FTITI Zied

– Département : Finance

– Responsabilité :  Doyen associé et directeur de la recherche

– Diplômes et spécialisation : HDR en Sciences Économiques à CY Cergy Paris Université 

– Domaines de recherche : Economie monétaire et Financière, Econométrie Financière, Finance internationale.

– Cours enseignés : Econométrie, Statistiques, Finance internationale 

– Sélection de publications : 

• Ftiti, Z. (2022). Migrating to Global Reporting Initiative Guidelines: Does International Harmonization of CSR Information Pay?. British Journal of Management. [Jeriji, M., Louhichi, W.]
• Ftiti, Z. (2021). Does it pay to go green? The environmental innovation effect on corporate financial performance. Journal of Environmental Management, 300, 113695. [With Farza, K., Hlioui, Z., Louhichi, W., & Omri, A.]
• Ftiti, Z. (2021). Forecasting Energy Futures Volatility with Threshold Augmented Heterogeneous Autoregressive Jump Models. Econometrics Review 39(1), 54-70. [With  Jawadi, F., Louhichi, W]
• Ftiti, Z. (2021). Is gold a hedge or safe haven against oil and currency market movements? A revisit using multifractal approach. Annals of Operations Research, 1-34. [With Madani, M. A]
• Ftiti, Z. (2021). ICT diffusion and economic growth: Evidence from the sectorial analysis of a periphery country. Technological Forecasting and Social Change, 162, 120403. [With Kallal, R., Haddaji, A]
• Ftiti, Z. (2020). Causal relationships between inflation and inflation uncertainty. Studies in Nonlinear Dynamics & Econometrics, 24(5). [With Barnett, W. A.]
•  Ftiti, Z. 2019. Oil Price Uncertainty and Its Effects. Energy Journal, 40, 1-22. [With Jawadi, F.]
•  Ftiti, Z. 2019. Asset allocation and investment opportunities in emerging stock markets: Evidence from return asymmetry-based analysis. Journal of International Money and Finance 93, 187-200. [With Hadhri, S.]
• Ftiti, Z. 2018. An Analysis of the Effect of Investor Sentiment in a Heterogeneous Switching Transition Model for G7 Stock Markets. Journal of Economic Dynamics and Control 91, 469-484. [With Jawadi, F., Namouri, H.,].
• Ftiti, Z. 2018. Portfolio diversification with virtual currency: Evidence from bitcoin. International Review of Financial Analysis, 63, 431-437.[With Guesmi, K., Saadi, S., Abid, I.]
• Ftiti, Z.2016. Oil price and stock market co-movement: What can we learn from time-scale approaches? International Review of Financial Analysis 46, 266-280. [With Guesmi, K., Abid, I.]
• Ftiti, Z. 2015. Modelling inflation shifts and persistence in Tunisia: perspectives from an evolutionary spectral. Applied Economics 47 (52). 1-11. [With Guesmi, K., Nguyen, D-C., Teulon, F.](CNRS rank 2).
• Ftiti, Z. (2015). Credit risk determinants: Evidence from a cross-country study. Research in international business and finance, 33, 1-16. [Chaibi, H.]
• Ftiti, Z. 2014. Price stability Under Inflation targeting regime: A New Intermediate Approach. Economic Modelling 38, 23-32. [With Hichri, W.]
• Ftiti, Z. 2012. Real Estate Markets and the Macroeconomy: A Dynamic Coherence Framework. Economic Modelling 29(5), 1820-1829. [Bouchouicha, R.,].
• 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 27(1), 468-476. (CNRS rank 2).
• Ftiti, Z. 2008. Taylor and Inflation Targeting: Evidence from New Zealand. International Business and Economic Research Journal 7 (1), 131-150.

Books 

* Crises and Uncertainty in the Economy, Forthcoming in June 2022 in Springer, [With Louhichi, W & Ben Ameur, H & Prigent, J-L. Springer ]

* Financial and Economic Systems: Transformations and New Challenges. World Scientific. [With Ameur, H. B., & Louhichi, W]

* Ciblage d’inflation : quels enseignements peut-on tirer ? Essais empiriques sur les pays développés. Presse Académique Européenne.