| Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations ME Arouri, H Ben Ameur, N Jawadi, F Jawadi, W Louhichi Applied Economics 45 (24), 3412-3420, 2013 | 160 | 2013 |
| Does non-fundamental news related to COVID-19 matter for stock returns? Evidence from Shanghai stock market Z Ftiti, HB Ameur, W Louhichi Economic Modelling 99, 105484, 2021 | 92 | 2021 |
| The effects of regulation and supervision on European banking profitability and risk: A panel data investigation FB Bouheni, HB Ameur, AI Cheffou, F Jawadi Journal of Applied Business Research (JABR) 30 (6), 1665-1670, 2014 | 72 | 2014 |
| On oil-US exchange rate volatility relationships: An intraday analysis F Jawadi, W Louhichi, HB Ameur, AI Cheffou Economic Modelling 59, 329-334, 2016 | 70 | 2016 |
| Cryptocurrency volatility forecasting: What can we learn from the first wave of the COVID-19 outbreak? Z Ftiti, W Louhichi, H Ben Ameur Annals of Operations Research 330 (1), 665-690, 2023 | 49 | 2023 |
| Measuring the global economic impact of the coronavirus outbreak: Evidence from the main cluster countries W Louhichi, Z Ftiti, HB Ameur Technological Forecasting and Social Change 167, 120732, 2021 | 47 | 2021 |
| Portfolio insurance: Gap risk under conditional multiples HB Ameur, JL Prigent European Journal of Operational Research 236 (1), 238-253, 2014 | 38 | 2014 |
| Assessing downside and upside risk spillovers across conventional and socially responsible stock markets HB Ameur, F Jawadi, N Jawadi, AI Cheffou Economic Modelling 88, 200-210, 2020 | 27 | 2020 |
| Modelling the effect of the geographical environment on Islamic banking performance: A panel quantile regression analysis F Jawadi, N Jawadi, AI Cheffou, HB Ameur, W Louhichi Economic Modelling 67, 300-306, 2017 | 24 | 2017 |
| Time-varying risk premiums in the framework of wine investment E Le Fur, HB Ameur, B Faye Journal of Wine Economics 11 (3), 355-378, 2016 | 23 | 2016 |
| Financial market contagion and fine wines: The evidence of the ADCC GARCH model EL Fur, HB Ameur, E Braune, B Faye International Journal of Entrepreneurship and Small Business 29 (4), 583-601, 2016 | 22 | 2016 |
| Revisiting the relationship between spot and futures markets: Evidence from commodity markets and NARDL framework HB Ameur, Z Ftiti, W Louhichi Annals of Operations Research 313 (1), 171-189, 2022 | 21 | 2022 |
| Do jumps and co-jumps improve volatility forecasting of oil and currency markets? F Jawadi, W Louhichi, HB Ameur, Z Ftiti The Energy Journal 40 (2_suppl), 131-156, 2019 | 21 | 2019 |
| The Brexit impact on European market co-movements H Ben Ameur, W Louhichi Annals of Operations Research 313 (2), 1387-1403, 2022 | 20 | 2022 |
| Does the equity premium puzzle persist during financial crisis? The case of the French equity market MA Bellelah, MO Bellelah, HB Ameur, RB Hafsia Research in International Business and Finance 39, 851-866, 2017 | 18 | 2017 |
| Optimal portfolio positioning under ambiguity HB Ameur, JL Prigent Economic Modelling 34, 89-97, 2013 | 18 | 2013 |
| CPPI method with a conditional floor HB Ameur, JL Prigent International Journal of Business 16 (3), 218, 2011 | 18 | 2011 |
| Measuring extreme risk dependence between the oil and gas markets H Ben Ameur, Z Ftiti, F Jawadi, W Louhichi Annals of Operations Research 313 (2), 755-772, 2022 | 17 | 2022 |
| Risk management of time varying floors for dynamic portfolio insurance HB Ameur, JL Prigent European Journal of Operational Research 269 (1), 363-381, 2018 | 17 | 2018 |
| Volatility transmission to the fine wine market HB Ameur, E Le Fur Economic Modelling 85, 307-316, 2020 | 16 | 2020 |
