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Rim Khoury

Notre Dame University

SCHOLARLY PAPERS

17

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257

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Scholarly Papers (17)

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1.

Biodiversity stocks, nature based commodities and portfolio implications: Evidence from DCC-GARCH R2 Connectedness approach

Number of pages: 42 Posted: 03 Nov 2025
Waqas Hanif, Rim Khoury, Nadia ARFAOUI and Brian M. Lucey
University of Algarve, Notre Dame University, IDRAC Business School and Trinity College (Dublin) - School of Business Studies
Downloads 127

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Biodiversity stocks, Dynamic conditional R2, Multivariate hedging, portfolios, Multivariate minimum risk portfolios.

2.

Dynamic Asymmetric Connectedness in Technological Sectors

Number of pages: 29 Posted: 13 Sep 2022
Muneer M. Alshater, Alqaralleh Huthaifa and Rim Khoury
The University of Jordan, Mutah University - Department of Economics and Notre Dame University
Downloads 76

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IT sectors, Asymmetric spillover measure, Connectedness, SAM, W-TVP-VAR.

3.

Toward a Sustainable Environment in the MENA: Is There Any Role of Energy and Natural Resource Rent?

Number of pages: 31 Posted: 29 May 2023
Rim Khoury, Nohade Nasrallah, Hazem Marashdeh and Osama Atayah
Notre Dame University, affiliation not provided to SSRN, Abu Dhabi University and Abu Dhabi University
Downloads 38

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CO2 Emissions, Ecological Footprint, Renewable Energy, Nonrenewable Energy, Resource Rent, FDI, MENA

4.

Front-end U.S. rate repricing and the Global Financial Cycle: Evidence on emerging-market currency connectedness

Number of pages: 48 Posted: 14 Jul 2026
Oguzhan Ozcelebi, Elhoussin Ouassou, Rim Khoury, Zhuhua Jiang, Sanghoon Kang and Seong-Min Yoon
Istanbul University, Mohammed V University of Rabat, Notre Dame University, Hankuk University of Foreign Studies, Pusan National University and Pusan National University
Downloads 9

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Global Financial Cycle, International financial transmission, Emerging-market currencies, Currency connectedness, Front-end U.S. rate repricing, Multivariate quantile-on-quantile regression

5.

Adaptive resilience: A theory of expectation formation, delayed adaptation, and adaptive infrastructure under persistent oil-market uncertainty

Number of pages: 51 Posted: 23 Jul 2026
Zhuhua Jiang, Oguzhan Ozcelebi, Rim Khoury, Rubia Jalal and Seong-Min Yoon
Hankuk University of Foreign Studies, Istanbul University, Notre Dame University, University of Jammu and Pusan National University
Downloads 7

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Adaptive resilience, Oil-market uncertainty, Geopolitical threats, Adaptive infrastructure, Expectation formation, Delayed adaptation

6.

Cross-segment credit contagion between corporate and sovereign CDS markets

Posted: 22 Apr 2026 Last Revised: 06 May 2026
Zhuhua Jiang, Mariem Brahim, Oguzhan Ozcelebi, Rim Khoury and Seong-Min Yoon
Hankuk University of Foreign Studies, Paris School of Business, Istanbul University, Notre Dame University and Pusan National University

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Credit contagion, Corporate and sovereign CDS, tail risk, Systemic connectedness

7.

Financial uncertainty, climate risks, and climate-exposed assets: Evidence from time-varying and quantile-based analysis

Posted: 27 Mar 2026 Last Revised: 06 May 2026
Rim Khoury, Zhuhua Jiang, Oguzhan Ozcelebi and Seong-Min Yoon
Notre Dame University, Hankuk University of Foreign Studies, Istanbul University and Pusan National University

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Sustainable investment, climate transition risk, Financial uncertainty, Quantile-on-quantile analysis, Time-varying dependence

8.

Quantile interplay between climate-aligned ETFs and traditional assets

Posted: 14 Mar 2026 Last Revised: 06 May 2026
Rim Khoury, Oguzhan Ozcelebi, Mariem Brahim, Zhuhua Jiang and Seong-Min Yoon
Notre Dame University, Istanbul University, Paris School of Business, Hankuk University of Foreign Studies and Pusan National University

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Climate-aligned ETFs, Sustainable finance, Quantile-on-quantile analysis, Wavelet approach, Quantile-on-Quantile connectedness

9.

