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Publications

by members of

Africa Business School
Université Mohammed VI Polytechnique
Rabat, Morocco

(Mohammed VI Polytechnic University)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2025

  1. Hafid Lalioui & Amine Ben Amar & Makram Bellalah, 2025. "Asset Pricing Model in Markets of Imperfect Information and Subjective Views," Papers 2501.11983, arXiv.org, revised Feb 2025.
  2. Amine Ben Amar & Chiheb Féki & Makram Bellalah, 2025. "Portfolio diversification during recent stress and stress-free episodes: insights from three alternative portfolio methods," Post-Print hal-04991194, HAL.

2024

  1. Amal Abricha & Amine Ben Amar & Makram Bellalah, 2024. "Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach," Post-Print hal-04515196, HAL.
  2. Amine Ben Amar & Amir Hasnaoui & Nabil Boubrahimi & Ilham Dkhissi & Makram Bellalah, 2024. "Deciphering volatility spillovers amidst crises: analyzing the interplay among commodities, equities and socially responsible investments during the COVID-19 shock and financial turbulence," Post-Print hal-04643053, HAL.
  3. Makram Bellalah & Amine Ben Amar & Ephraim Clark, 2024. "Regret-aversion over different maturities: Application to energy futures markets," Post-Print hal-04675525, HAL.
  4. Amine Ben Amar & Ramzi Benkraiem & Khaled Guesmi & Hela Mzoughi, 2024. "Blockchain markets, green finance investments, and environmental impacts," Post-Print hal-04925275, HAL.
  5. Mondher Bouattour & Amine Ben Amar & Néjib Hachicha, 2024. "How does Hamas–Israel war impact stock markets in the Middle East? Country and sector-level analysis," Post-Print halshs-04721569, HAL.

2023

  1. Amine Ben Amar & Mondher Bouattour & Makram Bellalah & Stéphane Goutte, 2023. "Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict," Post-Print hal-04122251, HAL.
  2. Amine Ben Amar & Néjib Hachicha & Hichem Rezgui & Shawkat Hammoudeh, 2023. "How Does the Russian-Ukrainian War Rock Stock and Commodity Markets? Fresh Insights from Joint Network-Connectedness Analysis," Post-Print hal-04725499, HAL.

2022

  1. Mohammad Isleimeyyeh & Amine Ben Amar & Stéphane Goutte & Ramzi Benkraiem, 2022. "Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?," Post-Print hal-03674806, HAL.
  2. Néjib Hachicha & Amine Ben Amar & Ikrame Ben Slimane & Makram Bellalah & Jean-Luc Prigent, 2022. "Dynamic connectedness and optimal hedging strategy among commodities and financial indices," Post-Print hal-03745047, HAL.
  3. Hela Mzoughi & Amine Ben Amar & Fateh Belaid & Khaled Guesmi, 2022. "The Impact of COVID-19 pandemic on Islamic and conventional financial markets: International empirical evidence," Post-Print hal-04542355, HAL.
  4. Amine Ben Amar & Mondher Bouattour & Jean-Etienne Carlotti, 2022. "Time-frequency analysis of the comovement between wheat and equity markets," Post-Print halshs-04721723, HAL.

2021

  1. Fateh Belaid & Amine Ben Amar & Stéphane Goutte & Khaled Guesmi, 2021. "Emerging and advanced economies markets behaviour during the COVID ‐19 crisis era," Post-Print hal-03273647, HAL.
  2. Amine Ben Amar & Fateh Belaid & Adel Ben Youssef & Benjamin Chiao & Khaled Guesmi, 2021. "The unprecedented reaction of equity and commodity markets to COVID-19," Post-Print halshs-03506813, HAL.

2020

  1. Amine Ben Amar & Fateh Belaid & Adel Ben Youssef & Benjamin Chiao & Khaled Guesmi, 2020. "The Unprecedented Equity and Commodity Markets Reaction to COVID-19," Post-Print hal-03131564, HAL.
  2. Amine Ben Amar & Fateh Bélaïd & Adel Ben Youssef & Khaled Guesmi, 2020. "Connectedness among regional financial markets in the context of the COVID-19," Post-Print hal-03272577, HAL.
  3. Sakshi Saini & Sanjay Sehgal & Florent Deisting, 2020. "Monetary Policy,Risk Aversion and Uncertainty in an International Context," IEG Working Papers 385, Institute of Economic Growth.

