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Fathi Jouini

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First Name:Fathi
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Last Name:Jouini
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RePEc Short-ID:pjo299

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Working papers

  1. Abdelkader Derbali & Abderrazek El Khaldi & Fathi Jouini, 2017. "Shariah-compliant capital asset pricing model: New mathematical modeling," Post-Print hal-01695996, HAL.

Articles

  1. Abdelkader Derbali & Abderrazek El Khaldi & Fathi Jouini, 2017. "Shariah-compliant Capital Asset Pricing Model: new mathematical modeling," Journal of Asset Management, Palgrave Macmillan, vol. 18(7), pages 527-537, December.
  2. Saber Sebai & Mohamed Messai & Fathi Jouini, 2015. "Earnings attributes and the cost of equity capital: the case of Tunisian companies," Afro-Asian Journal of Finance and Accounting, Inderscience Enterprises Ltd, vol. 5(3), pages 216-230.
  3. Ahlem Selma Messai & Fathi Jouini, 2013. "Micro and Macro Determinants of Non-performing Loan," International Journal of Economics and Financial Issues, Econjournals, vol. 3(4), pages 852-860.

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. Abdelkader Derbali & Abderrazek El Khaldi & Fathi Jouini, 2017. "Shariah-compliant capital asset pricing model: New mathematical modeling," Post-Print hal-01695996, HAL.

    Cited by:

    1. Ahmad Faisol & Sulaeman Rahman Nidar & Aldrin Herwany, 2022. "The Analysis of Risk and Return Using Sharia Compliance Assets Pricing Model with Profit-Sharing Approach (Mudharabah) in Energy Sector Company in Indonesia," JRFM, MDPI, vol. 15(10), pages 1-14, September.
    2. Jardine A. Husman & Ali Sakti & Dahnila Dahlan & Imam Wahyudi Indrawan & Zaäfri A. Husodo & Nur Dhani Hendranastiti & Muhammad Budi Prasetyo & Wahyu Jatmiko, 2022. "On The Development Of The Islamic Benchmark Rate: An Indonesian Case," Working Papers WP/04/2022, Bank Indonesia.

Articles

  1. Abdelkader Derbali & Abderrazek El Khaldi & Fathi Jouini, 2017. "Shariah-compliant Capital Asset Pricing Model: new mathematical modeling," Journal of Asset Management, Palgrave Macmillan, vol. 18(7), pages 527-537, December.
    See citations under working paper version above.
  2. Ahlem Selma Messai & Fathi Jouini, 2013. "Micro and Macro Determinants of Non-performing Loan," International Journal of Economics and Financial Issues, Econjournals, vol. 3(4), pages 852-860.

    Cited by:

