論文 - Nabil Maghrebi
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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年07月
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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年06月 [査読有り]
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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年03月
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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年07月
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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年 [査読有り]
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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年 [査読有り]
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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年10月
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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年 [査読有り]
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Return dynamics of Japanese stock index options
Kazuhiko Nishina, Nabil Maghrebi
Japanese Economic Review ( 学術雑誌目次速報データベース由来 ) 48 ( 1 ) 43 - 64 1997年 [査読有り]
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Information Technology and Financial Issues
Nabil El Maghrebi
Research Notes of the Center for Information Science, Wakayama University 1 17 - 20 1997年
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Nabil El Maghrebi
Osaka Economic Papers ( 大阪大学 ) 43 ( 2 ) 76 - 92 1994年
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On Skewness Preference and Persistence Hypotheses
Nabil El Maghrebi
Japan Financial Review ( 日本証券経済研究所 ) 15 ( 15 ) 17 - 34 1992年 [査読有り]