Abdelkader Mohamed Sghaier Derbali

Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia

Assistant Professor

SCHOLARLY PAPERS

40

DOWNLOADS
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Top 29,700

in Total Papers Downloads

2,444

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Ideas:
“  Department of Administrative and Financial Sciences and Techniques, Community College, Taibah University, Saudi Arabia and at the Department of Management, Higher Institute of Informatics and Management of Kairouan, Kairouan University, Tunisia  ”

Scholarly Papers (40)

1.

The Current Models of Credit Portfolio Management: A Comparative Theoretical Analysis

Int. J. Manag. Bus. Res., 2 (4), 271-292, Autumn 2012
Number of pages: 22 Posted: 11 Jan 2015
Abdelkader Mohamed Sghaier Derbali
Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia
Downloads 595 (65,696)

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Risk management, Credit risk, Default probability, Structural models, KMV model, CreditRisk , Credit Portfolio View

2.

Determinants of Performance of Insurance Companies in Tunisia: The Case of Life Insurance

International Journal of Innovation and Applied Studies, Vol. 6, No. 1, May 2014, pp. 90-96
Number of pages: 7 Posted: 21 Dec 2014
Abdelkader Mohamed Sghaier Derbali
Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia
Downloads 556 (71,565)

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Performance, life insurance, ROA, Panel data.

3.

Analysis of Default Probability: A Comparative Theoretical Approach between the Credit Portfolio View Model and the Creditrisk Model

International Journal of Business Management & Research (IJBMR), Vol. 3, Issue 1, March 2013, 157-170
Number of pages: 14 Posted: 21 Dec 2014
Abdelkader Mohamed Sghaier Derbali and Slaheddine Hallara
Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia and University of Tunis - Institut Supérieur de Gestion (ISG), Tunis
Downloads 337 (128,348)

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Risk Management, Credit Risk, Default Probability, Structural Models, CreditRisk, Credit Portfolio View

4.

Determinants of Banking Profitability Before and During the Financial Crisis of 2007: The Case of Tunisian Banks

Interdisciplinary Journal of Contemporary Research in Business, Vol. 3, No. 3, 2011
Number of pages: 14 Posted: 21 Dec 2014
Abdelkader Mohamed Sghaier Derbali
Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia
Downloads 321 (135,092)

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Net interest margin, bank profitability, financial crisis, generalized least squares panel estimator

5.

The Management of Industrial Waste by Recycling in Tunisia

International Journal of Innovation and Scientific Research, Vol. 7, No. 2, August 2014, pp. 140-154
Number of pages: 15 Posted: 21 Dec 2014
Abdelkader Mohamed Sghaier Derbali and Olfa Toumi
Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia and University of Tunis
Downloads 111 (343,794)

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Waste, waste management, pollution, recycling, time series

6.

The Factors Determining the Profitability of Tunisian Banks

Number of pages: 21 Posted: 09 Apr 2022
Abdelkader Mohamed Sghaier Derbali
Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia
Downloads 96 (378,233)

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ROA; NIM; bank profitability; financial crisis; Tunisian banks

Day of the Week Effect on Assets Return: Case of the Stock Exchange of Casablanca

Interdisciplinary Journal of Contemporary Research in Business, Vol. 3, No. 3, July 2011
Number of pages: 12 Posted: 21 Dec 2014
Abdelkader Mohamed Sghaier Derbali
Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia
Downloads 57 (511,402)

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Days of the week, return assets, Stock Exchange of Casablanca, daily yield, dummy variables.

Day of the Week Effect on Assets Return: Case of the Stock Exchange of Casablanca

Journal of Business Studies Quarterly, 2011, Vol. 3, No. 1, pp. 274-283
Number of pages: 10 Posted: 21 Dec 2014
Abdelkader Mohamed Sghaier Derbali
Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia
Downloads 33 (637,852)

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Days of the week, return assets, Stock Exchange of Casablanca, daily yield, dummy variables.

Coronovirus Propagation and Its Impact on the World Economy

Technology Transfer: Innovative Solutions in Social Sciences and Humanities, 2020
Number of pages: 5 Posted: 21 May 2020
Mohamed Bechir Chenguel and Abdelkader Mohamed Sghaier Derbali
Université de Kairouan and Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia
Downloads 61 (494,888)

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coronavirus, banking risk, economic risk, bank regulation

Coronovirus Propagation and Its Impact on the World Economy

Technology Transfer: Innovative Solutions in Social Sciences and Humanities, 3, 37–41. (2020) doi: https://doi.org/10.21303/2613-5647.2020.001298
Number of pages: 5 Posted: 03 Dec 2020
Mohamed Bechir Chenguel and Abdelkader Mohamed Sghaier Derbali
Université de Kairouan and Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia
Downloads 20 (738,962)

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9.

