Nadhem Selmi

发表

MEASURING CONTAGION BETWEEN ENERGY AND STOCK MARKET DURING FINANCIAL CRISIS: ASYMMETRIC DYNAMICS IN THE CORRELATIONS

Nadhem Selmi, 2016, JOURNAL OF DEVELOPMENT ECONOMICS AND FINANCE.

Forecasting returns on a stock market using Artificial Neural Networks and GARCH family models: Evidence of stock market S&P 500

Nadhem Selmi, Samira Chaabene, Nejib Hachicha, 2015 .

Was Guinea the Source of the Ebola Virus contagion? Evidence via a Dynamic Equicorrelation Model

Nadhem Selmi, 2016 .

Measuring volatility persistence for conventional and Islamic banks: An FI-EGARCH approach

F. Jawadi, N. Hachicha, A. I. Cheffou, 2016 .

Long range dependency and forecasting of housing price index and mortgage market rate: evidence of subprime crisis

N. Hachicha, N. Selmi, Nadhem Selmi, 2014 .

Purchasing power parity: Evidence of long memory processes and fractional integration

N. Hachicha, Nadhem Selmi, 2015 .

Nonlinear adjustment of real exchange rate towards purchasing power parity from G7: An exponential FISTAR modelling

N. Hachicha, Nadhem Selmi, Ridha Ettbib, 2015 .

A Fractional Cointegration Analysis of Purchasing Power Parity: Evidence of ELW

Nadhem Selmi, 2015, International Journal of Management and Sustainability.

The Efficiency of the Innovation Production System and its Impact on Productivity: the Case of Exporting Companies

Nadhem Selmi, Thouraya othman hmidi, 2022, International Journal of Managerial Studies and Research.

Multivariate FIGARCH and long memory process: evidence of oil price markets

N. Hachicha, Nadhem Selmi, 2015 .

Were Oil Price Markets the Source of Credit Crisis in European Countries? Evidence Using a VAR-MGARCH-DCC Model

N. Hachicha, Nadhem Selmi, 2014 .

MEASURING CONTAGION BETWEEN ENERGY AND STOCK MARKET DURING FINANCIAL CRISIS: ASYMMETRIC DYNAMICS IN THE CORRELATIONS

Nadhem Selmi, 2022, JOURNAL OF DEVELOPMENT ECONOMICS AND FINANCE.

Persistence of currency crises: evidence to Asian and subprime crisis

N. Hachicha, Nadhem Selmi, 2015 .

Dependence between oil price volatility, Islamic and conventional Dow Jones indexes: Implication for portfolio management and hedging effectiveness

Ahmed Ghorbel, N. Hachicha, Nadhem Selmi, 2016, Journal of Asset Management.

Dependence between oil price volatility, Islamic and conventional Dow Jones indexes: Implication for portfolio management and hedging effectiveness

Ahmed Ghorbel, N. Hachicha, Nadhem Selmi, 2017 .