2018

  1. Amine Ben Amar, 2018. "An old wine in new shari'a compliant bottles? A time-frequency wavelet analysis of the efficiency of monetary policy in dual financial systems," Post-Print hal-01745747, HAL.
  2. Amine Ben Amar & Makram Bellalah & Lamjed Jerfel, 2018. "Du Tunindex au Tunindex-i: Structure et Performance," Working Papers hal-01761904, HAL.

2017

  1. Amine Ben Amar & Ikrame Ben Slimane & Makram Bellalah, 2017. "Are Non-Conventional Banks More Resilient than Conventional Ones to Financial Crisis?," Working Papers hal-01455752, HAL.
  2. Fabien Candau & Florent Deisting & Julie Schlick, 2017. "How Income and Crowding Effects Influence the World Market for French Wines," Post-Print hal-01844373, HAL.
  3. Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2017. "Time Varying Integration amongst the South Asian Equity Markets: An Empirical Study," Working Papers hal-01885142, HAL.

2015

  1. Néjib Hachicha & Amine Ben Amar, 2015. "Does Islamic bank financing contribute to economic growth? The Malaysian case," Post-Print hal-01745751, HAL.
  2. Florent Deisting & Serge Rey, 2015. "Determinants of Tourism in French Overseas Departments and Collectivities [Les déterminants du tourisme dans les départements et collectivités d’outre-mer français]," Post-Print hal-02441336, HAL.
  3. Florent Deisting & Charlotte Fontan Sers & Farid Makhlouf, 2015. "Transferts de fonds, stabilité politique et croissance économique dans les pays de l’ex URSS," Working Papers hal-01885144, HAL.

2014

  1. Wasim Ahmad & Florent Deisting & Sanjay Sehgal, 2014. "Information transmission in India's commodity futures market: how efficient is the market?," Post-Print hal-01881904, HAL.
  2. Sanjay Sehgal & Srividya Subramaniam & Florent Deisting, 2014. "Tests Of Equity Market Anomalies For Select Emerging Markets," Post-Print hal-01881907, HAL.
  3. Sehgal, Sanjay & Gupta, Priyanshi & Deisting, Florent, 2014. "Assessing Time-Varying Stock Market Integration in EMU for Normal and Crisis Periods," MPRA Paper 64078, University Library of Munich, Germany.

2013

  1. Fabien Candau & Florent Deisting & Serge Rey, 2013. "Inflation Convergence in Asian Countries," Post-Print hal-01847103, HAL.
  2. Florent Deisting & Jean-Pierre Lahille, 2013. "Analyse financière, aide-mémoire," Post-Print hal-01881874, HAL.
  3. Sanjay Sehgal & Wasim Ahmad & Florent Deisting, 2013. "A Re-Assessment of the Role of the Financial Sector in Driving Economic Growth: Recent Evidence from Cross Country Data," Post-Print hal-01881908, HAL.
  4. Sanjay Sehgal & Namita Rajput & Florent Deisting, 2013. "Price Discovery and Volatility Spillover: Evidence from Indian Commodity Markets," Post-Print hal-01881910, HAL.

2012

  1. Serge Rey & Florent Deisting, 2012. "GDP per Capita among African Countries over the Period 1950-2008: Highlights of Convergence Clubs," Post-Print hal-01881912, HAL.
  2. Wasim Ahmad & Florent Deisting & Sanjay Sehgal, 2012. "An investigation of price discovery and volatility spillovers in India's currency futures market," Post-Print hal-01881913, HAL.
  3. Florent Deisting, 2012. "Effects of regional integration on the process of real convergence: comparative study," Post-Print hal-01881915, HAL.
  4. Sanjay Sehgal & Siddhartha Banerjee & Florent Deisting, 2012. "The Impact of M&A Announcement and Financing Strategy on Stock Returns: Evidence from BRICKS Markets," Post-Print hal-01881917, HAL.
  5. Sanjay Sehgal & Vidisha Garg & Florent Deisting, 2012. "Relationship between cross sectional volatility and stock returns: Evidence From India," Post-Print hal-01881918, HAL.
  6. Sanjay Sehgal & Srividya Subramaniam & Florent Deisting, 2012. "Accruals and Cash Flows Anomalies: Evidence From Indian Stock Market," Post-Print hal-01881919, HAL.
  7. Florent Deisting & Pascal Paumard, 2012. "Développement durable et attractivités des territoires," Post-Print hal-01881920, HAL.
  8. Florent Deisting & Farid Makhlouf & Adil Naamane, 2012. "Développement financier, flux financiers et croissance économique," Working Papers hal-01885156, HAL.
  9. Florent DEISTING & Pascal PAUMARD, 2012. "Marches et organisations : développement durable et attractivité des territoires," Working Papers 1602, Groupe ESC Pau, Research Department, revised Jun 2012.
  10. Florent DEISTING, 2012. "La contribution de la politique monétaire de la croissance : un modèle de convergence conditionnelle," Working Papers 1701, Groupe ESC Pau, Research Department, revised Dec 2012.

