
Naoufel LiouaneInstitut Supérieur des Finances et de Fiscalité de Sousse · méthodes quantitatives et sciences économiques
Naoufel Liouane
Ph.D
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12
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Publications (12)
The objective of this paper is to identify the different framework characterizing the business environment and assess their impact on companies performance in order to identify the most dimension environmental affecting companies performance; new created as well as developed companies. Three mains categories of the business environment are suggeste...
This paper attempt to investigate the impact of economic and population growth, urbanization level, energy intensity and Kyoto protocol obligations on carbon dioxide emissions using the STIRPAT model (STochastic Impacts by Regression on Population, Affluence and Technology). Our sample of countries is decomposed into groups according to the revenue...
This paper provides empirical evidence on the relationship between order size, volatility and spread in the
foreign exchange market based on a FX dealer’s quotes. It uses a new data set that includes intra-daily data on
trading volumes. The results are broadly consistent with the findings of the literature. It is found that spreads
are independent...
In this paper, we are interested in the propagation of the mortgage crisis " subprime " throughout the stock markets of the five developed economies namely the United States, being the country of origin of the crisis, France, Great Britain, Germany and Japan during the period ranging from 03/01/2006 to 25/02/2009, i.e. 778 observations for each cou...
The analysis of the form of the pollution-economic growth relationship presents a major interest to found public politics aiming emissions reduction. Environmental Kuznets Curve (EKC) theory focuses in an association the income per capita and environmental degradation that takes an inverted U shape. Most of recent studies demonstrate that this hypo...
The struggle against poverty and social inequality is one of the biggest challenges for developing countries. These countries should adapt themselves to a new economic world order characterized by trade liberalization and based on a desire to make globalization work for poorer people. Most empirical studies on the relationship between trade, inequa...
Our purpose in this paper is to examine financial contagion using the DCC GARCH (1, 1) technique and a correlation test. Our sample includes stock returns of 10 emerging markets from 1 January 2005 to 01 July 2010. The DCC GARCH (1, 1) results indicate a significant conditional correlation between emerging markets returns (Argentina, Brazil, Korea,...