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Publications

by members of

Faculté des Sciences Économiques et de Gestion de Mahdia
Université de Monastir
Mahdia, Tunisia

(Faculty of Economics and Management, University of Monastir)

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

2024

  1. Jeguirim, Khaled & Ben Salem, Leila, 2024. "Unveiling extreme dependencies between oil price shocks and inflation in Tunisia: Insights from a copula dcc garch approach," MPRA Paper 121616, University Library of Munich, Germany.
  2. Mestiri, Sami, 2024. "Financial applications of machine learning using R software," MPRA Paper 119998, University Library of Munich, Germany.

2023

  1. Sami Mestiri, 2023. "Nonparametric regression models: theories and applications in R [Les modèles de régression non paramétriques: théories et applications sous R]," Working Papers hal-04004433, HAL.
  2. Sami Mestiri, 2023. "Using R software to applied econometrics," Working Papers hal-04343931, HAL.
  3. Mestiri, Sami, 2023. "How to use machine learning in finance," MPRA Paper 120045, University Library of Munich, Germany.

2022

  1. Leila Ben Salem & Ridha Nouira & Khaled Jeguirim & Christophe Rault, 2022. "The Determinants of Crude Oil Prices: Evidence from ARDL and Nonlinear ARDL Approaches," CESifo Working Paper Series 10050, CESifo.
  2. Najia Maraoui & Thouraya Hadj Amor & Islem Khefacha & Christophe Rault, 2022. "How Economic, Political and Institutional Factors Influence the Choice of Exchange Rate Regimes? New Evidence from Selected Countries of the MENA Region," CESifo Working Paper Series 9709, CESifo.
  3. Lamia Jaidane-Mazigh & Islem Khefacha & Belgacem Smiri, 2022. "Gender and Corruption in MENA Countries: New Evidence from the ARDL Approach," Working Papers 1611, Economic Research Forum, revised 20 Nov 2022.
  4. Ben Salem, Ameni & Safer, Imene & Khefacha, Islem, 2022. "Value-at-Risk (VAR) Estimation Methods: Empirical Analysis based on BRICS Markets," MPRA Paper 113350, University Library of Munich, Germany, revised May 2022.

2021

  1. Ameni Ben Salem & Imene Safer & Islem Khefacha, 2021. "Value at Risk Estimation For the BRICS Countries : A Comparative Study," Post-Print hal-03502428, HAL.
  2. Rabiaa Romdhane & Islem Khefacha & Haykel Haj, 2021. "Sustainable Development Goals (SDGs) Contribution to Entrepreneurial Intention: The Need for Innovative Reflexions," Post-Print hal-03502437, HAL.
  3. Sami Mestiri & Sabrine Abdelghani, 2021. "La modélisation de la dynamique des volatilités et des corrélations entre les prix des matières premières et les rendements boursiers," Working Papers hal-03432761, HAL.
  4. Sami Mestiri, 2021. "Personal loan simulation using R shiny [Simulation de prêt personnel en utilisant R shiny]," Working Papers hal-03448651, HAL.
  5. Mestiri, Sami, 2021. "Modelling the volatility of Bitcoin returns using Nonparametric GARCH models," MPRA Paper 111116, University Library of Munich, Germany.

2019

  1. Mestiri, Sami, 2019. "How to use the R software," MPRA Paper 119428, University Library of Munich, Germany.
  2. Mestiri, Sami, 2019. "Bayesian Structural VAR Approach to Tunisian Monetary Policy Framework," MPRA Paper 91357, University Library of Munich, Germany.

2018

  1. Mestiri, Sami & Farhat, Abdejelil, 2018. "Credit Risk Prediction based on Bayesian estimation of logistic regression model with random effects," MPRA Paper 119960, University Library of Munich, Germany.

