Ahmed El Ghini
Personal Details
First Name: | Ahmed |
Middle Name: | |
Last Name: | El Ghini |
Suffix: | |
RePEc Short-ID: | pel178 |
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Research output
Jump to: Working papers Articles BooksWorking papers
- Hassan Amouzay & Raja Chakir & Sophie Dabo-Niang & Ahmed El Ghini, 2023. "Structural Changes in Temperature and Precipitation in MENA Countries [Changements structurels des températures et des précipitations dans les pays du Moyen-Orient et de l'Afrique du Nord]," Post-Print hal-04092374, HAL.
- El Ghini, Ahmed & Saidi, Youssef, 2014.
"Return and Volatility Spillovers in the Moroccan Stock Market During The Financial Crisis,"
MPRA Paper
53439, University Library of Munich, Germany.
- Ahmed El Ghini & Youssef Saidi, 2017. "Return and volatility spillovers in the Moroccan stock market during the financial crisis," Empirical Economics, Springer, vol. 52(4), pages 1481-1504, June.
- El GHINI, Ahmed & SAIDI, Youssef, 2013.
"Financial Market Contagion During the Global Financial Crisis: Evidence from the Moroccan Stock Market,"
MPRA Paper
53392, University Library of Munich, Germany.
- Ahmed El Ghini & Youssef Saidi, 2015. "Financial market contagion during the global financial crisis: evidence from the Moroccan stock market," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, vol. 4(1), pages 78-95.
Articles
- Karim Belcaid & Ahmed El Ghini, 2021. "‘Macro-finance determinants and the stock market development: evidence from Morocco’," Middle East Development Journal, Taylor & Francis Journals, vol. 13(1), pages 99-127, January.
- Mounir El-Karimi & Ahmed El-Ghini, 2020. "The Transmission of Global Commodity Prices to Consumer Prices in a Commodity Import-Dependent Country: Evidence from Morocco," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 67(1), pages 15-32, March.
- Belcaid, Karim & El Ghini, Ahmed, 2019. "U.S., European, Chinese economic policy uncertainty and Moroccan stock market volatility," The Journal of Economic Asymmetries, Elsevier, vol. 20(C).
- Karim Belcaid & Ahmed El Ghini, 2019. "Spillover Effects among European, the US and Moroccan Stock Markets before and after the Global Financial Crisis," Journal of African Business, Taylor & Francis Journals, vol. 20(4), pages 525-548, October.
- Ahmed El Ghini & Youssef Saidi, 2017.
"Return and volatility spillovers in the Moroccan stock market during the financial crisis,"
Empirical Economics, Springer, vol. 52(4), pages 1481-1504, June.
- El Ghini, Ahmed & Saidi, Youssef, 2014. "Return and Volatility Spillovers in the Moroccan Stock Market During The Financial Crisis," MPRA Paper 53439, University Library of Munich, Germany.
- Ahmed El Ghini, 2015. "Probabilistic Properties of Parametric Dual and Inverse Time Series Models Generated by ARMA Models," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 44(21), pages 4651-4661, November.
- Ahmed El Ghini & Youssef Saidi, 2015.
"Financial market contagion during the global financial crisis: evidence from the Moroccan stock market,"
International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, vol. 4(1), pages 78-95.
- El GHINI, Ahmed & SAIDI, Youssef, 2013. "Financial Market Contagion During the Global Financial Crisis: Evidence from the Moroccan Stock Market," MPRA Paper 53392, University Library of Munich, Germany.
- Ahmed El Ghini & Christian Francq, 2006. "Asymptotic Relative Efficiency of Goodness‐Of‐Fit Tests Based on Inverse and Ordinary Autocorrelations," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(6), pages 843-855, November.
Books
- Ahmed El Ghini & Yassine Msadfa & Youssef Saidi, 2017. "Quantitative Tools to Understand and Forecast Commodity Markets," Books & Reports, Policy Center for the New South, number 20.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- El Ghini, Ahmed & Saidi, Youssef, 2014.
"Return and Volatility Spillovers in the Moroccan Stock Market During The Financial Crisis,"
MPRA Paper
53439, University Library of Munich, Germany.