2011

  1. Florent Deisting, 2011. "Etude comparative : l’intégration commerciale facteur de convergence réelle, les cas des pas d’Asie du Sud-est, des MENA et des pays d’Amérique Latine," Post-Print hal-01881830, HAL.
  2. Florent Deisting, 2011. "Développement Durable et Attractivité des territories: le cas des pays de l’Adour," Post-Print hal-01881831, HAL.
  3. Florent Deisting, 2011. "Integration effects on convergence process," Post-Print hal-01881835, HAL.
  4. Sanjay Sehgal & Kumar Bijoy & Florent Deisting, 2011. "Modeling and Forecasting Debt Market Yields : Evidence From India," Post-Print hal-01881922, HAL.

2010

  1. Deisting Florent, 2010. "Les effets de l’intégration régionale sur le processus de convergence réelle : étude comparative," Working Papers 1302, Groupe ESC Pau, Research Department, revised Dec 2010.

2009

  1. Florent Deisting, 2009. "Etude comparée : Lien Intégration/Convergence en Asie du Sud-est et dans les Pays du Sud et de l’Est Méditerranéen," Post-Print hal-01881851, HAL.
  2. Florent Deisting, 2009. "La convergence nominale, un frein à la convergence réelle : le cas des MENA," Post-Print hal-01881853, HAL.
  3. Florent Deisting, 2009. "L’intégration régionale facteur de convergence entre les pays d’Asie," Post-Print hal-01881855, HAL.

2007

  1. Florent Deisting, 2007. "De la théorie de la croissance au conflit de convergence dans les Pays du Sud et de l'Est de la Méditerranée : revue de la littérature et approche théorique," Post-Print hal-01881861, HAL.

Journal articles

Undated material is listed at the end

2025

  1. Kharbach, Mohammed & Ben Amar, Amine & Lalioui, Hafid, 2025. "Carbon-adjusted portfolio selection: A counterfactual analysis," Economics Letters, Elsevier, vol. 246(C).
  2. Amine Ben Amar & Boutaina Lmasrar & Mondher Bouattour, 2025. "Are European and U.S. natural gas futures markets integrated? Insights from network-connectedness and cross-herding analysis," Economics and Business Letters, Oviedo University Press, vol. 14(2), pages 106-116.
  3. Sanjay Sehgal & Tarunika Jain Agrawal & Florent Deisting, 2025. "The tale of two tails and stock returns for two major emerging markets," Review of Quantitative Finance and Accounting, Springer, vol. 64(1), pages 163-189, January.

2024

  1. Bellalah, Makram & Ben Amar, Amine & Clark, Ephraim, 2024. "Regret-aversion over different maturities: Application to energy futures markets," Economics Letters, Elsevier, vol. 241(C).
  2. Abricha, Amal & Ben Amar, Amine & Bellalah, Makram, 2024. "Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 93(C), pages 229-246.
  3. Mzoughi, Hela & Amar, Amine Ben & Guesmi, Khaled & Benkraiem, Ramzi, 2024. "Blockchain markets, green finance investments, and environmental impacts," Research in International Business and Finance, Elsevier, vol. 69(C).
  4. Amine Ben Amar & Amir Hasnaoui & Nabil Boubrahimi & Ilham Dkhissi & Makram Bellalah, 2024. "Deciphering volatility spillovers amidst crises: analyzing the interplay among commodities, equities and socially responsible investments during the COVID-19 shock and financial turbulence," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 25(4), pages 629-645, May.
  5. Amine Ben Amar & Néjib Hachicha & Hichem Rezgui & Shawkat Hammoudeh, 2024. "How Does the Russian-Ukrainian War Rock Stock and Commodity Markets? Fresh Insights from Joint Network-Connectedness Analysis," Defence and Peace Economics, Taylor & Francis Journals, vol. 35(6), pages 713-739, August.

