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Babacar Sène
(Babacar Sene)

Not to be confused with: Babacar Sene

Personal Details

First Name:Babacar
Middle Name:
Last Name:Sene
Suffix:
RePEc Short-ID:psn60
http://www.lafidev.org
00221784628324

Affiliation

Centre de Recherches Économiques Appliquées (CREA)
Faculté des Sciences Économiques et de Gestion
Université Cheikh Anta Diop

Dakar, Senegal
http://faseg.ucad.sn/index.php?option=com_content&task=view&id=4&Itemid=32
RePEc:edi:crcadsn (more details at EDIRC)

Research output

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Jump to: Articles

Articles

  1. Sène, Babacar & Mbengue, Mohamed Lamine & Allaya, Mouhamad M., 2021. "Overshooting of sovereign emerging eurobond yields in the context of COVID-19," Finance Research Letters, Elsevier, vol. 38(C).
  2. Ndolane Sene & Babacar Sène & Seydou Nourou Ndiaye & Awa Traoré, 2020. "Novel Approaches for Getting the Solution of the Fractional Black–Scholes Equation Described by Mittag-Leffler Fractional Derivative," Discrete Dynamics in Nature and Society, Hindawi, vol. 2020, pages 1-11, July.
  3. BABACAR Sene & ABDRAHMANE WANE, 2013. "La Theorie Des Transferts Revisitee Dans Les Pays En Developpement :Liens Dynamiques Entre Surendettement Et Taux De Change Reel D’Equilibre: Transfer Theory Re-Examined In Developing Countries: Dynam," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 53(2), pages 191-208.

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.

Articles

  1. Sène, Babacar & Mbengue, Mohamed Lamine & Allaya, Mouhamad M., 2021. "Overshooting of sovereign emerging eurobond yields in the context of COVID-19," Finance Research Letters, Elsevier, vol. 38(C).

    Cited by:

    1. Renatas Kizys & Wael Rouatbi & Zaghum Umar & Adam Zaremba, 2024. "Air temperature and sovereign bond returns," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 33(2), pages 179-209, May.
    2. Doruk, Ömer Tuğsal & Konuk, Serhat & Atici, Rümeysa, 2021. "Short-term working allowance and firm risk in the post-COVID-19 period: Novel matching evidence from an emerging market," Finance Research Letters, Elsevier, vol. 43(C).
    3. Cakici, Nusret & Zaremba, Adam, 2021. "Who should be afraid of infections? Pandemic exposure and the cross-section of stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
    4. Claudiu Tiberiu Albulescu & Eugenia Grecu, 2023. "Government Interventions and Sovereign Bond Market Volatility during COVID-19: A Quantile Analysis," Mathematics, MDPI, vol. 11(5), pages 1-14, February.
    5. Bao Cong Nguyen To & Tam Van Thien Nguyen & Nham Thi Hong Nguyen & Hoai Thu Ho, 2022. "Responses of the International Bond Markets to COVID-19 Containment Measures," JRFM, MDPI, vol. 15(3), pages 1-11, March.
    6. Ospina-Forero, Luis & Granados, Oscar M., 2023. "A network analysis of the structure and dynamics of FX derivatives markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 615(C).
    7. Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2021. "The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets during the Covid-19 Pandemic," CESifo Working Paper Series 9163, CESifo.
    8. Shah, Sayar Ahmad & Garg, Bhavesh, 2023. "Identifying efficient policy mix under different targeting regimes: A tale of two crises," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 975-994.
    9. Francisco Jareño & María-Isabel Martínez-Serna & María Chicharro, 2023. "Government Bonds and COVID-19. An International Evaluation Under Different Market States," Evaluation Review, , vol. 47(3), pages 433-478, June.
    10. Fang, Ming & Taylor, Stephen & Uddin, Ajim, 2022. "The network structure of overnight index swap rates," Finance Research Letters, Elsevier, vol. 46(PB).
    11. Chuanhao Tian & Xintian Peng & Xiang Zhang, 2021. "COVID-19 Pandemic, Urban Resilience and Real Estate Prices: The Experience of Cities in the Yangtze River Delta in China," Land, MDPI, vol. 10(9), pages 1-17, September.

  2. Ndolane Sene & Babacar Sène & Seydou Nourou Ndiaye & Awa Traoré, 2020. "Novel Approaches for Getting the Solution of the Fractional Black–Scholes Equation Described by Mittag-Leffler Fractional Derivative," Discrete Dynamics in Nature and Society, Hindawi, vol. 2020, pages 1-11, July.

    Cited by:

    1. Akgül, Esra Karatas & Akgül, Ali & Yavuz, Mehmet, 2021. "New Illustrative Applications of Integral Transforms to Financial Models with Different Fractional Derivatives," Chaos, Solitons & Fractals, Elsevier, vol. 146(C).
    2. Abdi, N. & Aminikhah, H. & Sheikhani, A.H. Refahi, 2022. "High-order compact finite difference schemes for the time-fractional Black-Scholes model governing European options," Chaos, Solitons & Fractals, Elsevier, vol. 162(C).

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