2016

  1. HAYKEL HADJ SALEM & HAYKEL HADJ SALEM & HUBERT JAYET & MOEZ KILANI & QUENTIN DAVID & HAKIM HAMMADOU & Aboulkacem El-Mehdi, 2016. "Using a CGE Model for analyzing the Macroeconomic impact of the Grand Paris Express project on the Ile-de-France Region," EcoMod2016 9023, EcoMod.
  2. Arfaoui, Mongi & Ben Rejeb, Aymen, 2016. "Oil, Gold, US dollar and Stock market interdependencies: A global analytical insight," MPRA Paper 70452, University Library of Munich, Germany.
  3. Ben Rejeb, Aymen, 2016. "Volatility Spillover between Islamic and conventional stock markets: evidence from Quantile Regression analysis," MPRA Paper 73302, University Library of Munich, Germany.
  4. Ben Rejeb, Aymen & Arfaoui, Mongi, 2016. "Conventional and Islamic stock markets: what about financial performance?," MPRA Paper 73495, University Library of Munich, Germany.

2015

  1. Arfaoui, Mongi & Ben Rejeb, Aymen, 2015. "Return dynamics and volatility spillovers between FOREX and MENA stock markets: what to remember for portfolio choice?," MPRA Paper 61520, University Library of Munich, Germany.
  2. Anis Omri & Saida Daly & Christophe Rault & Anissa Chaibi, 2015. "Financial Devlopment, Environmental Quality, Trade and Economic Growth: What Causes What in MENA Countries?," CESifo Working Paper Series 5204, CESifo.

2014

  1. Ben Rejeb, Aymen & Boughrara, Adel, 2014. "Financial integration in emerging market economies: effects on volatility transmission and contagion," MPRA Paper 61519, University Library of Munich, Germany.
  2. Ben Rejeb, Aymen & Arfaoui, Mongi, 2014. "Financial market interdependencies: a quantile regression analysis of volatility spillover," MPRA Paper 61516, University Library of Munich, Germany.

2013

  1. ELKEMALI, Taoufik & BEN REJEB, Aymen & MATOUSSI, Hamadi, 2013. "R&D Intensity and Financing Decisions: Evidence from European Firms," MPRA Paper 52059, University Library of Munich, Germany, revised 15 Oct 2013.

2009

  1. Sadraoui Tarek & Naceur Ben Zina, 2009. "Complementarity between private and public investment in R&D: A Dynamic Panel Data analysis," Papers 0905.4272, arXiv.org.

2007

  1. Sadraoui, Tarek & Ben Zina, Naceur, 2007. "Coopération en R&D et croissance économique : Une analyse par les données de panel dynamique [R&D Cooperation and economic growth: A dynamic panel data analysis]," MPRA Paper 3415, University Library of Munich, Germany.

2005

  1. Jean-Marie Dufour & Abdeljelil Farhat & Marc Hallin, 2005. "Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series," CIRANO Working Papers 2005s-04, CIRANO.
  2. Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf, 2005. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," CIRANO Working Papers 2005s-05, CIRANO.

2004

  1. Haykel Hadj Salem, 2004. "Impacts of the Euro-Tunisian agreements of free exchange: evaluation by a Computable General Equilibrium Model in 1996," Computational Economics 0410002, University Library of Munich, Germany.
  2. Haykel Hadj Salem, 2004. "Various methods of balancing of the macro SAM of Tunisia during the year 2000," Computational Economics 0410005, University Library of Munich, Germany.
  3. Haykel Hadj Salem, 2004. "The Macroeconomic Social Accounting Matrix of Tunisia in 1996," Computational Economics 0410001, University Library of Munich, Germany.

2001

  1. Jean-Marie Dufour & Abdeljelil Farhat, 2001. "Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions," CIRANO Working Papers 2001s-56, CIRANO.

1998

  1. DUFOUR, Jean-Marie & FARHAT, Abdeljelil & GARDIOL, Lucien, 1998. "Simulation-Based Finite-Sample Normality Tests in Linear Regressions," Cahiers de recherche 9811, Universite de Montreal, Departement de sciences economiques.

Journal articles

2024

  1. Islem Khefacha & Rabiaa Romdhane & Haykel Haj Salem, 2024. "Unveiling the relationship between entrepreneurial aspirations and prosperity: An international panel study using GEM data," International Entrepreneurship and Management Journal, Springer, vol. 20(1), pages 421-449, March.
  2. Manel Hamdi & Sami Mestiri & Adnène Arbi, 2024. "Artificial Intelligence Techniques for Bankruptcy Prediction of Tunisian Companies: An Application of Machine Learning and Deep Learning-Based Models," JRFM, MDPI, vol. 17(4), pages 1-14, March.