The Social Structure of an Organization: Representation for Success

Management Studies and Economic Systems (MSES), 1 (2), 81-87, Autumn 2014, Humanistic Management Network, Research Paper Series No. 08/15
Number of pages: 8 Posted: 21 Dec 2014 Last Revised: 28 Feb 2015
Abdelkader Mohamed Sghaier Derbali
Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia
Downloads 73 (444,645)

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Mechanistic system, Organ system, Organization, Social structure, Hierarchical structure

10.

The Impact of Banking Strategies on the Net Interest Margin: Empirical Evidence From Tunisia

International Journal of Innovation and Applied Studies, Vol. 6, No. 1, May 2014, pp. 97-109
Number of pages: 13 Posted: 21 Dec 2014
Abdelkader Mohamed Sghaier Derbali
Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia
Downloads 67 (465,214)

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banking strategies, banking performance, performance measurement, NIM

11.

How the Default Probability is Defined by the Credit Portfolio Models: A Comparative Analysis between the Theoretical Structural Models?

Global Journal of Management and Business Research, Volume 13, Issue 1, 2013
Number of pages: 13 Posted: 21 Dec 2014
Abdelkader Mohamed Sghaier Derbali and Slaheddine Hallara
Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia and University of Tunis - Institut Supérieur de Gestion (ISG), Tunis
Downloads 46 (552,285)

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risk management; credit risk; default probability; structural models; KMV model; creditmetrics model

12.

Does Gold Act as a Safe Haven and Hedge for G7 Stock Markets? A Comparative Assessment between COVID-19 Versus Global Financial Crisis (GFC)

Number of pages: 19 Posted: 10 Aug 2022
Bassem Ghorbali, Kamel Naoui and Abdelkader Mohamed Sghaier Derbali
Manouba University, ESC Tunis and Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia
Downloads 38 (593,390)

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COVID-19, GFC, Gold, G7 stock indexes, DCC-GARCH, Wavelet coherence

13.

The Importance of Establishing an International Zakat Fund for the Service of Humanity

Number of pages: 19 Posted: 09 Dec 2021
Abdelkader Mohamed Sghaier Derbali
Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia
Downloads 28 (654,719)

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Zakat, refugees, international Zakat fund, solidarity, serving humanity

14.

The Dynamic Dependence between the Major US Indices and the Meat Commodities Indices

PSU Research Review, Vol. 4 No. 2, 2020, pp. 149-168, Emerald Publishing Limited, 2399-1747, DOI 10.1108/PRR-09-2018-0027
Number of pages: 20 Posted: 20 May 2022
Abdelkader Mohamed Sghaier Derbali and Houssam Bouzgarrou
Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia and Centre de Recherche en Économie et Management (CREM)
Downloads 4 (873,187)

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Financialization, Deco-Garch, Dynamic Dependence, Meat Commodities, US Indices

15.

A Dynamic Conditional Correlation between Commodities and the Islamic Stock Market

Journal of Energy Markets, Vol. 9, No. 1, 2016
Number of pages: 26 Posted: 14 Jun 2016
Chebbi Tarek and Abdelkader Mohamed Sghaier Derbali
University of Sousse - Faculty of Economic Sciences and Management and Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia
Downloads 1 (914,276)
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commodities, Islamic stock indexes, correlations, EC-GARCH, DCC-GARCH

16.

OPEC News and Predictability of Energy Futures Returns and Volatility: Evidence From a Conditional Quantile Regression

Posted: 24 Jun 2020
Abdelkader Mohamed Sghaier Derbali
Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia

Abstract:

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OPEC, Quantile regression

17.

Global Financial Crisis, Foreign Portfolio Investment and Volatility: Impact Analysis on Select Southeast Asian Markets

Posted: 24 Jun 2020
Abdelkader Mohamed Sghaier Derbali
Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia

Abstract:

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Stock Market, Volatility, GARCH

18.

Analyzing the Dynamic Equicorrelation Between Shanghai Composite (SSEC) and Austral African Stock Market Indices

Posted: 24 Jun 2020
Abdelkader Mohamed Sghaier Derbali
Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia

Abstract:

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Dynamic Equicorrelation, Financialization, China, Austral African

19.

Why Did They Get in Trouble? The Influence of Firm Characteristics and Institutional Distance in the Case of Chinese Outward Foreign Direct Investment

Posted: 24 Jun 2020
Abdelkader Mohamed Sghaier Derbali
Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia

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Chinese OFDI, Market Entry Attempt, Firm Characteristics, Institutional Distance

20.

Shariah-Compliant Capital Asset Pricing Model: New Mathematical Modeling

Posted: 03 Dec 2017
Abdelkader Mohamed Sghaier Derbali
Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia

Abstract:

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21.

