Intellectual Contributions

Refereed Articles

Contribution to Practice

• Arouri, M., Lahiani, A., Lévy, A., & Nguyen Khuon, D. (2012). Forecasting the Conditional Volatility of Oil Spot and Futures Prices with Structural Breaks and Long Memory Models. Energy Economics, 34 (1), 283-293.
• Cobanov, P., Lahiani, A., & Nenovsky, N. (2011). Empirical Investigation of Systemic Risk in the EU States. Economics Bulletin.
• Aleem, A. & Lahiani, A. (in press, 2011). Monetary Policy Rules for a Developing Country: Evidence from Pakistan. Journal of Asian Economics.
• Arouri, M., Lahiani, A., & Nguyen Khuon, D. (2011). Return and Volatility Transmission Between Oil Prices and Stock Markets of the GCC Countries. Economic Modelling.
• Charfeddine, L., Elmarzougui, A., & Lahiani, A. (2011). Stock-options and CAC40 Listed Companies. International Journal of Economics and Finance.
• Bellalah, M., Fadhlaoui, K., & Lahiani, A. (2011). The Contribution of Emerging Markets to International Diversification. Bankers, Markets & Investors.
• Arouri, M. & Lahiani, A. (2010). More on the Impact of Oil Price Shocks on Stock Market Returns: The Case of GCC Countries. Energy Studies Review.
• Lahiani, A. & Scaillet, O. (2009). Testing For Threshold Effects in ARFIMA Models: Application to US Macroeconomic Data. International Journal of Forecasting.

 

Refereed Proceedings

Discipline-Based Scholarship

• Lahiani, A. (2009). Monetary policy rules for a small emerging country ; evidence form Pakistan. 5 th International Finance Conference, Cergy-Pontoise, France, March 12-14.
• Lahiani, A. (2009). Estimation and evaluation of core inflation measures. 5 th International Finance Conference, Cergy-Pontoise, France, March 12-14.

 

Non-Refereed Articles

Contribution to Practice

Aleem, A. & Lahiani, A. (2010). Estimation and Evaluation of Core Inflation Measures. Applied Economics.

 

Chapters, Cases, Readings, Supplements

Chapter

Arouri, M., Bellalah, M., Lahiani, A., & Nguyen Khuong, D. (2011). "Oil price fluctuations and Equity returns in net oil-exporting countries", International Finance Conference on Financial Crisis and Governance. Cambridge Scholars Publishing.

 

Presentations of Refereed Papers

International

• Belgacem, A. & Lahiani, A. (2012). More on the impact of US macroeconomic announcements: Evidence from French and German stock markets' volatility. Time-Varying correlation and Volatility Symposium, Wolverhampton, United Kingdom.
• Belgacem, A. & Lahiani, A. (2012). More on the impact of US macroeconomic announcements: Evidence from French and German stock markets' volatility. INFER Annual Conference, Coimbra, Portugal.
• Aleem, A. & Lahiani, A. (2011). Nonlinear Echange Rate Passthrough. Atlantic Canada Economics Annual Meetings, Charlettetown, Canada.
• Arouri, M., Lahiani, A., & Nguyen Khuon, D. (2011). Equity Market Comovements and Financial Contagion: A study of Latin America and the United States. International Business Research Conference, New York, New York.
• Arouri, M., Lahiani, A., & Nguyen Khuon, D. (2011). A Note on the Volatility Transmission Between Oil Prices and U.S. Stock Sectors. Energy & Finance Conference, Rotterdam, Netherlands.
• Arouri, M., Lahiani, A., & Nguyen Khuon, D. (2010). Forecasting the Conditional Volatility of Oil Spot and Futures Prices with Structural Breaks and Long Memory Models. International Conference on Economic Modeling, Istanbul, Turkey.
• Lahiani, A. & Scaillet, O. (2008). Testing For Threshold Effects in ARFIMA Models: Application to US Macroeconomic Data. Workshop on Nonlinear Economics and Finance Research Community, Staffordshire, United Kingdom.

 

Presentations of Non-Refereed Papers

International

• Arouri, M., Lahiani, A., & Nguyen Khuon, D. (2010). Return and Volatility Transmission Between Oil Prices and Stock Markets of the GCC Countries. 7ème Journées d'Economie Financière, Gammarth, Tunisia.
• Cobanov, P., Lahiani, A., & Nenovsky, N. (2011). Empirical Investigation of Systemic Risk in the EU States. Monetary Policy After the Crisis, SUREF, National Bank of Poland, Warsaw, Poland.

Academic background

Doctorate Université de Genève + Université Paris X Nanterre, 2008

Teaching

 

• Financial Analysis
• International Finance
• Quantitative Data Analysis
• Statistics
• Data Mining
• Time Series Analysis
• Finance
• Mathematical Finance
• Operation Management
• Applied Mathematics
• Microeconomics
• Financial Markets

 

Qualifications

 

• Ph.D in Economics, University of Geneva (Switzerland)

• Ph.D in Economics, University of Paris 10 (France)

• Master degree in Finance and Insurance, University of Cergy Pontoise ( France)

• Graduate in Finance, High Business School of Economics, Tunisia

 

 

 

Research Interests

 

• Financial market

• CAPM

• Financial econometrics

• Time series analysis

• Long memory models

• Threshold models

• Hypothesis testing

•Indirect inference

 

 

Work Experience

 

Academic

• Associate Professor, University of Orleans (July, 2009 - Present).
• Assistant Professor, ESC Rennes School of Business (January, 2009 - June, 2009).
• ATER, Université Paris X Nanterre (September, 2006 - June, 2008).