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Publications

by members of

Institut des Hautes Études Commerciales de Sousse (IHECS)
Université de Sousse
Sousse, Tunisia

(Sousse Higher Institute of Trade Studies, University of Sousse)

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 | Chapters |

Working papers

2022

  1. Boualem Aliouat & Raouf Jaziri, 2022. "Entrepreneurial Survival in continuous times of crisis: a Proportional Risks Approach (Case of Tunisia) [Survie entrepreneuriale en temps continu de crise : une approche par les risques proportionn," Post-Print hal-03916604, HAL.

2019

  1. Houda Litimi & Ahmed Bensaida & Lotfi Belkacem & Oussama Abdallah, 2019. "Chaotic behavior in financial market volatility," Post-Print hal-02869485, HAL.
  2. Imène Berguiga & Philippe Adair & Nadia Zrelli & Ali Abdallah, 2019. "The Performance Of Islamic Banks In The Mena Region: Are Specific Risks A Minor Attribute?," Working Papers 1379, Economic Research Forum, revised 20 Dec 2019.
  3. Raouf Jaziri & Abdulmajeed Saad Alanazi, 2019. "The Vision of Physical Internet in Saudi Arabia: Towards a Logistic Hub in 2030," Post-Print hal-02540283, HAL.

2018

  1. Ahmed Bensaïda & Houda Litimi & Oussama Abdallah, 2018. "Volatility spillover shifts in global financial markets," Post-Print hal-02869496, HAL.
  2. Raouf Jaziri, 2018. "The perennity of family businesses after succession: The Tunisian case [La pérennité des entreprises familiales après la succession : Le cas tunisien]," Post-Print hal-01782060, HAL.
  3. Fredj Fhima, 2018. "Corruption, Banking Stability and Economic Growth in the MENA Region," Proceedings of International Academic Conferences 8209472, International Institute of Social and Economic Sciences.

2016

  1. Raouf Jaziri, 2016. "Démystifier l'énigme de l'entrepreneur [ Demystify the entrepreneur's enigma ]," Post-Print hal-01393659, HAL.
  2. Raouf Jaziri & Afef Garbaa, 2016. "Les déterminants de la résistance au changement organisationnel : Le cas des universités tunisiennes," Working Papers hal-01386376, HAL.

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. Philippe Adair & Fredj Fhima, 2014. "Small and Medium-sized Enterprises' Credit Rationing on the Tunisian Bank Credit Market," Post-Print hal-01667356, HAL.

2013

  1. Jaziri Raouf, 2013. "L'acadépreneuriat : Une nouvelle thématique de recherche dans le champ de l'entrepreneuriat," Post-Print emse-00831258, HAL.

2010

  1. Raouf Jaziri & Ali Boussaffa, 2010. "A prospective analysis study of sustainable tourism in Tunisia using scenario method," Post-Print hal-01343836, HAL.

2009

  1. Samy Bennaceur & Adel Boughrara & Samir Ghazouani, 2009. "On the Linkage between Monetary Policy and MENA Stock Markets," Working Papers 455, Economic Research Forum, revised Jan 2009.
  2. Adel Boughrara, 2009. "Monetary Transmission Mechanisms in Morocco and Tunisia," Working Papers 460, Economic Research Forum, revised Jan 2009.
  3. Adel Boughrara & Samir Ghazouani, 2009. "Is There A Bank Lending Channel of Monetary Policy in Selected MENA Countries? A Comparative Analysis," Working Papers 471, Economic Research Forum, revised Mar 2009.
  4. Raouf Jaziri, 2009. "Une vision renouvelée des paradigmes de l'entrepreneuriat : Vers une reconfiguration de la recherche en entrepreneuriat," Post-Print hal-00829206, HAL.

2008

  1. Adel Boughrara & Mongi Boughzala & Hassouna Moussa, 2008. "Are the Conditions for the Adoption of IT Satisfied in Morocco?," Working Papers 444, Economic Research Forum, revised 09 Jan 2008.
  2. Adel Boughrara & Mongi Boughzala & Hassouna Moussa, 2008. "Credibility of Inflation Targeting in Morocco and Tunisia," Working Papers 448, Economic Research Forum, revised 09 Jan 2008.
  3. Raouf Jaziri & Robert Paturel, 2008. "Peut-on être entrepreneur quand on est membre de l'université? Vers une délimitation de l'acadépreneuriat," Post-Print hal-01400350, HAL.

