Zobrazeno 1 - 10
of 19
pro vyhledávání: '"Messaoud Chibane"'
Publikováno v:
International Transactions in Operational Research. 30:2620-2639
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d86edf19d401f3edaa0ee78a856619ee
https://doi.org/10.1111/itor.13203
https://doi.org/10.1111/itor.13203
Publikováno v:
The Quarterly Review of Economics and Finance. 85:270-279
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::53ee1b6ca6c9ceefa7c01733db0c1ca1
https://doi.org/10.1016/j.qref.2022.03.009
https://doi.org/10.1016/j.qref.2022.03.009
Autor:
Messaoud Chibane
Publikováno v:
Applied Economics. 55:603-616
We propose a new approach for estimating rare disaster event models where we only use U.S. national consumption data as an alternative to the ubiquitous Barro and Urs´ua’s (2008, 2012) multi-country data set. We find that the 2020 COVID crisis una
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c3633621142a9665334a892ed187ff85
https://doi.org/10.1080/00036846.2022.2092053
https://doi.org/10.1080/00036846.2022.2092053
Autor:
Fouad Ben Abdelaziz, Messaoud Chibane
Publikováno v:
Economic Modelling. 122:106235
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::50caafad8b8b6aeffccfad8111d473d5
https://doi.org/10.1016/j.econmod.2023.106235
https://doi.org/10.1016/j.econmod.2023.106235
Autor:
Messaoud Chibane, Ano Kuhanathan
Publikováno v:
Finance Research Letters. :104004
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2334553eedeb31da9c1967f7323b063d
https://doi.org/10.1016/j.frl.2023.104004
https://doi.org/10.1016/j.frl.2023.104004
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::85edd5c9d27065ff03723127ba79a501
https://doi.org/10.2139/ssrn.4174208
https://doi.org/10.2139/ssrn.4174208
Autor:
Messaoud Chibane, Nathalie Janson
Publikováno v:
SSRN Electronic Journal.
We show that the dynamics of Bitcoin (BTC) price are strongly influenced by the level of global geopolitical risk. Indeed, a number of well established stylized facts about BTC cease to be true when we condition the evolution of BTC returns on the GP
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3cf0e56f3720829884066a203cd0e710
https://doi.org/10.2139/ssrn.3530020
https://doi.org/10.2139/ssrn.3530020
Publikováno v:
SSRN Electronic Journal.
The common fall of asset prices during crises and recessions implies that asset correlation is strong during these events, while not necessarily showing up during the boom phase of the business cycle. Using insights from the malinvestment cycle theor
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9d3da53c4edf6c1b365ffe4f941f5bcb
https://doi.org/10.2139/ssrn.3593751
https://doi.org/10.2139/ssrn.3593751
Autor:
Messaoud Chibane, Samuel Ouzan
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ed025b101857eb0bcc25f4fd064898d8
https://doi.org/10.2139/ssrn.3412459
https://doi.org/10.2139/ssrn.3412459
Publikováno v:
SSRN Electronic Journal.
We introduce a new housing consumption-based asset pricing model (Housing CCAPM) that incorporates rare disaster events into the dynamics of non-housing consumption and rare boom/disaster events into housing consumption. Our analytical framework hing
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3b3c0b5c307631612b3a13deab641bf8
https://doi.org/10.2139/ssrn.2909043
https://doi.org/10.2139/ssrn.2909043