Rim Ammar Lamouchi - MSB - Private University

Qualifications: PhD in Finance and Management Higher Institute of Management of Tunis Master in Finance, Higher Institute of Management of Tunis

Biography

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Rim Ammar Lamouchi joined SMU in September 2023 after spending many years at King Abdulaziz University in Saudi Arabia. Her primary research interests are in finance. She spent several years using high frequency data to solve problems related to oil price fluctuations, inflation rates, exchange rates, and realized volatility.

Areas of Expertise

Finance

Research Interest

International Finance Financial Markets and Energy Gold Markets Behavioral Finance Forex Market Financial Modelling Time Series Analysis High Frequency Trading Realized volatility Modelling Bootstrapping Green Finance Islamic Finance Sustainable Finance Tourism investment and sustainability Purple Economy

Publications

1. Lamouchi, R. A., & Shira, R. K., (2023). Heterogeneous Behavior and Volatility Transmission in the Forex Market using High-Frequency Data. Journal of Applied Finance and Banking.

2. Ayed, W. B., Lamouchi, R. A., & Alawi, S. M. (2021). Does the deposit structure affect Islamic bank’s maturity transformation activities? The implications of IFSB liquidity guidelines. International Journal of Islamic and Middle Eastern Finance and Management.

3. Lamouchi, R. A., & Alawi, S., (2020). Dynamic Linkages between the Oil Spot, Oil Futures, and Stock Markets: Evidence from Dubai. International Journal of Energy Economics and Policy, 10(1), 377-383.

4. Lamouchi, R. A., & Badkook, R. O., (2020). Gold Prices Volatility among Major Events and During the Current COVID-19 Outbreak. Journal of Statistical and Econometric Methods, 9(4), 39-52.

5. Lamouchi, R. A., (2020). Long memory and Stock market efficiency: Case of Saudi Arabia. International Journal of Economics and Financial Issue, 10(3), 1-6.

6. Lamouchi, R. A., (2020). Modelling Inflation dynamics in Mexico. International Research Journal of Finance and Economics, 178, 111-120.

7. Ben Ayed, W., Medini, F., & Lamouchi, R. A. (2020). Stock market under the global pandemic of COVID-19: Evidence from Tunisia. Available at SSRN 3598726.

8. Lamouchi, R. A., (2020). Forecasting Stock Market Realized Volatility using decomposition. Journal of Research in Business, Economics and Management, 14(3), 2261- 2675.

9. Ben Maatoug, A., Lamouchi, R., Davidson, R., & Fatnassi, I., (2018). Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural Breaks. Central European Journal of Economic Modelling and Econometrics, 10 (1-25), 25.