Amine Lahiani
Names
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Amine |
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Lahiani |
Identifer
Contact
Affiliations
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Université d'Orléans
/ Faculté de droit, d'économie et de gestion
/ Laboratoire d'Économie d'Orléans (LEO)
Research profile
author of:
- Testing for threshold effect in ARFIMA models: Application to US unemployment rate data (RePEc:chf:rpseri:rp0842)
by Amine LAHIANI & Olivier SCAILLET - Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models (RePEc:dpc:wpaper:1310)
by Mohamed El Hedi Arouri & Amine Lahiani & Khuong Nguyen Duc - Estimation d'un modèle TIMA avec asymétrie contemporaine par inférence indirecte (RePEc:drm:wpaper:2006-17)
by Catherine Bruneau & Amine Lahiani - Empirical Investigation of Systemic Risk in the New EU States (RePEc:ebl:ecbull:eb-10-00812)
by Nikolay Nenovsky & Amine Lahiani & Petar Chobanov - More on the impact of US macroeconomic announcements: Evidence from French and German stock markets' volatility (RePEc:ebl:ecbull:eb-12-00138)
by Aymen Belgacem & Amine Lahiani - Oil-stock volatility transmission, portfolio selection and hedging (RePEc:ebl:ecbull:eb-12-00242)
by Mohamed El Hédi Arouri & Amine Lahiani & Duc Khuong Nguyen - Monetary policy rules for a developing country: Evidence from Pakistan (RePEc:eee:asieco:v:22:y:2011:i:6:p:483-494)
by Aleem, Abdul & Lahiani, Amine - Return and volatility transmission between world oil prices and stock markets of the GCC countries (RePEc:eee:ecmode:v:28:y:2011:i:4:p:1815-1825)
by Arouri, Mohamed El Hedi & Lahiani, Amine & Nguyen, Duc Khuong - Does the South African Reserve Bank follow a nonlinear interest rate reaction function? (RePEc:eee:ecmode:v:35:y:2013:i:c:p:272-282)
by Baaziz, Yosra & Labidi, Moez & Lahiani, Amine - Monetary policy credibility and exchange rate pass-through: Some evidence from emerging countries (RePEc:eee:ecmode:v:43:y:2014:i:c:p:21-29)
by Aleem, Abdul & Lahiani, Amine - World gold prices and stock returns in China: Insights for hedging and diversification strategies (RePEc:eee:ecmode:v:44:y:2015:i:c:p:273-282)
by El Hedi Arouri, Mohamed & Lahiani, Amine & Nguyen, Duc Khuong - Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach (RePEc:eee:ecmode:v:54:y:2016:i:c:p:54-66)
by Hoang, Thi Hong Van & Lahiani, Amine & Heller, David - Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models (RePEc:eee:eneeco:v:34:y:2012:i:1:p:283-293)
by Arouri, Mohamed El Hédi & Lahiani, Amine & Lévy, Aldo & Nguyen, Duc Khuong - On the short- and long-run efficiency of energy and precious metal markets (RePEc:eee:eneeco:v:40:y:2013:i:c:p:832-844)
by Arouri, Mohamed El Hedi & Hammoudeh, Shawkat & Lahiani, Amine & Nguyen, Duc Khuong - An empirical analysis of energy cost pass-through to CO2 emission prices (RePEc:eee:eneeco:v:49:y:2015:i:c:p:149-156)
by Hammoudeh, Shawkat & Lahiani, Amine & Nguyen, Duc Khuong & Sousa, Ricardo M. - Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices (RePEc:eee:enepol:v:65:y:2014:i:c:p:567-573)
by Atil, Ahmed & Lahiani, Amine & Nguyen, Duc Khuong - A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices (RePEc:eee:intfin:v:34:y:2015:i:c:p:173-187)
by Jammazi, Rania & Lahiani, Amine & Nguyen, Duc Khuong - Testing for threshold effect in ARFIMA models: Application to US unemployment rate data (RePEc:eee:intfor:v:25:y:2009:i:2:p:418-428)
by Lahiani, A. & Scaillet, O. - Long memory and structural breaks in modeling the return and volatility dynamics of precious metals (RePEc:eee:quaeco:v:52:y:2012:i:2:p:207-218)
by Arouri, Mohamed El Hedi & Hammoudeh, Shawkat & Lahiani, Amine & Nguyen, Duc Khuong - Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting (RePEc:eee:reveco:v:43:y:2016:i:c:p:443-456)
by Lahiani, Amine & Hammoudeh, Shawkat & Gupta, Rangan - A threshold vector autoregression model of exchange rate pass-through in Mexico (RePEc:eee:riibaf:v:30:y:2014:i:c:p:24-33)
by Aleem, Abdul & Lahiani, Amine - Forecasting the Conditional Volatility of Spot and Futures Oil Prices with Structural Breaks and Long Memory Models (RePEc:ekd:002596:259600101)