    1. Salleo, Carmelo & Homar, Timotej & Kick, Heinrich, 2015. "What drives forbearance - evidence from the ECB Comprehensive Assessment," Working Paper Series 1860, European Central Bank.
    2. Yujun Cui & Sean Geobey & Olaf Weber & Haiying Lin, 2018. "The Impact of Green Lending on Credit Risk in China," Sustainability, MDPI, vol. 10(6), pages 1-16, June.
    3. Katuka, Blessing, 2017. "Credit risk dynamics in listed local banks in Zimbabwe (2009-2013)," MPRA Paper 92687, University Library of Munich, Germany, revised 2017.
    4. Kristina Kocisova & Martina Pastyriková, 2020. "Determinants of non-performing loans in European Union countries," Proceedings of Economics and Finance Conferences 10913085, International Institute of Social and Economic Sciences.
    5. Gila-Gourgoura, E. & Nikolaidou, E., 2017. "Credit Risk Determinants in the Vulnerable Economies of Europe: Evidence from the Spanish Banking System," International Journal of Business and Economic Sciences Applied Research (IJBESAR), International Hellenic University (IHU), Kavala Campus, Greece (formerly Eastern Macedonia and Thrace Institute of Technology - EMaTTech), vol. 10(1), pages 60-71, March.
    6. Shailesh Rastogi & Rajani Gupte & R. Meenakshi, 2021. "A Holistic Perspective on Bank Performance Using Regulation, Profitability, and Risk-Taking with a View on Ownership Concentration," JRFM, MDPI, vol. 14(3), pages 1-22, March.
    7. Dimitrios Anastasiou & Helen Louri & Mike Tsionas, 2019. "Nonperforming loans in the euro area: Are core–periphery banking markets fragmented?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(1), pages 97-112, January.
    8. Altaf Hussain & Ambar Khalil & Maryam Nawaz, 2013. "Macroeconomic Determinants Of Non-Performing Loans (Npl): Evidence From Pakistan," Pakistan Journal of Humanities and Social Sciences, International Research Alliance for Sustainable Development (iRASD), vol. 1(2), pages 59-72, December.
    9. Sovik Mukherjee, 2019. "Non-performing assets of banks and economicgrowth vinculum in the era of globalization: The Indian experience," International Journal of Business Ecosystem & Strategy (2687-2293), Bussecon International Academy, vol. 1(3), pages 19-31, July.
    10. Saleh Alodayni, 2016. "Oil Prices, Credit Risks in Banking Systems, and Macro-Financial Linkages across GCC Oil Exporters," IJFS, MDPI, vol. 4(4), pages 1-14, November.
    11. Demian Macedo & Victor Troster, 2021. "Liquidity shocks and interbank market failures: the role of deposit flights, non-performing loans, and competition," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(4), pages 705-746, October.
    12. Noor Ulain Rizvi & Smita Kashiramka & Shveta Singh, 2018. "Basel I to Basel III: Impact of Credit Risk and Interest Rate Risk of Banks in India," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 17(1_suppl), pages 83-111, April.
    13. Anastasiou, Dimitrios, 2017. "Is ex-post credit risk affected by the cycles? The case of Italian banks," Research in International Business and Finance, Elsevier, vol. 42(C), pages 242-248.
    14. Mariagrazia Fallanca & Antonio Fabio Forgione & Edoardo Otranto, 2021. "Do the Determinants of Non-Performing Loans Have a Different Effect over Time? A Conditional Correlation Approach," JRFM, MDPI, vol. 14(1), pages 1-15, January.
    15. Warninda, Titi Dewi & Ekaputra, Irwan Adi & Rokhim, Rofikoh, 2019. "Do Mudarabah and Musharakah financing impact Islamic Bank credit risk differently?," Research in International Business and Finance, Elsevier, vol. 49(C), pages 166-175.
    16. Abdul Aziz Khan Niazi & Suleman Aziz Lodhi & Abdul Basit & Tehmina Fiaz Qazi, 2020. "Tacit Knowledge Sharing Model For Banks: Remedial Measure Of Likelihood Of Default," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), vol. 9(1), pages 32-50, March.
    17. Pallavi Chavan & Leonardo Gambacorta, 2019. "Bank lending and loan quality: an emerging economy perspective," Empirical Economics, Springer, vol. 57(1), pages 1-29, July.
    18. Tari , Fathollah & Mohammadi , Teymour & Shakeri , Abbas & Fadavi , Mohsen, 2017. "The Effect of Privatization in the Iranian Banking System on the Indicators of Profitability of Private, State and Privatized Banks," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 12(4), pages 359-378, October.
