Browsing by Author "Mnasri, Ayman"

Now showing items 1-4 of 4

    • A new quadratic asymmetric error correction model: does size matter? 

      Mnasri, Ayman; Mrabet, Zouhair; Alsamara, Mouyad ( Springer Science and Business Media Deutschland GmbH , 2022 , Article)
      We introduce a new quadratic asymmetric error correction model that comprehensively accounts for both sign and size asymmetries. We also propose a test protocol that allows to rigorously identify different sources of ...

    • Can human development and political stability improve environmental quality? New evidence from the MENA region 

      Mrabet, Zouhair; Alsamara, Mouyad; Mimouni, Karim; Mnasri, Ayman ( Elsevier , 2021 , Article)
      We investigate the effects of human development and political stability on environmental quality and examine whether they are viable tools for improving environmental policies. The literature finds that countries can reduce ...

    • A competitive search approach to exchange rate pass-through 

      Mnasri, Ayman; Lapham, Beverly ( Springer Nature , 2023 , Article)
      We develop an open economy, search theoretic, monetary model with heterogeneous households which is characterized by incomplete pass-through of exchange rate movements to import price indices. Partial pass-through arises ...

    • Impact of terrorist attacks on stock market volatility in emerging markets 

      Mnasri, Ayman; Nechi, Salem ( Elsevier B.V. , 2016 , Article)
      We use an event study methodology alongside an improved bootstrapping test to evaluate the impact of terrorist attacks on the volatility of stock markets in 12 MENA countries, and test for regional financial integration. ...