2007

  1. Samy Bennaceur & Adel Boughrara & Samir Ghazouani, 2007. "On the Linkage between Monetary Policy and MENA Stock Markets," Working Papers 0723, Economic Research Forum, revised Dec 2007.
  2. Samy Bennaceur & Adel Boughrara & Samir Ghazouani, 2007. "On the Linkage Between Monetary Policy and MENA Stock Markets," Working Papers 723, Economic Research Forum, revised 04 Jan 2007.

2006

  1. Raouf Jaziri & Issam Ben Hassen, 2006. "Jeu de rôle et études de cas distribués," Post-Print hal-00998905, HAL.

1996

  1. Ado, I. & Boughrara, A., 1996. "Un regard epistemologique sur la pratique econometrique contemporaine," G.R.E.Q.A.M. 96c04, Universite Aix-Marseille III.

Journal articles

2024

  1. Saâdaoui, Foued, 2024. "Segmented multifractal detrended fluctuation analysis for assessing inefficiency in North African stock markets," Chaos, Solitons & Fractals, Elsevier, vol. 181(C).
  2. Belanes, Amel & Saâdaoui, Foued & Abedin, Mohammad Zoynul, 2024. "Potential diversification benefits: A comparative study of Islamic and conventional stock market indexes," Research in International Business and Finance, Elsevier, vol. 67(PA).
  3. Foued Saâdaoui & Monjia Khalfi & Rim Ben Elouefi, 2024. "Measuring Islamic banking efficiency using data envelopment and regression analysis," International Journal of Management and Decision Making, Inderscience Enterprises Ltd, vol. 23(3), pages 311-336.
  4. Foued Saâdaoui & Monjia Khalfi, 2024. "Revisiting Islamic banking efficiency using multivariate adaptive regression splines," Annals of Operations Research, Springer, vol. 334(1), pages 287-315, March.

2023

  1. Dridi, Ichrak & Boughrara, Adel, 2023. "Flexible inflation targeting and stock market volatility: Evidence from emerging market economies," Economic Modelling, Elsevier, vol. 126(C).
  2. Ammar, Nesrine & Boughrara, Adel, 2023. "Noninterest income mix and bank performance: Generalized propensity score fractional dose–response function evidence," Global Finance Journal, Elsevier, vol. 56(C).
  3. Zouheir Mighri & Raouf Jaziri, 2023. "Long-Memory, Asymmetry and Fat-Tailed GARCH Models in Value-at-Risk Estimation: Empirical Evidence from the Global Real Estate Markets," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(1), pages 41-97, March.
  4. Rim Ben Elouefi & Foued Saâdaoui, 2023. "Inverse‐probability‐weighted logrank test for stratified survival data with missing measurements," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 77(1), pages 113-129, February.
  5. Saâdaoui, Foued, 2023. "Skewed multifractal scaling of stock markets during the COVID-19 pandemic," Chaos, Solitons & Fractals, Elsevier, vol. 170(C).
  6. Saâdaoui, Foued & Ben Jabeur, Sami, 2023. "Analyzing the influence of geopolitical risks on European power prices using a multiresolution causal neural network," Energy Economics, Elsevier, vol. 124(C).
  7. Goodell, John W. & Ben Jabeur, Sami & Saâdaoui, Foued & Nasir, Muhammad Ali, 2023. "Explainable artificial intelligence modeling to forecast bitcoin prices," International Review of Financial Analysis, Elsevier, vol. 88(C).
  8. Saâdaoui, Foued & Ben Jabeur, Sami & Goodell, John W., 2023. "Geopolitical risk and the Saudi stock market: Evidence from a new wavelet packet multiresolution cross-causality," Finance Research Letters, Elsevier, vol. 53(C).
  9. Goodell, John W. & Nammouri, Hela & Saâdaoui, Foued & Ben Jabeur, Sami, 2023. "Carbon allowances amid climate change concerns: Fresh insights from wavelet multiscale analysis," Finance Research Letters, Elsevier, vol. 55(PA).
  10. Saâdaoui, Foued, 2023. "Randomized extrapolation for accelerating EM-type fixed-point algorithms," Journal of Multivariate Analysis, Elsevier, vol. 196(C).
  11. Fhima, Fredj & Nouira, Ridha & Sekkat, Khalid, 2023. "How does corruption affect sustainable development? A threshold non-linear analysis," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 505-523.
  12. Fredj FHIMA & Ridha NOUIRA & Philippe ADAIR, 2023. "Financement des entreprises et prêts non perfor-mants en Tunisie," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 58, pages 65-81.

