Diploma of Thesis supervisor (HDR), University of Tunis, High Business Institute of Management.

Transcription

1 Zied Ftiti Professor of Quantitative Methods and Finance EDC Paris Business School, OCRE-Lab. Degrees Diploma of Thesis supervisor (HDR), University of Tunis, High Business Institute of Management. Ph.D in Economics, University Lyon & GATE Laboratory (CNRS) PHD in Business, University of Tunis, High Business Institute of Management. Specialisation fields 1. Money, Macroeconomics, and International Economics: Monetary policy: Inflation Targeting, Exchange rate regime, Institutional reforms, and transmission mechanism. Development Economics and International Economics. 2. Applied Econometrics Time series analysis, Bayesian Econometrics. And Frequency analysis (Evolutionary spectral and Evolutionary co-spectrale). 3. Finance Finance market and Islamic Finance.

2 Publications inventories Books 1. Ftiti. Z (2013) «Ciblage d inflation : quels enseignements peut-on tirer? Essais empiriques sur les pays développés», Presse Académique Européenne. Published papers in collective books 2. Ftiti. Z (2014). Chapter. Stock and Bond Markets Co-movements in MENA Countries: A Dynamic Coherence Function Approach. Emerging Markets and the Global Economy: A Handbook editor Elseiver. (With) Jamel Boukhatem. Published papers in refereed journals 3. Ftiti. Z. Oil Price Impact On Financial Markets: Co-Spectral Analysis For Exporting Versus Importing Countries. Energy Policy, vol 73, CNRS, rank 2. (With A. Creti and K.Guesmi.) 4. Ftiti. Z. Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis. Forthcoming in Computational Economics (With A.Tiwari & A. Belanès and K. Guesmi). CNRS, rank Ftiti. Z. (2014). Oil shocks in main OPEC Countries, forthcoming in Journal Energy studies Review, (With A. Creti and K. Guesmi). CNRS, rank Ftiti. Z (2014). Price stability Under Inflation targeting regime: A New Intermediate Approach, Economic Modelling, vol 38, 23-32, (With W. Hichri). CNRS, rank 2 7. Ftiti. Z (2014). The Reaction Of Stock Markets to Sovereign Credit Rating Changes: Evidence From Four European Countries, Journal of Applied Business Research, vol 30 (3), (With: I.Fatnassi & H.Hasnaoui). CNRS, rank Ftiti. Z (2014). Effects of Monetary Policy on the REIT Returns: Evidence from the United-kingdom, Research in International Business and Finance, vol 32, (With I.Fatnassi & S. Chouachi and A. Ben Maatoug). CNRS, rank Ftiti. Z. (2013). Greece s stock Market integration into southeast Europe, Journal of Economic Integration, 28(4), (With Guesmi.K and Abid. I) CNRS, rank 3.

