• Search Research Projects
  • Search Researchers
  • How to Use
  1. Back to previous page

MAGHREBI Nabil  Nabil Maghrebi

… Alternative Names

Nabil Maghrebi  ナビル マグレビ

MABIL Naghrebi  NABIL マグレビ

NABIL MAGHREBI  ナビル マグレビ

Less
Researcher Number 20283947
Other IDs
  • ORCIDhttps://orcid.org/0000-0002-7028-442X
External Links
Affiliation (Current) 2025: 和歌山大学, 経済学部, 教授
Affiliation (based on the past Project Information) *help 2025: 和歌山大学, 経済学部, 教授
2007 – 2014: Wakayama University, 経済学部, 教授
2006: 和歌山大学, 経済学部, 准教授
2003 – 2005: 和歌山大学, 経済学部, 助教授
Review Section/Research Field
Principal Investigator
Public finance/Monetary economics / Basic Section 07060:Money and finance-related
Except Principal Investigator
Economic statistics
Keywords
Principal Investigator
金融市場 / Implied Volatility Index / Volatility Expectations / 金融政策 / 金融危機 / 経済変動 / ボラティリティ指標 / IMPLIED VOLATILITY INDEX / NONLINEAR MODELLING / DERIVATIVE SECURITIES … More / FOREIGN EXCHANGE / STOCK MARKET VOLATILITY / HERDING BEHAVIOUR / BANKING / FINANCIAL MARKETS / 群集行動 / オプション / 経常収支 / 日経225 Implied Volatility 指数 / 非対称性 / インプライド・ボラティリティ / 外国為替 / アジア株式市場 / 実質金利率平価 / 銀行 / 群衆行動 / VXJ index / 国際金融市場 / forward guidance / volatility expectations / vxj index / ボラティリティ指数 / VXJ volatilty index / risk sharing / financial stability / 金融市場ボラティリティ指数 / 金融安定性 / 国際金融システム / 日本銀行 / 金融市場ボラティリティ / Volatility Exectations / Imlied Volatility Index / ボラティリティ / 市場ボラティリティ / International financial markets / Model-free implied volatility index / 金融市場変動性 / Real Interest Rates / Kospi 200 Options / Nikkei 225 Options / 証券市場 / 変動性 / Real Interest Parity / Nonlinear Modelling / Nikkei 225 Options Market / インプライドボラティリティ指数 / 株式市場ボラティリティ / 金融市場統合 / 実質利子率平価 / Conditional correlation … More
Except Principal Investigator
ボラティリティ / リスク管理 / 金融リスク / 高頻度データ解析 / 計量ファイナンス Less
  • Research Projects

    (6 results)
  • Research Products

    (90 results)
  • Co-Researchers

    (14 People)
  •  非伝統的金融政策および貯蓄・投資インセンティブ制度の金融市場への長期的影響Principal Investigator

    • Principal Investigator
      Nabil Maghrebi
    • Project Period (FY)
      2025 – 2028
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Review Section
      Basic Section 07060:Money and finance-related
    • Research Institution
      Wakayama University
  •  International financial system, financial stability and monetary policyPrincipal Investigator

    • Principal Investigator
      NABIL Maghrebi
    • Project Period (FY)
      2012 – 2014
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Public finance/Monetary economics
    • Research Institution
      Wakayama University
  •  Issues related to financial risk measurement and its statistical inference

    • Principal Investigator
      OYA Kosuke
    • Project Period (FY)
      2010 – 2012
    • Research Category
      Grant-in-Aid for Scientific Research (A)
    • Research Field
      Economic statistics
    • Research Institution
      Osaka University
  •  Financial Market Volatility, Monetary Policy and Economic FluctuationsPrincipal Investigator

    • Principal Investigator
      NABIL Maghrebi
    • Project Period (FY)
      2009 – 2011
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Public finance/Monetary economics
    • Research Institution
      Wakayama University
  •  International Financial Markets Integration and Market VolatilityPrincipal Investigator

    • Principal Investigator
      MAGHREBI Nabil
    • Project Period (FY)
      2006 – 2008
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Public finance/Monetary economics
    • Research Institution
      Wakayama University
  •  THEORETICAL AND EMPIRICAL STUDIES ON INTERNATIONAL FINANCIAL MARKETS AND FINANCIAL REGULATIONPrincipal Investigator

    • Principal Investigator
      MAGHREBI Nabil
    • Project Period (FY)
      2003 – 2005
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Public finance/Monetary economics
    • Research Institution
      WAKAYAMA UNIVERSITY

All 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 Other

All Journal Article Presentation Book

  • [Book] Islamic Finance (chapter in volume 1), editors Mehmet Asutay and Abdullah Q. Turkistani2014

    • Author(s)
      Koji Muto, Nabil Maghrebi and Abdullah Q. Turkistani
    • Publisher
      Gerlach Press, Berlin, Germany
    • Data Source
      KAKENHI-PROJECT-24330104
  • [Journal Article] Reconsidering the role of Tobin’s Q: nonlinearities and the adjustment of investment expenditure2015

