Coordonnées
- Tél
- 0240141744 (n° interne : 441744)
- Zakaria.Moussa@univ-nantes.fr
Discipline(s) enseignée(s)
Macroéconomie ; Théorie Financière ; Economie bancaire
Thèmes de recherche
- Politique monétaire - Structure par terme de taux d'intérêt - Matières premières - Econométrie de séries temporelles
Activités / CV
Titres universitaires :
- Décembre 2010 : doctorat de Sciences Economiques, GREQAM, Aix-Marseille Université.
- Septembre 2006 : Master 2 Recherche Monnaie, Finance et économie international, Université lumière, Lyon 2
Publications :
"Commodity returns co-movements: Fundamentals or"style" e ffect?", with Philippe Charlot and Olivier darné, Journal of International Money and Finance, 2016, (forthcoming)
"Estimation of Term structure of CDS-Adjusted Risk-free Interest Rates", with Yusho Kagraoka, Journal of Fixed Income, Fall 2014, Vol. 24, No. 2: pp. 29-44
"Quantitative easing, credibility and the time-varying dynamics of the term structure of interest rate in Japan", Journal of International Financial Markets, Institutions and Money, July 2013, vol. 25(C), pages 181-201.
"Quantitative easing works: Lessons from the unique experience in Japan 2001-2006", with Erci Girardin, Journal of International Financial Markets, Institutions and Money, October 2011, volume 21, Pages 461-495
Documents de travail :
Identifying oil supply news shocks and their effects on the global oil market, 2023, document de travail Lemna.
Real-time demand in natural gas price forecasting: The role of temperature data, 2023, document de travail Lemna.
"How big is the comeback? Japanese exchange rate pass-through assessed by Time-Varying FAVAR", 2016, document de travail Lemna.
"Commodity returns co-movements: Fundamentals or"style" e ffect?", 2014, with Philippe Charlot and Olivier darné, document de travail Lemna.
"The sensitivity of Fama-French factors to economic uncertainty", 2014, with Amélie Charles and Olivier Darné, document de travail Lemna.
"The Japanese Quantitative Easing Policy under Scrutiny: A Time-Varying Parameter Factor-Augmented VAR Model", 2010, MPRA Paper
- Décembre 2010 : doctorat de Sciences Economiques, GREQAM, Aix-Marseille Université.
- Septembre 2006 : Master 2 Recherche Monnaie, Finance et économie international, Université lumière, Lyon 2
Publications :
"Commodity returns co-movements: Fundamentals or"style" e ffect?", with Philippe Charlot and Olivier darné, Journal of International Money and Finance, 2016, (forthcoming)
"Estimation of Term structure of CDS-Adjusted Risk-free Interest Rates", with Yusho Kagraoka, Journal of Fixed Income, Fall 2014, Vol. 24, No. 2: pp. 29-44
"Quantitative easing, credibility and the time-varying dynamics of the term structure of interest rate in Japan", Journal of International Financial Markets, Institutions and Money, July 2013, vol. 25(C), pages 181-201.
"Quantitative easing works: Lessons from the unique experience in Japan 2001-2006", with Erci Girardin, Journal of International Financial Markets, Institutions and Money, October 2011, volume 21, Pages 461-495
Documents de travail :
Identifying oil supply news shocks and their effects on the global oil market, 2023, document de travail Lemna.
Real-time demand in natural gas price forecasting: The role of temperature data, 2023, document de travail Lemna.
"How big is the comeback? Japanese exchange rate pass-through assessed by Time-Varying FAVAR", 2016, document de travail Lemna.
"Commodity returns co-movements: Fundamentals or"style" e ffect?", 2014, with Philippe Charlot and Olivier darné, document de travail Lemna.
"The sensitivity of Fama-French factors to economic uncertainty", 2014, with Amélie Charles and Olivier Darné, document de travail Lemna.
"The Japanese Quantitative Easing Policy under Scrutiny: A Time-Varying Parameter Factor-Augmented VAR Model", 2010, MPRA Paper
Mis à jour le 13 décembre 2024.