Author

Sofiane H. Sekioua

Observed names: S.H. Sekioua, SH Sekioua, Sofian Sekioua

Institution: Citigroup

Observed institutions: Citigroup, University of Abou Bekr Belkaïd, University of Warwick, Newcastle University

OpenAlex ID: A5069205239

On the order of integration of monthly US ex-ante and ex-post real interest rates: New evidence from over a century of data

2005 · M. Karanasos, S.H. Sekioua, et al. · Economics Letters · 39

Real interest parity (RIP) over the 20th century: New evidence based on confidence intervals for the largest root and the half-life

2007 · Sofiane H. Sekioua · Journal of International Money and Finance · 15

The real exchange rate and the Purchasing Power Parity puzzle: further evidence

2006 · Sofiane H. Sekioua, Menelaos Karanasos · Applied Financial Economics · 9

Nonlinear adjustment in the forward premium: evidence from a threshold unit root test

2004 · Sofiane H. Sekioua · International Review of Economics & Finance · 9

Real interest parity (RIP) over the 20th century: New evidence based on confidence intervals for the dominant root and half-lives of shocks

2004 · Sofiane H. Sekioua · RePEc: Research Papers in Economics · 1

The Nominal Exchange Rate and Monetary Fundamentals: Evidence from Nonlinear Unit Root Tests

2003 · SH Sekioua · RePEc: Research Papers in Economics · 1

Testing for real interest rate convergence over the long-run: Some further evidence

2005 · Sofian Sekioua · les cahiers du mecas

What are the determinants of reversion towards real interest parity (RIP)?

2004 · SH Sekioua · Newcastle University ePrints (Newcastle Univesity)

The Nominal Exchange Rate and Fundamentals: New Evidence from Threshold Unit Root Tests

2003 · SH Sekioua · SSRN Electronic Journal

The Forward Unbiasedness Hypothesis and the Forward Premium: A Nonlinear Analysis

2003 · Sofiane H. Sekioua, Doctoral Programme · RePEc: Research Papers in Economics

Works count: 10

Citation count: 74

H-index: 4

I10-index: 2