Dr Salem Boubakri

Affiliations

At Sorbonne University Abu Dhabi: Sorbonne University Abu Dhabi Research Institute (Gulf Studies).
At Université Paris Cité: Interdisciplinary Laboratory for Applied Research in Economics-Management and Health (LIRAES).

PhD in

• The field of Economics
• International Integration and risk premium.

Research Interests

Financial Markets, Commodities, Financial Integration, Risk Premium, Econometrics.

Publications Journal Articles

• 2022 “Do sovereign wealth funds dampen the effect of oil market volatility on gross domestic product growth?”, Journal of Energy Markets (rang 3 CNRS), 15(2), 23-40 (en collaboration avec A. Harrouch-Trabelsi)
• 2020 "Do commodity price volatilities impact currency misalignments in commodity-exporting countries?'', Economics Bulletin, 40,(2), pp 1727-1739 (en collaboration avec C. Guillaumin and A. Silanine)
• 2019 "Non-linear relationship between real commodity price volatility and real effective exchange rate: The case of commodity-exporting countries" Journal of Macroeconomics, 60, pp 212-228, (with C. Guillaumin and A. Silanine)
• 2016 "Effects of financial turmoil on financial integration and risk premia in emerging markets" Journal of Empirical Finance, 38, p 120-138, (en collaboration avec C. Couharde et H. Raymond)
• 2015 "Regional integration of the East Asian stock markets: An empirical assessment" Journal of International Money and Finance, 57, p 136-160, (en collaboration avec C. Guillaumin)
• 2012 "Assessing the Financial Integration of Central and Eastern European Countries with the euro area: Evidence from Panel Data Cointegration Tests" International Economics, 131, p 105-120, (en collaboration avec C. Couharde et C. Guillaumin)
• 2012 "The impact of the financial crisis on the currency risk premium dynamics within the G20", Brussels Economic Review, vol. 55 (12)
• 2011 "Financial Integration and Currency Risk Premium in CEECs: Evidence from the ICAPM". Emerging Markets Review, vol. 12, pp. 460-484, (en collaboration avec C. Guillaumin)
• 2010 "L’impact des signaux de politique monétaire sur la rentabilité, la volatilité et la prime de risque : le cas du marché boursier français". Economie Appliquée, vol. 3, pp. 179-203, (en collaboration avec A. Belgacem)
• 2019 “Do commodity price volatilities impact currency misalignements in commodity-exporting countries?”, Cahier de recherche du CREG en collaboration avec C. Guillaumin et A. Silanine)
• 2019 “Non-linear relationship between real commodity price volatility and real effective exchange rate: The case of commodity-exporting countries”, Cahier de recherche du CREG, 2019-01 (en collaboration avec C. Guillaumin et A. Silanine)
• 2014 “Financial integration, financial turmoil and risk premia in emerging markets”, EconomiX working paper, 2014-52, (en collaboration avec C. Couharde et H. Raymond)
• 2013 “Assessing regional financial integration: what about the East Asian Stock markets?”, cahier de recherche du CREG, 2013-02 (en collaboration avec C. Guillaumin)
• 2009 “Une mesure financière de l’importance de la prime de risque de change dans la prime de risque boursière”, EconomiX working paper, 2009-5

Research Collaborations

• 1st Emerging Market Macroeconomics Workshop, Bordeaux, France, 2020
• Symposium in Economics and management, Abu Dhabi, Emirats Arabes Unis, 2015
• 9th Asia-Pacific Business Research conference, Singapore, Singapour, 2015
• 62th congress of the French Economics Association (AFSE), Marseille, France, 2013
• 30th symposium on Money Banking and Finance, Poitiers, France, 2013
• Lunch Seminar, Université Paris 13, France, 2013
• Lunch Seminar, Université Paris Nanterre, France, 2013
• 51ème congrès de la Société Canadienne de Sciences Economiques (SCSE), 11, 12 et 13 mai, Sherbrooke, Canada, 2011
• 9ème Journée d'économétrie, “Développements récents de l'économétrie appliquée à la finance”, Nanterre, France, 2010
• JMCE Workshop, “Rethinking Europe After The Financial Crisis”, King's College London, Londres, Royaume-Uni, 2010
• 59ème Congrès de l’Association Française de Sciences Economiques (AFSE), Nanterre, France, 2010
• The Africain Econometric Society (AES), The American University in Cairo, Caire, Egypte, 2010
• CEUS Workshop on “Twenty Years of Economic Reforms in Central and Eastern Europe”, WHU – Otto Beisheim School of Management, Vallendar, Allemagne, 2010
• 27th Symposium on Money, Banking and Finance (GDRE), Bordeaux, France, 2010
• 44th annual conference of the Canadian Economic Association (CEA), Québec, Canada, 2010
• 50ème congrès de la Société Canadienne de Sciences Économiques (SCSE), Québec, Canada, 2010
• European Integration: Past, present and Future, Waterloo, Ontario, Canada, 2010
• 12th International Business Research Conference, Dubaï, Emirats Arabes Unis, 2010