Nourhaine Nefzi - SMU - Private University

Biography

Check "Google Scholar Profile".
Nourhaine Nefzi is an Assistant Professor of Finance at the Mediterranean School of Business (MSB), South Mediterranean University of Tunis. In 2018, she received her Ph.D. in Finance from the Higher Institute of Management of Tunis (ISG), University of Tunis. Her research interest is in the field of Finance, with a special focus on Portfolio Management, Financial Risks, and Green Finance. She participated as a peer-reviewed for the Journal of International Financial Markets, Institutions & Money and Finance Research Letters. She published three articles with two appearing in Q1 journals and has participated in several international conferences.

Areas of Expertise

Finance

Research Interest

Portfolio management Financial markets Asset pricing

Publications

NEFZI, N., MELKI, A. (2023). Volatility transmitter or receiver? Investigating dynamic connectedness between the carry trade and financial markets.. Borsa Instanbul Review, 23(3), 748-758. https://doi.org/10.1016/j.bir.2023.01.007

MELKI, A., NEFZI, N. (2022). Tracking safe haven properties of cryptocurrencies during the COVID-19 pandemic: A smooth transition approach.. Finance Research Letters, 46. https://doi.org/10.1016/j.frl.2021.102243

NEFZI, N. (2019). Modeling tail dependence structure between Carry Trade and BRICS Markets: COPULA approach.. EuroMed Journal of Business, 3(1), 2-24. https://dx.doi.org/10.1504/EMJM.2019.099954

Awards

Recognized for outstanding contributions to teaching in the undergraduate program (MSB) (2023)