| Portfolio optimization in the presence of dependent financial returns with long memory: A copula based approach H Boubaker, N Sghaier Journal of Banking & Finance 37 (2), 361-377, 2013 | 147 | 2013 |
| Nonlinear cointegration relationships between non‐life insurance premiums and financial markets F Jawadi, C Bruneau, N Sghaier Journal of Risk and Insurance 76 (3), 753-783, 2009 | 69 | 2009 |
| Markov-switching time-varying copula modeling of dependence structure between oil and GCC stock markets H Boubaker, N Sghaier Open Journal of Statistics 6 (4), 565-589, 2016 | 25 | 2016 |
| Semiparametric generalized long-memory modeling of some mena stock market returns: A wavelet approach H Boubaker, N Sghaier Economic Modelling 50, 254-265, 2015 | 20 | 2015 |
| Cyclicity in the French Property–Liability Insurance Industry: New Findings Over the Recent Period C Bruneau, N Sghaier Journal of Risk and Insurance 82 (2), 433-462, 2015 | 17 | 2015 |
| How do the interest rate and the inflation rate affect the non-life insurance premiums H Boubaker, N Sghaier Department of Research, Ipag Business School Working Papers, 2014 | 15 | 2014 |
| Instability and dependence structure between oil prices and GCC stock markets H BOUBAKER, N SGHAIER Energy Studies Review 20 (3), 2013 | 14 | 2013 |
| Modellng Return and Volatility of Oil Price using Dual Long Memory Models H Boubaker, N Sghaier Department of Research, Ipag Business School Working Papers, 2014 | 11 | 2014 |
| On the dynamic dependence between US and other developed stock markets: An extreme-value time-varying copula approach H Boubaker, N Sghaier Ipag Business School 94, 1-18, 2014 | 10 | 2014 |
| Contagion effect and change in the dependence between oil and ten MENA stock markets H Boubaker, N Sghaier RRJSMS 2 (1), 1-17, 2016 | 8 | 2016 |
| Instability and time-varying dependence structure between oil prices and stock markets in GCC countries H Boubaker, N Sghaier IPAG Business School 23 (3), 1-19, 2013 | 6 | 2013 |
| Les cycles de souscription de l’assurance non vie en France C Bruneau, N Sghaier | 6 | 2008 |
| Effet de l’Inflation sur la Croissance des Cotisations d’Assurance C Bruneau, N Sghaier, E Doctorante Revue Risques 80, 3-41, 2009 | 5 | 2009 |
| Wavelet based Estimation of Time-Varying Long Memory Model with Nonlinear Fractional Integration Parameter H Boubaker, N Sghaier Rapp. tecn, 2014 | 4 | 2014 |
| Les fonds souverains et le spectre des Etats rentiers: Le cas du Qatar K Guesmi, DK Nguyen, N Sghaier IPAG Economics and Management Letters 9, 2014 | 4 | 2014 |
| Semiparametric Generalized Long Memory Modelling of GCC Stock Market Returns: A Wavelet Approach H Boubaker, N Sghaier Department of Research, Ipag Business School Working Papers, 2014 | 2 | 2014 |
| Les cycles de souscription en assurance non vie: Étude de la dynamique du ratio combiné et des déterminants des primes N Sghaier Paris 10, 2011 | 1 | 2011 |
| Further evidence of contagion effect between the Chinese and the G20 stock markets during the COVID-19 pandemic: A time-varying copula approach N Sghaier, M Kouki, SB Messaoud Cogent Economics & Finance 11 (1), 2210363, 2023 | | 2023 |
| Cyclicity in the French Property C Bruneau, N Sghaier Department of Research, Ipag Business School, 2014 | | 2014 |
| Instability and time H Boubaker, N Sghaier Department of Research, Ipag Business School, 2013 | | 2013 |
