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Rim Ammar Lamouchi

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Qualifications: PhD, Finance, Master, Finance, Bachelor, Finance

Biography

Rim Ammar Lamouchi is an Associate Professor of Finance at the Mediterranean School of Business in Tunisia. After completing her master’s degree in Finance at the Higher Institute of Management of Tunis, she has obtained her PhD in Finance from the Higher Institute of Management of Tunis. Her research area includes International Finance, Financial Econometrics, Green Finance, Oil Market, Islamic Finance, and Sustainable Finance. She taught Finance at King Abdulaziz University in the Kingdom of Saudi Arabia from 2018 until 2023. Her main courses are related to Financial Modelling, International Finance, Islamic Finance and Real Estate Investment. She serves as a reviewer in several Journals; Journal of Academic Finance, Investment Management and Financial Innovations Journal, and the Journal of Governance and Regulation, among others.

Research Interest

International Finance Financial markets & Energy Behavioral Finance Gold Markets FOREX Market Financial Modeling Time Series Analysis High Frequency Training Realized Volatility Modeling Bootstrapping Green Finance Islamic Finance Tourism investment and Sustainability Purple Economy

Heterogeneous Behavior and Volatility Transmission in the Forex Market using High-Frequency Data.
https://www.scienpress.com/journal_focus.asp?main_id=56&Sub_id=IV&Issue=2589887 

Does the deposit structure affect Islamic bank’s maturity transformation activities? The implications of IFSB liquidity guidelines.
https://www.emerald.com/insight/content/doi/10.1108/IMEFM-05-2019-0209/full/pdf?title=does-the-deposit-structure-affect-islamic-banks-maturity-transformation-activities-the-implications-of-ifsb-liquidity-guidelines  

Dynamic Linkages between the Oil Spot, Oil Futures, and Stock Markets: Evidence from Dubai.
https://www.econjournals.com/index.php/ijeep/article/view/8705/4796 

Gold Prices Volatility among Major Events and During the Current COVID-19 Outbreak.
http://www.scienpress.com/Upload/JSEM/Vol%209_4_4.pdf 

Long memory and Stock market efficiency: Case of Saudi Arabia.
https://econjournals.com/index.php/ijefi/article/view/9568/pdf

Modelling Inflation dynamics in Mexico
http://www.internationalresearchjournaloffinanceandeconomics.com/ISSUES/IRJFE_178_08.pdf 

Stock market under the global pandemic of COVID-19: Evidence from Tunisia.
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3598726

Forecasting Stock Market Realized Volatility using decomposition.
https://www.scitecresearch.com/journals/index.php/jrbem/article/view/1855

Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural Breaks
https://scholar.google.com/citations?view_op=view_citation&hl=fr&user=ob9TgDcAAAAJ&sortby=pubdate&citation_for_view=ob9TgDcAAAAJ:d1gkVwhDpl0C

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