    • Author(s)
      Mark J. Holmes and Nabil Maghrebi
    • Journal Title

      Studies in Economics and Finance

      Volume: vol. 32

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24330104
  • [Journal Article] Financial Instability and the Short-Term Dynamics of Volatility Expectations2014

    • Author(s)
      Nabil Maghrebi, Mark J. Holmes and Kosuke Oya
    • Journal Title

      Applied Financial Economics

      Volume: Vol. 24, No. 6 Issue: 6 Pages: 377-395

    • DOI

      10.1080/09603107.2014.881966

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24330104, KAKENHI-PROJECT-25245034
  • [Journal Article] Some preliminary evidence on the relation between market volatility expectations and leading Indicators of the Japanese economy2012

    • Author(s)
      Nabil MAGHREBI and Mark J. Holmes
    • Journal Title

      Wakayama Economic Review

      Pages: 87-106

    • NAID

      110009456121

    • Data Source
      KAKENHI-PROJECT-21330077
  • [Journal Article] Some Preliminary Evidence on the Relation between Market Volatility Expectations and Leading Indicators of the Japanese Economy2012

    • Author(s)
      Nabil Maghrebi, Mark J.Holmes
    • Journal Title

      The Wakayama Economic Review

      Volume: (forthcoming)

    • NAID

      110009456121

    • Data Source
      KAKENHI-PROJECT-21330077
  • [Journal Article] Nonlinear Adjustments of Volatility Expectations to Forecast Errors : Evidence from Markov-Regime Switches in Implied Volatility2012

    • Author(s)
      Kazuhiko Nishina, Nabil Maghrebi, Mark J.Holmes
    • Journal Title

      Review of Pacific Basin Financial Markets and Policies

      Volume: (forthcoming)

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21330077
  • [Journal Article] Nonlinear Adjustments of Volatility Expectations to Forecast Errors: Evidence from Markov-Regime Switches in Implied Volatility2012

    • Author(s)
      Kazuhiko Nishina
    • Journal Title

      Review of Pacific Basin Financial Markets and Policies

      Volume: 15 Issue: 03 Pages: 1-23

    • DOI

      10.1142/s0219091512500075

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22530311, KAKENHI-PROJECT-24330104
  • [Journal Article] Nonlinear Adjustments of Volatility Expectations to Forecast Errors : Evidence from Markov-Regime Switches in Implied Volatility2012

    • Author(s)
      Kazuhiko Nishina, Nabil Maghrebi and Mark J. Holmes
    • Journal Title

      Review of Pacific Basin Financial Markets and Policies

    • Description
      forthcoming
    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21330077
  • [Journal Article] The formation of volatility expectations during financial crises : Evidence from Markov-regime switches in implied volatility indices2011

    • Author(s)
      Nabil MAGHREBI, Kazuhiko NISHINA and Mark J. Holmes
    • Journal Title

      Proceedings of The 7^<th> Annual Conference of the Asia-Pacific Association of Derivatives, Korea Derivatives Association, APAD 2011(Seoul, Korea)

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21330077
  • [Journal Article] Model-free implied volatility : From surface to index2011

    • Author(s)
      Fukasawa M., Isao Ishida, Nabil MAGHREBI, K. Oya, M. Ubukata, and K. Yamazaki
    • Journal Title

      International Journal of Theoretical and Applied Finance

      Volume: Vol.14, No.4 Pages: 433-463

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21330077
  • [Journal Article] Model-Free Implied Volatility : From Surface to Index2011

    • Author(s)
      Fukasawa M., Ishida I., Maghrebi N., Oya K., Ubukata M., Yamazaki K.
    • Journal Title

      International Journal of Theoretical and Applied Finance

      Volume: (forthcoming)

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21330077
  • [Journal Article] Model-Free Implied Volatility : From Surface to Index2011

    • Author(s)
      Masaaki Fukazawa, Isao Ishida, Nail Maghrebi, Kosuke Oya, Masato Ubukata and Kazutoshi Yamazaki
    • Journal Title

      International Journal of Theoretical and Applied Finance

      Volume: 14 Issue: 04 Pages: 433-463

    • DOI

      10.1142/s0219024911006681

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21243019, KAKENHI-PROJECT-22243021
  • [Journal Article] The formation of volatility expectations during financial crises : Evidence from Markov-regime switches in implied volatility indices2011

    • Author(s)
      Nabil Maghrebi, Kazuhiko Nishina, Mark J.Holmes
    • Journal Title

      Proceedings of the 7^<th> Annual Conference of the Asia-Pacific Association of Derivatives, Korea Derivatives Association

      Volume: APAD 2011 Pages: 212-237

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21330077
  • [Journal Article] Model-Free Implied Volatility: from Surface to Index2011

    • Author(s)
      Fukasawa, M., Ishida, I., Maghrebi, N., Oya, K., Ubukata, M. and Yamazaki, K
    • Journal Title

      International Journal of Theoretical and Applied Finance

      Volume: vol.14 Pages: 433-463

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22243021
  • [Journal Article] Model-Free Implied Volatility : from Surface to Index2011

