• Publications
  • Influence
The impact of residual government ownership on performance and value creation: The Case of privatized French companies
This paper examines the relationship between the residual Government ownership, performance and value creation on the post privatization period. The results reveal that very high levels of governmentExpand
THE IMPACT OF DIVERSIFICATION ON FIRM PERFORMANCE AND RISK: AN EMPIRICAL EVIDENCE
The aim of this paper is to analyse and to test the influence of the activity perimeter on the firm performance and risk. The empirical tests follow two stages, a first one consisting in studying theExpand
Day-of-the-week effect on the Tunisian stock market return and volatility
Abstract In this paper, we examine empirically the day-of-the-week effect on the Tunisian stock exchange index (TUNINDEX) return and volatility. We use three multivariate general autoregressiveExpand
Systemic risk of European institutions: estimation and ranking by Marginal Expected Shortfall
The task of processing a systemic event and its negative externalities requires approaches to measure systemic risks and break it down into contributions of different institutions. The objective ofExpand
Systemic risk of European financial institutions: Estimation and ranking by the Marginal Expected Shortfall
The task of processing systemic events and its negative externalities requires approaches to measure systemic risks and break it down into contributions of different institutions. The main objectiveExpand
Measuring systemic risk of Greek banks: New approach by using the epidemic model “SEIR”
Abstract In the last decade of the financial crisis of 2007, the international financial system appeared to be on the brink of a major systemic crisis which leads to a failure of a systemicallyExpand
Haw the Default Probability is Defined by The Credit Portfolio Models: A Comparative Theoretical Analysis between the Structural Models?
This paper is elaborate of which the main is to present a theoretical analysis between the structural models. There are currently three types of models to consider the risk of credit: the structuralExpand
The Relationship Between the Board of Directors and the Performance/Value Creation in a Context of Privatization: The Case of French Companies
The aim of this paper is to shed light on the cognitive as well as the disciplinary role of one important governance mechanism that is the board of directors in a privatization context. Using aExpand
A Wavelet-ARMA-GARCH Refinement Method to VaR Estimate for Foreign Exchange Market
With increasing internationalization of financial transactions, the foreign exchange market has been profoundly transformed and became more competitive and volatile. This places the accurate andExpand
Systemic risk of the Greek financial institutions: application of the SRISK model
This paper proposes a conditional approach to estimate the systemic risk which allows decomposing the risk of the aggregate financial system of Greece (measured by Expected Shortfall). We use theExpand
...
1
2
3
...