Publications

“Does competition matter for corporate governance? The role of country characteristics”, with Jean-Claude Cosset and Hyacinthe Somé, Journal of Financial and Quantitative Analysis, (2016), vol 51, n°4, p 1-37. 

“Credible Reforms and Stock Return Volatility: Evidence from Privatization,” with Jean-Claude Cosset and Hyacinthe Somé, Journal of Banking and Finance, (2016), vol 72, p.99-120.

“Privatization and Globalization: An Empirical Analysis”, with Narjess Boubakri, Jean-Claude Cosset and Nassima Debab, Journal of Banking and Finance, (2013), vol 37, p.1898-1914.

“Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models”, with Jean-Marie Dufour, Journal of Econometrics, (2009), vol 150, p.193-206.

“The Dynamics of Foreign Direct Investment and Privatization: An Empirical Analysis”, with Narjess Boubakri, Jean-Claude Cosset and Nassima Debab, Management International, (2009), vol 13, n° 2, p.81-92.

“Diffusion Processes with Polynomial Eigenfunctions”, with Christian Gouriéroux and Eric Renault, Les Annales d'Économie et de Statistique, (2007), vol 85, p.115-130.

“On a simple two-stage closed-form estimator for a stochastic volatility in a general linear regression”, with Jean-Marie Dufour, Advances in Econometrics, (2006), vol 20, Part A, p.259-288.