- Ahmed El Ghini & Youssef Saidi, 2017. "Return and volatility spillovers in the Moroccan stock market during the financial crisis," Empirical Economics, Springer, vol. 52(4), pages 1481-1504, June.
Cited by:
- Ahmed El Ghini & Youssef Saidi, 2015.
"Financial market contagion during the global financial crisis: evidence from the Moroccan stock market,"
International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, vol. 4(1), pages 78-95.
- El GHINI, Ahmed & SAIDI, Youssef, 2013. "Financial Market Contagion During the Global Financial Crisis: Evidence from the Moroccan Stock Market," MPRA Paper 53392, University Library of Munich, Germany.
- Kai Shi, 2021. "Spillovers of Stock Markets among the BRICS: New Evidence in Time and Frequency Domains before the Outbreak of COVID-19 Pandemic," JRFM, MDPI, vol. 14(3), pages 1-37, March.
- Zhong, Yi & Liu, Jiapeng, 2021. "Correlations and volatility spillovers between China and Southeast Asian stock markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 57-69.
- Dimitrios Vortelinos & Konstantinos Gkillas (Gillas) & Costas Syriopoulos & Argyro Svingou, 2017. "Asymmetric and nonlinear inter-relations of US stock indices," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 14(1), pages 78-129, December.
- Belcaid, Karim & El Ghini, Ahmed, 2019. "U.S., European, Chinese economic policy uncertainty and Moroccan stock market volatility," The Journal of Economic Asymmetries, Elsevier, vol. 20(C).
- Rahim, Adam Mohamed & Masih, Mansur, 2014. "Effects of Political Turmoil (Arab Spring) on Portfolio Diversification Benefits: Perspectives of the Moroccan Islamic Stock investors," MPRA Paper 58832, University Library of Munich, Germany.
- Nguyen, Dat Thanh & Phan, Dinh Hoang Bach & Anglingkusumo, Reza & Sasongko, Aryo, 2021. "US government shutdowns and Indonesian stock market," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
- Yousaf, Imran & Arfaoui, Nadia & Gubareva, Mariya, 2024. "Spillovers and hedging effectiveness between oil and US equity sectors: Evidence from the COVID pre- and post-vaccination phases," Research in International Business and Finance, Elsevier, vol. 69(C).
- Urom, Christian & Ndubuisi, Gideon & Del Lo, Gaye & Yuni, Denis, 2023. "Global commodity and equity markets spillovers to Africa during the COVID-19 pandemic," Emerging Markets Review, Elsevier, vol. 55(C).
- Yao, Yuan & Zhao, Yang & Li, Yan, 2022. "A volatility model based on adaptive expectations: An improvement on the rational expectations model," International Review of Financial Analysis, Elsevier, vol. 82(C).
- Eric Martial Etoundi Atenga & Mbodja Mougoué, 2021. "Return and volatility spillovers to African equity markets and their determinants," Empirical Economics, Springer, vol. 61(2), pages 883-918, August.
- El GHINI, Ahmed & SAIDI, Youssef, 2013.
"Financial Market Contagion During the Global Financial Crisis: Evidence from the Moroccan Stock Market,"
MPRA Paper
53392, University Library of Munich, Germany.
- Ahmed El Ghini & Youssef Saidi, 2015. "Financial market contagion during the global financial crisis: evidence from the Moroccan stock market," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, vol. 4(1), pages 78-95.
Cited by:
- El Ghini, Ahmed & Saidi, Youssef, 2014.
"Return and Volatility Spillovers in the Moroccan Stock Market During The Financial Crisis,"
MPRA Paper
53439, University Library of Munich, Germany.
- Ahmed El Ghini & Youssef Saidi, 2017. "Return and volatility spillovers in the Moroccan stock market during the financial crisis," Empirical Economics, Springer, vol. 52(4), pages 1481-1504, June.
- Shafiu ABDULLAHI, 2017.
"Stock Market Linkage Financial Contagion and Assets Price Movements Evidence from Nigerian Stock Exchange,"
Journal of Advanced Studies in Finance, ASERS Publishing, vol. 8(2), pages 146-159.
- Abdullahi, Shafiu Ibrahim, 2017. "Stock Market Linkage, Financial Contagion and Assets Price Movements: Evidence from Nigerian Stock Exchange," MPRA Paper 83455, University Library of Munich, Germany, revised Nov 2017.
