FTITI Zied

Professeur
Description

Responsabilité : Directeur de recherche

Département : Finance

Responsabilité :  Doyen associé et directeur de la recherche

Diplômes et spécialisation :

  • HDR en sciences économiques, CY Cergy Paris Université (France)
  • HDR en sciences de gestion, Université de Tunis, ISG de Tunis (Tunisia) 
  • Doctorat en Sciences de économiques de l’université Lumière Lyon 2 (GATE-LES : UMR 5824 CNRS)

Domaines de recherche

  • Financial Economic and Macroeconomic (Monetary policy, Inflation, Exchange rate framework, Capital flows, Consumption & Saving)
  • International Finance, Financial Markets, Energy Economics & commodities markets: Behavioral Finance & Financial Markets (Heterogenous agents, asset price formation, cognitive bias, Risk modelling, contagion, markets integration, predictability)
  • Ethical Finance, Climate Change Economics

Cours enseignés : Econometrics, Time series analysis; International Finance

Sélection de publications :

  1. Ftiti, Z. 2024. Understanding the intraday oil price dynamics during COVID-19 pandemic: A new evidence from both oil and stock investor sentiments. Energy Journal, 45 (3), 77-105. (ABS 3*, CNRS 1), with Madani, M.A.
  2. Ftiti, Z. 2023. Migrating to Global Reporting Initiative guidelines: Does international harmonization of CSR information pay? British Journal of Management, 34(2), 555-575. (ABS 4*), with Jeriji, M., & Louhichi, W.
  3. Ftiti, Z. 2023. Opioid crisis effects on local firms’ risk. Review of Quantitative Finance and Accounting, 1-33. (ABS 3*), with Boubaker, S., Liu, Y., & Louhichi, W.
  4. Ftiti, Z. 2022. Household deposits and consumer sentiment expectations: Evidence from Eurozone. Journal of International Money and Finance, 131, 102775. (ABS 3*), with Anastasiou D., Tsouknidis, D., & Louhichi, W.
  5. Ftiti, Z. Does it pay to go green? The environmental innovation effect on corporate financial performance. Journal of Environmental Management, 300, 113695. (ABS 3*), with Farza, K., Hlioui, Z., Louhichi, W., & Omri, A.
  6. Ftiti, Z. 2020. Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models. Econometric Reviews, 39(1), 54-70. (ABS 3*), with Jawadi, F., & Louhichi, W.
  7. Ftiti, Z. 2020. Causal relationships between inflation and inflation uncertainty. Studies in Nonlinear Dynamics & Econometrics 24(5). (ABS 2*), with Barnett, W. A., & Jawadi, F.
  8. 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. (ABS3*), with Hadhri, S.
  9. Ftiti, Z. 2019. Do jumps and co-jumps improve volatility forecasting of oil and currency markets?The Energy Journal, 40(2), 131-156. (CNRS rank 1 & ABS 3*), with Jawadi, F., Louhichi, W., Ameur, H. B.
  10. Ftiti, Z. 2019. On the oil price uncertainty. The Energy Journal, 40(2), 19-40. (CNRS rank 1 & ABS 3*), with Jawadi, F.
  11. 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. (ABS 3* & CNRS rank 1) with Jawadi, F., & Namouri, H.
  12. Ftiti, Z. 2017. Time-inconsistency and expansionary business cycle theories: What does matter for the central bank independence–inflation relationship? Economic Modelling, 67, 215-227. (ABS 2*) with Aguir, A., & Smida, M.
  13. Ftiti, Z. 2016. Neoclassical finance, behavioral finance and noise traders: Assessment of gold–oil markets. Finance Research Letters, 17, 33-40. (ABS 2*), with Fatnassi, I., & Tiwari, A. K.
  14. Ftiti, Z. 2015. Credit risk determinants: Evidence from a cross-country study. Research in international business and finance, 33, 1-16. (ABS 2*) with Chaibi, H.
  15. Ftiti, Z. 2014. Price stability Under Inflation targeting regime: A New Intermediate Approach. Economic Modelling 38, 23-32. (ABS 2*), with Hichri, W.
  16. Ftiti, Z., 2013. Efficiency of Islamic banks during subprime crisis: Evidence of GCC countries. Journal of Applied Business Research, 29(1), 285-304. (FNEGE rang 3), with Nafti, O., & Sreiri, S.
  17. Ftiti, Z. 2012. Real Estate Markets and the Macroeconomy: A Dynamic Coherence Framework. Economic Modelling 29(5), 1820-1829. (ABS 2*), with Bouchouicha, R.
  18. 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. (ABS 2*)
  19. Ftiti, Z. 2008. The transition period to inflation targeting policy. The International Journal of Economic, 2(2), 38-46, with Essaadi, E.

Sélection de publications :

  • Coéditeur en chef de la revue Bankers, markets & Investors (FNEGE rang 4)
  • Editeur en chef de la revue: International Journal of Financial Studies (IF.2.3)
  • Éditeur associé de la section Finance de la revue : Business Ethics, The Environment & Responsibility (ABS 2*)
  • Éditeur associé de la revue : International Journal of Economics & Finance (ABS 3*)
  • Éditeur associé de la section Finance de la revue : Journal of Risk Finance (ABS 1*)
  • Fondateur et co-organisateur: Financial Economics Meeting
  • Fondateur et co-organisateur