Systemic Risk of the Greek Financial Institutions: Application of the Srisk Model

Posted: 30 Nov 2017
Abdelkader Mohamed Sghaier Derbali
Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia

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22.

Systemic Risk of European Financial Institutions: Estimation and Ranking by the Marginal Expected Shortfall

Posted: 30 Nov 2017
Abdelkader Mohamed Sghaier Derbali
Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia

Abstract:

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23.

A Dynamic Conditional Correlation between Commodities and the Islamic Stock Market

Posted: 30 Nov 2017
Abdelkader Mohamed Sghaier Derbali
Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia

Abstract:

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24.

Systemic Risk in the Chinese Financial System: Measuring and Ranking

Posted: 30 Nov 2017
Abdelkader Mohamed Sghaier Derbali
Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia

Abstract:

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25.

Day of the Week Effect on the Tunisian Stock Market Return and Volatility

Posted: 30 Nov 2017
Abdelkader Mohamed Sghaier Derbali
Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia

Abstract:

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26.

Measuring Systemic Risk of Greek Banks: New Approach by Using the Epidemic Model 'Seir'

Posted: 30 Nov 2017
Abdelkader Mohamed Sghaier Derbali
Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia

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27.

Do Energy Consumption and Economic Growth Lead to Environmental Degradation? Evidence from Asian Economies

Posted: 30 Nov 2017
Abdelkader Mohamed Sghaier Derbali
Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia

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28.

Economic Growth, Financial Development, Trade Openness, and CO2 Emissions in European Countries

Posted: 30 Nov 2017
Abdelkader Mohamed Sghaier Derbali
Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia

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29.

Global Systemic Risk Ranking of Chinese Financial Institutions

Posted: 30 Nov 2017
Abdelkader Mohamed Sghaier Derbali
Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia

Abstract:

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30.

On the Role of Structural Breaks in Identifying the Dynamic Conditional Linkages between Stock and Commodity Markets

Posted: 30 Nov 2017
Abdelkader Mohamed Sghaier Derbali
Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia

Abstract:

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31.

Systemic Risk Ranking of U.S. Financial Institutions

Posted: 30 Nov 2017
Abdelkader Mohamed Sghaier Derbali
Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia

Abstract:

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32.

Do Ownership Structure and Quality of Financial Information Affect the Cost of Debt of Tunisian Listing Firms?

Posted: 30 Nov 2017
Abdelkader Mohamed Sghaier Derbali
Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia

Abstract:

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33.

Determinants of Performance of Tunisia Insurance Companies: Case of Life Insurance

Posted: 30 Nov 2017
Abdelkader Mohamed Sghaier Derbali
Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia

Abstract:

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34.

Dependence of Default Probability and Recovery Rate in Structural Credit Risk Models: Case of Greek Banks

Posted: 30 Nov 2017
Abdelkader Mohamed Sghaier Derbali
Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia

Abstract:

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35.

Damascus Securities Exchange Weighted Index Volatilities and Terrorist Attacks

Posted: 30 Nov 2017
Abdelkader Mohamed Sghaier Derbali
Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia

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36.

Corporate Governance and Corporate Social Responsibility

Posted: 30 Nov 2017
Abdelkader Mohamed Sghaier Derbali
Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia

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37.

U.S. Monetary Policy Surprises Transmission to European Stock Markets

Posted: 30 Nov 2017
Abdelkader Mohamed Sghaier Derbali
Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia

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38.

Co-Movements in Volatility of Dependency between US Dollar and Euro: Analyzing by Conditional Heteroscedasticity Models

Posted: 30 Nov 2017
Abdelkader Mohamed Sghaier Derbali
Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia

Abstract:

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39.

On the Role of Structural Breaks in Identifying the Dynamic Conditional Linkages between Stock and Commodity Markets

Journal of Energy Markets, Vol. 9, No. 4, 2016
Number of pages: 12 Posted: 23 Nov 2016
Chebbi Tarek and Abdelkader Mohamed Sghaier Derbali
University of Sousse - Faculty of Economic Sciences and Management and Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia
Downloads 0 (929,692)
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Islamic index, energy commodities, structural breaks, dynamic conditional correlation–generalized autoregressive conditional heteroscedasticity (DCC–GARCH)

40.

Do Energy Consumption and Economic Growth Lead to Environmental Degradation? Evidence from Asian Economies

DOI:10.1080/23322039.2016.1170653 Cogent Economics & Finance Volume 4, Issue 1, 2016
Posted: 29 Apr 2016
Lamia Jamel and Abdelkader Mohamed Sghaier Derbali
University of Sousse - Faculty of Economic Sciences and Management and Department of Administrative and Financial Sciences and Techniques, Applied College, Taibah University, Saudi Arabia

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environmental degradation, economic growth, energy consumption, Asian countries