Qualifications: PhD, Finance, General Master, Finance, Bachelor, Finance
Abir Melki is an Assistant Professor of Finance and Accounting at the Mediterranean School of Business (MSB), South Mediterranean University of Tunis. She obtained her Ph.D. in Finance from the Higher Institute of Management of Tunis (ISG) in 2019 and has over nine years of experience teaching finance and accounting at graduate and undergraduate levels.
Publications:
Tracking safe haven properties of cryptocurrencies during the COVID-19 pandemic: A smooth transition approach.
https://www.sciencedirect.com/science/article/pii/S1544612321002993
Dynamic volatility spillovers and connectedness between Carry Trade and Financial Markets: New insight through GVAR approach. Research Coffee Corner - Session 5.
Volatility transmitter or receiver? Investigating dynamic connectedness between the carry trade and financial markets.
https://www.sciencedirect.com/science/article/pii/S2214845023000078
Measuring Volatility Spillovers among cryptocurrencies: A Generalized VAR approach.
https://journaleska.com/index.php/bmi/article/view/4640
Measuring Volatility Spillovers among Crypto currencies
https://www.researchgate.net/publication/349485518_Measuring_Volatility_Spillovers_among_cryptocurrencies_A_Generalized_VAR_approach
Study of sovereign credit rating determinants: A Bayesian Averaging Model (Presented by my co-supervisor Pr. Zied Ftiti)
Dynamic Connectedness in the Banking Sector: Empirical Evidence Post Silicon Valley Bank Collapse.
Measuring Volatility Spillovers among cryptocurrencies: A Generalized VAR approach
https://journaleska.com/index.php/bmi/article/view/4640
Is Gold-Backed Cryptocurrency an Effective Hedge against Clean Energy Market Risk? Evidence from Wavelet Coherence Analysis
