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Zakaria Moussa

Personal Details

First Name:Zakaria
Middle Name:
Last Name:Moussa
Suffix:
RePEc Short-ID:pmo609
https://sites.google.com/site/gaezak/
IEMN-IAE Université de Nantes Chemin de la Censive du Tertre BP 52231, 44322 Nantes cedex 3 FRANCE
Terminal Degree:2010 Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM); École d'Économie d'Aix-Marseille; Aix-Marseille Université (from RePEc Genealogy)

Affiliation

Laboratoire d'Économie et de Management de Nantes-Atlantique (LEMNA)
Institut d'Économie et de Management de Nantes (IAE)
Université de Nantes

Nantes, France
http://www.lemna.univ-nantes.fr/

:


RePEc:edi:lemnafr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Zakaria Moussa, 2016. "How big is the comeback? Japanese exchange rate pass-through assessed by Time-Varying FAVAR," Working Papers hal-01282811, HAL.
  2. Philippe Charlot & Olivier Darné & Zakaria Moussa, 2014. "Commodity returns co-movements: Fundamentals or "style" effect?," Working Papers hal-01093631, HAL.
  3. Amélie Charles & Olivier Darné & Zakaria Moussa, 2014. "The sensitivity of Fama-French factors to economic uncertainty," Working Papers hal-01015702, HAL.
  4. Moussa, Zakaria, 2010. "The Japanese Quantitative Easing Policy under Scrutiny: A Time-Varying Parameter Factor-Augmented VAR Model," MPRA Paper 29429, University Library of Munich, Germany.
  5. Yusho Kagraoka & Zakaria Moussa, 2010. "Quantitative Easing, Credibility and the Time-Varying Dynamics of the Term Structure of Interest rate in Japan," Working Papers halshs-00543010, HAL.
  6. Eric Girardin & Zakaria Moussa, 2010. "Quantitative easing works: Lessons from the unique experience in Japan 2001-2006," Working Papers halshs-00459384, HAL.

Articles

  1. Charlot, Philippe & Darné, Olivier & Moussa, Zakaria, 2016. "Commodity returns co-movements: Fundamentals or “style” effect?," Journal of International Money and Finance, Elsevier, vol. 68(C), pages 130-160.
  2. Kagraoka, Yusho & Moussa, Zakaria, 2013. "Quantitative easing, credibility and the time-varying dynamics of the term structure of interest rate in Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 25(C), pages 181-201.
  3. Girardin, Eric & Moussa, Zakaria, 2011. "Quantitative easing works: Lessons from the unique experience in Japan 2001â2006," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(4), pages 461-495, October.

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. Philippe Charlot & Olivier Darné & Zakaria Moussa, 2014. "Commodity returns co-movements: Fundamentals or "style" effect?," Working Papers hal-01093631, HAL.

    Cited by:

    1. Markus Haas, 2018. "A note on the absolute moments of the bivariate normal distribution," Economics Bulletin, AccessEcon, vol. 38(1), pages 650-656.

  2. Moussa, Zakaria, 2010. "The Japanese Quantitative Easing Policy under Scrutiny: A Time-Varying Parameter Factor-Augmented VAR Model," MPRA Paper 29429, University Library of Munich, Germany.

    Cited by:

    1. Troug, Haytem Ahmed & Murray, Matt, 2015. "Quantitative Easing in Japan and the UK An Econometric Evaluation of the Impacts of Unconventional Monetary Policy on the Returns of Aggregate Output and Price Levels," MPRA Paper 68707, University Library of Munich, Germany.
    2. Hiroyuki Ijiri & Yoichi Matsubayashi, 2016. "Quantitative Easing Policy, Exchange Rates and Business Activity by Industry in Japan from 2001-2006," Discussion Papers 1611, Graduate School of Economics, Kobe University.

  3. Yusho Kagraoka & Zakaria Moussa, 2010. "Quantitative Easing, Credibility and the Time-Varying Dynamics of the Term Structure of Interest rate in Japan," Working Papers halshs-00543010, HAL.

