Basma Majerbi
University of Victoria
16 Papers
31 Citations
Basma Majerbi is an academic researcher from University of Victoria. The author has contributed to research in topics: Foreign exchange risk & Emerging markets. The author has an hindex of 6, co-authored 14 publications.
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Papers
Does Emerging Market Exchange Risk Affect Global Equity Prices
TL;DR: In this paper, the authors conduct empirical tests in a conditional setting for 10 developed and 12 emerging markets to determine whether emerging market currency risk is priced and if it spills over into developed market assets.
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Local risk factors in emerging markets: Are they separately priced?
TL;DR: In this paper, the authors investigate whether there is a significant local currency premium together with a domestic market risk premium in equity returns within a partial integration asset pricing model, and they conduct empirical tests in a conditional setting with time-varying prices of risk.
40
•Posted Content
Systemic Banking Crises, Financial Liberalization and Governance
Basma Majerbi,Houssem Rachdi +1 more
TL;DR: This paper revisited the relationship between liberalization and systemic banking crisis in light of a more comprehensive measure of financial liberalisation and its interaction with various measures of banking governance and institutional quality, and found that stricter banking regulation and supervision, better law and order, government stability, lack of corruption and bureaucratic efficiency generally lead to reduced probability of crisis.
9
Slouching or speeding toward net zero? Evidence from COVID-19 energy-related stimulus policies in the G20
Kevin Andrew,Basma Majerbi,Ekaterina Rhodes +2 more
TL;DR: In this article , the authors analyzed the size and nature of green fiscal stimulus in the G20 countries in response to the COVID-19 crisis, with a focus on the energy-related policies.
8
•Posted Content
Systemic Banking Crises, Financial Liberalization and Governance
Basma Majerbi,Houssem Rachdi +1 more
TL;DR: The authors revisited the relationship between liberalization and systemic banking crisis in light of a more comprehensive measure of financial liberalisation and its interaction with various measures of banking governance and institutional quality, and found that stricter banking regulation and supervision, better law and order, government stability, lack of corruption and bureaucratic efficiency generally lead to reduced probability of crisis.
6