2022

  1. Houda BenMabrouk & Ikbel BenAbdessalem, 2022. "The effect of capital structure on banking performance: a meta-analytical approach," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 27(3), pages 303-323.
  2. Houda BenMabrouk & Wafa HadjMohamed, 2022. "Oil shocks and the volatility of BRICS and G7 markets: SVAR analysis," Cogent Economics & Finance, Taylor & Francis Journals, vol. 10(1), pages 2068241-206, December.
  3. Foued Saâdaoui & Hana Rabbouch & Hayet Saadaoui & Frédéric Dutheil, 2022. "Multiscaled causality of infections on viral testing volumes: The case of COVID‐19 in Tunisia," International Journal of Health Planning and Management, Wiley Blackwell, vol. 37(3), pages 1838-1846, May.
  4. Saâdaoui, Foued & Ben Jabeur, Sami & Goodell, John W., 2022. "Causality of geopolitical risk on food prices: Considering the Russo–Ukrainian conflict," Finance Research Letters, Elsevier, vol. 49(C).
  5. Fredj Fhima & Ridha Nouira & Philippe Adair, 2022. "Lending relationship, small businesses and NPLs in Tunisia," Middle East Development Journal, Taylor & Francis Journals, vol. 14(2), pages 337-352, July.

2021

  1. Dridi, Ichrak & Boughrara, Adel, 2021. "On the effect of full-fledged IT adoption on stock returns and their conditional volatility: Evidence from propensity score matching," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 179-194.
  2. Dahmene, Meriam & Boughrara, Adel & Slim, Skander, 2021. "Nonlinearity in stock returns: Do risk aversion, investor sentiment and, monetary policy shocks matter?," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 676-699.
  3. Ahmed BenSaïda, 2021. "The Good and Bad Volatility: A New Class of Asymmetric Heteroskedastic Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(2), pages 540-570, April.
  4. Chemkha, Rahma & BenSaïda, Ahmed & Ghorbel, Ahmed, 2021. "Connectedness between cryptocurrencies and foreign exchange markets: Implication for risk management," Journal of Multinational Financial Management, Elsevier, vol. 59(C).
  5. Chemkha, Rahma & BenSaïda, Ahmed & Ghorbel, Ahmed & Tayachi, Tahar, 2021. "Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold," The Quarterly Review of Economics and Finance, Elsevier, vol. 82(C), pages 71-85.
  6. Ahmed BenSaïda & Houda Litimi, 2021. "Financial contagion across G10 stock markets: A study during major crises," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 4798-4821, July.
  7. Houda BenMabrouk & Ismahen Souayeh, 2021. "Momentum profits: Fundamentals or time varying unsystematic risk," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 777-789, January.
  8. Abdelhafidh Dhrifi & Saleh Alnahdi & Raouf Jaziri, 2021. "The Causal Links Among Economic Growth, Education and Health: Evidence from Developed and Developing Countries," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 12(3), pages 1477-1493, September.
  9. Bochra Rabbouch & Foued Saâdaoui & Rafaa Mraihi, 2021. "Efficient implementation of the genetic algorithm to solve rich vehicle routing problems," Operational Research, Springer, vol. 21(3), pages 1763-1791, September.
  10. Fredj Fhima & Walid Trabelsi, 2021. "Loan Officer and the Evolution of Bank-SMEs Relationship in Tunisia," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 13(9), pages 1-41, August.

