Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Aymen Belgacem"'
Autor:
Jérôme Vacher, Matthew Gaertner, Priscilla Muthoora, Adrian Alter, Olivier Bizimana, Mariam El Hamiani Khatat, Hippolyte Balima, Chiara Maggi, Azhin Abdulkarim, Aymen Belgacem, Karim Badr, Shant Arzoumanian, Mahmoud Harb, Roberto Cardarelli
Publikováno v:
Departmental Papers. 2022:1
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::794a731512936b35da278787c1692248
https://doi.org/10.5089/9781513591773.087
https://doi.org/10.5089/9781513591773.087
Publikováno v:
Applied Economics
Applied Economics, Taylor & Francis (Routledge), 2015, 47 (28), ⟨10.1080/00036846.2015.1011316⟩
Applied Economics, Taylor & Francis (Routledge), 2015, 47 (28), ⟨10.1080/00036846.2015.1011316⟩
International audience; The paper applies an event study methodologyaims to investigate the macroeconomic announcements effects on Standard&Poor’s500 and oil prices. Our results provide evidence for a significant impact of the US macroeconomic news
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b276f5cb9f73ae219c421cde9a04f443
https://doi.org/10.1080/00036846.2015.1011316
https://doi.org/10.1080/00036846.2015.1011316
Autor:
Aymen Belgacem, Amine Lahiani
Publikováno v:
Economics Bulletin. 32(2):1509-1526
This paper investigates the impact of US scheduled macroeconomic announcements on the domestic, the French and the German market, respectively using an augmented version of the multivariate DCC-GARCH model. Our setting allows to separate the direct e
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::813430a78d92d5875fa7e8f377fce039
http://www.accessecon.com/Pubs/EB/2012/Volume32/EB-12-V32-I2-P146.pdf
http://www.accessecon.com/Pubs/EB/2012/Volume32/EB-12-V32-I2-P146.pdf
Autor:
Selim Mankaï, Aymen Belgacem
Theory and empirical evidence recognize interactions between capital and risk. This paper analyzes the effect of reinsurance, as a new endogenous decision variable, on this policy mix using simultaneous equations model. Empirical results obtained fro
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::4ffdf712a4ae8871163c95fff333afd1
http://www.ipag.fr/wp-content/uploads/recherche/WP/IPAG_WP_2014_154.pdf
http://www.ipag.fr/wp-content/uploads/recherche/WP/IPAG_WP_2014_154.pdf
Autor:
Selim Mankaï, Aymen Belgacem
Theory and empirical evidence suggest short-run interactions between capital and risk. This paper analyzes the effects of reinsurance, as a new endogenous decision variable, on this policy mix. We examine this issue using a system of simultaneous equ
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::65dac90aba50dd32e8ea108e34e4be98
http://economix.fr/pdf/dt/2013/WP_EcoX_2013-24.pdf
http://economix.fr/pdf/dt/2013/WP_EcoX_2013-24.pdf
Autor:
Aymen Belgacem
The aim of this paper is to study the impact of macroeconomic announcements on asset prices, with the objectives of both measuring the average response of stock returns to macroeconomic news surprises, and explaining the sources of such a reaction. T
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::1dc8f1e0bac859d9532efd0821f03f93
http://economix.fr/pdf/dt/2009/WP_EcoX_2009-16.pdf
http://economix.fr/pdf/dt/2009/WP_EcoX_2009-16.pdf
Autor:
Aymen Belgacem
In this paper, we investigate the impact of surprises made by scheduled monetary policy announcements on French stock market. Most of empirical studies achieved tends to test this effect on U.S stock market. Taken the French market as a representativ
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::d9687f4e409e83f4be5f852ed7f120cf
http://economix.fr/pdf/dt/2008/WP_EcoX_2008-38.pdf
http://economix.fr/pdf/dt/2008/WP_EcoX_2008-38.pdf
Autor:
Amine Lahiani, Aymen Belgacem
Publikováno v:
Journal of Applied Business Research (JABR). 29:1401
This paper investigates the herding behavior of investors in 18 European countries around US macroeconomic announcements. By considering daily data from February 3, 2000 through July 31, 2011 and a large sample of US macroeconomic indicators, we find
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::924ac1148b8b58d84b81a9ddc8906521
https://doi.org/10.19030/jabr.v29i5.8022
https://doi.org/10.19030/jabr.v29i5.8022