    • Author(s)
      Fukasawa, M., Ishida, I., Maghrebi, N., Oya, K., Ubukata, M., Yamazaki, K.
    • Journal Title

      International Journal of Theoretical and Applied Finance

      Volume: (掲載確定)

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22243021
  • [Journal Article] Market volatility and financial regulation2010

    • Author(s)
      Nabil MAGHREBI
    • Journal Title

      Wakayama Economic Review

      Volume: No.14 Pages: 175-186

    • NAID

      110007767348

    • Data Source
      KAKENHI-PROJECT-21330077
  • [Journal Article] Market Volatility and Financial Regulation2010

    • Author(s)
      Nabil Maghrebi
    • Journal Title

      The Annals of The Economic Society of Wakayama University

      Volume: 14 Pages: 175-186

    • NAID

      110007767348

    • Data Source
      KAKENHI-PROJECT-21330077
  • [Journal Article] Reflections on the U.S. Housing and Credit Crisis2009

    • Author(s)
      Nabil MAGHREBI
    • Journal Title

      The Wakayama Economic Review No.351

      Pages: 23-41

    • NAID

      110007610527

    • Data Source
      KAKENHI-PROJECT-21330077
  • [Journal Article] Reflections on the U. S. Housing and Credit Crisis2009

    • Author(s)
      Nabil MAGHREBI
    • Journal Title

      Wakayama Economic Review

      Volume: No.351 Pages: 23-41

    • Data Source
      KAKENHI-PROJECT-21330077
  • [Journal Article] The Bank of Japan Monetary Policy Meetings and the Behaviour of the Nikkei225 Implied Volatility Index2008

    • Author(s)
      Nabil MAGHREBI
    • Journal Title

      Osaka Economic Papers Vol.57, No.4

      Pages: 84-99

    • NAID

      40016017399

    • Data Source
      KAKENHI-PROJECT-18330069
  • [Journal Article] The Bank of Japan monetary policy meetings and the behaviour of the Nikkei225 implied volatility index2008

    • Author(s)
      Nabil Maghrebi
    • Journal Title

      Osaka Economic Papers

      Volume: 57 Pages: 84-99

    • NAID

      40016017399

    • Data Source
      KAKENHI-PROJECT-18330069
  • [Journal Article] Is there a connection between monetary unification and realeconomic integration? Evidence from regime-switching stationarity tests2008

    • Author(s)
      Mark J. Holmes and Nabil Maghrebi
    • Journal Title

      Journal of International Money and Finance

      Volume: 27 Pages: 958-970

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18330069
  • [Journal Article] Is there a connection between monetary unification and real economic integration? Evidence from regime-switching stationarity tests2008

    • Author(s)
      Mark J. Holmes and Nabil Maghrebi
    • Journal Title

      Journal of International Money and Finance Vol.27(forthcoming)

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18330069
  • [Journal Article] Is there a connection between monetary unification and real economic integration Evidence from regime-switching stationarity tests2008

    • Author(s)
      Mark. J. Holmes and Nabil MAGHREBI
    • Journal Title

      Journal of International Money and Finance Vol.27, No.6

      Pages: 958-970

    • Data Source
      KAKENHI-PROJECT-18330069
  • [Journal Article] Is there a connection between monetary unification and realeconomic integration? Evidence from regime-switching stationarity tests2008

    • Author(s)
      Mark J. Holmes, Nabil Maghrebi
    • Journal Title

      Journal of International Money and Finance Vol. 27

      Pages: 958-970

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18330069
  • [Journal Article] An introduction to the Nikkei 225 implied volatility index2007

    • Author(s)
      Nabil Maghrebi
    • Journal Title

      The Wakayama Economic Review No.336

      Pages: 35-55

    • NAID

      110006625550

    • Data Source
      KAKENHI-PROJECT-18330069
  • [Journal Article] The Kospi200 Implied Volatility Index : Evidence of Regime Shifts in Expected Volatility2007

    • Author(s)
      Nabil MAGHREBI, MooSung Kim, and Kazuhiko NISHINA
    • Journal Title

      Asia Pacific Journal of Financial Studies Vol.36, No.2

      Pages: 163-187

    • Data Source
      KAKENHI-PROJECT-18330069
  • [Journal Article] An Introduction to the Nikkei 225 Implied Volatility Index2007

    • Author(s)
      Nabil MAGHREBI
    • Journal Title

      The Wakayama Economic Review No.336

      Pages: 35-55

    • NAID

      110006625550

    • Data Source
      KAKENHI-PROJECT-18330069
  • [Journal Article] The Bank of Japan monetary policy meetings and the behaviour of the Nikkei225 implied volatility index2007

    • Author(s)
      Nabil Maghrebi
    • Journal Title

      Osaka Economic Papers Vol.57

      Pages: 84-99

    • NAID

      40016017399

    • Data Source
      KAKENHI-PROJECT-18330069
  • [Journal Article] The KOSPI200 implied volatility index : evidence of regime shifts in expected volatility2007