3 10. Ftiti. Z. (2014). Sudden Changes In Volatility In European Stock Markets. Journal of Applied Business Research, vol30 (6). (With K. Guesmi and Teulon. F). CNRS, rank Ftiti. Z. (2013). Relevance of the inflation targeting policy. Journal of Economic and Financial Modelling, Vol. 1 No.1, (With E. Essaadi). 12. Ftiti Z. (2013). Effciency of Islamic Banks During Subprime Crisis: Evidence of GCC Countries. Journal of Applied Business Research, vol 29 (1), (With Nafti.O & Sreiri. S.) CNRS, rank Ftiti. Z (2012). Real Estate Markets and the Macroeconomy: A Dynamic Coherence Framework, Economic Modelling, vol 29, issue 5, (With R. Bouchouicha). CNRS, rank Ftiti. Z (2011). The relevance of the Inflation Targeting policy: A New Analysis approach of the evolutionary spectral analysis. Economics Bulletin, vol. 31(4). Pp. A51.(with E. Essaadi). CNRS, rank Ftiti. Z (2010). The Macroeconomic Performance of the Inflation Targeting Policy: an Approach Based on the Evolutionary Co-Spectral Analysis (Extension for the case of a multivariate process). Economic Modelling, vol 27(1), CNRS, rank Ftiti. Z & Essaadi. E (2008). The Transition Period to Inflation Targeting Countries, The International Journal of Economic, vol 2, n 2, pp Ftiti. Z (2008). Taylor and Inflation Targeting: Evidence from New Zealand. International Business and Economic Research Journal, vol 7 (1), Working Papers. 1. Ftiti. Z. Oil Price and Financial Markets : A multivariate analysis. Economix Working papers, IPAG Working papers (with A. Creti & K. Guesmi). 2. Ftiti. Z. Explaining the Tunisian real exchange rate: Long memory versus structural breaks. IPAG Working papers (With: S. Chouachi & F. Teulon). 3. Ftiti. Z. Modelling Inflation shifts and Persistence in Tunisia: Perspective from an Evolutionary spectral approach. IPAG Working papers (With: Duc khang Nguen et Guesmi. K. & K. Guesmi). 4. Ftiti. Z. Oil and macroeconomy in the case of India : An Analysis with co-spectral analysis. IPAG Working papers (With A.Tiwari and I.Fatanassi). 5. Ftiti. Z. The Reaction Of Stock Markets to Sovereign Credit Rating Changes: Evidence From Four European Countries. IPAG Working papers (With: I. Fatnassi and H. Hasnaoui).

4 6. Ftiti. Z. The crisis of the sovereign debts in the Eurozone: an overview. IPAG Working papers (With F. Teulon & K. Guesmi). 7. Ftiti. Z. Effects of Monetary Policy on the REIT Returns: Evidence from the United-kingdom. IPAG Working papers (With I.Fatnassi & S. Chouachi & A. Ben Maatoug). 8. Ftiti. Z. Price stability Under Inflation targeting regime: A New Intermediate Approach. IPAG Working papers (With: W. Hichri). 9. Ftiti. Z. Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis. IPAG Working papers (With: A. Belanès & A. Tiwari & K. Guesmi). 10. Ftiti. Z. Modelling the real exchange rate: A new sequential approach. IPAG Working papers (With: S. Chouachi & F. Teulon). 11. Ftiti. Z. Oil Shocks and Economic Growth in OPEC countries. IPAG Working papers (co-écrit : K. Guesmi and Teulon. F). 12. Ftiti. Z. Sudden Changes In Volatility In European Stock Markets. IPAG Working papers (With: K. Guesmi and Teulon). 13. Ftiti. Z. Oil Price Impact On Financial Markets : Co-Spectral Aanalysis For Exporting Versus Importing Countries. Economix Working papers, University of Paris West-Nanterre, (with A. Creti & K. Guesmi). 14. Ftiti. Z. Le ciblage d inflation: un essai de comparaison international. Working paper GATE (with J-F. Goux) 15. Ftiti. Z. Stabilité, Croissance et Performance : Quelle Relation Selon la Revue de la Littérature? Working paper. GATE Ftiti, Z. The macroeconomic performance of the inflation targeting policy: An approach based on the evolutionary co-spectral analysis (extension for the case of a multivariate process). Working paper GATE, Ftiti. Z. Structural Change in Inflation Series: A new analysis approach to the case of Inflation Targeting Countries. Working paper, GATE (With E. Essaadi) 18. Ftiti. Z. The inflation Targeting Effect on the inflation series: A New Analysis Approach of the Evolutionary Spectral. Working paper GATE (With E. Essaadi) 19. Ftiti, Z. The Transition period to inflation targeting», Working paper GATE (With E. Essaadi)

