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Rachida Hennani

Personal Details

First Name:Rachida
Middle Name:
Last Name:Hennani
Suffix:
RePEc Short-ID:phe537
https://sites.google.com/site/hennanirachida/home

Affiliation

Centre d'Économie de l'Environnement - Montpellier (CEE-M)
Faculté de sciences économiques
Université de Montpellier I

Montpellier, France
http://www.cee-m.fr/

: +33-467-158-568
+33-467-158-467
Avenue Raymond Dugrand, CS 79606, 34960 Montpellier Cedex 2
RePEc:edi:lamplfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Rachida Hennani, 2015. "Can the Lasota(1977)’s model compete with the Mackey-Glass(1977)’s model in nonlinear modelling of financial time series?," Working Papers 15-09, LAMETA, Universtiy of Montpellier, revised Jun 2015.
  2. Rachida Hennani, 2015. "De Bâle I à Bâle III : les principales avancées des accords prudentiels pour un système financier plus résilient," Studies and Syntheses 15-01, LAMETA, Universtiy of Montpellier, revised Mar 2015.
  3. Rachida Hennani & Michel Terraza, 2014. "La crise des dettes souveraines: contagions ou interdépendances des principaux indices de la zone euro?," Working Papers 14-04, LAMETA, Universtiy of Montpellier, revised Feb 2014.
  4. Rachida Hennani & Michel Terraza, 2012. "Value-at-Risk stressée chaotique d’un portefeuille bancaire," Working Papers 12-23, LAMETA, Universtiy of Montpellier, revised Sep 2012.
  5. Rachida Hennani & Michel Terraza, 2011. "Etude de la performance d’une Value-at-Risk chaotique pour l’indice CAC 40," Working Papers 11-18, LAMETA, Universtiy of Montpellier, revised Nov 2011.

Articles

  1. Rachida Hennani & Michel Terraza, 2017. "Analyse des interdépendances non linéaires des principaux marchés boursiers de la zone euro," Revue d'économie politique, Dalloz, vol. 127(1), pages 47-70.
  2. Hennani, Rachida, 2016. "L'évolution des Accords de Bâle : d'une approche microprudentielle à un cadre macroprudentiel," L'Actualité Economique, Société Canadienne de Science Economique, vol. 92(3), pages 595-617, Septembre.
  3. Rachida Hennani & Michel Terraza, 2015. "Contributions of a noisy chaotic model to the stressed Value-at-Risk," Economics Bulletin, AccessEcon, vol. 35(2), pages 1262-1273.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Rachida Hennani & Michel Terraza, 2011. "Etude de la performance d’une Value-at-Risk chaotique pour l’indice CAC 40," Working Papers 11-18, LAMETA, Universtiy of Montpellier, revised Nov 2011.

    Cited by:

    1. Rachida Hennani & Michel Terraza, 2015. "Contributions of a noisy chaotic model to the stressed Value-at-Risk," Economics Bulletin, AccessEcon, vol. 35(2), pages 1262-1273.

Articles

    Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ETS: Econometric Time Series (1) 2015-06-20. Author is listed
  2. NEP-RMG: Risk Management (1) 2012-09-16. Author is listed

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