Publications

Publications in Refereed Academic Journals

Nidhaleddine Ben Cheikh, Younes Ben Zaied, Sana Saidi and Mohamed Sellami (2022), ''Global pandemic crisis and risk contagion in GCC stock markets", Journal of Economic Behavior & Organization: DOI: 10.1016/j.jebo.2022.08.036 . (Ranking: ABS 3, CNRS 2)

Nidhaleddine Ben Cheikh, Sami Ben Naceur, Oussama Kanaan, and Christophe Rault (2021), ''Investigating the asymmetric impact of oil prices on GCC stock markets", Economic Modelling: DOI: 10.1016/j.econmod.2021.105589 . (Ranking: ABS 2, CNRS 2)

Nidhaleddine Ben Cheikh, Younes Ben Zaied, and Julien Chevallier (2021), ''On the nonlinear relationship between energy use and CO2 emissions within an EKC framework: Evidence from panel smooth transition regression in the MENA region", Research in International Business and Finance: DOI: 10.1016/j.ribaf.2020.101331 . (Ranking: ABS 2, FNEGE 3)

Nidhaleddine Ben Cheikh and Younes Ben Zaied (2020), ''Revisiting the pass-through of exchange rate in the transition economies: New evidence from new EU member states", Journal of International Money and Finance: DOI: 10.1016/j.jimonfin.2019.102093 . (Ranking: ABS 3, CNRS 2)

Nidhaleddine Ben Cheikh , Younes Ben Zaied and Julien Chevallier (2019), ''Asymmetric Volatility in Cryptocurrency Markets: New evidence from Smooth Transition GARCH Models", Finance Research Letters: DOI: 10.1016/j.frl.2019.09.008 . (Ranking: ABS 2, CNRS 3)

Younes Ben Zaied, Nidhaleddine Ben Cheikh, and Pascal Nguyen (2019), ''Threshold Effect in Residential Water Demand: Evidence from Smooth Transition Models", Environmental Modeling & Assessment : DOI: 10.1007/s10666-019-9655-5 . (Ranking: CNRS 2)

Nidhaleddine Ben Cheikh and Younes Ben Zaied (2019), ''Nonlinear analysis of employment in waste management", Applied Economics Letters : DOI: 10.1080/13504851.2019.1635676 . (Ranking: ABS 1, CNRS 4)

Nidhaleddine Ben Cheikh and Christophe Rault (2017), ''Investigating First-Stage Exchange Rate Pass-Through : Sectoral and Macro Evidence from Euro Area Countries", The World Economy, Vol. 40 (12): DOI: 10.1111/twec.12499. (Ranking: ABS 2, CNRS 2)

Nidhaleddine Ben Cheikh and Christophe Rault (2016), ''Recent Estimates of Exchange Rate Pass-Through to Import Prices in the Euro Area", Review of World Economics, Vol. 152 (1), pp. 69-105: http://dx.doi.org/10.1007/s10290-015-0233-x. (Ranking: ABS 2, CNRS 2)

Nidhaleddine Ben Cheikh and Waël Louhichi (2016), ''Revisiting the Role of Inflation Environment in the Exchange Rate Pass-Through: A Panel Threshold Approach", Economic Modelling, Vol. 52, pp. 233-238: http://dx.doi.org/10.1016/j.econmod.2014.11.004. (Ranking: ABS 2, CNRS 2)

Younes Ben Zaied and Nidhaleddine Ben Cheikh (2015), "Long-Run Versus Short-Run Analysis of Climate Change Impacts on Agricultural Crops", Environmental Modeling & Assessment, Vol. 20 (3), pp. 259-271: http://dx.doi.org/10.1007/s10666-014-9432-4. (CNRS Ranking: 2)

Nidhaleddine Ben Cheikh and Christophe Rault (2016), ''The Pass-Through of Exchange Rate in the Context of the European Sovereign Debt Crisis", International Journal of Finance & Economics, Vol. 21 (2), pp. 154-166: http://dx.doi.org/10.1002/ijfe.1539. (Ranking: ABS 3, CNRS 3)

Oussama Ben Hmiden and Nidhaleddine Ben Cheikh (2016), "Debt-threshold effect in sovereign credit ratings: New evidence from nonlinear panel smooth transition models", Finance Research Letters: http://dx.doi.org/10.1016/j.frl.2016.09.001. (Ranking: ABS 2, CNRS 3)

Nidhaleddine Ben Cheikh and Christophe Rault (2016), "The Role of the Business Cycle in Exchange Rate Pass-Through: The Case of Finland", Journal of Quantitative Economics, Vol. 14 (1), pp. 15-27: http://dx.doi.org/10.1007/s40953-015-0025-0. (CNRS Ranking: 3)

