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Hela Nammouri

Associate Professor at UCLy

8. Sustainable Business and Organisations

hnammouri@univ-catholyon.fr

Campus Lyon - Saint Paul
10 Place des archives 69002 Lyon

Function

  • Member of Sustainable Business and Organizations research group, UR CONFLUENCE : Sciences et Humanité (EA 1598) Lyon Catholic University

Further information

Research areas

Quantitative Finance computational Finance Behavioral Finance

Teaching areas

Econométrie, Finance de marché Accounting Computeur science

Presentation

Hela Nammouri is PhD in Finance and a member of the CONFLUENCE: Sciences and Humanities research unit at the Catholic University of Lyon. She is a lecturer and researcher in Finance at ESDES Lyon Business School. Her thesis (Université Paris Saclay - Université d'Evry Val d'Essonne) focuses on attempts to model the exposure of stock market returns to investor sentiment using regime-switching models in time series and panel data. His research interests also include multi-agent modelling and network theory. His work has been published in international journals.

 
  • Chapters
    • Book chapters
      • MASMOUDI, Souhir, NAMMOURI, Hela (2021). «Investors' Heterogeneity and Interaction: Towards News Modeling Tools». In : Zopounidis, Constantin, Benkraiem, Ramzi, Kalaitzoglou, Iordanis (dir.), Financial Risk Management and Modeling. Springer Publishing, 235-265.  [+]
  • Articles
    • Articles in peer-reviewed journals
      • NAMMOURI, Hela, CHLIBI, Souhir, BEN JABEUR, Sami (2023). «Nonlinear nexus between infectious diseases and tourism». Current Issues in Tourism, online.  [+]
      • GODLL, John W, NAMMOURI, Hela, SAADAOUI, Foued, BEN JABEUR, Sami (2023). «Carbon allowances amid climate change concerns: Fresh insights from wavelet multiscale analysis». Finance Research Letters, 55, Part A, 103871.  [+]
      • NAMMOURI, Hela, CHLIBI, Souhir, LABIDI, Oussama (2022). «Co-movements in sector price indexes during the COVID-19 crisis: Evidence from the US». Finance Research Letters, 46/A, 102295.  [+]
      • KHALFAOUI, Rabeh, NAMMOURI, Hela, LABIDI, Oussama, BEN JABEUR, Sami (2021). «Is the COVID-19 vaccine effective on the US financial market?». Public Health, 198, 177-179.  [+]
      • JAWADI, Fredj, NAMMOURI, Hela, FTITI, Zied (2018). «An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets». Journal of Economic Dynamics and Control, 91, 469-484.  [+]
      • NAMMOURI, Hela, JAWADI, Fredj, FTITI, Zied, HACHICHA, Néjib (2018). «Threshold effect in the relationship between investor sentiment and stock market returns: a PSTR specification». Applied Economics, 50, 5, 559-573.  [+]
  • Communications (conferences, seminars, study days)
    • NAMMOURI, Hela (2016). «Threshold effects in the relationship between investor sentiment and stock market returns by panel smooth transition approach». International Conference on Applied Business and Economics (ICABE), September 2016, Paris, France.
    • NAMMOURI, Hela (2016). «Threshold effect in the relationship between investor sentiment and stock market returns by panel smooth transition approach». 4th International Symposium in Computational Economics and Finance (ISCEF), April 2016, Paris, France.
    • NAMMOURI, Hela (2015). «On the Linkages between Stock market Returns and Investor’s Behavior Using STR Models». 2nd International Workshop on Financial Markets and Nonlinear Dynamics (FMND), June 2015, Paris, France.
    • NAMMOURI, Hela (2015). «Modeling stock market returns exposure to investor sentiment: use of Smooth Transition Regression models». 4th conference BPF PhD Camp, April 2015, Evry, France.
  • Teachings
    • 2019 - 2021 Business Strategic Games, Lyon Catholic University, France
    • 2019 - 2021 Excel Modeling and VBA, Lyon Catholic University, France
    • 2019 - 2021 Financial Management, Lyon Catholic University, France
    • 2019 - 2021 Research Methodology, Lyon Catholic University, France
    • 2019 - 2021 comptabilité analytique, Lyon Catholic University, France
    • 2018 - 2019 Econométrie, Université Panthéon-Sorbonne - Paris 1, France
    • 2018 - 2019 Instruments monétaires, Université Panthéon-Sorbonne - Paris 1, France
    • 2018 - 2019 , Université Panthéon-Sorbonne - Paris 1, France
    • 2018 - 2019 Statistiques, Université Panthéon-Sorbonne - Paris 1, France
  • Languages
    • French - Able to teach
    • English - Able to teach