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Nadia Sghaier

Portfolio optimization in the presence of dependent financial returns with long memory: A copula based approach
2012 · Heni Boubaker, Nadia Sghaier · Journal of Banking & Finance · 107
Nonlinear Cointegration Relationships Between Non‐Life Insurance Premiums and Financial Markets
2009 · Fredj Jawadi, Catherine Bruneau, et al. · Journal of Risk & Insurance · 38
Markov-Switching Time-Varying Copula Modeling of Dependence Structure between Oil and GCC Stock Markets
2016 · Heni Boubaker, Nadia Sghaier · Open Journal of Statistics · 26
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Semiparametric generalized long-memory modeling of some mena stock market returns: A wavelet approach
2015 · Heni Boubaker, Nadia Sghaier · Economic Modelling · 14
Instability and time-varying dependence structure between oil prices and stock markets in GCC countries
2013 · Heni Boubaker, Nadia Sghaier · RePEc: Research Papers in Economics · 13
Instability and dependence structure between oil prices and GCC stock markets
2014 · Heni BOUBAKER, Nadia SGHAIER · Energy Studies Review · 11
Cyclicity in the French Property–Liability Insurance Industry: New Findings Over the Recent Period
2014 · Catherine Bruneau, Nadia Sghaier · Journal of Risk & Insurance · 11
Modelling Return and Volatility of Oil Price using Dual Long Memory Models
2014 · Heni Boubaker, Nadia Sghaier · RePEc: Research Papers in Economics · 9
How Do the Interest Rate and the In‡ation Rate Aect the Non-Life Insurance Premiums ?
2014 · Heni Boubaker, Nadia Sghaier · RePEc: Research Papers in Economics · 8
On the Dynamic Dependence between US and other Developed Stock Markets: An Extreme-value Time-varying Copula Approach
2014 · Heni Boubaker, Nadia Sghaier · RePEc: Research Papers in Economics · 8
Les cycles de souscription de l’assurance non vie en France
2008 · Catherine Bruneau, Nadia Sghaier · HAL · 4
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Further evidence of contagion effect between the Chinese and the G20 stock markets during the COVID-19 pandemic: A time-varying copula approach
2023 · Nadia Sghaier, Mondher Kouki, et al. · Cogent Economics & Finance · 3
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Contagion Effect and Change in the Dependence between Oil and TenMENA Stock Markets
2016 · Heni Boubaker, Nadia Sghaier · 3
Wavelet based Estimation of Time- Varying Long Memory Model with Nonlinear Fractional Integration Parameter
2014 · Heni Boubaker, Nadia Sghaier · RePEc: Research Papers in Economics · 3
Bank governance and risk-taking during times of crises: Evidence from Tunisian commercial banks
2024 · Mondher Kouki, Lamia Mabrouk, et al. · Journal of Infrastructure Policy and Development · 2
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Les cycles de souscription en assurance non vie : Étude de la dynamique du ratio combiné et des déterminants des primes
2011 · Nadia Sghaier · 1
Target Leverage Dynamics over Business Cycle: Evidence from a Frontier Market
2023 · Mondher Kouki, Lamia Mabrouk, et al. · MIGRATION LETTERS
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Cyclicity in the French Property
2014 · Catherine Bruneau, Nadia Sghaier · RePEc: Research Papers in Economics
On the dynamic dependence between US and other developed stock markets: An extreme
2014 · Heni Boubaker, Nadia Sghaier · RePEc: Research Papers in Economics
Semiparametric Generalized Long Memory Modelling of GCC Stock Market Returns: A Wavelet Approach
2014 · Heni Boubaker, Nadia Sghaier · RePEc: Research Papers in Economics
Instability and time
2013 · Heni Boubaker, Nadia Sghaier · RePEc: Research Papers in Economics
Works count: 25
Citation count: 263
H-index: 8
I10-index: 7
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