Book charpters
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“Extreme Comovements and Risk Management in Petroleum Markets”, with Riadh Aloui and Mohamed Safouane Ben Aïssa, in C. Wehn et al. (Eds.), Rethinking Valuation and Pricing Models: Lessons Learned from the Crisis and Future Challenges, Elsevier, 2012.
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‘‘Are Short Selling Restrictions Good? A Look on European Markets’’, with Mohamed Arouri and Fredj Jawadi, in G.N. Gregoriou (Eds.), Handbook of Short Selling, Elsevier, 2011.
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‘‘Nonlinear Cointegration and Nonlinear Error Correction Models: Theory and Empirical Applications for Oil and Stock Markets’’, with Mohamed Arouri and Fredj Jawadi, in G.N. Gregoriou and R. Pascalau (Eds.), Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration, Palgrave Macmillan, 2010, pp. 171-193.
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‘‘Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data’’, with Mohamed Arouri, Fredj Jawadi and Wael Louhichi, in G.N. Gregoriou et R. Pascalau (Eds.), Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration, Palgrave Macmillan, 2010, pp. 143-160.
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‘‘Technical Analysis in Turbulent Financial Markets: Does Nonlinearity Assist?’’, with Mohamed Arouri and Fredj Jawadi, in G.N. Gregoriou (Eds.), Handbook of Trading: Strategies for Navigating and Profiting from Currency, Bond, and Stock Markets, McGraw-Hill, 2010, pp. 141-154.
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‘‘Emerging Stock Markets and the Current Financial Crisis: Emergence of a New Puzzle’’, with Mohamed Arouri and Fredj Jawadi, Chapter 17 in G.N. Gregoriou (Eds.), Banking Crisis Handbook, Chapman Hall/Taylor and Francis, 2009, pp. 317-334.
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‘‘A Study of Market Integration, Share Price Responses and Global Portfolio Investments in the MENA Region’’, with Mohamed Arouri, in Greg N. Gregoriou (Eds.), Emerging Markets: Performance, Analysis and Innovation, Chapman Hall/Taylor and Francis, 2009, pp. 399-416.
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“Does Macroeconomic Transparency Help Governments be Solvent? Evidence from Recent Data”, with Ramzi Mallat, in M. Bellalah et al. (Eds.), Risk Management and Value: Valuation and Asset Pricing, World Scientific Studies in International Economics, Vol. 7, World Scientific Publishing, 2008, pp. 615-632.
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“Market Deregulations, Volatility and Spillover Effects: Experiences from Emerging Stock Markets”, Chapter 6 in S. Motamen-Samadian (Eds.), Governance and Risk in Emerging and Global Markets, pp. 89-120, Palgrave Macmillan, 2005, pp. 89-120.