2023

  1. Mongi Arfaoui & Bechir Raggad, 2023. "Do Dow Jones Islamic equity indices undergo speculative pressure? New insights from a nonlinear and asymmetric analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1582-1601, April.
  2. Lamia Jaidane Mazigh & Islem Khefacha & Belgacem Smiri, 2023. "Gender and corruption: examining the nexus in MENA countries using PMG-ARDL approach," International Review of Applied Economics, Taylor & Francis Journals, vol. 37(3), pages 357-371, May.

2022

  1. Ben Salem, Leila & Nouira, Ridha & Jeguirim, Khaled & Rault, Christophe, 2022. "The determinants of crude oil prices: Evidence from ARDL and nonlinear ARDL approaches," Resources Policy, Elsevier, vol. 79(C).
  2. Arfaoui, Mongi & Chkili, Walid & Ben Rejeb, Aymen, 2022. "Asymmetric and dynamic links in GCC Sukuk-stocks: Implications for portfolio management before and during the COVID-19 pandemic," The Journal of Economic Asymmetries, Elsevier, vol. 25(C).
  3. Sami MESTIRI, 2022. "Modeling the volatility of Bitcoin returns using Nonparametric GARCH models," Journal of Academic Finance, RED research unit, university of Gabes, Tunisia, vol. 13(1), pages 2-16, June.

2021

  1. Sami Mestiri & Abdeljelil Farhat, 2021. "Using Non-parametric Count Model for Credit Scoring," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 39-49, March.
  2. Khaled Jeguirim, 2021. "An inquiry into the regional unemployment disparities in Tunisia: a spatial Durbin model," Middle East Development Journal, Taylor & Francis Journals, vol. 13(2), pages 265-291, July.
  3. Chkili, Walid & Ben Rejeb, Aymen & Arfaoui, Mongi, 2021. "Does bitcoin provide hedge to Islamic stock markets for pre- and during COVID-19 outbreak? A comparative analysis with gold," Resources Policy, Elsevier, vol. 74(C).
  4. Sami Mestiri & Abdeljelil Farhat, 2021. "Bayesian Structural Var Approch To Tunisian Monetary Policy Farmework," Journal of Smart Economic Growth, , vol. 6(2), pages 67-77, September.

2020

  1. Faten DARWEZ & Khaled JEGUIRIM & Christopher R. BRYANT, 2020. "Class Size and Educational Achievement in Tunisia: A Spatial Econometric Approach," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 52, pages 83-104.
  2. Mongi Arfaoui & Aymen Ben Rejeb, 2020. "Modeling the volatility of DJIM equity indices: a fundamental analysis using quantile regression," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 14(3), pages 482-505, December.

2019

  1. Aymen Ben Rejeb & Mongi Arfaoui, 2019. "Do Islamic stock indexes outperform conventional stock indexes? A state space modeling approach," European Journal of Management and Business Economics, Emerald Group Publishing Limited, vol. 28(3), pages 301-322, February.
  2. Arfaoui Mongi, 2019. "The global influence of oil futures-prices on Dow Jones Islamic stock indexes," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 14(4), pages 523-549, February.

2018

  1. Sana Ben Abdallah & Mehrez Ben Slama & Ines Fdhila & Dhafer Saïdane, 2018. "Mesure de la performance durable des banques européennes : vers un reporting intégré," Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 269-297.
  2. Arfaoui, Mongi, 2018. "On the spot-futures relationship in crude-refined petroleum prices: New evidence from an ARDL bounds testing approach," Journal of Commodity Markets, Elsevier, vol. 11(C), pages 48-58.

2017

  1. Sami Saafi & Meriem Bel Haj Mohamed & Abdeljelil Farhat, 2017. "Untangling the causal relationship between tax burden distribution and economic growth in 23 OECD countries: Fresh evidence from linear and non-linear Granger causality," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 14(2), pages 265-301, December.
  2. Ben Rejeb, Aymen, 2017. "On the volatility spillover between lslamic and conventional stock markets: A quantile regression analysis," Research in International Business and Finance, Elsevier, vol. 42(C), pages 794-815.
  3. Saida Daly & Mohamed Frikha, 2017. "Determinants of bank Performance: Comparative Study Between Conventional and Islamic Banking in Bahrain," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 8(2), pages 471-488, June.
  4. Mongi Arfaoui & Aymen Ben Rejeb, 2017. "Oil, gold, US dollar and stock market interdependencies: a global analytical insight," European Journal of Management and Business Economics, Emerald Group Publishing Limited, vol. 26(3), pages 278-293, October.

