Amine Lahiani

CURRICULUM VITAE

First Name : Amine
Last Name : Lahiani
Date of Birth : June 7th, 1980
Marital Status : Single
Nationality : Tunisian
Mailing Adress :
LEO,
UFR Droit économie Gestion
Rue de blois, BP 6739,
45067 Orléans Cedex 2
e-mail : amine.lahiani@univ-orleans.fr
Phone : (+33) 2 38 49 25 17

Research interest

Financial market, CAPM, financial econometrics, time series analysis, long memory models, threshold models, hypothesis testing, indirect inference

Academic Degrees

2008 : Ph.D in Economics, University of Geneva (Switzerland) Ph.D in Economics,
University of Paris 10 (France)
Thesis supervisor :
Prof. Dr. Olivier Scaillet and Prof. Dr Catherine Bruneau
Dissertation Title :
Indirect Inference, TIMA models with contemporaneous asymmetry and threshold ARFIMA models : applications to economics and finance
Thesis jury :
Prof. Dr. Manfred Gilli : University of Geneva Prof.
Dr. Olivier Scaillet : University of Geneva Prof.
Dr. Catherine Bruneau : University of Paris 10 Nanterre
Prof. Dr. Valérie Mignon : University of Paris 10 Nanterre Prof.
Dr. Gilles Dufrénot : University of Paris 12 Prof.
Dr. Anne Peguin-Feissolle : GREQAM, CNRS research director

2004 : Master degree in Finance and Insurance, University of Cergy Pontoise (France)
Thesis supervisor : Prof. Dr. Valérie Mignon
Thesis Title : International Conditional CAPM : Identification and Estimation

2003 : Graduate in Finance, High Business Schools of Economics, Tunisia

Teaching

2008/2009 :
Applied Mathematics (L1 in Economics)
Operations Research (L2 in Economics)
International Finance (MSc in International Finance)
2007/2008 :
International Finance (Master in Economics, University of Paris 10 Nanterre)
Microeconomics (L1 in Economics, University of Paris 10 Nanterre)
Microeconomics (L1 in Economics, University of Paris 11)
2006/2007 :
International Finance (Master in Economics, University of Paris 10 Nanterre)
Microeconomics (L1 in Economics, University of Paris 10 Nanterre)
2005/2006 :
Statistics (L1 in Applied Languages, University of Paris 10 Nanterre)
Statistics (L1 in Economics, University of Paris 10 Nanterre)
International Finance (L3 in Economics, University of Paris 11)
Financial Market (Magister in Economics, University of Paris 2)

Publications in Referred Journals

[1] "Estimation of a TIMA model with contemporaneous asymmetry by indirect inference" Swiss Journal of Economics and Statistics, 2006, Vol 4, pp 471-500, joint with C. Bruneau (in french) PDF

[2] "Long memory GARCH processes : Empirical evidence from the tunisian stock exchange market", Euro-mediterranean Economics and Finance Review, 2008, Vol 3, N 4, pp 106-122, joint with O. Yousfi, (in french) PDF

[3] "Testing for threshold effects in ARFIMA models : application to US unemployment rate, International Journal of Forecasting, joint with O. Scaillet (Forthcoming)

[4] The contribution of emerging markets to international diversification (avec Fadhlaoui, K. et Bellalah, M.), Bankers, Markets & Investors, à paraître

[5] Estimation and Evaluation of Core Inflation Measures, (avec Aleem, A.), Applied Economics, à paraître

[6] More on the impact of Oil price Shocks on stock market returns: the case of GCC countries (avec Arouri, M.), Energy Studies Review, à paraître

Work in progress

[1] “Exchange rate pass-through and regime switching : international evidence (joint with Aleem, A.)
[2] “Coverage rate for the long memory parameter using realized volatility”

Conferences and Workshops

[1] 23rd Symposium on Money, Banking and Finance, Lille, France, June 2006.
[2] 2nd Italian Congress of Econometrics and Empirical Economics, Rimini, Italy, January 2007.
[3] 4th International Finance Conference, Hammamet, Tunisia, march 2007.
[4] Nake Research Day, Utrecht, Netherlands, october 2007.
[5] Recent Developments in Financial Econometrics, Paris, France, november 2007.
[6] DIW Macroeconometrics Workshop, Berlin, Germany, December 2007.
[7] Workshop on Nonlinear Economic and Finance Research Community, Staffordshire, UK, February 2008.
[8] Doctoral Workshop, Centre d'Economie de l'université Paris Nord, Paris, France, april 2008.