2023

  1. Ben Amar, Amine & Bouattour, Mondher & Bellalah, Makram & Goutte, Stéphane, 2023. "Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict," Finance Research Letters, Elsevier, vol. 55(PA).
  2. Billah, Mabruk & Amar, Amine Ben & Balli, Faruk, 2023. "The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
  3. Amine Ben Amar & Stéphane Goutte & Amir Hasnaoui & Amine Marouane & Héla Mzoughi, 2023. "The Ramadan effect on commodity and stock markets integration," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 22(3), pages 269-293, April.
  4. Fateh Belaid & Amine Ben Amar & Stéphane Goutte & Khaled Guesmi, 2023. "Emerging and advanced economies markets behaviour during the COVID‐19 crisis era," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1563-1581, April.
  5. Selmi, Refk & Wohar, Mark & Deisting, Florent & Kasmaoui, Kamal, 2023. "Dynamic inflation hedging performance and downside risk: A comparison between Islamic and conventional stock indices," The Quarterly Review of Economics and Finance, Elsevier, vol. 91(C), pages 56-67.

2022

  1. Amar, Amine Ben & Goutte, Stéphane & Isleimeyyeh, Mohammad & Benkraiem, Ramzi, 2022. "Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?," International Review of Financial Analysis, Elsevier, vol. 82(C).
  2. Hachicha, Néjib & Ben Amar, Amine & Ben Slimane, Ikrame & Bellalah, Makram & Prigent, Jean-Luc, 2022. "Dynamic connectedness and optimal hedging strategy among commodities and financial indices," International Review of Financial Analysis, Elsevier, vol. 83(C).
  3. Mzoughi, Hela & Ben Amar, Amine & Belaid, Fateh & Guesmi, Khaled, 2022. "The Impact of COVID-19 pandemic on Islamic and conventional financial markets: International empirical evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 85(C), pages 303-325.
  4. Ben Amar, Amine & Goutte, Stéphane & Isleimeyyeh, Mohammad, 2022. "Asymmetric cyclical connectedness on the commodity markets: Further insights from bull and bear markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 85(C), pages 386-400.
  5. Amine Ben Amar & AbdelKader O. El Alaoui, 2022. "Profit- and loss-sharing partnership: the case of the two-tier mudharaba in Islamic banking," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 16(1), pages 81-102, May.
  6. Amine Ben Amar & Mondher Bouattour & Jean-Etienne Carlotti, 2022. "Time-frequency analysis of the comovement between wheat and equity markets," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 23(4), pages 368-384, May.
  7. Ilyes Abid & Amine Ben Amar & Khaled Guesmi & Thomas Porcher, 2022. "COVID-19 and oil price shocks: the case of Republic of the Congo," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 44(4), pages 281-291.
  8. Amine Ben Amar, 2022. "On the role of Islamic banks in the monetary policy transmission in Saudi Arabia," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(1), pages 55-94, March.
  9. Sehgal, Sanjay & Rakhyani, Sarika & Deisting, Florent, 2022. "Does betting against beta strategy work in major Asian Markets?," Pacific-Basin Finance Journal, Elsevier, vol. 75(C).

2021

  1. Amar, Amine Ben & Belaid, Fateh & Youssef, Adel Ben & Chiao, Benjamin & Guesmi, Khaled, 2021. "The unprecedented reaction of equity and commodity markets to COVID-19," Finance Research Letters, Elsevier, vol. 38(C).
  2. Amine Ben Amar, 2021. "Economic growth and environment in the United Kingdom: robust evidence using more than 250 years data," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 23(4), pages 667-681, October.
  3. Amine Ben Amar & Fateh Bélaïd & Adel Ben Youssef & Khaled Guesmi, 2021. "Connectedness among regional financial markets in the context of the COVID-19," Applied Economics Letters, Taylor & Francis Journals, vol. 28(20), pages 1789-1796, November.
  4. Amine Ben Amar & Néjib Hachicha & Nihel Halouani, 2021. "Is there a shift contagion among stock markets during the COVID-19 crisis? Further insights from TYDL causality test," International Review of Applied Economics, Taylor & Francis Journals, vol. 35(2), pages 188-209, March.
  5. Amine Ben Amar & Jean‐Étienne Carlotti, 2021. "Who drives the dance? Further insights from a time‐frequency wavelet analysis of the interrelationship between stock markets and uncertainty," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 1623-1636, January.