2016

  1. Ben Rejeb, Aymen & Arfaoui, Mongi, 2016. "Financial market interdependencies: A quantile regression analysis of volatility spillover," Research in International Business and Finance, Elsevier, vol. 36(C), pages 140-157.
  2. Saida Daly & Mohamed Frikha, 2016. "Banks and economic growth in developing countries: What about Islamic banks?," Cogent Economics & Finance, Taylor & Francis Journals, vol. 4(1), pages 1168728-116, December.
  3. Arfaoui Mongi & Haj Ali Dhouha, 2016. "Do Structural Breaks Affect Portfolio Designs and Hedging Strategies? International Evidence from Stock-Commodity Markets Linkages," International Journal of Economics and Financial Issues, Econjournals, vol. 6(1), pages 252-270.
  4. Islem Khefacha & Lotfi Belkacem, 2016. "Technology-based ventures and sustainable development: Cointegrating and causal relationships with a panel data approach," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 25(2), pages 192-212, March.

2015

  1. Sami Saafi & Meriem Haj mohamed & Abdeljelil Farhat, 2015. "Is there a causal relationship between unemployment and informal economy in Tunisia: evidence from linear and non-linear Granger causality," Economics Bulletin, AccessEcon, vol. 35(2), pages 1191-1204.
  2. Saafi Sami & Farhat Abdeljelil & Haj Mohamed Meriem Bel, 2015. "Testing the relationships between shadow economy and unemployment: empirical evidence from linear and nonlinear tests," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(5), pages 585-608, December.
  3. Taoufik Elkemali & Aymen Ben Rejeb, 2015. "R&D Intensity and Financing Decisions: Evidence from European Firms," Economics Bulletin, AccessEcon, vol. 35(2), pages 1042-1055.
  4. Aymen Ben Rejeb & Adel Boughrara, 2015. "Financial integration in emerging market economies: Effects on volatility transmission and contagion," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 15(3), pages 161-179, September.
  5. Arfaoui Mongi & Ben Rejeb Aymen, 2015. "Return Dynamics and Volatility Spillovers Between FOREX and Stock Markets in MENA Countries: What to Remember for Portfolio Choice?," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 46(1), pages 72-100, June.
  6. Omri, Anis & Daly, Saida & Rault, Christophe & Chaibi, Anissa, 2015. "Financial development, environmental quality, trade and economic growth: What causes what in MENA countries," Energy Economics, Elsevier, vol. 48(C), pages 242-252.
  7. Saida Daly & Mohamed Frikha, 2015. "Corporate governance: what about Islamic banks?," International Journal of Financial Services Management, Inderscience Enterprises Ltd, vol. 8(1), pages 18-41.
  8. Anis Omri & Saida Daly & Duc Khuong Nguyen, 2015. "A robust analysis of the relationship between renewable energy consumption and its main drivers," Applied Economics, Taylor & Francis Journals, vol. 47(28), pages 2913-2923, June.

2014

  1. Aymen Ben Rejeb & Adel Boughrara, 2014. "Financial liberalization and emerging stock market efficiency: an empirical analysis of structural changes," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 7(2), pages 230-245, September.
  2. Aymen Ben Rejeb & Adel Boughrara, 2014. "The relationship between financial liberalization and stock market volatility: the mediating role of financial crises," Journal of Economic Policy Reform, Taylor and Francis Journals, vol. 17(1), pages 46-70, January.
  3. Islem Khefacha & L. Belkacem & F. Mansouri, 2014. "An Estimated Model of New Venture Creation: Theories and Determinants in Tunisia," Journal of Enterprising Culture (JEC), World Scientific Publishing Co. Pte. Ltd., vol. 22(02), pages 161-184.
  4. Manel Hamdi & Sami Mestiri, 2014. "Bankruptcy prediction for Tunisian firms : An application of semi-parametric logistic regression and neural networks approach," Economics Bulletin, AccessEcon, vol. 34(1), pages 133-143.

