ISFFS Research & Publications

28/09/2024

Félicitations au directeur de l'ISFFS Houssam Bouzgarrou pour sa promotion au rang de Professeur🏅
Bien mérité cher Professeur👏💐

🛡 Institut Supérieur de Finances & de Fiscalité de Sousse
📌 Université de Sousse

21/03/2024

Vient de paraître en 06 Mars 2024, l'article de nos deux collègues Montassar Zayati & Ridha Nouira.
Leila Ben Salem, Montassar Zayati, Ridha Nouira, & Christophe Rault (2024). "Volatility spillover between oil prices and main exchange rates: Evidence from a DCC-GARCH-connectedness approach". Resources Policy, Volume 91, April 2024, 104880.
https://doi.org/10.1016/j.resourpol.2024.104880

https://www.sciencedirect.com/science/article/abs/pii/S0301420724002472

21/03/2024

Vient de paraître en 28 Février 2024, l'article de nos deux collègues Mohamed Yousfi & Houssam Bouzgarrou.
Mohamed Yousfi & Houssam Bouzgarrou (2024). "On the linkage of oil prices and oil uncertainty with US equities: a combination analysis based on the wavelet approach and quantile-on-quantile regression". Frontiers in Physics, Volume 12 (2024).

This paper aims to investigate the dynamic and asymmetric linkage between crude oil, oil uncertainty, and the United States (US) equity markets across various horizons and tails using a combination of a time-frequency approach, Granger causality, and quantile-on-quantile regression from January 2020...

21/03/2024

Vient de paraître en 27 Février 2024, l'article de nos deux collègues Mohamed Yousfi & Houssam Bouzgarrou.
Mohamed Yousfi & Houssam Bouzgarrou (2024). "Quantile network connectedness between oil, clean energy markets, and green equity with portfolio implications". Environmental Economics and Policy Studies (2024).

This study aims to explore the dynamic return and volatility spillover among oil, sectoral clean energy markets, and green equity across different tails spanning from January 2014 to May 2023. The investigation utilizes a spillover approach based on the QVAR model. The empirical results highlight th...

21/03/2024

Vient de paraître en 03 Février 2024, l'article de nos deux collègues Mohamed Yousfi & Houssam Bouzgarrou.
Mohamed Yousfi, Ramzi Farhani, & Houssam Bouzgarrou (2024). "From the pandemic to the Russia–Ukraine crisis: Dynamic behavior of connectedness between financial markets and implications for portfolio management". Economic Analysis and Policy, Volume 81, March 2024, 1178-1197. https://doi.org/10.1016/j.eap.2024.02.001

https://www.sciencedirect.com/science/article/abs/pii/S0313592624000171?via%3Dihub

21/03/2024

Vient de paraître en 18 Décembre 2023, l'article de nos deux collègues Mohamed Yousfi & Houssam Bouzgarrou.
Mohamed Yousfi & Houssam Bouzgarrou (2024). "Geopolitical risk, economic policy uncertainty, and dynamic connectedness between clean energy, conventional energy, and food markets". Environmental Science and Pollution Research, 31 (January 2024), 4925–4945.

The global financial markets suffered unprecedented shocks, leading to significantly increased uncertainty in the markets due to various economic and financial recessions and geopolitical tensions, resulting in substantial fluctuations in market prices. Therefore, this paper aims to identify the res...

21/03/2024

Vient de paraître en 15 Décembre 2023, l'article de notre collègue Houssam Bouzgarrou.
Zahra Souguir, Naima Lassoued, Imen Khanchel, Houssam Bouzgarrou (2024). "Environmental performance and corporate tax avoidance: Greenwashing policy or eco-responsibility? The moderating role of ownership structure". Journal of Cleaner Production, Volume 434, 1 January 2024, 140152.
https://doi.org/10.1016/j.jclepro.2023.140152

This study examines the impact of environmental performance on tax avoidance separately and then moderated by institutional and family ownership. Base…

21/03/2024

Vient de paraître en 12 Juin 2023, l'article de notre collègue Ridha Nouira.
Arij Gueddari, Sami Saafi, Ridha Nouira (2024). "Is money laundering a hurdle to achieving Sustainable Development Goals?". Journal of Money Laundering Control, Vol. 27, No. 2, 242-261.

