Faculty of Economics
Faculty
Montpellier Business School
Montpellier, FranciaPublications in collaboration with researchers from Montpellier Business School (9)
2023
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Default risk transmission in the travel and leisure industry
International Journal of Hospitality Management, Vol. 113
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Systemic Risk in the Global Energy Sector: Structure, Determinants and Portfolio Management Implications
Energy Journal, Vol. 44, Núm. 6, pp. 211-242
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Twitter sentiment and stock return volatility of US travel and leisure firms
Economics Bulletin, Vol. 43, Núm. 2, pp. 1133-1142
2022
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A grey-based correlation with multi-scale analysis: S&P 500 VIX and individual VIXs of large US company stocks
Finance Research Letters, Vol. 48
2021
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Are green bonds a different asset class? Evidence from time-frequency connectedness analysis
Journal of Cleaner Production, Vol. 292
2020
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Oil price shocks, global financial markets and their connectedness
Energy Economics, Vol. 88
2019
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Nonlinear and extreme dependence between long-term sovereign bond yields and the stock market: A quantile-on-quantile analysis
Economics Bulletin, Vol. 39, Núm. 2, pp. 969-981
2018
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Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states
Applied Economics, Vol. 50, Núm. 42, pp. 4500-4521
2015
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Good times, bad times: entrepreneurship and the business cycle
International Entrepreneurship and Management Journal, Vol. 11, Núm. 2, pp. 243-251