Published Papers - Nabil Ben Mohamed MAGHREBI
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Some Perspectives on the Shifting Dynamics of Economic Systems and the Changing Role of Faculties of Economics
Nabil El Maghrebi
和歌山大学経済学会研究年報 The Annals of Wakayama University Economic Society 26 197 - 224 2022.09
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Preliminary Evidence on the Relation between Economic Uncertainty, Financial Stress and Liquidity Risk
Nabil El Maghrebi
Wakayama Economic Review 408 17 - 34 2022.03
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The linkage between equity returns and government responses to the disease outbreak
Nabil El Maghrebi
和歌山大学経済学会研究年報 The Annals of Wakayama University Economic Society 25 31 - 49 2021.09
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Liquidity Traps and the Limits of Monetary Easing during Balance Sheet Recessions
Nabil El Maghrebi
和歌山大学経済学会経済理論 Wakayama Economic Review 400 47 - 62 2020.03
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Financial Market Impact on the Real Economy: An Assessment of Asymmetries and Volatility Linkages between the Stock Market and Unemployment Rate
Mark J. Holmes, Nabil ElMaghrebi
Journal of Economic Asymmetries 13 1 - 7 2016
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Reconsidering the Role of Tobin’s Q: Nonlinearities in the Adjustment of Investment Expenditure
Mark Holmes, Nabil Maghrebi
Studies in Economics & Finance 32 ( 2 ) 222 - 234 2015.06 [Refereed]
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Risk Sharing and Shared Prosperity in Islamic Finance
Mirakhor, A, Nabil El Maghrebi
Islamic Economic Studies 23 ( 2 ) 85 - 115 2015 [Refereed]
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Financial instability and the short-term dynamics of volatility expectations
Nabil Maghrebi, Mark J. Holmes, Kosuke Oya
Applied Financial Economics 24 ( 6 ) 377 - 395 2014.03 [Refereed]
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Conceptual Analysis of Islamic Home-Financing Models
Holmes M.J, K. Oya, Nabil El Maghrebi
ISRA International Journal of Islamic Finance 5 ( 1 ) 29 - 88 2013 [Refereed]
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Nonlinear adjustments of volatility expectations to forecast errors: Evidence from Markov-regime switches in implied volatility
Kazuhiko Nishina, Nabil Maghrebi, Mark J. Holmes
Review of Pacific Basin Financial Markets and Policies 15 ( 3 ) 1 - 23 2012.09 [Refereed]
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Nabil Maghrebi, Mark J.Holmes
Keizai riron : economic theory ( Wakayama University ) 367 87 - 105 2012
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Model-free implied volatility: From surface to index
M. Fukasawa, I. Ishida, N. Maghrebi, K. Oya, M. Ubukata, K. Yamazaki
International Journal of Theoretical and Applied Finance 14 ( 4 ) 433 - 463 2011.06 [Refereed]
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Market Volatility and Financial Regulation
Nabil Maghrebi
The annals of the Economic Society, Wakayama University ( Wakayama University ) 14 175 - 186 2010
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Reflections on the U.S. Housing and Credit Crisis
Nabil Maghrebi
Keizai riron : economic theory ( Wakayama University ) 351 23 - 41 2009
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Is there a connection between monetary unification and real economic integration? Evidence from regime-switching stationarity tests
Mark J. Holmes, Nabil Maghrebi
JOURNAL OF INTERNATIONAL MONEY AND FINANCE ( ELSEVIER SCI LTD ) 27 ( 6 ) 958 - 970 2008.10 [Refereed]
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The Bank of Japan Monetary Policy Meetings and the Behavior of the Nikkei225 Implied Volatility Index
Maghrebi Nabil
Osaka Economic Papers ( The Economic Society of Osaka University ) 57 ( 4 ) 84 - 99 2008
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The Nikkei225 Implied Volatility Index and the Behavior of Volatility Expectations in the Japanese Stock Market
Nabil Maghrebi, Kazuhiko Nishina, Moo-Sung Kim
Proceedings of the 15th Annual Meeting of the Nippon Finance Association, June 16-17, 2007, Keio University, Tokyo, Japan 218 - 227 2007.06
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An Introduction to the Nikkei 225 Implied volatility index
Nabil El Maghrebi
The Wakayama Economic Review 336 35 - 55 2007.03
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The KOSPI200 implied volatility index: Evidence of regime switches in volatility expectations
Nabil Maghrebi, Moo-Sung Kim, Kazuhiko Nishina
ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES ( KOREAN SECURITIES ASSOC ) 36 ( 2 ) 163 - 187 2007 [Refereed]
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Are international real interest rate linkages characterized by asymmetric adjustments?
Mark J. Holmes, Nabil Maghrebi
Journal of International Financial Markets, Institutions and Money 16 ( 4 ) 384 - 396 2006.10 [Refereed]
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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 2006.07
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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 2006.06 [Refereed]
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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 2006.03
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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 2005.07
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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 [Refereed]
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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 [Refereed]
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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 2002.10
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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 [Refereed]
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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]
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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
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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
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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]