    • Author(s)
      Nabil Maghrebi, Moo-Sung Kim and Kazuhiko Nishina
    • Journal Title

      Asia-Pacific Journal of Financial Studies

      Volume: 36 Pages: 163-187

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18330069
  • [Journal Article] The Nikkei 225 Implied Volatility Index and the Behavior of Volatility Expectations in the Japanese Stock Market2007

    • Author(s)
      Nabil MAGHREBI, Kazuhiko NISHINA and MooSung Kim
    • Journal Title

      Proceedings of the 15th Annual Meeting of the Nippon Finance Association, Keio University, Tokyo, JAPAN

      Pages: 218-227

    • Data Source
      KAKENHI-PROJECT-18330069
  • [Journal Article] The KOSPI 200 Implied Volatility Index : Evidence of Regime Switches in Volatility Expectations2007

    • Author(s)
      Nabil Maghrebi, Moo Sung Kim, Kazuhiko Nishina
    • Journal Title

      Asia Pacific Journal of Financial Studies 36・2

      Pages: 163-187

    • Data Source
      KAKENHI-PROJECT-18330069
  • [Journal Article] An introduction to the Nikkei 225 implied volatility index2007

    • Author(s)
      Nabil Maghrebi
    • Journal Title

      The Wakayama Economic Review

      Issue: 336 Pages: 35-55

    • NAID

      110006625550

    • Data Source
      KAKENHI-PROJECT-18330069
  • [Journal Article] Stock Market Volatility and the Forecasting Accuracy of Implied Volatility Indices.2006

    • Author(s)
      Kazuhiko Nishina, Nabil Maghrebi, Kim MooSung
    • Journal Title

      Discussion Papers in Economics and Business, Osaka Univ. No.06-09

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-15530214
  • [Journal Article] Are international real interest rete linkages characterized by asymmetric adjustments?2006

    • Author(s)
      Mark J.Holmes, Nabil Maghrebi
    • Journal Title

      Journal of International Financial Markets,Institutions and Money forthcoming

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-15530214
  • [Journal Article] Can Nominal Convergence Prevent Real Interest Rate Misalignments? Evidence from Regime-Switching Stationarity Tests2006

    • Author(s)
      Mark J.Holmes, Nabil Maghrebi
    • Journal Title

      Seminar Series, Department of Economics, Otago University, New Zealand, March 10, 2006

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-15530214
  • [Journal Article] Are there asymmetries in the relationship between foreign exchange fluctuations and stock market volatility in Pacific Basincountries?2006

    • Author(s)
      Nabil Maghrebi, Mark J. Holmes and Eric Pentecost
    • Journal Title

      Review of Pacific Basin Financial Markets and Policies

      Volume: 9 Pages: 229-256

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18330069
  • [Journal Article] Stock Market Volatility and the Forecasting Accuracy of Implied Volatility Indices2006

    • Author(s)
      Kazuhiko Nishina, Nabil Maghrebi, Moo-Sung Kim
    • Journal Title

      Discussion Papers in Economics and Business, Graduate School of Economics and Osaka School of International Public Policy 06-09

      Pages: 1-31

    • Data Source
      KAKENHI-PROJECT-15530214
  • [Journal Article] Are international real interest rate linkages characterized by asymmetric adjustments?2006

    • Author(s)
      Mark J. Holmes and Nabil Maghrebi
    • Journal Title

      Journal of International Financial Markets, Institutions & Money

      Volume: 16 Pages: 384-396

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18330069
  • [Journal Article] Stock Market Volatility and the Forecasting Accuracy of Implied Volatility Indices2006

    • Author(s)
      Kazuhiko Nishina, Nabil Maghrebi, Kim Moosung
    • Journal Title

      Discussion Papers in Economics and Business, Graduate School of Economics and Osaka School of International Public Policy 06-09

      Pages: 1-31

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-15530214
  • [Journal Article] Are there Asymmetries in the Relationship between Foreign Exchange Fluctuations and Stock Market Volatility in Pacific Basin Contries2006

    • Author(s)
      Nabil MAGHREBI, Mark. J. Holmes and Eric Pentecost
    • Journal Title

      Review of Pacific Basin Financial Markets and Policies Vol.9, No.2

      Pages: 229-256

    • Data Source
      KAKENHI-PROJECT-18330069
  • [Journal Article] Are there Atymmetries in the Relationship between Foreign Exchange Fluctuations and Stock Market Volatility in Pacific Basin Countries?2006

    • Author(s)
      Nabil Maghrebi, Mark J.Holmes, Eric Pentecost
    • Journal Title

      Review of Pacific Basin Financial Markets and Policies forthcoming

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-15530214
  • [Journal Article] Are international real interest rate linkages characterized by asymmetric adjustments2006

    • Author(s)
      Mark. J. Holmes and Nabil MAGHREBI
    • Journal Title

      Journal of International Financial Markets, Institutions & Money Vol.16, No.4

      Pages: 384-396

    • Data Source
      KAKENHI-PROJECT-18330069
  • [Journal Article] The International Linkage between Implied Volatility Indices and the Dynamics of Return Correlation2005