    19. Alias Mat Nor, 2015. "Impaired Financing Determinants of Islamic Banks in Malaysia," Information Management and Business Review, AMH International, vol. 7(3), pages 17-25.
    20. Enkhzaya Demid, 2021. "Heterogeneity in the Relationship Between NPLs and Real Economy: Evidence from the Mongolian Banking System," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(2), pages 133-155.
    21. Jean-Charles Bricongne & Mathilde Dufouleur, 2024. "Impact of Insolvency Regimes on NPLs: Two Birds in the Bush is Worth One in the Hand," Working papers 953, Banque de France.
    22. Tomasz Korol, 2021. "Examining Statistical Methods in Forecasting Financial Energy of Households in Poland and Taiwan," Energies, MDPI, vol. 14(7), pages 1-14, March.
    23. Mahmoud Abdelaziz Touny & Mohamed Abdelhameed Shehab, 2015. "Macroeconomic Determinants of Non-Performing Loans: An Empirical Study of Some Arab Countries," American Journal of Economics and Business Administration, Science Publications, vol. 7(1), pages 11-22, May.
    24. Nurfilzah Arham & Mohd Shamlie Salisi & Rozita Uji Mohammed & Jasman Tuyon, 2020. "Impact of macroeconomic cyclical indicators and country governance on bank non-performing loans in Emerging Asia," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 10(4), pages 707-726, December.
    25. Dimitrios Anastasiou & Zacharias Bragoudakis & Ioannis Malandrakis, 2019. "Non-performing loans, governance indicators and systemic liquidity risk: evidence from Greece," Working Papers 260, Bank of Greece.
    26. Tomasz Korol, 2021. "Evaluation of the Macro- and Micro-Economic Factors Affecting the Financial Energy of Households," Energies, MDPI, vol. 14(12), pages 1-14, June.
    27. Adriana Daniela CIUREL & Tiberiu STOICA, 2019. "Determining Impacts on Non-Performing Loan Ratio in Romania," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 20(2), pages 155-170, March.
    28. Nina Vujanović & Nikola Fabris, 2021. "Does market competition affect all banks equally? Empirical evidence on Montenegro," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(2), pages 87-107.
    29. Us, Vuslat, 2017. "Dynamics of non-performing loans in the Turkish banking sector by an ownership breakdown: The impact of the global crisis," Finance Research Letters, Elsevier, vol. 20(C), pages 109-117.
    30. Dua, Pami & Kapur, Hema, 2018. "Macro stress testing and resilience assessment of Indian banking," Journal of Policy Modeling, Elsevier, vol. 40(2), pages 452-475.
    31. Alexandros P. Bechlioulis & Sophocles N. Brissimis, 2021. "Are household consumption decisions affected by past due unsecured debt? Theory and evidence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 3040-3053, April.
    32. Ramazan Göral, 2015. "Competitive Analysis of the Hotel Industry in Konya by Using Porter’s Five Forces Model," European Journal of Economics and Business Studies Articles, Revistia Research and Publishing, vol. 1, ejes_v1_i.
    33. Dao, Kieu Oanh & Nguyen, Thi Yen & Hussain, Sarfraz & Nguyen, V.C., 2020. "Factors affecting non-performing loans of commercial banks: The role of bank performance and credit growth," OSF Preprints 6ykd8, Center for Open Science.
    34. Wan, Junmin, 2018. "Non-performing loans and housing prices in China," International Review of Economics & Finance, Elsevier, vol. 57(C), pages 26-42.
    35. Fatima Zohra Marouf & Zeyneb Guellil, 2017. "The Macroeconomic Determinants of Credit Risk: The Algerian Banking System," MIC 2017: Managing the Global Economy; Proceedings of the Joint International Conference, Monastier di Treviso, Italy, 24–27 May 2017,, University of Primorska Press.
    36. Khalil Alnabulsi & Emira Kozarević & Abdelaziz Hakimi, 2023. "Non-Performing Loans as a Driver of Banking Distress: A Systematic Literature Review," Commodities, MDPI, vol. 2(2), pages 1-20, April.
    37. Atoi, Ngozi Victor, 2018. "Non-performing Loan and its Effects on Banking Stability: Evidence from National and International Licensed Banks in Nigeria," MPRA Paper 99709, University Library of Munich, Germany.
    38. Christos Christodoulou-Volos & Andreas Hadjixenophontos, 2017. "Empirical Determinants of the Non-Performing Loans in the Cypriot Banking System," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 6(4), pages 1-1.
