Youssef Saidi
Bank Al-Maghrib
Summary
Doctor in Econometrics, Youssef SAIDI is researcher at Bank Al-Maghrib (the Central Bank of Morocco). He has conducted several seminars in forecasting techniques in Morocco and Africa. He taught mathematics and econometrics at University of Rabat (Morocco). He also taught mathematics, statistics and Computer Science (SAS, Eviews, Rats) at Universities of Lille 2, Lille 3 and Valenciennes (France). His research focuses on time series analysis, regime change models, forecasting techniques, monetary and exchange rate policy, financial markets, commodities, emerging economies, financial contagion.
Doctor in Econometrics, Youssef SAIDI is researcher at Bank Al-Maghrib (the Central Bank of Morocco). He has conducted several seminars in forecasting techniques in Morocco and Africa. He taught mathematics and econometrics at University of Rabat (Morocco). He also taught mathematics, statistics and Computer Science (SAS, Eviews, Rats) at Universities of Lille 2, Lille 3 and Valenciennes (France). His research focuses on time series analysis, regime change models, forecasting techniques, monetary and exchange rate policy, financial markets, commodities, emerging economies, financial contagion.
Current Institution | Bank Al-Maghrib |
Department | Research Department |
Disciplines | |
Address | Rabat-Sale Morocco Phone: |
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Lille 3
PhD, Applied Mathematics (Statistics),
(1996 - 2003)
Lille1
D.E.A, Applied Mathematics (Probability),
(1995 - 1996)
Publication Summary
El Ghini, Ahmed & Saidi, Youssef, 2016. "Return and Volatility Spillovers in the Moroccan Stock Market During The Financial Crisis", Forthcoming in Empirical Economics.
El Ghini, A. and Saidi, Y. (2015) "Financial market contagion during the global financial crisis: evidence from the Moroccan stock market", Int. J. Financial Markets and Derivatives, Vol. 4, No. 1, pp.78–95.
Saïdi, Youssef; Zakoïan, Jean-Michel. Stationarity and geometric ergodicity of a class of nonlinear ARCH models. The Annals of Applied Probability 16 (2006), no. 4, 2256--2271.
Abderrazak Dhaoui and Youssef Saidi, 2015. "Oil supply and demand shocks and stock price: Evidence for some OECD countries," MPRA Paper 63616.
Books
Other Publications
Financial market contagion during the global financial crisis: evidence from the Moroccan stock market
By Ahmed El Ghini, Youssef Saidi
Int. J. of Financial Markets and Derivatives,
Vol. 4,
No. 1,
2015,
pp.78-95
In this paper...