Back to the list

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

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 et Humanits research unit at the Lyon Catholic University. 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.

 
  • Scientific Publications & Communications
    • 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. [+]
    • 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. [+]
    • Interventions In Symposiums
      • Communications in a symposium, scientific seminars
        • 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.
  • Scientific valorisation and dissemination of knowledge
    • Products with a Didactic and/or Practical Purpose
      • Conferences and educational or professional interventions
        • 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.
    • Popular Science
      • Articles
        • BEN JABEUR, Sami, NAMMOURI, Hela (2024). «Le marché du Carbone face aux Enjeux Climatiques». Observatoire Action Sociétale Action publique. [+]
  • Pedagogical activities and responsabilities
    • Teaching
      • 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 - Capable d'enseigner
    • English - Capable d'enseigner