by Amine LAHIANI & Mohamed EL HEDI AROURI & Duc KHUONG NGUYEN - A Macro-econometric Model for the Economy of Lesotho (RePEc:ekd:002596:259600102)
by Igor LEBRUN & Ludovic DOBBELAERE - Return and volatility transmission between world oil prices and stock markets of the GCC countries (RePEc:ekd:002625:2820)
by Duc Khuong Nguyen & Mohamed Arouri & Amine Lahiani - Unknown item RePEc:erf:erfssc:65-5 (chapter)
- Monetary Policy after the Crisis (RePEc:erf:erfstu:65)
by Marek Belka & Jens Thomsen & Kim Abildgren & Pietro Catte & Pietro Cova & Patrizio Pagano & Ignazio Visco & Petar Chobanov & Amine Lahiani & Nikolay Nenovsky & Cristina Badarau & Grégory Levieuge & To - A Threshold Vector Autoregression Model of Exchange Rate Pass-Through in Mexico (RePEc:hal:journl:halshs-01022416)
by Abdul Aleem & Amine Lahiani - Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices (RePEc:hal:journl:halshs-01022598)
by Ahmed Atil & Amine Lahiani & Duc Khuong Nguyen - Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models (RePEc:hal:journl:halshs-01279906)
by Aldo Levy & M.H. Arouri & Amine Lahiani & Duc Khuong Nguyen - Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models (RePEc:hal:wpaper:hal-00507831)
by Mohamed El Hedi Arouri & Duc Khuong Nguyen & Amine Lahiani - Long memory and structural breaks in modeling the return and volatility dynamics of precious metals (RePEc:hal:wpaper:hal-00798033)
by Mohamed El Hedi Arouri & Shawkat Hammoudeh & Amine Lahiani & Duc Khuong Nguyen - On the short- and long-run efficiency of energy and precious metal markets (RePEc:hal:wpaper:hal-00798036)
by Mohamed El Hedi Arouri & Shawkat Hammoudeh & Duc Khuong Nguyen & Amine Lahiani - World gold prices and stock returns in China: insights for hedging and diversification strategies (RePEc:hal:wpaper:hal-00798038)
by Mohamed El Hedi Arouri & Amine Lahiani & Duc Khuong Nguyen - World gold prices and stock returns in China: insights for hedging and diversification strategies (RePEc:ipg:wpaper:2014-110)
by Mohamed El Hedi Arouri & Amine Lahiani & Duc Khuong Nguyen - Understanding return and volatility spillovers among major agricultural commodities (RePEc:ipg:wpaper:2014-243)
by Amine Lahiani & Duc Khuong Nguyen & Thierry Vo - Volatility spillovers and macroeconomic announcements: evidence from crude oil markets (RePEc:ipg:wpaper:2014-50)
by Aymen Belgacem & Anna Creti & Khaled Guesmi & Amine Lahiani - Asymmetric and nonlinear passthrough of energy prices to CO2 emission allowance prices (RePEc:ipg:wpaper:2014-82)
by Shawkat Hammoudeh & Amine Lahiani & Duc Khuong Nguyen & Ricardo M. Sousa - Money Market Integration and Sovereign CDS Spreads Dynamics in the New EU States (RePEc:leo:wpaper:1253)
by Petar Chobanov & Amine LAHIANI & Nikolay NENOVSKY - Forecasting the Conditional Volatility of Oil Spot andFutures Prices with Structural Breaksand Long Memory Models (RePEc:leo:wpaper:661)
by Mohamed AROURI & Amine LAHIANI & D.-K. NGUYEN - Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices (RePEc:nip:nipewp:05/2014)
by Shawkat Hammoudeh & Amine Lahiani & Duc Khuong Nguyen & Ricardo M. Sousa - Energy prices and CO2 emission allowance prices: A quantile regression approach (RePEc:nip:nipewp:06/2014)
by Shawkat Hammoudeh & Amine Lahiani & Duc Khuong Nguyen & Ricardo M. Sousa - Modèls Garch à la mémoire longue: application aux taux de change tunisiens
[GARCH models : evidence from Tunisian Exchange market] (RePEc:pra:mprapa:28702)
by Lahiani, Amine & Yousfi, Ouidad - Linkages between Financial Sector CDS Spreads and Macroeconomic Influence in a Nonlinear Setting (RePEc:pre:wpaper:201456)
by Amine Lahiani & Shawkat Hammoudeh & Rangan Gupta - Estimation d'un modèle TIMA avec asymétrie contemporaine par inférence indirecte (RePEc:ses:arsjes:2006-iv-2)
by Catherine Bruneau & Amine Lahiani - Estimation and evaluation of core inflation measures (RePEc:taf:applec:v:43:y:2011:i:25:p:3619-3629)
by Abdul Aleem & Amine Lahiani - Tranmission Of International Shocks To An Emerging Small Open-Economy: Evidence From Tunisia (RePEc:tou:journl:v:42:y:2015:p:231-258)
by Mohamed BELHEDI & Ines SLAMA & Amine LAHIANI - Money Market Integration and Sovereign CDS Spreads Dynamics in the New EU States (RePEc:wdi:papers:2010-1002)
by Peter Chobanov & Amine Lahiani & Nikolay Nenovsky