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Publications

by members of

Université de Monastir → Faculté des Sciences Économiques et de Gestion de Mahdia

University of Monastir → Faculty of Economics and Management

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, University Library of Munich, Germany, number 121616, Jul.
  2. Mestiri, Sami, 2024, "Financial applications of machine learning using R software," MPRA Paper, University Library of Munich, Germany, number 119998.

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, number hal-04004433, Feb.
  2. Sami Mestiri, 2023, "Using R software to applied econometrics," Working Papers, HAL, number hal-04343931, Dec.
  3. Mestiri, Sami, 2023, "How to use machine learning in finance," MPRA Paper, University Library of Munich, Germany, number 120045, Oct.

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, CESifo, number 10050.
  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, CESifo, number 9709.
  3. Lamia Jaidane-Mazigh & Islem Khefacha & Belgacem Smiri, 2022, "Gender and Corruption in MENA Countries: New Evidence from the ARDL Approach," Working Papers, Economic Research Forum, number 1611, Nov, 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, University Library of Munich, Germany, number 113350, Feb, 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, number hal-03502428, Dec.
  2. Rabiaa Romdhane & Islem Khefacha & Haykel Haj, 2021, "Sustainable Development Goals (SDGs) Contribution to Entrepreneurial Intention: The Need for Innovative Reflexions," Post-Print, HAL, number hal-03502437, Dec.
  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, number hal-03432761, Nov.
  4. Sami Mestiri, 2021, "Personal loan simulation using R shiny
    [Simulation de prêt personnel en utilisant R shiny]    ," Working Papers, HAL, number hal-03448651, Nov.
  5. Mestiri, Sami, 2021, "Modelling the volatility of Bitcoin returns using Nonparametric GARCH models," MPRA Paper, University Library of Munich, Germany, number 111116, Dec.

2019

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

2018

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

2016

  1. Arfaoui, Mongi & Ben Rejeb, Aymen, 2016, "Oil, Gold, US dollar and Stock market interdependencies: A global analytical insight," MPRA Paper, University Library of Munich, Germany, number 70452, Mar.
  2. Ben Rejeb, Aymen, 2016, "Volatility Spillover between Islamic and conventional stock markets: evidence from Quantile Regression analysis," MPRA Paper, University Library of Munich, Germany, number 73302, Jul.
  3. Ben Rejeb, Aymen & Arfaoui, Mongi, 2016, "Conventional and Islamic stock markets: what about financial performance?," MPRA Paper, University Library of Munich, Germany, number 73495.
  4. 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, EcoMod, number 9023, Jul.

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, University Library of Munich, Germany, number 61520, Jan.
  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, CESifo, number 5204.

2014

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

2013

  1. ELKEMALI, Taoufik & BEN REJEB, Aymen & MATOUSSI, Hamadi, 2013, "R&D Intensity and Financing Decisions: Evidence from European Firms," MPRA Paper, University Library of Munich, Germany, number 52059, Jul, 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, arXiv.org, number 0905.4272, May.

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, University Library of Munich, Germany, number 3415, May.

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, CIRANO, number 2005s-04, Feb.
  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, CIRANO, number 2005s-05, Feb.

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, University Library of Munich, Germany, number 0410002, Oct.
  2. Haykel Hadj Salem, 2004, "Various methods of balancing of the macro SAM of Tunisia during the year 2000," Computational Economics, University Library of Munich, Germany, number 0410005, Oct.
  3. Haykel Hadj Salem, 2004, "The Macroeconomic Social Accounting Matrix of Tunisia in 1996," Computational Economics, University Library of Munich, Germany, number 0410001, Oct.

2001

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

1998

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

Journal articles

2025

  1. Moatasem Hakawat & Islem Khefacha, 2025, "The reality and prospects of supply chains in light of digital transformation and its impact on the sustainable Business environment in Palestine," Edelweiss Applied Science and Technology, Learning Gate, volume 9, issue 8, pages 1725-1742.

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, volume 20, issue 1, pages 421-449, March, DOI: 10.1007/s11365-023-00859-0.
  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, volume 17, issue 4, pages 1-14, March.

2023

  1. 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, volume 37, issue 3, pages 357-371, May, DOI: 10.1080/02692171.2023.2205109.

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, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103085.