    39. Luqman Hakim & Martono Martono, 2019. "Fundamental Role of Macro and Microeconomics to Profitability and the Implications on Stock Return: Evidence from Banking Companies on the Indonesia Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, vol. 9(6), pages 84-93.
    40. Changjun Zheng & Probir Kumar Bhowmik & Niluthpaul Sarker, 2019. "Industry-Specific and Macroeconomic Determinants of Non-Performing Loans: A Comparative Analysis of ARDL and VECM," Sustainability, MDPI, vol. 12(1), pages 1-17, December.
    41. Louhichi, Awatef & Boujelbene, Younes, 2016. "Credit risk, managerial behaviour and macroeconomic equilibrium within dual banking systems: Interest-free vs. interest-based banking industries," Research in International Business and Finance, Elsevier, vol. 38(C), pages 104-121.
    42. Shakeel Ahmed & M. Ejaz Majeed & Eleftherios Thalassinos & Yannis Thalassinos, 2021. "The Impact of Bank Specific and Macro-Economic Factors on Non-Performing Loans in the Banking Sector: Evidence from an Emerging Economy," JRFM, MDPI, vol. 14(5), pages 1-14, May.
    43. Feng-Wen Chen & Yuan Feng & Wei Wang, 2018. "Impacts of Financial Inclusion on Non-Performing Loans of Commercial Banks: Evidence from China," Sustainability, MDPI, vol. 10(9), pages 1-28, August.
    44. Uma Murthy & Naail Mohammed Kamil & Paul Anthony Mariadas & Dilashenyi Devi, 2017. "Factors Influencing Non-Performing Loans in Commercial Banks: The Case of Banks in Selangor," International Journal of Business and Management, Canadian Center of Science and Education, vol. 12(2), pages 246-246, January.
    45. Ciukaj Radosław & Kil Krzysztof, 2020. "Determinants of the non-performing loan ratio in the European Union banking sectors with a high level of impaired loans," Economics and Business Review, Sciendo, vol. 6(1), pages 22-45, March.
    46. Gulati, Rachita & Goswami, Anju & Kumar, Sunil, 2019. "What drives credit risk in the Indian banking industry? An empirical investigation," Economic Systems, Elsevier, vol. 43(1), pages 42-62.
    47. Karsten Staehr & Lenno Uusküla, 2020. "Macroeconomic and macro-financial factors as leading indicators of non-performing loans," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 48(3), pages 720-740, February.
    48. Donjeta Morina, 2020. "Determinants of Credit Risk in Commercial Banks of Kosovo," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(2), pages 179-190.
    49. Pallavi Chavan & Leonardo Gambacorta, 2016. "Bank Lending and Loan Quality: The Case of India," Working Papers id:11521, eSocialSciences.
    50. Dolly Gaur & Dipti Ranjan Mohapatra, 2021. "Non-performing Assets and Profitability: Case of Indian Banking Sector," Vision, , vol. 25(2), pages 180-191, June.
    51. Antonio Salvi & Candida Bussoli & Lavinia Conca & Marisa Gigante, 2021. "Determinants of Non-Performing Loans: Evidence from Europe," International Journal of Business and Management, Canadian Center of Science and Education, vol. 13(10), pages 230-230, July.
    52. Mohammad Ziaul Islam & Shormin Aktar & Mohammad Awal Hossen & Mohammad Mohammad Saiful Islam, 2018. "Non-Performing Loan And Asset Utilization Of Banks: Evidence From Bangladesh," Romanian Economic Business Review, Romanian-American University, vol. 13(4), pages 31-39, december.
    53. Dimitrios, Anastasiou & Helen, Louri & Mike, Tsionas, 2016. "Determinants of non-performing loans: Evidence from Euro-area countries," Finance Research Letters, Elsevier, vol. 18(C), pages 116-119.
    54. Friedrich Thießen, 2018. "Korruption und die Finanzmärkte - Das Problem der Non-Performing-Loans im Kreditgeschäft," Chemnitz Economic Papers 021, Department of Economics, Chemnitz University of Technology, revised Mar 2018.
    55. Farrukh Shahzad & Zeeshan Fareed & Bushra Zulfiqar & Umme Habiba & Muhammad Ikram, 2019. "Does abnormal lending behavior increase bank riskiness? Evidence from Turkey," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 5(1), pages 1-15, December.
    56. Aswini Kumar Mishra & Shikhar Jain & Mohammad Abid & Manogna R L, 2021. "Macro‐economic determinants of non‐performing assets in the Indian banking system: A panel data analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3819-3834, July.
    57. Anastasiou, Dimitrios, 2017. "The Interplay between Ex-post Credit Risk and the Cycles: Evidence from the Italian banks," MPRA Paper 79470, University Library of Munich, Germany.
