014-132, Department of Research, Ipag Business School.
  4. Khaled Guesmi & Ilyes Abid & Olfa Kaabia, 2014. "Conditional Correlations and Volatility Spillovers between Crude Oil and Oil- exporting and importing countries," Working Papers 2014-334, Department of Research, Ipag Business School.
  5. Aymen Belgacem & Anna Creti & Khaled Guesmi & Amine Lahiani, 2014. "Volatility spillovers and macroeconomic announcements evidence from crude oil markets," Working Papers 2014-050, Department of Research, Ipag Business School.
  6. Anna Creti & Zied Ftiti & Khaled Guesmi, 2014. "Oil price impact on financial markets:," Working Papers 2014-435, Department of Research, Ipag Business School.
  7. Zied Ftiti & Duc Khuong Nguyen & Khaled Guesmi & Frédéric Teulon, 2014. "Modelling Inflation Shifts and Persistence in Tunisia: Perspective from an Evolutionary spectral approach," Working Papers 2014-124, Department of Research, Ipag Business School.
  8. Zied Ftiti & Khaled Guesmi & Frédéric Teulon & Slim Chouachi, 2014. "Evolution of Crude Oil Prices and Economic Growth: The case of OPEC Countries," Working Papers 2014-421, Department of Research, Ipag Business School.
  9. Selim Mankaï & Khaled Guesmi, 2014. "Robust Portfolio Protection: A Scenarios-Based Approach," EconomiX Working Papers 2014-35, University of Paris West - Nanterre la Défense, EconomiX.
  10. Amine Lahiani & Khaled Guesmi, 2014. "Commodity Price Correlation and Time varying Hedge Ratios," Working Papers 2014-142, Department of Research, Ipag Business School.
  11. Khaled Guesmi & Frédéric Teulon, 2014. "Determinants of Foreign Direct Investments in the South Asian Association for Regional Cooperation," Working Papers 2014-213, Department of Research, Ipag Business School.
  12. Khaled Guesmi & Frederic Teulon & Amine Lahiani, 2014. "Australia’s integration into the ASEAN- 5 Region," Working Papers 2014-207, Department of Research, Ipag Business School.
  13. Khaled Guesmi & Duc Khuong Nguyen, 2014. "L’intégration financière des marchés d’actions émergents : une analyse au niveau régional," Working Papers 2014-220, Department of Research, Ipag Business School.
  14. Khaled Guesmi & Duc Khuong Nguyen, 2014. "L’intégration intra-régionale des marchés boursiers de l’Europe du sudest : une analyse multivariée," Working Papers 2014-219, Department of Research, Ipag Business School.
  15. Khaled Guesmi & Jean-Yves Moisseron & Frédéric Teulon, 2014. "Integration versus segmentation in Middle East North Africa equity market: Time variations and currency risk," Working Papers 2014-293, Department of Research, Ipag Business School.
  16. Khaled Guesmi & Frédéric Teulon, 2014. "Equity Market Integration and Currency Risk: Empirical Evidence for Indonesia," Working Papers 2014-096, Department of Research, Ipag Business School.
  17. Khaled Guesmi & Salma Fattoum, 2014. "Measuring contagion effects between crude oil and OECD stock markets," Working Papers 2014-090, Department of Research, Ipag Business School.
  18. Zied Ftiti & Khaled Guesmi & Frédéric Teulon, 2014. "Oil Shocks and Economic Growth in OPEC countries," Working Papers 2014-064, Department of Research, Ipag Business School.
  19. Sophie Vallet & Salma Fattoum & Khaled Guesmi, 2014. "Motivations et enjeux de l’essaimage dans les grands groupes français," Working Papers 2014-205, Department of Research, Ipag Business School.
  20. Frédéric Teulon & Khaled Guesmi & Salma Fattoum, 2014. "Is there a difference between domestic and foreign risk premium? The case of China Stock Market," Working Papers 2014-089, Department of Research, Ipag Business School.
  21. Anna Creti & Khaled Guesmi & Ilyes Abid, 2014. "Conditional Correlations and Volatility Spillovers between Oil Price and OECD Stock index: a Multivariate Analysis," Working Papers 2014-065, Department of Research, Ipag Business School.
  22. Miriam Brahim & Khaled Guesmi & FrédéricTeulon, 2014. "Les IDE dans les pays d’Europe centrale et orientale : une approche gravitationnelle," Working Papers 2014-395, Department of Research, Ipag Business School.
  23. Anna Creti & Zied Ftiti & Khaled Guesmi, 2014. "Oil Price and Financial Markets: Multivariate Dynamic Frequency Analysis," Working Papers 2014-121, Department of Research, Ipag Business School.
  24. Khaled Guesmi & Frédéric Teulon, 2014. "The determinants of regional stock market integration in Middle East: A Conditional ICAPM Approach," Working Papers 2014-214, Department of Research, Ipag Business School.
