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Salim Ben Sassi

Observed name: Ben Sassi Salim
ORCID: 0000-0001-8680-3661
Observed ORCID: 0000-0001-8680-3661
OpenAlex ID: A5010600253
Volatility spillover and hedging effectiveness among China and emerging Asian Islamic equity indexes
2016 · Jihed Majdoub, Salim Ben Sassi · Emerging Markets Review · 66
Can fiat currencies really hedge Bitcoin? Evidence from dynamic short-term perspective
2021 · Jihed Majdoub, Salim Ben Sassi, et al. · Decisions in Economics and Finance · 29
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On Identifying the Systemically Important Tunisian Banks: An Empirical Approach Based on the △CoVaR Measures
2019 · Wided Khiari, Salim Ben Sassi · Risks · 14
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Market dynamics, cyclical patterns and market states
2019 · Azza Bejaoui, Salim Ben Sassi, et al. · Studies in Economics and Finance · 9
US Funds’ returns-based ESG extraction and implementation: a multifaceted quantile regression approach
2024 · Farah Nasri, Salim Ben Sassi · Journal of Sustainable Finance & Investment · 5
Interconnectedness of Stock Indices in African Economies Under Financial, Health, and Political Crises
2025 · Anouar Chaouch, Salim Ben Sassi · Journal of risk and financial management · 3
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Did escalating geopolitical risk shake global stock markets? Evidence from the June 2025 Israel–Iran conflict
2026 · Farah Nasri, Oussama Kchaou, et al. · Investment Analysts Journal · 1
Are African stock markets affected by global shocks in the very short term?
2025 · Oussama Kchaou, Salim Ben Sassi · Bankers Markets & Investors · 1
The Dynamics of Contagion and Behavior of the Euro Area Sovereign Bond Markets
2022 · Oussama Kchaou, Salim Ben Sassi, et al. · Bankers Markets & Investors · 1
Optimal weights and hedge ratio behavior in Brent oil and Islamic Gulf stock markets
2020 · Salim Ben Sassi, Jihed Majdoub, et al. · The Journal of Energy Markets · 1
Stochastic Optimization of Water Transfer Between Dams
2014 · Ben Sassi Salim · Procedia - Social and Behavioral Sciences · 1
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US stock market risk prediction via timely response to ESG disclosure text frequency: machine learning and natural language processing approach
2026 · Farah Nasri, Salim Ben Sassi · Finance Research Open
GDP nowcasting with machine learning: Evaluating forecast accuracy for South Africa during economic crises
2026 · Anouar Chaouch, Salim Ben Sassi · Economic Analysis and Policy
A dual approach to ESG risk factor extraction and implementation: quantile regression method
2026 · Farah Nasri, Salim Ben Sassi · Journal of Asset Management
Macroeconomic shocks and systemic risk in the US stock market
2026 · Oussama Kchaou, Salim Ben Sassi, et al. · Energy Economics
Crude oil and equity market comovements among Asia's for little dragons countries. Evidence of unobserved components approach
2018 · Ikrame Ben Slimane, Jihed Majdoub, et al. · Economic Modelling
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On the Impact of Long Memory on Market Risk: Pre- and Post-Crisis Evidences – Long Memory and Stock Market Risk
2018 · Salim Ben Sassi, Azza Bejaoui · Advances in finance, accounting, and economics book series
Estimation and Forecasting of Continuous Time Stochastic Volatility Model
2012 · Faouzi Jilani, Hanen Ali, et al. · Journal of Financial Studies & Research
Works count: 18
Citation count: 131
H-index: 5
I10-index: 3
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