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Khaled Guesmi

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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://www.ipag.fr/professeurs-recherche/les-professeurs/les-enseignants-chercheurs/?id_te
Postal Address:
Phone:
Location: Paris, France
Homepage: http://www.ipag.fr/
Email:
Phone: 33 1 53 63 36 00
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Postal: 184 Boulevard Saint-Germain, 75006 Paris
Handle: RePEc:edi:ipagpfr (more details at EDIRC)
Location: Nanterre, France
Homepage: http://economix.fr/
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Postal: 200 Avenue de la République, Bât. G - 92001 Nanterre Cedex
Handle: RePEc:edi:modemfr (more details at EDIRC)
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  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. Amine Lahiani & Khaled Guesmi, 2014. "Commodity Price Correlation and Time varying Hedge Ratios," Working Papers 2014-142, Department of Research, Ipag Business School.
  6. Khaled Guesmi & Salma Fattoum & Zied Ftiti, 2014. "Oil prices impact on stock markets: what we learned for the case of oil exporting countries?," Working Papers 2014-443, Department of Research, Ipag Business School.
  7. 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.
  8. 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.
  9. 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.
  10. Anna Creti & Zied Ftiti & Khaled Guesmi, 2014. "Oil price impact on financial markets:," Working Papers 2014-435, Department of Research, Ipag Business School.
  11. Creti, Anna & Ftiti, Zied & Guesmi, Khaled, 2014. "Oil price and financial markets: Multivariate dynamic frequency analysis," Economics Papers from University Paris Dauphine 123456789/13716, Paris Dauphine University.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. Zied Ftiti & Aviral Tiwari & Amél Belanès & Khaled Guesmi, 2014. "Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis," Working Papers 2014-577, Department of Research, Ipag Business School.
  21. 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.
  22. Selim Mankaï & Khaled Guesmi, 2014. "Robust Portfolio Protection: A Scenarios-Based Approach," Working Papers 2014-394, Department of Research, Ipag Business School.
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  27. 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.
  28. 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.
  29. 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.
  30. 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.
  31. 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.
  32. 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.
  33. 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.
  34. Khaled Guesmi & Frédéric Teulon, 2013. "Regional Stock Market Integration in Singapore: A Multivariate Analysis," Working Papers 2013-038, Department of Research, Ipag Business School.
  35. Anna Creti & Zied Ftiti & Khaled Guesmi, 2013. "Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries," EconomiX Working Papers 2013-11, University of Paris West - Nanterre la Défense, EconomiX.
  36. Khaled Guesmi & Frédéric Teulon, 2013. "Regional Equity Risk Premium Convergence: The case of Japan," Working Papers 2013-006, Department of Research, Ipag Business School.
  37. Khaled Guesmi & Duc Khuong Nguyen, 2013. "Regional integration of stock markets in Southeast Europe," Working Papers 2013-022, Department of Research, Ipag Business School.
  38. 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.
  39. 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.
  40. 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.
  41. 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.
  42. 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.
  43. 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.
  1. 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.
  2. 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.
  3. Creti, Anna & Ftiti, Zied & Guesmi, Khaled, 2014. "Oil price and financial markets: Multivariate dynamic frequency analysis," Energy Policy, Elsevier, vol. 73(C), pages 245-258.
  4. 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.
  5. 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.
  6. Khaled GUESMI & Salma FATTOUM, 2014. "The Relationship between Oil Price and OECD Stock Markets: A Multivariate Approach," Economics Bulletin, , vol. 34(1), pages 510-519.
  7. 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.
  8. 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.
  9. Khaled Guesmi & Mohamed Hedi Arouri & Ilyes Abid & Frédéric Teulon, 2013. "On the Determinants of Equity International Risk Premium: Are Emerging Zones Different?," Economics Bulletin, , vol. 33(1), pages 597-611.
  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. 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.
  12. khaled GUESMI & Irfan Kazi & Farhan Akbar, 2011. "Measuring stock market volatility in oecd economy," Economics Bulletin, , vol. 31(4), pages A58.
  13. 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.
  14. Khaled Guesmi, 2011. "Are domestic Asian markets integrated with the regional one? An empirical assessment," Economics Bulletin, , vol. 31(1), pages A5.
  15. Khaled Guesmi, 2011. "Time varying regional integration in emerging stock market," Economics Bulletin, , vol. 31(2), pages 1082-1094.
  16. Khaled Guesmi, 2011. "What Drives the Regional Integration of Emerging Stock Markets?," Economics Bulletin, , vol. 31(3), pages 2603-2619.
  17. Khaled Guesmi & Duc Khuong Nguyen & Nadia Sghaier & Frédéric Teulon, . "Les fonds souverains et le spectre des Etats rentiers : Le cas du Qatar," IPAG Economics and Management Letters, Department of Research, Ipag Business School, vol. 9.
  18. Khaled Guesmi & Duc Khuong Nguyen & Nadia Sghaier & Frédéric Teulon, . "Overview of the 2nd International Symposium on Energy and Finance Issues: Part I," IPAG Economics and Management Letters, Department of Research, Ipag Business School, vol. 10.
41 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 (6) 2014-02-21 2014-03-08 2014-04-18 2014-05-24 2014-07-28 2014-08-20. 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 (2) 2011-06-25 2014-08-20
  7. NEP-ENE: Energy Economics (11) 2013-05-24 2014-02-21 2014-02-21 2014-02-21 2014-02-21 2014-03-22 2014-06-28 2014-07-28 2014-08-20 2014-08-20 2014-08-20. 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 (7) 2011-06-25 2014-02-21 2014-03-08 2014-07-13 2014-08-16 2014-08-16 2014-08-20. Author is listed
  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 (9) 2011-06-25 2014-02-21 2014-02-21 2014-02-21 2014-03-08 2014-03-30 2014-06-28 2014-08-20 2014-08-20. 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 (3) 2014-02-21 2014-03-15 2014-08-16
  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
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