  25. Frederic Teulon & Zied Ftiti & Khaled Guesmi, 2014. "The crisis of the sovereign debts in the Eurozone: an overview," Working Papers 2014-168, Department of Research, Ipag Business School.
  26. Khaled GUESMI & Ilyes ABID & Olfa KAABIA, 2014. "Stock Market Integration and Risk Premium: Empirical Evidence for Emerging Economies of South Asia," Working Papers 2014-444, Department of Research, Ipag Business School.
  27. Khaled Guesmi & Duc Khuong Nguyen & Frédéric Teulon, 2014. "Further evidence on the determinants of regional stock market integration in Latin America," Working Papers 2014-415, Department of Research, Ipag Business School.
  28. Heni Boubaker & Khaled Guesmi & Duc Khuong Nguyen, 2014. "Gauging the nonstationarity and asymmetries in the oil-stock price links: a multivariate analysis," Working Papers 2014-442, Department of Research, Ipag Business School.
  29. Khaled Guesmi & Saoussen Jebri & Abdelkarim Jabri & Frédéric Teulon, 2014. "Are hedge funds uncorrelated with financial markets? An empirical assessment," Working Papers 2014-103, Department of Research, Ipag Business School.
  30. Khaled Guesmi & Frederic Teulon & Ahmed Taneem Muzaffar, 2014. "The Evolution of Risk Premium as a Measure for Intra-regional Equity Market Integration," Working Papers 2014-365, Department of Research, Ipag Business School.
  31. Khaled Guesmi & Zied Ftiti & Ilyes Abid, 2014. "Greece’s Stock Market Integration with Southeast Europe," Working Papers 2014-440, Department of Research, Ipag Business School.
  32. Khaled Guesmi & Salma Fattoum, 2014. "Return and volatility transmission between oil prices and oil-exporting and oil-importing countries," Working Papers 2014-443, Department of Research, Ipag Business School.
  33. Khaled Guesmi & Duc Khuong Nguyen, 2013. "Regional integration of stock markets in Southeast Europe," Working Papers 2013-022, Department of Research, Ipag Business School.
  34. Anna Créti & Zied Ftiti & Khaleb Guesmi, 2013. "Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries," Working Papers hal-00822070, HAL.
  35. Khaled Guesmi & Frédéric Teulon, 2013. "Regional Equity Risk Premium Convergence: The case of Japan," Working Papers 2013-006, Department of Research, Ipag Business School.
  36. Khaled Guesmi & Frédéric Teulon & Zied Ftiti, 2013. "Sudden Changes in Volatility in European Stock Markets," Working Papers 2013-032, Department of Research, Ipag Business School.
  37. Khaled Guesmi & Frédéric Teulon, 2013. "Regional Stock Market Integration in Singapore: A Multivariate Analysis," Working Papers 2013-038, Department of Research, Ipag Business School.
  38. Olfa Kaabia & Ilyes Abid & Khaled Guesmi, 2012. "Does Bayesian Shrinkage Help to Better Reflect What Happened during the Subprime Crisis?," EconomiX Working Papers 2012-46, University of Paris West - Nanterre la Défense, EconomiX.
  39. Khaled Guesmi & Duc Khuong Nguyen, 2011. "How strong is the global integration of emerging market regions? An empirical assessment," EconomiX Working Papers 2011-9, University of Paris West - Nanterre la Défense, EconomiX.
  40. Kazi, Irfan Akbar & Guesmi, Khaled & Kaabia, Olfa, 2011. "Contagion effect of financial crisis on OECD stock markets," Economics Discussion Papers 2011-15, Kiel Institute for the World Economy.
  41. Khaled Guesmi, 2009. "Évaluation de la prime de risque de change dans un contexte régional : une analyse multi-variée du MEDAFI," EconomiX Working Papers 2009-45, University of Paris West - Nanterre la Défense, EconomiX.

Articles

  1. Abid, Ilyes & Kaabia, Olfa & Guesmi, Khaled, 2014. "Stock market integration and risk premium: Empirical evidence for emerging economies of South Asia," Economic Modelling, Elsevier, vol. 37(C), pages 408-416.
  2. Khaled Guesmi & Duc Khuong Nguyen, 2014. "Time-varying regional integration of stock markets in Southeast Europe," Applied Economics, Taylor & Francis Journals, vol. 46(11), pages 1279-1290, April.
  3. Khaled GUESMI & Salma FATTOUM, 2014. "The Relationship between Oil Price and OECD Stock Markets: A Multivariate Approach," Economics Bulletin, AccessEcon, vol. 34(1), pages 510-519.
  4. Khaled Guesmi & Frédéric Teulon, 2014. "The determinants of regional stock market integration in middle east: A conditional ICAPM approach," Economie Internationale, CEPII research center, issue 137, pages 22-31.
