تصفح حسب المؤلف "Benlagha, Noureddine"
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Accounting for inflation dynamic in a fully optimizing macroeconomic framework: evidence from the US states
El Omari, Salaheddine; Benlagha, Noureddine ( Taylor & Francis , 2023 , Article)This article proposes a New Keynesian DSGE model that can capture the hump-shaped response of inflation to a monetary policy shock that does not depend upon backward-looking elements for the price and wage-setting, such ... -
An intra-cryptocurrency analysis of volatility connectedness and its determinants: Evidence from mining coins, non-mining coins and tokens
Charfeddine, Lanouar; Benlagha, Noureddine; Ben Khediri, Karim ( Elsevier , 2022 , Article)This paper analysis the dynamic of the volatility connectedness between three main categories of the cryptocurrency market (mineable coins, non-mineable coins and tokens). 2022 The Authors -
Analysis Of The Effect Of The European Debt Crisis On The Saudi Arabian Economy
Benlagha, Noureddine; Charfeddine, Lanouar ( Qatar University Press , 2021 , Article)This paper investigates the economic impact of the 2009 European debt crisis on Saudi Arabia’s real economy from 2004 Q2 to 2014 Q2 using a structural vector autoregressive model (SVAR). The results of the impulse response ... -
Asymmetric determinants of Bitcoin's wild price movements
Benlagha, Noureddine; Hemrit, Wael ( Emerald Publishing , 2022 , Article)Purpose: The present work endeavors to explore the potential nonlinear and asymmetric effects of supply fundamental properties of Bitcoin mining process (velocity, size and stock of Bitcoins, cost of production and mining ... -
Asymmetric impacts of insurance premiums on the non-oil GDP: some new empirical evidence
Hemrit, Wael; Benlagha, Noureddine ( Routledge , 2020 , Article)In this paper, we study the influence of insurance premium on the non-oil gross domestic product in Saudi Arabia. We implement the nonlinear autoregressive distributed lags. The results show that the relationships between ... -
Connectedness of stock markets with gold and oil: New evidence from COVID-19 pandemic
Benlagha, Noureddine; El Omari, Salaheddine ( Elsevier , 2022 , Article)This paper sets out to explore the impact of COVID-19 pandemic on the dynamic connectedness among gold, oil and five leading stock markets by applying a new DCC-GARCH connectedness approach. We find stronger connectedness ... -
Does economic policy uncertainty matter to explain connectedness within the international sovereign bond yields?
Benlagha, Noureddine; Hemrit, Wael ( Springer , 2022 , Article)This paper examines the determinants of the dynamic connectedness between sovereign bond yields in a sample of G7 countries. In addition to the common macroeconomic factors, we focus on the impact of Economic Policy ... -
Does investment in insurance stocks reap diversification benefits? Static and time varying copula modeling
Benlagha, Noureddine; Hemrit, Wael ( Bellwether Publishing, Ltd. , 2021 , Article)The present article investigates the presence of diversification benefits resulting from the dependence structure in stock returns of Islamic and conventional insurance. Our empirical design is based on the use of daily ... -
Does renewable energy index respond to the pandemic uncertainty?
Hemrit, Wael; Benlagha, Noureddine ( Elsevier , 2021 , Article)Unlike very recent studies examining the most widely traded commodities (such as; oil and gold) under an overwhelming time pressure and amid high pandemic uncertainty, the effects of world pandemic and economic policy ... -
Evidence of adverse selection in automobile insurance market: A seemingly unrelated probit modelling
Benlagha, Noureddine; Karaa, Imen ( Cogent OA , 2017 , Article)The present paper investigates the adverse selection problem by examining the relationship between accident occurrences and deductible choice utilizing a seemingly unrelated probit model that allows for best controls for ... -
Extreme linkages of carbon futures, energy markets, and economic indicators: A copula approach
Trabelsi, Nader; Tiwari, Aviral Kumar; Hammoudeh, Shawkat; Benlagha, Noureddine ( Taylor & Francis , 2023 , Article)The interdependence of carbon allowances and different energy sources in extreme market behavior is still unsettled in the literature. Using different types of static and time-varying copulas, this piece of research aims ... -
Insurance and economic growth nexus: New Evidence from OECD countries
Dawd, Issa; Benlagha, Noureddine ( Taylor & Francis , 2023 , Article)This study tackles the debate on the relationship between insurance development and economic growth by providing new evidence on the insurance sector. Most of the existing empirical studies focus primarily on the banking ... -
Internet use and insurance growth: evidence from a panel of OECD countries
Benlagha, Noureddine; Hemrit, Wael ( Elsevier , 2020 , Article)This empirical study aimed to investigate the effect of internet use on the demand for insurance using a sample of OECD countries during the period from 2007 to 2017. We employed a battery of panel data models, taking into ... -
Investigating the dynamic relationship between cryptocurrencies and conventional assets: Implications for financial investors
Charfeddine, Lanouar; Benlagha, Noureddine; Maouchi, Youcef ( Elsevier , 2020 , Article)Cryptocurrencies are gradually establishing themselves as a new class of assets with unique features, although there remains skepticism and a lack of understanding of their nature. In this study, we compare the financial ... -
On the safe-haven and hedging properties of Bitcoin: new evidence from COVID-19 pandemic
Abdelmalek, Wafa; Benlagha, Noureddine ( Emerald Publishing , 2022 , Article)Purpose: This study aims to investigate the safe-haven and hedging properties of Bitcoin against a wide variety of conventional assets before and during the coronavirus disease 2019 (COVID-19) pandemic. Design/methodolog ... -
Risk connectedness between energy and stock markets: Evidence from oil importing and exporting countries
Benlagha, Noureddine; Karim, Sitara; Naeem, Muhammad Abubakr; Lucey, Brian M.; Vigne, Samuel A. ( Elsevier , 2022 , Article)The surmounted environmental and energy challenges have motivated this study to explore the connectedness nexus between oil/renewable energy and stock markets for oil-exporting (importing) countries. We utilize the dynamic ... -
Risk factors of road accident severity and the development of a new system for prevention: New insights from China
Benlagha, Noureddine; Charfeddine, Lanouar ( Elsevier , 2020 , Article)Road accident fatalities and accident severity costs have become top priorities and concerns for Chinese policymakers. Understanding the principal factors that explain accident severity is considered to be the first step ... -
Stock market dependence in crisis periods: Evidence from oil price shocks and the Qatar blockade
Benlagha, Noureddine ( Elsevier , 2020 , Article)This paper examines the correlation and the dependence patterns of the Qatar stock market with other markets using copula statistical theory and exploiting new datasets covering the period August 1998 to June 2018. To ... -
A time-varying copula approach for modelling dependency: New evidence from commodity and stock markets
Charfeddine, Lanouar; Benlagha, Noureddine ( Elsevier , 2016 , Article)This paper examines the time-varying conditional dependency between commodity markets and stock markets by applying the rolling-sample technique on the dependence parameter of copula. The dataset consists of the closing ... -
What determines the dependence between stock markets - crisis or financial and economic fundamentals?
Benlagha, Noureddine; El Omari, Salaheddine ( Routledge , 2022 , Article)This paper investigates the economic and financial fundamentals that determine the dynamic linkage between Qatar and a set of selected international stock markets. To this end, we used different dynamic copula constructions ...