    Cited by:

    1. Holmes, Mark J. & Otero, Jesús & Panagiotidis, Theodore, 2015. "The expectations hypothesis and decoupling of short- and long-term US interest rates: A pairwise approach," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 301-313.
    2. Tzu-Kuang Hsu & Chin-Chang Tsai, 2017. "Explore the Impact of the Trading Value, The Oil Price and Quantitative Easing Policy on the Taiwan and Korea Stock Market Return with Quantile Regression," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 7(1), pages 15-26, January.
    3. Sowmya, Subramaniam & Prasanna, Krishna, 2018. "Yield curve interactions with the macroeconomic factors during global financial crisis among Asian markets," International Review of Economics & Finance, Elsevier, vol. 54(C), pages 178-192.
    4. Kurita, Takamitsu, 2016. "Markov-switching variance models and structural changes underlying Japanese bond yields: An inquiry into non-linear dynamics," The Journal of Economic Asymmetries, Elsevier, vol. 13(C), pages 74-80.

  4. Eric Girardin & Zakaria Moussa, 2010. "Quantitative easing works: Lessons from the unique experience in Japan 2001-2006," Working Papers halshs-00459384, HAL.

    Cited by:

    1. Nikola Kutin & Zakaria Moussa & Thomas Vallée, 2018. "Factors behind the Freight Rates in the Liner Shipping Industry," Working Papers halshs-01828633, HAL.
    2. Kagraoka, Yusho & Moussa, Zakaria, 2013. "Quantitative easing, credibility and the time-varying dynamics of the term structure of interest rate in Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 25(C), pages 181-201.
    3. L. Gambacorta & B. Hofmann & G. Peersman, 2011. "The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross-Country Analysis," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/765, Ghent University, Faculty of Economics and Business Administration.
    4. Chikashi Tsuji, 2016. "Did the expectations channel work? Evidence from quantitative easing in Japan, 2001–06," Cogent Economics & Finance, Taylor & Francis Journals, vol. 4(1), pages 1210996-121, December.
    5. Blind, Georg & Lottanti von Mandach, Stefania, 2015. "Not a Coincidence: Sons-in-Law as Successors in Successful Japanese Family Firms," MPRA Paper 66695, University Library of Munich, Germany.
    6. Mamatzakis, Emmanuel & matousek, roman & vu, anh, 2019. "The interplay between problem loans and Japanese bank productivity," MPRA Paper 92960, University Library of Munich, Germany.
    7. Emmanuel C. Mamatzakis & Anh N. Vu, 2017. "The interplay between quantitative easing and risk: the case of the Japanese banking," Working Papers 226, Bank of Greece.
    8. Mamatzakis, Emmanuel & Matousek, Roman & Vu, Anh Nguyet, 2016. "What is the impact of bankrupt and restructured loans on Japanese bank efficiency?," Journal of Banking & Finance, Elsevier, vol. 72(S), pages 187-202.
    9. Fernando Avalos & Emmanuel C Mamatzakis, 2018. "Euro area unconventional monetary policy and bank resilience," BIS Working Papers 754, Bank for International Settlements.
    10. Gert Peersman, 2012. "Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound," 2012 Meeting Papers 400, Society for Economic Dynamics.
    11. Hiroyuki Ijiri & Yoichi Matsubayashi, 2016. "Quantitative Easing Policy, Exchange Rates and Business Activity by Industry in Japan from 2001-2006," Discussion Papers 1611, Graduate School of Economics, Kobe University.
    12. Ryan-Collins, Josh & Werner, Richard A. & Castle, Jennifer, 2016. "A half-century diversion of monetary policy? An empirical horse-race to identify the UK variable most likely to deliver the desired nominal GDP growth rate," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 43(C), pages 158-176.

Articles

  1. Charlot, Philippe & Darné, Olivier & Moussa, Zakaria, 2016. "Commodity returns co-movements: Fundamentals or “style” effect?," Journal of International Money and Finance, Elsevier, vol. 68(C), pages 130-160.
    See citations under working paper version above.
  2. Kagraoka, Yusho & Moussa, Zakaria, 2013. "Quantitative easing, credibility and the time-varying dynamics of the term structure of interest rate in Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 25(C), pages 181-201. See citations under working paper version above.
  3. Girardin, Eric & Moussa, Zakaria, 2011. "Quantitative easing works: Lessons from the unique experience in Japan 2001â2006," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(4), pages 461-495, October.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 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-CBA: Central Banking (2) 2010-12-18 2011-03-26. Author is listed
  2. NEP-MON: Monetary Economics (2) 2011-03-26 2016-03-23. Author is listed
  3. NEP-AGR: Agricultural Economics (1) 2015-08-19
  4. NEP-RMG: Risk Management (1) 2014-07-05

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