Published Papers - Nabil Ben Mohamed MAGHREBI

Are volatility expectations characterized by regime shifts? Evidence from implied volatility indices

Nabil Maghrebi, Kazuhiko Nishina and Mark J. Holmes

Osaka University Discussion Papers in Economics and Business   06-20   2006.07

Are there asymmetries in the relationship between exchange rate fluctuations and stock market volatility in pacific basin countries?

Nabil Maghrebi, Mark J. Holmes, Eric J. Pentecost

Review of Pacific Basin Financial Markets and Policies   9 ( 2 ) 229 - 256   2006.06  [Refereed]

DOI

Stock Market Volatility and the Forecasting Accuracy of Implied Volatility Indices

Nabil El Maghrebi, Kazuhiko Nishina, Moo-Sung Kim

Osaka University 21st Century Center of Excellence Program Discussion Paper Series   110   2006.03

The International Linkage between Implied Volatility Indices and the Dynamics of Return Correlation

Nabil Maghrebi, Kazuhiko Nishina

Proceedings of the Asian Finance Association Conference 2005, July 11-13, 2005, Kuala Lumpur, Malaysia     2005.07

The dynamics of volatility transmission in real interest rates: How integrated are the G7 economies?

Mark J. Holmes, Nabil Maghrebi

European Review of Economics and Finance   4 ( 2 ) 43 - 64   2005  [Refereed]

Asian real interest rates, nonlinear dynamics, and international parity

Mark J. Holmes, Nabil Maghrebi

International Review of Economics and Finance   13 ( 4 ) 387 - 405   2004  [Refereed]

DOI

The Impact of the Information Technology Bubble on Asian Equity Markets

Nabil Maghrebi, Moo-Sung Kim

Proceedings of Asia Pacific Economics and Business Conference 2002, vol. 1, pp. 490-499, October 2-4, 2002, Kuching, Malaysia     2002.10

Non-linearities, regime switching and the relationship between Asian equity and foreign exchange markets

Mark J. Holmes, Nabil Maghrebi

International Economic Journal   16 ( 4 ) 121 - 139   2002  [Refereed]

Return Dynamics of Japanese Stock Index Options

NISHINA Kazuhiko, NABIL Maghrebi M

The Japanese economic review ( 学術雑誌目次速報データベース由来 )  48 ( 1 ) 43 - 64   1997  [Refereed]

Information Technology and Financial Issues

Nabil El Maghrebi

Research Notes of the Center for Information Science, Wakayama University   1   17 - 20   1997

Some Preliminary Evidence on the Intermarket Pricing Relationship between Nikkei Stock Index Derivatives

NABIL Maghrebi M

Osaka Daigaku keizaigaku = The Economic review of Osaka University ( Osaka University )  43 ( 2 ) 76 - 92   1994

On Skewness Preference and Persistence Hypotheses

MAGHREBI N.

Japan financial review. ( 日本証券経済研究所 )  15 ( 15 ) 17 - 34   1992  [Refereed]