    • Author(s)
      Kazuhiko Nishina, Nabil Maghrebi
    • Journal Title

      Proceedings of the Asian Finance Association Conference, Kuala Lumpur, Malaysia, July 11-13, 2005

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-15530214
  • [Journal Article] The Dynamics of Volatility Transmission in Real Interest Rates : How Integrated are the G7 Economies?2005

    • Author(s)
      Mark J.Holmes, Nabil Maghrebi
    • Journal Title

      European Review of Economics and Finance 4

      Pages: 43-64

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-15530214
  • [Journal Article] The International Linkage between Implied Volatility Indices and the Dynamics of Return Correlation2005

    • Author(s)
      Kazuhiko Nishina, Nabil Maghrebi
    • Journal Title

      Proceedings of the Asian Finance Association Conference,July 11-13,2005,Kuala Lumpur,Malaysia

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-15530214
  • [Journal Article] The International Linkage between Implied Volatility Indices and the Dynamics of Return Correlation2005

    • Author(s)
      Kazuhiko Nishina, Nabil Maghrebi
    • Journal Title

      Proceedings of the Asian Finance Association Conference, July 11-13,2005, Kuala Lumpur, Malaysia

    • Data Source
      KAKENHI-PROJECT-15530214
  • [Journal Article] The Dynamics of Volatility Transmission in Real Interest Rates : How Integrated are the G7 Economies?2005

    • Author(s)
      Mark J.Holmes, Nabil Maghrebi
    • Journal Title

      EUROPEAN REVIEW OF ECONOMICS AND FINANCE 4

      Pages: 43-64

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-15530214
  • [Journal Article] The Dynamics of Volatility Transmission in Real Interest Rates : How Integrated are the G7 Economies?2005

    • Author(s)
      Mark J.Holmes, Nabil Maghrebi
    • Journal Title

      The 14^<th> Meeting of the New Zealand Econometric Study Group (NZESG), University of Canterbury, New Zealand, 11-12 March 2005

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-15530214
  • [Journal Article] Asian Real Interest Rates, Non-Linear Dynamics and International Parity2004

    • Author(s)
      Mark J.Holmes, Nabil Maghrebi
    • Journal Title

      INTERNATIONAL REVIEW OF ECONOMICS AND FINANCE Vol.13, No.3

      Pages: 387-405

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-15530214
  • [Journal Article] Are there Asymmetries in the Relationship between Foreign Exchange Fluctuations and Stock Market Volatility in Pacific Basin Countries?2004

    • Author(s)
      Maghrebi, N., M.J.Holmes, M.Pentecost
    • Journal Title

      Proceedings of the 12th Annual Conference on Pacific Basin Finance, Economics, Accounting and Business, August 10-11, 2004 Bangkok, Thailand. ISBN:947-667-456-4

    • Data Source
      KAKENHI-PROJECT-15530214
  • [Journal Article] Asian Real Interest Rates, Non-Linear Dynamics and International Parity2004

    • Author(s)
      Holmes M.J., N.Maghrebi
    • Journal Title

      International Review of Economics and Finance 13

      Pages: 387-405

    • Data Source
      KAKENHI-PROJECT-15530214
  • [Journal Article] Are there Asymmetries in the Relationship between Foreign Exchange Fluctuations and Stock Market Volatility in Pacific Basin Countries?2004

    • Author(s)
      Nabil Maghrebi, Mark J.Holmes, Eric Pentecost
    • Journal Title

      Proceedings of The 12th Annual Conference on Pacific Basin Finance, Economics, Accounting and Business, Bangkok, Thailand, August 10-11, 2004

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-15530214
  • [Journal Article] The Integration of OECD Real Interest Rates : Is there an Asymmetric Adjustment towards Long-Run Equilibrium?2003

    • Author(s)
      Holmes M.J., N.Maghrebi
    • Journal Title

      Working Paper Series, Faculty of Economics, Wakayama University 03-33

      Pages: 1-20

    • Data Source
      KAKENHI-PROJECT-15530214
  • [Journal Article] Nonlinear Adjustments of Volatility Expectations to Forecast Errors : Evidence from Markov-Regime Switches in Implied Volatility

    • Author(s)
      Kazuhiko NISHINA, Nabil MAGHREBI and Mark J. Holmes
    • Journal Title

      Review of Pacific Basin Financial Markets and Policies, forthcoming

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21330077
  • [Journal Article] Are international real interest rate linkages characterized by asymmetric adjustments?

    • Author(s)
      Mark J.Holmes, Nabil Maghrebi
    • Journal Title

      JOURNAL OF INTERNATIONAL FINANCIAL MARKETS, INSTITUTIONS AND MONEY (forthcoming)

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-15530214
  • [Journal Article] Are there Asymmetries in the Relationship between Foreign Exchange Fluctuations and Stock Market Volatility in Pacific Basin Countries?

