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