2020

  1. Sakshi Saini & Sanjay Sehgal & Florent Deisting, 2020. "Monetary Policy, Risk Aversion and Uncertainty in an International Context," Multinational Finance Journal, Multinational Finance Journal, vol. 24(3-4), pages 211-266, September.

2019

  1. Amine Ben Amar, 2019. "The Effectiveness of Monetary Policy Transmission in a Dual Banking System: Further Insights from TVP-VAR Model," Economics Bulletin, AccessEcon, vol. 39(4), pages 2317-2332.
  2. Sanjay Sehgal & Sakshi Saini & Florent Deisting, 2019. "Examining Dynamic Interdependencies Among Major Global Financial Markets," Multinational Finance Journal, Multinational Finance Journal, vol. 23(1-2), pages 103-139, March - J.

2018

  1. Amine Ben Amar, 2018. "An old wine in new shari'a compliant bottles? A time-frequency wavelet analysis of the efficiency of monetary policy in dual financial systems," Economics Bulletin, AccessEcon, vol. 38(1), pages 558-564.
  2. Sanjay Sehgal & Payal Jain & Florent Deisting, 2018. "Information Transmission between Mature and Emerging Equity Markets During Normal and Crisis Periods: An Empirical Examination," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(1), pages 185-225, March.
  3. Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2018. "Stock Market Integration Dynamics and its Determinants in the East Asian Economic Community Region," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(2), pages 389-425, June.
  4. Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2018. "Time varying integration amongst the South Asian equity markets: An empirical study," Cogent Economics & Finance, Taylor & Francis Journals, vol. 6(1), pages 1452328-145, January.

2017

  1. Fabien Candau & Florent Deisting & Julie Schlick, 2017. "How Income and Crowding Effects Influence the World Market for French Wines," The World Economy, Wiley Blackwell, vol. 40(5), pages 963-977, May.
  2. Sanjay Sehgal & Priyanshi Gupta & Florent Deisting, 2017. "Assessing time-varying stock market integration in Economic and Monetary Union for normal and crisis periods," The European Journal of Finance, Taylor & Francis Journals, vol. 23(11), pages 1025-1058, September.

2016

  1. Muneesh Kumar & Neetika Batra & Florent Deisting, 2016. "Determinants Of Priority Sector Lending: Evidence From Bank Lending Patterns In India," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 10(2), pages 55-80.
  2. Sanjay Sehgal & Priyanshi Gupta & Florent Deisting, 2016. "Integration from Retail Banking to Non-Financial Corporations in EMU," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 31(3), pages 674-735.

2015

  1. Nejib Hachicha & Amine Ben Amar, 2015. "Does Islamic bank financing contribute to economic growth? The Malaysian case," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 8(3), pages 349-368, August.
  2. Sanjay Sehgal & Wasim Ahmad & Florent Deisting, 2015. "An investigation of price discovery and volatility spillovers in India’s foreign exchange market," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 42(2), pages 261-284, May.
  3. Priyanshi Gupta & Sanjay Sehgal & Florent Deisting, 2015. "Time-Varying Bond Market Integration in EMU," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 30(4), pages 708-760.
  4. Florent DEISTING & Serge REY, 2015. "Determinants Of Tourism In French Overseas Departments And Collectivities," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 42, pages 215-230.

2014

  1. Sanjay Sehgal & Srividya Subramaniam & Florent Deisting, 2014. "Tests of Equity Market Anomalies for Select Emerging Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 8(3), pages 27-46.

2013

  1. Sanjay Sehgal & Namita Rajput & Florent Deisting, 2013. "Price Discovery and Volatility Spillover: Evidence from Indian Commodity Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 7(3), pages 57-75.

2012

  1. Serge Rey & Florent Deisting, 2012. "GDP per Capita among African Countries over the Period 1950–2008: Highlights of Convergence Clubs," Economics Bulletin, AccessEcon, vol. 32(4), pages 2779-2800.

Undated

  1. Mondher Bouattour & Amine Ben Amar & Mohammad Isleimeyyeh & Shawkat Hammoudeh & Amir Hasnaoui, . "Herding behavior in energy commodity futures markets amid turmoil and turmoil-free periods," Journal of Energy Markets, Journal of Energy Markets.

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