Tail dependency in developed bond markets: A multi-stage and quantile-based analysis

Posted: 14 Jan 2026 Last Revised: 04 May 2026
Oguzhan Ozcelebi, Mariem Brahim, Rim Khoury, Zhuhua Jiang and Seong-Min Yoon
Istanbul University, Paris School of Business, Notre Dame University, Hankuk University of Foreign Studies and Pusan National University

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Tail dependency, bond markets, Global risk factors, Extreme risk co-movements, Quantile-based analysis

10.

How do global bond market funds respond to shocks in the stock market?

Posted: 10 Dec 2025 Last Revised: 06 May 2026
Oguzhan Ozcelebi, Zheng Lü, Rim Khoury, Zhuhua Jiang and Seong-Min Yoon
Istanbul University, Tullett Prebon SITICO (China) Limited, Notre Dame University, Hankuk University of Foreign Studies and Pusan National University

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Stock-bond spillovers, Volatility transmission, Global bond funds, Safe haven effects, Financial contagion.

11.

Can global uncertainty factors explain the dynamics of climate-aligned ETFs?

Posted: 19 Nov 2025 Last Revised: 06 May 2026
Zhuhua Jiang, Oguzhan Ozcelebi, Rim Khoury, Mariem Brahim and Seong-Min Yoon
Hankuk University of Foreign Studies, Istanbul University, Notre Dame University, Paris School of Business and Pusan National University

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Climate‑aligned ETFs, Energy, Global uncertainty, Wavelet quantile correlation, Quantile‑on‑quantile regression, Sustainable finance

12.

Nonlinear tail risk connectedness between Islamic financial assets and sustainable financial assets: A regime-dependent ETF-based analysis

Posted: 11 Oct 2025 Last Revised: 06 May 2026
Rim Khoury, Oguzhan Ozcelebi, Zhuhua Jiang and Seong-Min Yoon
Notre Dame University, Istanbul University, Hankuk University of Foreign Studies and Pusan National University

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Sustainable financial systems, Islamic finance, Green bonds, Renewable energy assets, Tail risk

13.

Effects of the Domestic and Foreign Financial Stress on Stock Returns in Asia-Pacific Countries

Posted: 06 Mar 2025 Last Revised: 06 May 2026
Oguzhan Ozcelebi, Rim Khoury, R. Gopinathan and Seong-Min Yoon
Istanbul University, Notre Dame University, Shri Mata Vaishno Devi University and Pusan National University

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Financial stress, Stock returns, Wavelet quantile correlation, Multivariate quantile-on-quantile regression, Asia-Pacific economies.

14.

The Dynamic Connectedness and Quantile Wavelet Dependence between Thematic Energy Etfs, Commodities, and Uncertainties

Posted: 21 Feb 2025 Last Revised: 06 May 2026
Oguzhan Ozcelebi, Sanghoon Kang, Rim Khoury and Seong-Min Yoon
Istanbul University, Pusan National University, Notre Dame University and Pusan National University

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Clean energy ETFs, ESG-linked ETFs, Traditional energy ETFs, Commodities, Uncertainty indicators

15.

Interplay between Renewable Energy and Fossil Fuel Markets: Fresh Evidence from Quantile-on-Quantile and Wavelet Quantile Approaches

Posted: 28 Aug 2024 Last Revised: 06 May 2026
Oguzhan Ozcelebi, Rim Khoury and Seong-Min Yoon
Istanbul University, Notre Dame University and Pusan National University

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renewable energy, Fossil fuel stocks, Investment strategies, Climate change, Quantile-on-quantile spillovers, Wavelet quantile spillovers

16.

Switching Dependence between European Sector Stocks and Oil Markets During Russia–Ukraine Tensions

Posted: 23 Mar 2024 Last Revised: 06 May 2026
Walid Mensi, Ki-Hong Choi, Rim Khoury and Seong-Min Yoon
Sultan Qaboos University, Pusan National University, Notre Dame University and Pusan National University

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Crude oil, European stock sectors, Tail dependence, Dependence-switching copula, Russia-Ukraine tensions

17.

Investor Sentiment and the Dynamic Risk-Return Relationship in Real Estate Investment Trust Markets

Posted: 12 Dec 2023 Last Revised: 06 May 2026
Walid Mensi, Rim Khoury, Ki-Hong Choi and Seong-Min Yoon
Sultan Qaboos University, Notre Dame University, Pusan National University and Pusan National University

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Real estate investment trust (REIT), Investor sentiment, Risk-return trade-off, COVID-19 pandemic