A5029982442- Complex Systems and Time Series Analysis
- Financial Markets and Investment Strategies
- Economic theories and models
- Financial Risk and Volatility Modeling
- Monetary Policy and Economic Impact
- Agriculture and Rural Development Research
- Market Dynamics and Volatility
- Global trade and economics
- Stock Market Forecasting Methods
- Economic Growth and Development
- Global Financial Crisis and Policies
- Corporate Finance and Governance
- International Business and FDI
- Banking stability, regulation, efficiency
- Probiotics and Fermented Foods
- Islamic Finance and Banking Studies
- Child Nutrition and Water Access
- Credit Risk and Financial Regulations
- Fiscal Policies and Political Economy
- Animal Diversity and Health Studies
- Morinda citrifolia extract uses
- Animal Nutrition and Physiology
- Firm Innovation and Growth
- International Maritime Law Issues
- Global Maternal and Child Health
Université Gaston Berger
2009-2024
University of Nottingham Malaysia Campus
2022
Groupe de Recherche en Droit, Économie, Gestion
2012
Sorbonne Université
2008-2011
Université Paris 1 Panthéon-Sorbonne
2008-2011
Université Paris Cité
2010
This paper provides evidence on the moderating effects of institutions marginal human capital, financial development, and macroeconomic policies foreign direct investment (FDI) inflows, based large panel data 124 developing countries—spanning from 2002 to 2018—and generalised method moments (GMM) estimators. The findings suggest that only development has a positive significant effect FDI inflows countries. Importantly, improving quality moderates capital inflows. Drawing these findings,...
Abstract Despite using a common database for sample of 46 developing countries to evaluate the impact foreign direct investment (FDI) inflows on domestic (DI), two recent articles subject (Morrissey and Udomkerdmongkol in World Dev 40(3):437–445. 10.1016/j.worlddev.2011.07.004, 2012 Farla et al. 88:1–9, 2016. 10.1016/j.worlddev.2014.04.008), produced conflicting results. The current paper contributes debate by larger panel 105 from 2002 2018 while controlling financial development. We make...
The conditional capital asset pricing model (CAPM) theory postulates that the systematic risk ( β ) of an or portfolio varies over time. Several dynamics are thus given to in literature. This article looks for dynamic seems best explain returns assets Regional Stock Exchange West Africa (BRVM) by comparing two dynamics: one Kalman filter (assuming follow a random walk) and other Markov switching (MS) according regimes) four portfolios BRVM. Having found link between beta market size...
The objective of this study is, to show the importance incorporating jumps in both returns and volatility dynamics for Bitcoin. For that purpose, we introduce Double Exponential Jump-Diffusion model with Stochastic Volatility (DEJDSVJ) contains asymmetric jumps. use Markov Chain Monte Carlo methods estimation has proved meaningful presence Bitcoin price volatility. Moreover, based on options market, a comparison between underlying model, Jump Diffusion (DEJD) (no Jumps) (SV) shows goodness...
Abstract In 2006, Senegal benefited from the African Development Bank's (AfDB) Rural Water Supply and Sanitation Initiative (RWSSI) a WASH sub-program for 17,100 households in rural areas regions of Louga, Ziguinchor Kolda. A project results assessment was conducted 2016 by AfDB Independent Evaluation (IDEV) to measure impacts on living conditions communities. This approach allowed measurement based comparative pre-and post-intervention data, as well beneficiaries non-beneficiaries' groups...
L'objectif de ce papier était mesurer l'effet l'ouverture commerciale et des flux entrants d'investissements directs étrangers (IDE) sur le chômage dans les pays l'UEMOA. Pour faire, un modèle Vectoriel Autoregressif (VAR) en panel a été utilisé. Il ressort résultats l'existence d'une causalité bidirectionnelle entre IDE commerciale, ainsi que unidirectionnelle du commerciale. Par ailleurs, robustes font ressortir l'afflux d'IDE réduit favorise donc la création d'emplois membres En outre,...
