Abir Melki - SMU - Private University

Qualifications: Master’s degree in finance and PhD in Finance from the Higher institute of Management of Tunis (ISG Tunis)

Biography

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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.

Areas of Expertise

Finance and financial accounting Python Stata Eviews R Financial modeling

Research Interest

International Financial Markets Cryptocurrency Market Credit Risk Banking Economic and Financial Crisis Rating Agencies Contagion Spillover Effects Cryptocurrencies Contagion and Spillovers Effects Machine learning techniques applied on finance Green Finance Credit Rating Agencies

Publications

NEFZI Nouhaine & Abir MELKI (2023), Volatility Transmitter or Receiver? Investigating Dynamic Connectedness between the Carry Trade and Financial Markets, Borsa Istanbul Review (Q1). DOI : 10.1016/j.bir.2023.01.007
Abir MELKI & Nourhaine NEFZI. (2021). Tracking safe-haven properties of cryptocurrencies during the COVID-19 pandemic: A smooth transition approach. Finance Research Letters: 102243. (Q1). DOI10.1016/j.frl.2021.102243.
Abir MELKI (2020). Measuring Volatility Spillovers among cryptocurrencies: A Generalized VAR approach. Bankers, Markets & Investors, 162 (2), 46-65. (CNRS4). https://journaleska.com/index.php/bmi/article/view/4640.