- Ndiweni, Zinzile Lorna & Bonga-Bonga, Lumengo, 2022. "Contagion or decoupling? Evidence from emerging stock markets," MPRA Paper 115170, University Library of Munich, Germany.
- Zorgati, Imen & Garfatta, Riadh, 2021. "Spatial financial contagion during the COVID-19 outbreak: Local correlation approach," The Journal of Economic Asymmetries, Elsevier, vol. 24(C).
- Zorgati, Imen & Lakhal, Faten, 2020. "Spatial contagion in the subprime crisis context: Adjusted correlation versus local correlation approaches," Economic Modelling, Elsevier, vol. 92(C), pages 162-169.
- Zorgati, Imen & Lakhal, Faten & Zaabi, Elmoez, 2019. "Financial contagion in the subprime crisis context: A copula approach," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 269-282.
Articles
- Karim Belcaid & Ahmed El Ghini, 2021.
"‘Macro-finance determinants and the stock market development: evidence from Morocco’,"
Middle East Development Journal, Taylor & Francis Journals, vol. 13(1), pages 99-127, January.
Cited by:
- Karim Belcaid & Mamdouh Abdulaziz Saleh Al-Faryan, 2024. "Determinants of Bank Profitability in the Context of Financial Liberalization: Evidence from Morocco," Business Perspectives and Research, , vol. 12(1), pages 164-180, January.
- Belcaid, Karim & El Ghini, Ahmed, 2019.
"U.S., European, Chinese economic policy uncertainty and Moroccan stock market volatility,"
The Journal of Economic Asymmetries, Elsevier, vol. 20(C).
Cited by:
- Liu, Tao & Guan, Xinyue & Wei, Yigang & Xue, Shan & Xu, Liang, 2023. "Impact of economic policy uncertainty on the volatility of China's emission trading scheme pilots," Energy Economics, Elsevier, vol. 121(C).
- Vamsidhar Ambatipudi & Dilip Kumar, 2022. "Economic Policy Uncertainty Versus Sector Volatility: Evidence from India Using Multi-scale Wavelet Granger Causality Analysis," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 21(2), pages 184-210, June.
- Chin Chia Liang & Carol Troy & Ellen Rouyer, 2020. "The Stock Price Impact of Domestic and Foreign Economic Policy Uncertainty: Evidence from China," Economics Bulletin, AccessEcon, vol. 40(2), pages 1747-1755.
- Wang, Xiong & Li, Jingyao & Ren, Xiaohang & Bu, Ruijun & Jawadi, Fredj, 2023.
"Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions,"
Energy Economics, Elsevier, vol. 117(C).
- Xiong Wang & Jingyao Li & Xiaohang Ren & Ruijun Bu & Fredj Jawadi, 2023. "Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions," Post-Print hal-04478736, HAL.
- Ogbuabor, Jonathan E. & Anthony-Orji, Onyinye I. & Manasseh, Charles O. & Orji, Anthony, 2020. "Measuring the dynamics of COMESA output connectedness with the global economy," The Journal of Economic Asymmetries, Elsevier, vol. 21(C).
- Karim Belcaid & Ahmed El Ghini, 2019.
"Spillover Effects among European, the US and Moroccan Stock Markets before and after the Global Financial Crisis,"
Journal of African Business, Taylor & Francis Journals, vol. 20(4), pages 525-548, October.
Cited by:
- Karim Belcaid & Mamdouh Abdulaziz Saleh Al-Faryan, 2024. "Determinants of Bank Profitability in the Context of Financial Liberalization: Evidence from Morocco," Business Perspectives and Research, , vol. 12(1), pages 164-180, January.
- Z. Umar & O.B. Adekoya & M. Gubareva & Sabri Boubaker, 2023.
"Returns and Volatility Connectedness among the EurozoDne Equity Markets,"
Post-Print
hal-04434044, HAL.
- Zaghum Umar & Oluwasegun Babatunde Adekoya & Mariya Gubareva & Sabri Boubaker, 2024. "Returns and volatility connectedness among the Eurozone equity markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 3103-3122, July.