    • Author(s)
      Nabil Maghrebi, Mark J.Holmes, Eric Pentecost
    • Journal Title

      REVIEW OF PACIFIC BASIN FINANCIAL MARKETS AND POLICIES (forthcoming)

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-15530214
  • [Presentation] Volatility expectations and forward guidance about monetary policy at the zero-lower bound2014

    • Author(s)
      Nabil Maghrebi, Moo Sung Kim and Kazuhiko Nishina
    • Organizer
      Perspectives on the relation between monetary policy and market expectations, Wakayama University Economic Society Seminar Series
    • Place of Presentation
      Wakayama University, Japan
    • Year and Date
      2014-06-12
    • Data Source
      KAKENHI-PROJECT-24330104
  • [Presentation] Conceptual analysis of Islamic home-financing models2013

    • Author(s)
      Nabil Maghrebi
    • Organizer
      INCEIF Industry Talk Seminar Series
    • Place of Presentation
      International Centre for Education in Islamic Finance, Kuala Lumpur, Malaysia
    • Year and Date
      2013-02-18
    • Data Source
      KAKENHI-PROJECT-24330104
  • [Presentation] Conceptual analysis of Islamic home-financing models2013

    • Author(s)
      Nabil Maghrebi
    • Organizer
      Islamic Econoomics Institute Seminars
    • Place of Presentation
      King AbdulAziz University, Jeddah, Kingdom of Saudi Arabia
    • Year and Date
      2013-02-23
    • Data Source
      KAKENHI-PROJECT-24330104
  • [Presentation] Understanding the values and attitudes in Islamic finance and banking2012

    • Author(s)
      Koji Muto, Nabil Maghrebi and Abdullah Q. Turkistani
    • Organizer
      University of Cambridge Gulf Research Center GRM Meeting 2012
    • Place of Presentation
      University of Cambridge, Cambridge, United Kingdom
    • Data Source
      KAKENHI-PROJECT-24330104
  • [Presentation] Economic uncertainty and model-free volatility expectations2012

    • Author(s)
      Nabil MAGHREBI
    • Organizer
      BK21 Seminar Series, College of Business Administration, Pusan National University
    • Place of Presentation
      Pusan, Korea
    • Year and Date
      2012-03-14
    • Data Source
      KAKENHI-PROJECT-21330077
  • [Presentation] The impact of international financial crises on East Asian financial markets2011

    • Author(s)
      Nabil MAGHREBI
    • Organizer
      Joint Symposium on The Sustainability of Japan-China Economic Relations, Wakayama University and Shandong University
    • Place of Presentation
      Wakayama, Japan
    • Year and Date
      2011-12-15
    • Data Source
      KAKENHI-PROJECT-21330077
  • [Presentation] The formation of volatility expectations during financial crises : Evidence from Markov-regime switches in implied volatility indices2011

    • Author(s)
      Nabil Maghrebi, Kazuhiko Nishina, Mark J.Holmes
    • Organizer
      The 7^<th> Annual Conference of the Asia-Pacific Association of Derivatives, Korea Derivatives Association
    • Place of Presentation
      Seoul, Korea
    • Data Source
      KAKENHI-PROJECT-21330077
  • [Presentation] The formation of volatility expectations during financial crises : Evidence from Markov-regime switches in implied volatility indices2011

    • Author(s)
      Nabil MAGHREBI, Kazuhiko NISHINA and Mark J. Holmes
    • Organizer
      The 7^<th> Annual Conference of the Asia-Pacific Association of Derivatives, Korea Derivatives Association, APAD 2011
    • Place of Presentation
      Seoul, Korea
    • Data Source
      KAKENHI-PROJECT-21330077
  • [Presentation] Model-Free Volatility Expectations and Risk Perceptions During Financial Crises2010

    • Author(s)
      マグレビ・ナビル
    • Organizer
      The 5th International Conference on Asia-Pacific Financial Market
    • Place of Presentation
      The Westin Chosun Hotel, Seoul, Korea
    • Year and Date
      2010-12-04
    • Data Source
      KAKENHI-PROJECT-22243021
  • [Presentation] Monetary Policy Meetings and Market Volatility Anticipations2010

    • Author(s)
      Nabil MAGHREBI
    • Organizer
      BK21 Seminar Series
    • Place of Presentation
      Pusan National University, Korea
    • Year and Date
      2010-02-27
    • Data Source
      KAKENHI-PROJECT-21330077
  • [Presentation] Monetary policy meetings and market volatility anticipations2010

    • Author(s)
      Nabil MAGHREBI
    • Organizer
      BK21 Seminar Series, College of Business Administration, Pusan National University
    • Place of Presentation
      Pusan, Korea
    • Year and Date
      2010-02-26
    • Data Source
      KAKENHI-PROJECT-21330077
  • [Presentation] Market volatility expectations around the Bank of Japan's monetary policy meetings2010

    • Author(s)
      Nabil Maghrebi, Moo Sung Kim, Kazuhiko Nishina
    • Organizer
      Monetary Economics Workshop
    • Place of Presentation
      Osaka University, Japan
    • Year and Date
      2010-05-29
    • Data Source
      KAKENHI-PROJECT-21330077
  • [Presentation] Market volatility expectations around the Bank of Japan's monetary policy meetings2010

