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Makram Bellalah

Oil Price Shocks and Stock Market Returns in Oil-Exporting Countries: The Case of GCC Countries
2010 · Mohamed El Hédi AROURI, Amine Lahiani, et al. · International Journal of Economics and Finance · 65
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Dynamic connectedness and optimal hedging strategy among commodities and financial indices
2022 · Néjib Hachicha, Amine Ben Amar, et al. · International Review of Financial Analysis · 30
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An Empirical Examination of International Diversification Benefits in Central European Emerging Equity Markets
2008 · Kais Fadhlaoui, Makram Bellalah, et al. · International Journal of Business · 26
Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach
2023 · Amal Abricha, Amine Ben Amar, et al. · The Quarterly Review of Economics and Finance · 16
Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict
2023 · Amine Ben Amar, Mondher Bouattour, et al. · Finance research letters · 15
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Time-varying beta during the 2008 financial crisis – evidence from North America and Western Europe
2017 · Ikrame Ben Slimane, Makram Bellalah, et al. · The Journal of Risk Finance · 13
The Equity Home Bias: Explanations and Financial Anomalies
2010 · Imtithel SENDI, Makram BELLALAH · International Journal of Economics and Finance · 13
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Conditional VaR using GARCH-EVT approach: Forecasting Volatility in Tunisian Financial Market
2012 · Héla Ben Soltane, Adel Karaa, et al. · 12
Deciphering volatility spillovers amidst crises: analyzing the interplay among commodities, equities and socially responsible investments during the COVID-19 shock and financial turbulence
2024 · Amine Ben Amar, Amir Hasnaoui, et al. · The Journal of Risk Finance · 10
The Effect of Asymmetric Information and Transaction Costs on Asset Pricing: Theory and Test
2003 · Makram Bellalah, Sofiane Aboura · SSRN Electronic Journal · 7
Transmission of the Greek crisis on the sovereign debt markets in the euro area
2021 · Oussama Kchaou, Makram Bellalah, et al. · Annals of Operations Research · 4
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Modeling Transmissions of Volatility Shocks: Application to CDS Spreads during the Euro Area Sovereign Crisis
2016 · Bellalah, Makram, Boussada, H. · HAL · 4
Bénéfices de la diversification internationale des portefeuilles: Une modélisation DCC-MVGARCH
2016 · Montassar Zayati, Améni Sallemi Chaabene, et al. · Revue de l'OFCE/La Revue de l'OFCE · 3
The Effect of Asymmetric Information on the Cost of Capital
2003 · Makram Bellalah, Riadh Belhaj · SSRN Electronic Journal · 3
Portfolio diversification during recent stress and stress-free episodes: insights from three alternative portfolio methods
2025 · Amine Ben Amar, Chiheb Féki, et al. · Annals of Operations Research · 2
Regret-aversion over different maturities: Application to energy futures markets
2024 · Makram Bellalah, Amine Ben Amar, et al. · Economics Letters · 2
The contagion of the Greek debt crisis on the EMU sovereign bond markets: a Garch-DCC approach
2019 · Oussama Kchaou, Makram Bellalah · International Journal of Entrepreneurship and Small Business · 2
International Portfolio Choice and the Effect of Information Costs
2001 · Makram Bellalah, Mondher Bellalah · Economics Papers from University Paris Dauphine · 2
Shift Contagion and Minimum Causal Intensity Portfolio During the COVID-19 and the Ongoing Russia-Ukraine Conflict
2023 · Amine Ben Amar, Mondher Bouattour, et al. · SSRN Electronic Journal · 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
Renouveler la pensée en sciences de gestion
2022 · Sofiane Tahi, Mondher Bellalah, et al. · La Revue des sciences de gestion/La Revue des sciences de gestion, Direction et gestion · 1
What Ward's clustering method tells about the four largest emerging equity markets
2019 · Makram Bellalah, Bora Aktan, et al. · International Journal of Entrepreneurship and Small Business · 1
International capital asset pricing model: the case of asymmetric information and short-sale
2019 · Makram Bellalah, Fredj Amine Dammak · Annals of Operations Research · 1
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Equity home bias: investors' sentiments and views
2009 · Imtithel Sendi, Chaker Aloui, et al. · International Journal of Behavioural Accounting and Finance · 1
Portfolio Valuation in the Presence of Market Frictions
2009 · Bellalah, Makram · HAL · 1
Works count: 41
Citation count: 237
H-index: 9
I10-index: 9
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