2020

  1. Slim, Skander & Dahmene, Meriam & Boughrara, Adel, 2020. "How informative are variance risk premium and implied volatility for Value-at-Risk prediction? International evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 22-37.
  2. Dhrifi, Abdelhafidh & Jaziri, Raouf & Alnahdi, Saleh, 2020. "Does foreign direct investment and environmental degradation matter for poverty? Evidence from developing countries," Structural Change and Economic Dynamics, Elsevier, vol. 52(C), pages 13-21.
  3. Ben Ali, Mohamed Sami & Fhima, Fredj & Nouira, Ridha, 2020. "How does corruption undermine banking stability? A threshold nonlinear framework," Journal of Behavioral and Experimental Finance, Elsevier, vol. 27(C).

2019

  1. Nesrine Ammar & Adel Boughrara, 2019. "The impact of revenue diversification on bank profitability and risk: evidence from MENA banking industry," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 12(1), pages 36-70, January.
  2. Nesrine Ammar & Adel Boughrara, 2019. "What drives the banks' diversification decision? A dynamic nonlinear panel data approach," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 40(8), pages 907-922, December.
  3. BenMim, Imen & BenSaïda, Ahmed, 2019. "Financial contagion across major stock markets: A study during crisis episodes," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 187-201.
  4. BenSaïda, Ahmed, 2019. "Good and bad volatility spillovers: An asymmetric connectedness," Journal of Financial Markets, Elsevier, vol. 43(C), pages 78-95.
  5. Raouf Jaziri & Mohammad Miralam, 2019. "Modelling the crowdfunding technology adoption among novice entrepreneurs: an extended tam model," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 6(4), pages 2159-2179, June.
  6. Fredj Fhima & Walid Trabelsi, 2019. "The Knowledge Economy as a Development Potential for Industrialized Countries and a Perspective for Developing Countries," International Journal of Knowledge-Based Organizations (IJKBO), IGI Global, vol. 9(4), pages 21-37, October.

2018

  1. BenSaïda, Ahmed & Litimi, Houda & Abdallah, Oussama, 2018. "Volatility spillover shifts in global financial markets," Economic Modelling, Elsevier, vol. 73(C), pages 343-353.
  2. BenSaïda, Ahmed, 2018. "The contagion effect in European sovereign debt markets: A regime-switching vine copula approach," International Review of Financial Analysis, Elsevier, vol. 58(C), pages 153-165.
  3. Ahmed BenSaïda & Sabri Boubaker & Duc Khuong Nguyen, 2018. "The shifting dependence dynamics between the G7 stock markets," Quantitative Finance, Taylor & Francis Journals, vol. 18(5), pages 801-812, May.
  4. Ahmed BenSaïda & Sabri Boubaker & Duc Khuong Nguyen & Skander Slim, 2018. "Value‐at‐risk under market shifts through highly flexible models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 37(8), pages 790-804, December.
  5. Raouf Jaziri & Helmi Jamel Touhami, 2018. "Predicting User Acceptance of an Entrepreneurship E-Training Platform: Evidence from Tunisia," Eastern European Business and Economics Journal, Eastern European Business and Economics Studies Centre, vol. 4(2), pages 143-161.
  6. Saâdaoui, Foued, 2018. "Testing for multifractality of Islamic stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 496(C), pages 263-273.

2017

  1. BenSaïda, Ahmed, 2017. "Herding effect on idiosyncratic volatility in U.S. industries," Finance Research Letters, Elsevier, vol. 23(C), pages 121-132.
  2. Slim, Skander & Koubaa, Yosra & BenSaïda, Ahmed, 2017. "Value-at-Risk under Lévy GARCH models: Evidence from global stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 46(C), pages 30-53.
  3. Rihab Bedoui & Houda BenMabrouk, 2017. "CAPM with various utility functions: Theoretical developments and application to international data," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1343230-134, January.
  4. Saâdaoui, Foued & Naifar, Nader & Aldohaiman, Mohamed S., 2017. "Predictability and co-movement relationships between conventional and Islamic stock market indexes: A multiscale exploration using wavelets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 482(C), pages 552-568.