    58. Kandela Ramesh, 2019. "Bad Loans of Public Sector Banks in India: A Panel Data Study," Emerging Economy Studies, International Management Institute, vol. 5(1), pages 22-30, May.
    59. Serpil Kılıç Depren & Mustafa Tevfik Kartal, 2021. "Prediction on the volume of non‐performing loans in Turkey using multivariate adaptive regression splines approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 6395-6405, October.
    60. Sascha Tobias Wengerek & Benjamin Hippert & André Uhde, 2019. "Risk allocation through securitization - Evidence from non-performing loans," Working Papers Dissertations 58, Paderborn University, Faculty of Business Administration and Economics.
    61. Teodor Hada & Nicoleta Bărbuță-Mișu & Iulia Cristina Iuga & Dorin Wainberg, 2020. "Macroeconomic Determinants of Nonperforming Loans of Romanian Banks," Sustainability, MDPI, vol. 12(18), pages 1-19, September.
    62. Ghosh, Amit, 2015. "Banking-industry specific and regional economic determinants of non-performing loans: Evidence from US states," Journal of Financial Stability, Elsevier, vol. 20(C), pages 93-104.
    63. Muhammad Kashif & Syed Faizan Iftikhar & Khurram Iftikhar, 2016. "Loan growth and bank solvency: evidence from the Pakistani banking sector," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 2(1), pages 1-13, December.
    64. Pami Dua & Hema Kapur, 2017. "Macro Stress Testing of Indian Bank Groups," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 11(4), pages 375-403, November.
    65. Latifah Dian Iriani & Imamudin Yuliadi, 2015. "The effect of macroeconomic variables on non performance financing of Islamic Banks in Indonesia," Economic Journal of Emerging Markets, Universitas Islam Indonesia, vol. 7(2), pages 120-134, April.
    66. Ayrton Psaila & Jonathan Spiteri & Simon Grima, 2019. "The Impact of Non-Performing Loans on the Profitability of Listed Euro-Mediterranean Commercial Banks," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(4), pages 166-196.
    67. Lahura, Erick & Espino, Freddy, 2019. "Cartera morosa en moneda extranjera y tipo de cambio real: Evidencia para el Perú, 2003-2018," Working Papers 2019-009, Banco Central de Reserva del Perú.
    68. Hamid Mohsin Jadah & Logasvathi A/P Murugiah & Azira Binti Abdul Adzis, 2016. "The Effect of Board Characteristics on Iraqi Banks Performance," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 6(4), pages 205-214, October.
    69. Maria Czech & Blandyna Puszer, 2021. "Impact of the COVID-19 Pandemic on the Consumer Credit Market in V4 Countries," Risks, MDPI, vol. 9(12), pages 1-19, December.
    70. Ghosh, Amit, 2017. "Sector-specific analysis of non-performing loans in the US banking system and their macroeconomic impact," Journal of Economics and Business, Elsevier, vol. 93(C), pages 29-45.
    71. Katuka, Blessing & Dzingirai, Canicio, 2015. "Micro and Macro Drivers of Credit Risk: The Case of Zimbabwean Banking Industry (2009-2013)," MPRA Paper 92688, University Library of Munich, Germany, revised 2018.
    72. Konstantinos J. Liapis, 2018. "Managing NPEs Under Financial Crisis Conditions: A Synthetic Quick Approach," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 688-713.
    73. Svetozar Tanasković & Maja Jandrić, 2015. "Macroeconomic and Institutional Determinants of Non-performing Loans," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 4(1), pages 47-62.
    74. ROMAN Angela & BILAN Irina, 2015. "An Empirical Analysis Of The Macroeconomic Determinants Of Non-Performing Loans In Eu28 Banking Sector," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 67(2), pages 108-127.
    75. Ijaz Hussain, 2017. "Corporate Financial Leverage, Asset Utilization and Nonperforming Loans in Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 22(1), pages 37-70, Jan-June.
    76. Krzysztof Kil & Radosław Ciukaj & Justyna Chrzanowska, 2021. "Scoring Models and Credit Risk: The Case of Cooperative Banks in Poland," Risks, MDPI, vol. 9(7), pages 1-15, July.

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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 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.
  1. NEP-ISF: Islamic Finance (1) 2018-04-23
  2. NEP-SEA: South East Asia (1) 2018-04-23

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