2013

  1. Aymen Ben Rejeb, 2013. "Volatility spillovers and contagion: an empirical analysis of structural changes in emerging market volatility," Economics Bulletin, AccessEcon, vol. 33(1), pages 56-71.
  2. Aymen Ben Rejeb & Ousama Ben Salha, 2013. "Financial crises and emerging stock markets volatility: do internal factors matter?," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 6(1), pages 146-165, March.
  3. Ben Rejeb, Aymen & Boughrara, Adel, 2013. "Financial liberalization and stock markets efficiency: New evidence from emerging economies," Emerging Markets Review, Elsevier, vol. 17(C), pages 186-208.
  4. Bouraoui Mohamed Amine, 2013. "Factors influencing the business resumption by physical person in Tunisia," E3 Journal of Business Management and Economics., E3 Journals, vol. 4(11), pages 232-241.
  5. Bouraoui Mohamed Amine & Sami Boudabbous, 2013. "Entrepreneurship and organizational structure: Theoretical framework and application to Tunisian case," E3 Journal of Business Management and Economics., E3 Journals, vol. 4(10), pages 214-222.

2012

  1. Tarek Sadraoui & Chafik Kammoun, 2012. "Six Sigma methodology applications within aluminium company," International Journal of Productivity and Quality Management, Inderscience Enterprises Ltd, vol. 9(2), pages 217-244.
  2. Mehrez Ben Slama & Dhafer Saidane & Hassouna Fedhila, 2012. "How to identify targets in the M&A banking operations? Case of cross-border strategies in Europe by line of activity," Review of Quantitative Finance and Accounting, Springer, vol. 38(2), pages 209-240, February.
  3. Aymen BEN REJEB & Ousama BEN SALHA & Jaleleddine BEN REJEB, 2012. "Value-at-Risk Analysis for the Tunisian Currency Market: A Comparative Study," International Journal of Economics and Financial Issues, Econjournals, vol. 2(2), pages 110-125.

2011

  1. Tarek SADRAOUI & Adnen CHOCKRI, 2011. "Relationship Between Private and Public Investment in R&D: A Dynamic Panel Data Analysis," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 8, pages 197-212, December.
  2. Selma Jayech & Tarek Sadraoui & Naceur Ben Zina, 2011. "Contagion in the stock markets: the 2007 subprime financial crisis," International Journal of Managerial and Financial Accounting, Inderscience Enterprises Ltd, vol. 3(2), pages 170-187.
  3. Tarek Sadraoui & Ahmed Ghorbel, 2011. "Design process improvement through the DMAIC Sigma approach: a wood consumption case study," International Journal of Productivity and Quality Management, Inderscience Enterprises Ltd, vol. 7(2), pages 229-262.

2010

  1. Mongi ARFAOUI & Ezzeddine ABAOUB, 2010. "The Determinants Of Systematic Risk International Evidence From The Macro Finance Interface," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 1(2), pages 121-143.

2006

  1. Dufour, Jean-Marie & Farhat, Abdeljelil & Hallin, Marc, 2006. "Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series," Journal of Econometrics, Elsevier, vol. 130(1), pages 123-142, January.

2004

  1. Dufour, Jean-Marie & Farhat, Abdeljelil & Khalaf, Lynda & Dufour, Jean-Marie, 2004. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," L'Actualité Economique, Société Canadienne de Science Economique, vol. 80(2), pages 501-522, Juin-Sept.
  2. Haykel Hadj Salem, 2004. "Impacts des accords de libre échange Euro-tunisien: évaluation par un Modèle d’Equilibre Général Calculable en 1996," Notas Económicas, Faculty of Economics, University of Coimbra, issue 20, pages 192-218, December.
  3. Haykel Hadj Salem, 2004. "Various methods of balancing of the macro SAM of Tunisia during the year 2000," Economics Bulletin, AccessEcon, vol. 28(8), pages 1.
  4. haykel Hadj Salem, 2004. "The estimation of the elasticity of substitution of a CES production function : Case of Tunisia," Economics Bulletin, AccessEcon, vol. 28(7), pages 1.

1998

  1. Jean-Marie Dufour & Abdeljelil Farhat & Lucien Gardiol & Lynda Khalaf, 1998. "Simulation-based finite sample normality tests in linear regressions," Econometrics Journal, Royal Economic Society, vol. 1(Conferenc), pages 154-173.

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