2016

  1. BenSaïda, Ahmed & Slim, Skander, 2016. "Highly flexible distributions to fit multiple frequency financial returns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 442(C), pages 203-213.
  2. Litimi, Houda & BenSaïda, Ahmed & Bouraoui, Omar, 2016. "Herding and excessive risk in the American stock market: A sectoral analysis," Research in International Business and Finance, Elsevier, vol. 38(C), pages 6-21.

2015

  1. 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.
  2. BenSaïda, Ahmed, 2015. "The frequency of regime switching in financial market volatility," Journal of Empirical Finance, Elsevier, vol. 32(C), pages 63-79.
  3. Ahmed BenSaïda & Mouna Jlassi & Houda Litimi, 2015. "Volume-herding interaction in the American market," American Journal of Finance and Accounting, Inderscience Enterprises Ltd, vol. 4(1), pages 50-69.

2014

  1. 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.
  2. 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.

2013

  1. 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.
  2. BenSaïda, Ahmed & Litimi, Houda, 2013. "High level chaos in the exchange and index markets," Chaos, Solitons & Fractals, Elsevier, vol. 54(C), pages 90-95.
  3. Houda Ben Mabrouk & Abdelfettah Bouri, 2013. "New insight on the CAPM: a copula-based approach Tunisian and international evidence," International Journal of Accounting and Finance, Inderscience Enterprises Ltd, vol. 4(1), pages 35-62.
  4. Foued Saâdaoui, 2013. "The Price and Trading Volume Dynamics Relationship in the EEX Power Market: A Wavelet Modeling," Computational Economics, Springer;Society for Computational Economics, vol. 42(1), pages 47-69, June.

2012

  1. Ahmed Bensaida, 2012. "Improving the Forecasting Power of Volatility Models," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 2(3), pages 51-64, July.
  2. Najeh Chaâbane & Foued Saâdaoui & Saloua Benammou, 2012. "Modelling power spot prices in deregulated European energy markets: a dual long memory approach," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 14(4), pages 338-361.
  3. Foued SaÂdaoui, 2012. "A probabilistic clustering method for US interest rate analysis," Quantitative Finance, Taylor & Francis Journals, vol. 12(1), pages 135-148, November.

2010

  1. Adel Boughrara & Samir Ghazouani, 2010. "Is there a Bank Lending Channel of Monetary Policy in Selected Mena Countries?," Middle East Development Journal, Taylor & Francis Journals, vol. 2(2), pages 251-282, January.
  2. Adel Boughrara & Samir Ghazouani, 2010. "Is There A Bank Lending Channel Of Monetary Policy In Selected Mena Countries? A Comparative Analysis," Middle East Development Journal (MEDJ), World Scientific Publishing Co. Pte. Ltd., vol. 2(02), pages 251-282.
  3. Saâdaoui, Foued, 2010. "Acceleration of the EM algorithm via extrapolation methods: Review, comparison and new methods," Computational Statistics & Data Analysis, Elsevier, vol. 54(3), pages 750-766, March.

2007

  1. Adel BOUGHRARA, 2007. "Can Tunisia Move To Inflation Targeting?," The Developing Economies, Institute of Developing Economies, vol. 45(1), pages 27-62, March.

Chapters

2023

  1. Monjia Khalfi & Foued Saâdaoui, 2023. "Banking Efficiency: Basic Concepts, Forms, and Specificities of Islamic Finance," World Scientific Book Chapters, in: Khaled Hussainey & Hidaya Al Lawati (ed.), Islamic Accounting and Finance A Handbook, chapter 15, pages 431-460, World Scientific Publishing Co. Pte. Ltd..

2011

  1. Lahcen Achy & Adel Boughrara, 2011. "The Journey towards Inflation Targeting in Morocco," Palgrave Macmillan Books, in: Mongi Boughzala & David Cobham (ed.), Inflation Targeting in MENA Countries, chapter 11, pages 287-317, Palgrave Macmillan.
  2. Adel Boughrara & Samir Ghazouani, 2011. "Monetary Transmission Mechanisms: The Credit versus the Interest Rate Channel," Palgrave Macmillan Books, in: Mongi Boughzala & David Cobham (ed.), Inflation Targeting in MENA Countries, chapter 6, pages 132-167, Palgrave Macmillan.

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