    • Author(s)
      Nabil MAGHREBI, MooSung Kim and Kazuhiko NISHINA
    • Organizer
      Monetary Economics Workshop, Osaka University
    • Place of Presentation
      Osaka University
    • Year and Date
      2010-05-29
    • Data Source
      KAKENHI-PROJECT-21330077
  • [Presentation] The formation of volatility expectations during financial crises : Evidence from Markov-regime switches in implied volatility indices2010

    • Author(s)
      Kazuhiko Nishina, Nabil Maghrebi, Mark J.Holmes
    • Organizer
      The 18^<th> Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management
    • Place of Presentation
      Graduate University of Chinese Academy of Sciences, Beijing, China
    • Year and Date
      2010-07-24
    • Data Source
      KAKENHI-PROJECT-21330077
  • [Presentation] The formation of volatility expectations during financial crises : Evidence from Markov-regime switches in implied volatility indices2010

    • Author(s)
      Kazuhiko NISHINA, Nabil MAGHREBI and Mark J. Holmes
    • Organizer
      The 18^<th> Annual Conference on Pacific Basin Finance
    • Place of Presentation
      Beijing, China
    • Data Source
      KAKENHI-PROJECT-21330077
  • [Presentation] Model-Free Volatility Expectations and Risk Perceptions during Financial Crises2010

    • Author(s)
      Maghrebi N.
    • Organizer
      The 5th International Conference on Asia-Pacific Financial Market
    • Place of Presentation
      The Westin Chosun Hotel, Seoul, Korea.
    • Year and Date
      2010-12-04
    • Data Source
      KAKENHI-PROJECT-22243021
  • [Presentation] Global Financial Crises and Financial Market Volatility2009

    • Author(s)
      Nabil MAGHREBI
    • Organizer
      BK21 Seminar Series, College of Business Administration, Pusan National University
    • Place of Presentation
      Pusan, KOREA
    • Year and Date
      2009-02-20
    • Data Source
      KAKENHI-PROJECT-18330069
  • [Presentation] The behaviour of implied volatility around the Bank of Japan's monetary policy announcements2009

    • Author(s)
      Nabil MAGHREBI
    • Organizer
      Graduate School of Finance, Accounting and Law, Research Seminar Series No.13, Waseda University
    • Place of Presentation
      Tokyo, Japan
    • Year and Date
      2009-12-14
    • Data Source
      KAKENHI-PROJECT-21330077
  • [Presentation] Estimation of Japanese equity risk with the model-free Nikkei225 implied volatility index2009

    • Author(s)
      Nabil Maghrebi
    • Organizer
      Applied Statistics Workshop, The University of Tokyo
    • Place of Presentation
      Tokyo, Japan
    • Year and Date
      2009-01-23
    • Data Source
      KAKENHI-PROJECT-18330069
  • [Presentation] Estimation of Japanese equity risk with the model-free Nikkei 225 implied volatility index2009

    • Author(s)
      Nabil MAGHREBI
    • Organizer
      Applied Statistics Workshop, The University of Tokyo
    • Place of Presentation
      Tokyo, JAPAN
    • Year and Date
      2009-01-23
    • Data Source
      KAKENHI-PROJECT-18330069
  • [Presentation] Market Expectations of Economic Uncertainty around the Bank of Korea Monetary Policy Meetings2008

    • Author(s)
      Nabil MAGHREBI, Kazuhiko NISHINA and MooSung Kim
    • Organizer
      International Conference of the Asia-Pacific Association of Derivatives
    • Place of Presentation
      Pusan, KOREA
    • Data Source
      KAKENHI-PROJECT-18330069
  • [Presentation] Market Expectations of Economic Uncertainty around the Bank of Korea Monetary Policy Meetings2008

    • Author(s)
      Nabil Maghrebi, Moo Sung Kim
    • Organizer
      International Conference of Asia-Pacific Association of Derivatives
    • Place of Presentation
      Pusan, Korea
    • Data Source
      KAKENHI-PROJECT-18330069
  • [Presentation] Measuring Economic Uncertainty with the Model-Free Nikkei 225 Implied Volatility Index2008

    • Author(s)
      Nabil MAGHREBI
    • Organizer
      The 20th Anniversary of the Equity Index Futures Symposium of the Nikkei 225 Futures in Osaka, Organized by Osaka Securities Exchange
    • Place of Presentation
      Osaka University and Nikkei Newspaper Digital Media
    • Year and Date
      2008-09-02
    • Data Source
      KAKENHI-PROJECT-18330069
  • [Presentation] The Kospi200 Implied Volatility Index and the Dynamics of Volatility Expectations in the Korean Stock Market2007

    • Author(s)
      Nabil MAGHREBI, MooSung Kim, and Kazuhiko NISHINA, February 2007
    • Organizer
      BK21 Seminar Series, College of Business, Pusan National University
    • Place of Presentation
      Pusan, KOREA
    • Year and Date
      2007-02-22
    • Data Source
      KAKENHI-PROJECT-18330069
  • [Presentation] The Nikkei225 Implied Volatility Index and the Behavior of Volatility Expectations in the Japanese Stock Market2007

