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Revisiting the role of inflation environment in exchange rate pass-through : a panel threshold approach

Ben Cheikh, Nidhaleddine; Louhichi, Waël - In: Economic modelling 52 (2016), pp. 233-238

Persistent link: https://www.econbiz.de/10011645635

Chapter 5 Pass-Through of Exchange Rate Shocks to Prices in the Euro Area: Evidence from Pricing Chain Model

Ben Cheikh, Nidhaleddine; Louhichi, Waël - In: Monetary policy in the context of the financial crisis …, (pp. 113-162). 2015

This chapter analyzes the exchange rate pass-through (ERPT) into different prices for 12 euro area (EA) countries. We provide new up-to-date estimates of ERPT by paying attention to either the time-series properties of data and variables endogeneity. Using VECM framework, we examine the...

Persistent link: https://www.econbiz.de/10015367030

Asymmetric exchange rate pass-through in the Euro area : new evidence from smooth transition models

Ben Cheikh, Nidhaleddine - 2012

This paper examines the presence of asymmetric behavior in exchange rate pass-through (ERPT) to CPI inflation in 12 euro area (EA) countries. Using a class of nonlinear smooth transition models, the author tests for asymmetry with respect to the direction and the magnitude of exchange rate...

Persistent link: https://www.econbiz.de/10009632682

Global pandemic crisis and risk contagion in GCC stock markets

Ben Cheikh, Nidhaleddine; Zaied, Younes Ben; Saidi, Sana; … - In: Journal of economic behavior & organization : JEBO 202 (2022), pp. 746-761

Persistent link: https://www.econbiz.de/10013552463

The pass-through of exchange rate in the context of the European sovereign debt crisis

Ben Cheikh, Nidhaleddine; Rault, Christophe - In: International journal of finance & economics : IJFE 21 (2016) 2, pp. 154-166

Persistent link: https://www.econbiz.de/10015180672

Financial inclusion and threshold effects in carbon emissions

Ben Cheikh, Nidhaleddine; Rault, Christophe - In: Energy policy : the international journal of the … 192 (2024), pp. 1-10

Persistent link: https://www.econbiz.de/10015145296

Oil price shocks in the age of surging inflation

Ben Cheikh, Nidhaleddine; Zaied, Younes Ben; Mattoussi, … - In: Energy economics 128 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10015066548

Nonlinear exchange rate pass-through : does business cycle matter?

Ben Cheikh, Nidhaleddine; Zaied, Younes Ben; … - In: Journal of economic integration 33 (2018) 2, pp. 1234-1261

Persistent link: https://www.econbiz.de/10011903570

The role of the business cycle in exchange rate pass-through : the case of Finland

Ben Cheikh, Nidhaleddine; Rault, Christophe - In: Journal of quantitative economics : official journal of … 14 (2016) 1, pp. 15-27

Persistent link: https://www.econbiz.de/10011639830

Debt-threshold effect in sovereign credit ratings : new evidence from nonlinear panel smooth transition models

Ben Hmiden, Oussama; Ben Cheikh, Nidhaleddine - In: Finance research letters 19 (2016), pp. 273-278

Persistent link: https://www.econbiz.de/10011657718