  5. Guesmi, Khaled & Fattoum, Salma, 2014. "Return and volatility transmission between oil prices and oil-exporting and oil-importing countries," Economic Modelling, Elsevier, vol. 38(C), pages 305-310.
  6. Guesmi, Khaled & Moisseron, Jean-Yves & Teulon, Frédéric, 2014. "Integration versus segmentation in Middle East North Africa Equity Market: Time variations and currency risk," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 28(C), pages 204-212.
  7. Guesmi, Khaled & Ftiti, Zied & Abid, Ilyes, 2013. "Greece’s Stock Market Integration with Southeast Europe," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 28, pages 668-682.
  8. Khaled Guesmi & Mohamed Hedi Arouri & Ilyes Abid & Frédéric Teulon, 2013. "On the Determinants of Equity International Risk Premium: Are Emerging Zones Different?," Economics Bulletin, AccessEcon, vol. 33(1), pages 597-611.
  9. Kaabia, Olfa & Abid, Ilyes & Guesmi, Khaled, 2013. "Does Bayesian shrinkage help to better reflect what happened during the subprime crisis?," Economic Modelling, Elsevier, vol. 31(C), pages 423-432.
  10. Khaled Guesmi & Duc Khuong Nguyen & Frédéric Teulon, 2013. "Further evidence on the determinants of regional stock market integration in Latin America," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 10(3), pages 397-413, December.
  11. Khaled Guesmi, 2011. "Are domestic Asian markets integrated with the regional one? An empirical assessment," Economics Bulletin, AccessEcon, vol. 31(1), pages A5.
  12. Khaled Guesmi, 2011. "Time varying regional integration in emerging stock market," Economics Bulletin, AccessEcon, vol. 31(2), pages 1082-1094.
  13. khaled GUESMI & Irfan Kazi & Farhan Akbar, 2011. "Measuring stock market volatility in oecd economy," Economics Bulletin, AccessEcon, vol. 31(4), pages A58.
  14. Guesmi, Khaled & Nguyen, Duc Khuong, 2011. "How strong is the global integration of emerging market regions? An empirical assessment," Economic Modelling, Elsevier, vol. 28(6), pages 2517-2527.
  15. Khaled Guesmi, 2011. "What Drives the Regional Integration of Emerging Stock Markets?," Economics Bulletin, AccessEcon, vol. 31(3), pages 2603-2619.
  16. 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.
  17. 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

33 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ARA: MENA - Middle East & North Africa (5) 2014-02-21 2014-03-08 2014-04-18 2014-05-24 2014-07-28. Author is listed
  2. NEP-CBA: Central Banking (2) 2014-03-08 2014-03-30
  3. NEP-CMP: Computational Economics (2) 2014-06-22 2014-07-13
  4. NEP-CSE: Economics of Strategic Management (1) 2014-04-18
  5. NEP-CWA: Central & Western Asia (1) 2011-03-26
  6. NEP-EEC: European Economics (1) 2011-06-25
  7. NEP-ENE: Energy Economics (8) 2013-05-24 2014-02-21 2014-02-21 2014-02-21 2014-02-21 2014-03-22 2014-06-28 2014-07-28. Author is listed
  8. NEP-ENT: Entrepreneurship (1) 2014-04-18
  9. NEP-ETS: Econometric Time Series (1) 2014-02-21
  10. NEP-FMK: Financial Markets (4) 2011-06-25 2014-02-21 2014-03-08 2014-07-13
  11. NEP-FOR: Forecasting (1) 2012-12-10
  12. NEP-IFN: International Finance (3) 2011-03-26 2011-06-25 2014-02-21
  13. NEP-INT: International Trade (2) 2014-04-18 2014-07-13
  14. NEP-LAM: Central & South America (2) 2014-03-15 2014-07-28
  15. NEP-MAC: Macroeconomics (7) 2011-06-25 2014-02-21 2014-02-21 2014-02-21 2014-03-08 2014-03-30 2014-06-28. Author is listed
  16. NEP-MON: Monetary Economics (1) 2014-03-08
  17. NEP-OPM: Open Economy Macroeconomics (1) 2014-03-30
  18. NEP-ORE: Operations Research (2) 2014-03-22 2014-06-28
  19. NEP-RMG: Risk Management (6) 2014-02-21 2014-02-21 2014-02-21 2014-03-08 2014-03-15 2014-03-22. Author is listed
  20. NEP-SEA: South East Asia (2) 2014-02-21 2014-03-15
  21. NEP-TRA: Transition Economics (3) 2014-02-21 2014-04-18 2014-07-13
  22. NEP-URE: Urban & Real Estate Economics (1) 2012-12-10

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Downloads through RePEc Services over the past 12 months
  2. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Khaled Guesmi should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.