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Nourhaine Nefzi

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Qualifications: PhD, Finance, General Master, Finance, Licence in Applied Economics and Financial Engineering

Biography

 Nourhaine Nefzi is an Assistant Professor of Finance at the Mediterranean School of Business (MSB), South Mediterranean University of Tunis. In 2018, she received her Ph.D. in Finance from the Higher Institute of Management of Tunis (ISG), University of Tunis. Her research interest is in the field of Finance, with a special focus on Portfolio Management, Financial Risks, and Green Finance. She participated as a peer-reviewed for the Journal of International Financial Markets, Institutions & Money and Finance Research Letters. She published three articles with two appearing in Q1 journals and has participated in several international conferences. 

Areas of Expertise

Finance Corporate finance

Research Interest

Portfolio management Financial markets Asset pricing

Tracking safe haven properties of cryptocurrencies during the COVID-19 pandemic: A smooth transition approach.
https://www.sciencedirect.com/science/article/pii/S1544612321002993

Modeling tail dependence structure between Carry Trade and BRICS Markets: COPULA approach.
https://www.inderscience.com/info/inarticle.php?artid=99954

Dynamic volatility spillovers and connectedness between Carry Trade and Financial Markets: New insight through GVAR approach. Research Coffee Corner - Session 5.

Volatility transmitter or receiver? Investigating dynamic connectedness between the carry trade and financial markets.
https://www.sciencedirect.com/science/article/pii/S2214845023000078

Is Gold-Backed Cryptocurrency an Effective Hedge against Clean Energy Market Risk? Evidence from Wavelet Coherence Analysis

Dynamic Connectedness and Diversification in Sustainable Assets: Insights from the Green Market
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5007131

Can blue bonds offer true diversification? Insights from time-frequency analysis 
https://www.sciencedirect.com/science/article/pii/S0308597X25001290

Connectedness between blockchain and green assets, ICSDBE 2025- The International Conference on Sustainable Development, Social Responsibility and Business Ethics

Unraveling Dynamic Shock Transmission Between Tunisian Economic Growth and Key Economic Indicators
https://www.igi-global.com/book/monetary-dynamics-socio-economic-development/357273

Time-Varying Connectedness Among Sustainable Financial Assets: Are There Diversification Opportunities?
https://www.worldscientific.com/doi/10.1142/9789819821822_0008

Time-Varying Connectedness Among Sustainable Financial Assets: A Hedge and Safe Haven Analysis, ICSDBE 2024- The International Conference on Sustainable Development, Social Responsibility and Business Ethics

  • Financial support to cover the submission fees of research paper
  • Recognized for outstanding contributions to teaching in the undergraduate program
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