- Belcaid, Karim & El Ghini, Ahmed, 2019. "U.S., European, Chinese economic policy uncertainty and Moroccan stock market volatility," The Journal of Economic Asymmetries, Elsevier, vol. 20(C).
- Palomba, Giulio & Tedeschi, Marco, 2024. "Contagion among European financial indices, evidence from a quantile VAR approach," Economic Systems, Elsevier, vol. 48(2).
- Chen, Shengming & Bouteska, Ahmed & Sharif, Taimur & Abedin, Mohammad Zoynul, 2023. "The Russia–Ukraine war and energy market volatility: A novel application of the volatility ratio in the context of natural gas," Resources Policy, Elsevier, vol. 85(PA).
- Md Akhtaruzzaman & Ramzi Benkraiem & Sabri Boubaker & Constantin Zopounidis, 2022.
"COVID‐19 crisis and risk spillovers to developing economies: Evidence from Africa,"
Journal of International Development, John Wiley & Sons, Ltd., vol. 34(4), pages 898-918, May.
- Md Akhtaruzzaman & Ramzi Benkraiem & Sabri Boubaker & Constantin Zopounidis, 2022. "COVID‐19 crisis and risk spillovers to developing economies: Evidence from Africa," Post-Print hal-03629658, HAL.
- Ene Giorgiana-Roxana, 2024. "The Impact of Multiple Crises on the Economy. A Comparative Analysis of GFC, COVID-19 and the Ukraine War Period," Proceedings of the International Conference on Business Excellence, Sciendo, vol. 18(1), pages 3143-3166.
- Babatunde Akinmade & Festus Fatai Adedoyin & Festus Victor Bekun, 2020. "The impact of stock market manipulation on Nigeria’s economic performance," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 9(1), pages 1-28, December.
- Eric Martial Etoundi Atenga & Mbodja Mougoué, 2021. "Return and volatility spillovers to African equity markets and their determinants," Empirical Economics, Springer, vol. 61(2), pages 883-918, August.
- Karim Belcaid & Sara El Aoufi & Mamdouh Abdulaziz Saleh Al-Faryan, 2024. "Dynamics of Contagion Risk Among World Markets in Times of Crises: A Financial Network Perspective," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(4), pages 1007-1033, December.
- Ahmed El Ghini & Youssef Saidi, 2017.
"Return and volatility spillovers in the Moroccan stock market during the financial crisis,"
Empirical Economics, Springer, vol. 52(4), pages 1481-1504, June.
See citations under working paper version above.
- El Ghini, Ahmed & Saidi, Youssef, 2014. "Return and Volatility Spillovers in the Moroccan Stock Market During The Financial Crisis," MPRA Paper 53439, University Library of Munich, Germany.
- Ahmed El Ghini & Youssef Saidi, 2015.
"Financial market contagion during the global financial crisis: evidence from the Moroccan stock market,"
International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, vol. 4(1), pages 78-95.
See citations under working paper version above.
- El GHINI, Ahmed & SAIDI, Youssef, 2013. "Financial Market Contagion During the Global Financial Crisis: Evidence from the Moroccan Stock Market," MPRA Paper 53392, University Library of Munich, Germany.
- Ahmed El Ghini & Christian Francq, 2006.
"Asymptotic Relative Efficiency of Goodness‐Of‐Fit Tests Based on Inverse and Ordinary Autocorrelations,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 27(6), pages 843-855, November.
Cited by:
- Tommaso Proietti & Alessandra Luati, 2013.
"The Generalised Autocovariance Function,"
CEIS Research Paper
276, Tor Vergata University, CEIS, revised 30 Apr 2013.
- Proietti, Tommaso & Luati, Alessandra, 2015. "The generalised autocovariance function," Journal of Econometrics, Elsevier, vol. 186(1), pages 245-257.
- Tommaso, Proietti & Alessandra, Luati, 2012. "The Generalised Autocovariance Function," MPRA Paper 43711, University Library of Munich, Germany.
- Tommaso Proietti & Alessandra Luati, 2013.
"The Generalised Autocovariance Function,"
CEIS Research Paper
276, Tor Vergata University, CEIS, revised 30 Apr 2013.
Books
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Sorry, no citations of books recorded.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-FMK: Financial Markets (1) 2014-02-08
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