La présente étude s'est fixée pour objectif de rechercher les déterminants du développement des marchés boursiers en Afrique Subsaharienne. Pour cela, neuf la région ont été étudiés et capitalisation boursière pourcentage PIB a utilisée comme indicateur marché boursier. parvenir à l'objectif, un modèle Vectoriel Auto Régressif (VAR) Panel utilisé afin tenir compte l'interdépendance entre le boursier, croissance économique bancaire. Les résultats révélé que taux économique, retardée d'une...
Microbial growth in meat from traditional handled Arius heudelotti fish during fermentation at 25-30°C Senegal has been determined. Microorganisms involved and pathogen microorganisms were analyzed function of salt millet addition [1/1 (w/v)]. 
 Total viable microorganisms, lactic acid bacteria, H2S-producing Enterobacteriaceae, staphylococci, fungi spore-forming bacteria counts the crude reached 6.34 ± 0.28, 4.10 0.61, 4.33 0.45, 3.71 0.69, 1.50 0.3 1.33 0.58 Log10...
The main objective of this research is to evaluate the impact climate change on food crop yields in Senegal using Factor Augmented Vector Auto Regression (FAVAR) approach. estimation method used principal components analysis. We identified two major shocks representative change. first an increase temperature (thermal shock) and second a decrease quantity precipitation (rainfall shock). data covers period 1970-2014 each carried out over prior year. shock observed along time horizon 10 years....
An algorithm is presented that locally approximates the nonlinearity of stochastic unit root (STUR) models by n linear models. The previous integer chosen so Hadamard matrix order can be defined. strategy STUR(n), then consists in creating from this and taking their average forecast. A purchase (sell) signal made if obtained forecast positive (negative). Subsequently, a comparison with respect to competing (Moving strategies) assess ability variation five international indexes. It found,...
L'analyse microbiologique d'une carcasse de poulet chair au Sénégal a permis mettre en évidence un nouveau sérotype salmonelle. Celui-ci présente la particularité posséder deux gènes résistance aux antibiotiques ; il n'est sensible qu'aux quinolones dernière génération. L'existence ce est inquiétante parce qu'il été retrouvé dans des prélèvements humains, associé à l'hyperthermie et diarrhée profuse. L'apparition telle salmonelle peut éventuellement s'expliquer par l'utilisation anarchique...
The spread of the coronavirus is putting a strain on financial markets and resulting stock market volatility causing huge problems for investors. Volatility in U.S. has returned to levels not seen since 2011 sovereign debt crisis. It already clear that this had negative effect economy. In study, we introduce regime-switching GJR-GARCH modelwith stable distribution investigate predictive power S&P 500 index VaR estimation. results backtesting at 5% risk level confirm model performs better...
Cet article évalue l’effet d’éviction des investissements directs étrangers (IDE) sur l’investissement privé et analyse le rôle joué par les institutions dans la relation IDE-investissement à partir d’un échantillon de 124 pays en développement (PED) 2002 2018. Les résultats montrent que n’affectent pas marginal IDE PED. Il n’existe non plus preuves suffisantes pour conclure d’éviction. Codes JEL : F21, O17.
A class of Asymmetric GARCH models is presented. It shares the same unconditional variance and volatility forecast formula as standard GARCH(P,Q) model under assumption a symmetric conditional distribution for innovations. use three this to assess their ability S&P 500 market make better decisions purpose risk management investment. Subsequently, comparison made with respect competing (GARCH, EGARCH, GJR). was found that in-sample evaluation, best obtained from Stochastic Unit (SUGARCH)...
Our aim is to show that Behavioral Finance and Efficient Market arguments may be all valid. Namely, we consider two identical assets A B which have not the same price at any time. The asset reflects always its fundamental value while mispriced. It shown misvaluation of can interpreted as a chance (randomness errors) or noise traders' effect plus limits arbitrage explaining why it difficult distinguish between arguments. So this result, obtained independently joint hypothesis, suggests use...