Publications

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Subsample analysis of stock market – cryptocurrency returns tail dependence: A copula approach for the tails

Nabila BOUKEF JLASSI, Ahmed JERIBI, Amine LAHIANI, Salma MEFTEH-WALI

This paper describes the extremal and tail dependence between G7 stock market returns (USA, Canada, UK, Japan, Germany, France, Italy) and cryptocurrency returns (Bitcoin, Ethereum, Dash, Monero, Ripple) on the basis of the bivariate extremal dependence model (Padoan and Stupfler, 2022) and the b

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Bitcoin vs. fiat currencies: Insights from extreme dependence and risk spillover analysis with financial markets

Khaled GUESMI, Ilyes ABID, Elie BOURI, Emilios GALARIOTIS, Hela MZOUGHI

We compare Bitcoin to fiat currencies (EUR, GBP, and JPY) using extreme dependence and temporal dynamic risk spillover analysis with various financial markets covering fixed-income, stock, and commodity indices.

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Are We Living in Surveillance Societies and Is Privacy an Illusion? An Empirical Study on Privacy Literacy and Privacy Concerns

Nessrine OMRANI, Christine Prince, Adnane Maalaoui, Marina Dabic, Sascha Kraus

The concept of privacy concerns is a debated topic both at a European level and in individual countries. In this article, we investigate the role of online privacy literacy (OPL) as a determinant of Internet users’ concerns about their privacy.

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Cyber-attacks and banking intermediation

Using data from 2144 U.S. banks over the period from 2011 to 2019, this article aims to analyze banks' responses to cyber-attacks. Our results highlight that cyber-attacks affect banking intermediation through a reduction in deposit collection, and credit supply.

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Diversification in financial and crypto markets

Khaled GUESMI, Myriam BEN OSMAN, Emilios Galariotis, Haykel Hamdi, Kamel NAOUI

This article investigates the conditional value at risk (CVaR) of two portfolio optimiza- tion approaches containing assets from the financial and crypto markets.

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A way forward to end energy poverty in China: Role of carbon-cutting targets and net-zero commitments

Khaled GUESMI, Sunil Tiwari, Kamel Si Mohammed

This paper investigates the impact of carbon-cutting targets and net-zero commitments on energy poverty (EP) in China, taking into account technological innovation (TECH), energy consumption (EC), urbanization (UR), and economic growth (GDP).

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Storytelling et mise en récit de l’authenticité : le cas des néovignerons en Saint-Chinian

Yosr BEN TAHAR, Sarah MUSSOL
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Do geopolitical risks and global market factors influence the dynamic dependence among regional sustainable investments and major commodities?

This paper uses the Quantile Vector-Autoregressive (Q-VAR) technique to examine the connectedness between three regional (North America, Europe and Asia-Pacific) sustainability indices and major natural resource commodities including energy commodities (crude oil and natural gas), precious metals

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Fossil fuel divestment and energy prices: Implications for economic agents

The last decade witnessed a wide expansion of a fossil fuel divestment movement.

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