Is money laundering a hurdle to achieving Sustainable Development Goals? - Author: Arij Gueddari, Sami Saafi, Ridha Nouira

21/03/2024

Vient de paraître en 18 Mars 2024, l'article de notre collègue Leila Yakoubi.
Leila Yakoubi (2023). "عقود الشراكة: ثنائية القانون والإقتصاد". R***e Tunisienne de Droit, Edition 2024.

03/08/2023

Vient de paraître en 2 Août 2023, l'article de nos trois collègues Mohamed Yousfi, Sahbi Farhani, & Houssam Bouzgarrou.
Mohamed Yousfi, Mariem Brahim, Sahbi Farhani, & Houssam Bouzgarrou (2023). "Revisiting the relationship between business conditions, climate policy uncertainty, and environmental pollution: evidence from the USA". Environmental Science and Pollution Research, August 2023. (Scopus Q1, IF 5.8, Springer)

This paper aims to revisit the interdependency between business conditions, climate policy change, and the environmental pollution of the USA. Interestingly, our paper represents a completion to the existing literature on three levels at least. First, we propose to analyze this issue during normal p...

25/07/2023

Vient de paraître en 23 Juillet 2023, l'article de notre collègue Ridha Nouira.
Sabrine Ferjani, Sami Saafi, & Ridha Nouira (2023). "Will Substantial Revaluation of Chinese Currency Be Helpful in Attenuating the United States’ Trade Deficit with China? New Evidence from the Dynamic Threshold Kink Model". The International Trade Journal.

This study explores the possible existence of threshold kink effects in the impact of the real dollar-renminbi exchange rate misalignment on the bilateral trade flows between the United States and ...

25/07/2023

Vient de paraître en 18 Juillet 2023, l'article de notre collègue Sahbi Farhani.
Xueqin Lu, Sahbi Farhani, Alaa M. Soliman, Chao Zhou, & Ke Su (2023). "Renewable energy consumption, trade and inflation in MENA countries with augmented production function: Implications for the COP26". Technological Forecasting and Social Change, Volume 194, Septembre 2023, 122712.
https://doi.org/10.1016/j.techfore.2023.122712
https://www.sciencedirect.com/science/article/pii/S0040162523003979

This paper selects a multivariate panel data approach to understand and analyse the renewable energy augmented production function, with particular em…

25/07/2023

Vient de paraître en 20 juin 2023, le chapitre de notre collègue Ridha Nouira.
Sami Ben Mim, Ridha Nouira, Christophe Rault (2023). "Upgrading and Downgrading Developing Countries’ Sovereign Ratings: Does Governance Matter?". Dans: Ben Ali, M.S., Ben Mim, S. (éd.) Governance in the Developing World. Springer, Singapore.

This paper investigates the determinants of the sovereign ratings assigned by the Moody’s agency for a sample of 29 developing countries over the 2000–2021 period. In particular we investigate whether enhanced governance standards help developing...

20/06/2023

Vient de paraître en 14 Juin 2023, l'article de notre collègue Sahbi Farhani.
Zuoxiang Zhao, Chi Keung Marco Lau, Alaa Soliman, & Sahbi Farhani (2023). "Energy commodity and stock market interconnectedness: Evidence from carbon emission trading system". Technological Forecasting and Social Change, Volume 194, Septembre 2023, 122669.
https://doi.org/10.1016/j.techfore.2023.122669
https://www.sciencedirect.com/science/article/abs/pii/S0040162523003542

This research paper investigates the various dependence structures across oil prices, emission prices and stock markets for Middle East and Gulf Coope…

10/05/2023

Vient de paraître en 26 Avril 2023, l'article de notre collègue Ridha Nouira.
Mohsen Bahmani-Oskooee, Ridha Nouira, Sami Saafi (2023). "Whose policy uncertainty affects trade flows between Japan and the U.S.?".

Previous studies mostly assumed that the effects of policy uncertainty on trade flows are symmetric. In this article, we add to this literature by arguing and demonstrating that the effects could be ...

10/05/2023

Vient de paraître en 6 Avril 2023, l'article de notre collègue Ridha Nouira.
Fredj Fhima, Ridha Nouira, Khalid Sekkat (2023). "How does corruption affect sustainable development? A threshold non-linear analysis". Economic Analysis and Policy, Volume 78, June 2023, 505-523.

This paper investigates the impact of corruption on sustainable development using the Seo and Shin (2016) threshold model for a panel data set of 96 t…