Younes Ben Zaied and Nidhaleddine Ben Cheikh (2015), "Modelling Regional Water Consumption in Tunisia Using Panel Cointegration Second Generation Tests", Journal of Quantitative Economics, Vol. 13 (2), pp. 237-251: http://dx.doi.org/10.1007/s40953-015-0012-5. (CNRS Ranking: 3)

Nidhaleddine Ben Cheikh and Hamidou Mohamed Cheik (2013), ''A panel cointegration analysis of the exchange rate pass-through'', Economics Bulletin, Vol. 33 (4) pp. 2778-2790. (CNRS Ranking: 3)

Nidhaleddine Ben Cheikh (2012), "Asymmetric exchange rate pass-through in the Euro area: New evidence from smooth transition models", Economics E-Journal, vol. 6 (39), pp. 1-28: http://dx.doi.org/10.5018/economics-ejournal.ja.2012-39. (CNRS Ranking: 4)

Nidhaleddine Ben Cheikh (2012), "Non-linearities in exchange rate pass-through: Evidence from smooth transition models", Economics Bulletin, vol. 32 (3), pp. 2530-2545. (CNRS Ranking: 3)

Book Chapter

Nidhaleddine Ben Cheikh & Waël Louhichi (2015), "Pass-Through of Exchange Rate Shocks to Prices in the Euro Area: Evidence from Pricing Chain Model". In Monetary Policy in the Context of Financial Crisis: New Challenges and Lessons, edited by W. Barnett and F. Jawadi, Emerald Book Series: http://dx.doi.org/10.1108/S1571-038620150000024017.

Working papers

2015

"Recent Estimates of Exchange Rate Pass-Through to Import Prices in the Euro Area", CESifo Working Papers Series n°5341, Center for Economic Studies & Ifo Institute, with Christophe Rault.

Link: https://www.cesifo-group.de/ifoHome/publications/working-papers/CESifoWP/CESifoWPdetails?wp_id=19160732

2014

"The Role of the Business Cycle in Exchange Rate Pass-Through: The Case of Finland", William Davidson Institute Working Papers Series n°1078, William Davidson Institute at the University of Michigan, with Christophe Rault.

Link: http://wdi.umich.edu/files/publications/workingpapers/wp1078.pdf

"Revisiting the Role of Inflation Environment in the Exchange Rate Pass-Through: A Panel Threshold Approach", FIW Working Paper series n°132, Forschungsschwerpunkt Internationale Wirtschaft, with Waël Louhichi.

Link: http://www.fiw.ac.at/fileadmin/Documents/Publikationen/Working_Paper/N_132_BenCheikhWaelLouhichi.pdf

"Threshold Effect in Residential Water Consumption: Evidence from Smooth Transition Models", ERF 20th Annual Conference in Cairo, Egypt, with Younes Ben Zaied and Marie-Estelle Binet.

Link: http://www.erf.org.eg/CMS/uploads/pdf/ERF20AC_BenZaied_Nidhaleddine_Binet.pdf

"Measuring the Impact of Exchange Rate Movements on Domestic Prices: A Cointegrated VAR Analysis", FIW Working Paper series n°131, Forschungsschwerpunkt Internationale Wirtschaft, with Waël Louhichi.

Link: http://www.fiw.ac.at/fileadmin/Documents/Publikationen/Working_Paper/N_131-BenCheikhWaelLouhichi.pdf

2013

"The Pass-Through of Exchange Rate in the Context of the European Sovereign Debt Crisis", FIW Working Paper series n°123, Forschungsschwerpunkt Internationale Wirtschaft.

Link: http://www.fiw.ac.at/fileadmin/Documents/Publikationen/Working_Paper/N_123-Cheikh.pdf

"Nonlinear mechanism of the exchange rate pass-through: Does business cycle matter?", Economics Working Paper n° 201306, Center for Research in Economics and Management (CREM), University of Rennes 1.

Link: http://crem.univ-rennes1.fr/wp/2013/201306.pdf

2012

"Long Run Exchange Rate Pass-Through: A Panel Cointegration Approach", FIW Working Paper series n° 078, Forschungsschwerpunkt Internationale Wirtschaft.

Link: http://www.fiw.ac.at/fileadmin/Documents/Publikationen/Working_Paper/N_078-BenCheikh.pdf

"Long Run Exchange Rate Pass-Through: Evidence from New Panel Data Techniques", Economics Working Paper n° 201225, Center for Research in Economics and Management (CREM), University of Rennes 1.

Link: http://crem.univ-rennes1.fr/wp/2012/201225.pdf

"Asymmetric exchange rate pass-through in the Euro area: New evidence from smooth transition models," Economics Discussion Papers 2012-36, Kiel Institute for the World Economy.

Link: http://www.economics-ejournal.org/economics/discussionpapers/2012-36