Personnel de l'université

Zakaria MOUSSA

Maître de conférences

Coordonnées

Tél
0240141744 (n° interne : 441744)
Mail
Zakaria.Moussa@univ-nantes.fr

Discipline(s) enseignée(s)

Macroéconomie ; Théorie Financière ; Economie bancaire

Thèmes de recherche

- Politique monétaire - Structure par terme de taux d'intérêt - Matières premières - Econométrie de séries temporelles

Activités / CV

 Titres universitaires :

- Décembre 2010 : doctorat de Sciences Economiques, GREQAM,  Aix-Marseille Université.
- Septembre 2006 : Master 2 Recherche Monnaie, Finance et économie international, Université lumière, Lyon 2

Publications :

"Commodity returns co-movements: Fundamentals or"style" e ffect?", with Philippe Charlot and Olivier darné, Journal of International Money and Finance, 2016, (forthcoming)

"Estimation of Term structure of CDS-Adjusted Risk-free Interest Rates", with Yusho Kagraoka, Journal of Fixed Income, Fall 2014, Vol. 24, No. 2: pp. 29-44

"Quantitative easing, credibility and the time-varying dynamics of the term structure of interest rate in Japan", Journal of International Financial Markets, Institutions and Money, July 2013, vol. 25(C), pages 181-201.

"Quantitative easing works: Lessons from the unique experience in Japan 2001-2006", with Erci Girardin,  Journal of International Financial Markets, Institutions and Money, October 2011, volume 21, Pages 461-495

Documents de travail :

"How big is the comeback? Japanese exchange rate pass-through assessed by Time-Varying FAVAR", 2016, document de travail Lemna.

"Commodity returns co-movements: Fundamentals or"style" e ffect?",  2014, with Philippe Charlot and Olivier darné, document de travail Lemna.

"The sensitivity of Fama-French factors to economic uncertainty", 2014, with Amélie Charles and Olivier Darné,  document de travail Lemna.

"The Japanese Quantitative Easing Policy under Scrutiny: A Time-Varying Parameter Factor-Augmented VAR Model", 2010, MPRA Paper
"Real-time demand in natural gas price forecasting: The role of temperature data", 2018, with Benoit Sévi and Arthur Thomas, USAEE Working Paper No. 21-507
"Identifying oil supply news shocks and their effects on the global oil market", with Arthur Thomas, USAEE Working Paper No. 21-490
 
Mis à jour le 05 décembre 2023.
https://www.univ-nantes.fr/zakaria-moussa