    • Author(s)
      Nabil MAGHREBI, Kazuhiko NISHINA, and MooSung Kim
    • Organizer
      The 15th Annual Meeting of the Nippon Finance Association, Keio University
    • Place of Presentation
      Tokyo, JAPAN
    • Data Source
      KAKENHI-PROJECT-18330069
  • [Presentation] The Stochastic Behaviour of the Nikkei 225 Implied Volatility Index2007

    • Author(s)
      Nabil MAGHREBI, Kazuhiko NISHINA and MooSung Kim
    • Organizer
      CSFI Workshop 2007, Center for the Study of Finance and Insurance
    • Place of Presentation
      Osaka University
    • Data Source
      KAKENHI-PROJECT-18330069
  • [Presentation] The Nikkei225 imphed volatility index and the behavior of volatility expectations in the Japanese stock market2007

    • Author(s)
      Nabil Maghrebi, Kazuhiko Nishina and MooSung Kim
    • Organizer
      The 15th Annual Meeting of Nippon Finance Association(Proceedings, pp. 218-227)
    • Place of Presentation
      Keio University, Tokyo, Japan
    • Data Source
      KAKENHI-PROJECT-18330069
  • [Presentation] The Kospi200 Implied Volatility Index : Evidence of Regime Shifts in Expected Volatility2006

    • Author(s)
      Nabil MAGHREBI, MooSung Kim, and Kazuhiko NISHINA
    • Organizer
      The First International Conference on Asia-Pacific Financial Markets
    • Place of Presentation
      Seoul, KOREA
    • Data Source
      KAKENHI-PROJECT-18330069
  • [Presentation] The Nikkei225 implied volatility index and the behavior of volatility expectations in the Japanese stock market

    • Author(s)
      Nabil Maghrebi
    • Organizer
      Center for the Study of Finance and Insurance CSFI Workshop 2007
    • Place of Presentation
      CSFI Osaka University, Japan
    • Year and Date
      2007-12-01 – 2007-12-02
    • Data Source
      KAKENHI-PROJECT-18330069
  • [Presentation] The stochastic behaviour of the Nikkei225 implied volatility index

    • Author(s)
      Nabil Maghrebi, Kazuhiko Nishina and MooSung Kim
    • Organizer
      The 15th Annual Meeting of Nippon Finance Association (Proceedings, pp. 218-227)
    • Place of Presentation
      Keio University Tokyo, Japan
    • Year and Date
      2007-06-16 – 2007-06-17
    • Data Source
      KAKENHI-PROJECT-18330069
  • [Presentation] The formation of volatility expectations during financial crises : Evidence from Markov-regime switches in implied volatility indices

    • Author(s)
      Nabil Maghrebi, Kazuhiko Nishina, and Mark J. Holmes
    • Organizer
      The 7^<th> Annual Conference of the Asia-pacific Association of Deriuatiues APAD 2011
    • Place of Presentation
      Korea Derivatives Association, Seoul, Korea
    • Year and Date
      2011-08-25 – 2011-08-26
    • Data Source
      KAKENHI-PROJECT-21330077
  • [Presentation] Market expectations of economic uncertainty around the Bank of Korea monetary policy meetings

    • Author(s)
      Nabil Maghrebi and MooSung Kim
    • Organizer
      International Conference of Asia-Pacific Association of Derivatives
    • Place of Presentation
      Pusan, Korea
    • Year and Date
      2008-06-26 – 2008-06-27
    • Data Source
      KAKENHI-PROJECT-18330069
  • [Presentation] The KOSPI200 implied volatility index : evidence of regime shifts in expected volatility

    • Author(s)
      Nabil Maghrebi, MooSung Kim and Kazuhiko Nishina
    • Organizer
      The First International Conference on Asia-Pacific Financial Markets
    • Place of Presentation
      Seoul, Korea
    • Year and Date
      2006-12-08 – 2006-12-09
    • Data Source
      KAKENHI-PROJECT-18330069
  • 1.  NISHINA Kazuhiko (30094311)
    # of Collaborated Projects: 3 results
    # of Collaborated Products: 26 results
  • 2.  HOLMES Mark j.
    # of Collaborated Projects: 3 results
    # of Collaborated Products: 17 results
  • 3.  KIM Moo sung
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 16 results
  • 4.  OYA Kosuke (20233281)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 3 results
  • 5.  WATANABE Toshiaki (90254135)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 6.  TANIGAWA Yasuhiko (60163622)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 7.  OHNISHI Masamitsu (10160566)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 8.  UBUKATA Masato (00467507)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 2 results
  • 9.  ISHIDA Isao (20361579)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 2 results
  • 10.  FUKASAWA Masaaki (70506451)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 2 results
  • 11.  ABE Shujiro (90292193)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 12.  UCHIDA Hirofumi (60294295)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 13.  松林 洋一 (90239062)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 14.  KIM MooSung
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 1 results

URL: 

Information User Guide FAQ News Terms of Use Attribution of KAKENHI

Powered by NII kakenhi