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Rachida HENNANI

Personal Details

First Name:Rachida
Middle Name:
Last Name:Hennani
Suffix:
RePEc Short-ID:phe537
https://sites.google.com/site/hennanirachida/home

Affiliation

Centre d'Économie de l'Environnement - Montpellier (CEE-M)
Faculté de sciences économiques
Université de Montpellier

Montpellier, France
http://www.cee-m.fr/
RePEc:edi:lamplfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Rachida Hennani & John Theal, 2019. "Characterizing the Luxembourg financial cycle: Alternatives to statistical filters," BCL working papers 133, Central Bank of Luxembourg.
  2. Nicolas Huchet & Gueye Papa & Rachida Hennani, 2017. "U.S. Monetary Policy, Commodity Prices And The Financialization Hypothesis," Post-Print hal-03591537, HAL.
  3. Rachida Hennani, 2015. "Can the Lasota(1977)’s model compete with the Mackey-Glass(1977)’s model in nonlinear modelling of financial time series?," Working Papers 15-09, LAMETA, Universtiy of Montpellier, revised Jun 2015.
  4. Rachida Hennani, 2015. "De Bâle I à Bâle III : les principales avancées des accords prudentiels pour un système financier plus résilient," Studies and Syntheses 15-01, LAMETA, Universtiy of Montpellier, revised Mar 2015.
  5. Rachida Hennani & Michel Terraza, 2014. "La crise des dettes souveraines: contagions ou interdépendances des principaux indices de la zone euro?," Working Papers 14-04, LAMETA, Universtiy of Montpellier, revised Feb 2014.
  6. Rachida Hennani & Michel Terraza, 2012. "Value-at-Risk stressée chaotique d’un portefeuille bancaire," Working Papers 12-23, LAMETA, Universtiy of Montpellier, revised Sep 2012.
  7. Rachida Hennani & Michel Terraza, 2011. "Etude de la performance d’une Value-at-Risk chaotique pour l’indice CAC 40," Working Papers 11-18, LAMETA, Universtiy of Montpellier, revised Nov 2011.

Articles

  1. Rachida Hennani & Michel Terraza, 2017. "Analyse des interdépendances non linéaires des principaux marchés boursiers de la zone euro," Revue d'économie politique, Dalloz, vol. 127(1), pages 47-70.
  2. Papa Gueye Fam & Rachida Hennani & Nicolas Huchet, 2017. "U.S. Monetary Policy, Commodity Prices And The Financialization Hypothesis," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 20, pages 53-77, December.
  3. Hennani, Rachida, 2016. "L'évolution des Accords de Bâle : d'une approche microprudentielle à un cadre macroprudentiel," L'Actualité Economique, Société Canadienne de Science Economique, vol. 92(3), pages 595-617, Septembre.
  4. Rachida Hennani & Michel Terraza, 2015. "Contributions of a noisy chaotic model to the stressed Value-at-Risk," Economics Bulletin, AccessEcon, vol. 35(2), pages 1262-1273.

Chapters

  1. Mohamed A. Limam & Rachida Hennani & Michel Terraza, 2013. "Hedge Funds Risk Measurement in the Presence of Persistence Phenomena," Palgrave Macmillan Books, in: Virginie Terraza & Hery Razafitombo (ed.), Understanding Investment Funds, chapter 4, pages 75-105, Palgrave Macmillan.

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

  1. Rachida Hennani, 2015. "De Bâle I à Bâle III : les principales avancées des accords prudentiels pour un système financier plus résilient," Studies and Syntheses 15-01, LAMETA, Universtiy of Montpellier, revised Mar 2015.

    Cited by:

    1. Mustapha Achibane & Imane Allam, 2019. "Banking risk management between the prudential and the operational approaches : case of Moroccan banks ACHIBANE Mustapha [La gestion des risques bancaires entre l'approche prudentielle et l'approch," Post-Print hal-02901066, HAL.

  2. Rachida Hennani & Michel Terraza, 2014. "La crise des dettes souveraines: contagions ou interdépendances des principaux indices de la zone euro?," Working Papers 14-04, LAMETA, Universtiy of Montpellier, revised Feb 2014.

    Cited by:

    1. amri amamou, souhir & hellara, slaheddine, 2021. "The dynamic relationship between the sovereign CDS market and the Eurozone sovereign bond market (classified by maturity): Contagion or Spillovers?," MPRA Paper 109038, University Library of Munich, Germany.

  3. Rachida Hennani & Michel Terraza, 2011. "Etude de la performance d’une Value-at-Risk chaotique pour l’indice CAC 40," Working Papers 11-18, LAMETA, Universtiy of Montpellier, revised Nov 2011.

    Cited by:

    1. Rachida Hennani & Michel Terraza, 2015. "Contributions of a noisy chaotic model to the stressed Value-at-Risk," Economics Bulletin, AccessEcon, vol. 35(2), pages 1262-1273.

Articles

  1. Hennani, Rachida, 2016. "L'évolution des Accords de Bâle : d'une approche microprudentielle à un cadre macroprudentiel," L'Actualité Economique, Société Canadienne de Science Economique, vol. 92(3), pages 595-617, Septembre.

    Cited by:

    1. Afafe Hertouch & Mustapha Achibane, 2020. "Internal control and banking risk management: the case of Moroccan banks [Le contrôle interne et la gestion des risques bancaires : cas des banques marocaines]," Post-Print hal-02915824, HAL.

Chapters

    Sorry, no citations of chapters recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers 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.
  1. NEP-ETS: Econometric Time Series (1) 2015-06-20
  2. NEP-MAC: Macroeconomics (1) 2019-11-18
  3. NEP-RMG: Risk Management (1) 2012-09-16

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