5 Communications in Refereed Conferences 1. IRMBAM : 5th International Research Meeting in Business and Management (2014), organized by IPAG Busienss School. 2. ISEFI: International Symposium on Energy and Finance Issues (-2013), organized by IPAG Busniess School, Paris (1 Mars-2013). 3. MOFID Journey: 2 nd days ofmofid Laboratory organized by University of Sousse. Tunisia. 4. GDRE: 28 th Days on Banking Money and Finance, June 2011, Reading University, United-Kingdom. 5. ERES: International Real Estate Society, June 2011, Endhoven, 6. ASFEE: French Association of Experimental Economic, September 2010 in Grenoble (France). 7. EBES: Eurasia Business and Economic Society, October Istanbul (Turkey). 8. T2M: Macroeconomics Theory and Methods, Mach, Le Mans (France). 9. ADRES: Association for Developing Research in Economics and Statistics, January 2010, Lyon (France). 10. JE: Econometrics Day, 25th November 2009, Paris Nanterre X (France). 11. SCSE: Canadian Society in Economics, March 2009, Montréal (Canada). 12. IFC5: 5th Conference in Finance, mars 2009, Hammamet (Tunisia). 13. AFSE: French Association of Economic,, September 2009, Paris Nanterre- X (France). 14. IMAEF: The Ioannina Meeting of Applied Economic and Finance, May 2008 Ioannina (Greece). 15. EABRC: The European Applied Business research Conference, June 2007, Padova-Venice. 16. MACROFI: University Network in Research on Macroeconomics, may 2007, Lyon (France).

6 Seminar presentations 17. University Paris 13 (CPEN-Lab), 9 March Seminar «Inflation Targeting: Relevance and performance. 18. University of Nantes (LEMNA-Lab), 24 mars Non-parametric estimation: An approach based on the evolutionary co-spectral analysis. 19. Angers University (GRANEM-Lab), 07 April Macroeconomic performance of inflation targeting countries. 20. Clermont-Ferrand University (CERDI-Lab), 14 April Inflation targeting: Evidence from industrials countries. 21. Orléans University (LEO-Lab), 03 May 201 : Inflation targeting : what we learned after 22 years. Courses taught At EDC Paris Econometrics: 4 th level of student of Finance control & Audit Financial Mathematics: 3 th level of student of Finance control & Audit Advanced Quantitative technics: 3 th level of student of Finance control & Audit Courses taught in other universities Multivariate Times Series Analysis (Second Master degree in Economic forecasting, High Business Institute of Management, applications on Win-Rats) Econometrics applied to Finance (Master degree in Finance, High Business Institute of Management, applications on E-Views) Empirical Finance (Second Master degree in Finance, High Business Institute of Management, applications on E-Views) Econometrics (Introduction to Econometrics, Applications on STATA software): Level- 3rd year B.A in Mathematics applied on social sciences and Econometrics and M1 Master Degree. International Finance: Level-3 rd years of the B.A Economic and Business. Macroeconomic and Money: Level-2nd years of the B.A Economic and Business. Theory of Economics Cycles: Level-3rd years of the B.A Economic and Business.

7 External professional activities Supervisor of PhD Students + Mr. Mabrouk chouchène : (in progress) : liquidity risk in the case of Emerging Markets (MENA countries) + Ms. Sana Ben Kbaier: (in progress) : transmission mechanisms between commodities prices and Real sector : Evidence of MENA countries. Affiliation to external scientific associations - Member of French Economic Association (AFSE). - Member of Tunisian Economic Association (AET) Scientific prizes and awards - Grant from University agency of French speakers (Agence Universitaire de la Francophonie-AUF). - Grants form Research and High Education Minister of Tunisia Activities of referee for journals, membership of editorial committees Membership of editorial committees: Journal of Economic and Financial Modelling Referee Economic Modelling, The journal of Economic studies, Energy Economics, Energy studied Review, Tourism Management, Journal of Applied statistics, The Journal of Franklin Institute, Economics Bulletin, The Journal of International Economics, Computational Economics, research in international Business and Finance.