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), volume 19, issue 1, pages 39-49, March, DOI: 10.1007/s40953-020-00208-w.
  2. Khaled Jeguirim, 2021, "An inquiry into the regional unemployment disparities in Tunisia: a spatial Durbin model," Middle East Development Journal, Taylor & Francis Journals, volume 13, issue 2, pages 265-291, July, DOI: 10.1080/17938120.2021.1958559.
  3. Sami Mestiri & Abdeljelil Farhat, 2021, "Bayesian Structural Var Approch To Tunisian Monetary Policy Farmework," Journal of Smart Economic Growth, , volume 6, issue 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, volume 52, pages 83-104.

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, volume 0, issue 1, pages 269-297.

2017

  1. 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, volume 42, issue C, pages 794-815, DOI: 10.1016/j.ribaf.2017.07.017.
  2. 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), volume 8, issue 2, pages 471-488, June, DOI: 10.1007/s13132-015-0261-8.
  3. 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), volume 14, issue 2, pages 265-301, December.

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, volume 36, issue C, pages 140-157, DOI: 10.1016/j.ribaf.2015.09.022.
  2. Saida Daly & Mohamed Frikha, 2016, "Banks and economic growth in developing countries: What about Islamic banks?," Cogent Economics & Finance, Taylor & Francis Journals, volume 4, issue 1, pages 1168728-116, December, DOI: 10.1080/23322039.2016.1168728.
  3. 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, volume 25, issue 2, pages 192-212, March, DOI: 10.1080/09638199.2015.1048707.

2015

  1. Taoufik Elkemali & Aymen Ben Rejeb, 2015, "R&D Intensity and Financing Decisions: Evidence from European Firms," Economics Bulletin, AccessEcon, volume 35, issue 2, pages 1042-1055.
  2. 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, volume 15, issue 3, pages 161-179, September.
  3. 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, volume 46, issue 1, pages 72-100, June, DOI: 10.1515/ijme-2015-0022.
  4. 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, volume 48, issue C, pages 242-252, DOI: 10.1016/j.eneco.2015.01.008.
  5. Saida Daly & Mohamed Frikha, 2015, "Corporate governance: what about Islamic banks?," International Journal of Financial Services Management, Inderscience Enterprises Ltd, volume 8, issue 1, pages 18-41.
  6. 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, volume 47, issue 28, pages 2913-2923, June, DOI: 10.1080/00036846.2015.1011312.
  7. 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, volume 35, issue 2, pages 1191-1204.
  8. 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, volume 19, issue 5, pages 585-608, December, DOI: 10.1515/snde-2014-0021.

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, volume 7, issue 2, pages 230-245, September, DOI: 10.1080/17520843.2014.889186.
  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, volume 17, issue 1, pages 46-70, January, DOI: 10.1080/17487870.2013.827967.
  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., volume 22, issue 02, pages 161-184, DOI: 10.1142/S0218495814500071.
  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, volume 34, issue 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, volume 33, issue 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, volume 6, issue 1, pages 146-165, March, DOI: 10.1080/17520843.2012.698630.
  3. Ben Rejeb, Aymen & Boughrara, Adel, 2013, "Financial liberalization and stock markets efficiency: New evidence from emerging economies," Emerging Markets Review, Elsevier, volume 17, issue C, pages 186-208, DOI: 10.1016/j.ememar.2013.09.001.
  4. Bouraoui Mohamed Amine, 2013, "Factors influencing the business resumption by physical person in Tunisia," E3 Journal of Business Management and Economics., E3 Journals, volume 4, issue 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, volume 4, issue 10, pages 214-222.

2012

  1. 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, volume 38, issue 2, pages 209-240, February, DOI: 10.1007/s11156-010-0224-x.
  2. Rym Ayachi Ammar & Mehrez Ben Slama & Dhafer Saidane, 2012, "La Pratique Actuelle Des Banques Islamiques Favorise-T-Elle La Croissance," Etudes en Economie Islamique, The Islamic Research and Training Institute (IRTI), volume 6, pages 57-82.
  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, International Journal of Economics and Financial Issues, volume 2, issue 2, pages 110-125.
  4. Tarek Sadraoui & Chafik Kammoun, 2012, "Six Sigma methodology applications within aluminium company," International Journal of Productivity and Quality Management, Inderscience Enterprises Ltd, volume 9, issue 2, pages 217-244.

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, volume 3, issue 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, volume 7, issue 2, pages 229-262.

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, volume 130, issue 1, pages 123-142, January.

2004

  1. Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf & Jean-Marie Dufour, 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, volume 80, issue 2, pages 501-522.
  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, volume 28, issue 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, volume 28, issue 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, volume 1, issue Conferenc, pages 154-173.

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