Noureddine Krichene

International Monetary Fund (IMF) - African Department

1700 19th Street, NW

Washington, DC 20431

United States

  • International Monetary Fund (IMF) - African Department

SCHOLARLY PAPERS

15

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SSRN CITATIONS
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Top 35,332

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15

CROSSREF CITATIONS

10

Scholarly Papers (15)

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1.

Crude Oil Prices: Trends and Forecast

IMF Working Paper No. 08/133
Number of pages: 25 Posted: 01 Jul 2008
Noureddine Krichene
International Monetary Fund (IMF) - African Department
Downloads 1,432 (22,802)

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Working Paper, Oil prices, Commodity prices, Exchange rate depreciation, Inflation, Monetary policy

2.

Islamic Finance: An Alternative Financial System for Stability, Equity, and Growth

PSL Quarterly Review, Vol. 67, No. 268, pp. 9-54, anno 2014
Number of pages: 46 Posted: 19 Jun 2014
Hossein Askari and Noureddine Krichene
George Washington University - Department of International Business and International Monetary Fund (IMF) - African Department
Downloads 1,040 (36,252)
Citation 2

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Islamic finance, financial stability, interest, risk sharing

3.

Recent Dynamics of Crude Oil Prices

IMF Working Paper No. 06/299
Number of pages: 30 Posted: 12 Jan 2007
Noureddine Krichene
International Monetary Fund (IMF) - African Department
Downloads 1,028 (36,845)

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Oil prices, Economic models

4.

A Simultaneous Equations Model for World Crude Oil and Natural Gas Markets

IMF Working Paper No. 05/32
Number of pages: 25 Posted: 10 Jan 2006
Noureddine Krichene
International Monetary Fund (IMF) - African Department
Downloads 969 (40,027)
Citation 9

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Crude oil, Natural gas, Prices, Output, Demand, Supply, Elasticities, Interest rates, Nominal effective exchange rate, Impulse response

5.

World Crude Oil Markets: Monetary Policy and the Recent Oil Shock

IMF Working Paper No. 06/62
Number of pages: 27 Posted: 26 Apr 2006
Noureddine Krichene
International Monetary Fund (IMF) - African Department
Downloads 871 (46,431)
Citation 1

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Crude oil, demand, elasticities, exchange rates, impulse responses, interest rates, monetary policy, multipliers, oil shock, supply, volatility

6.

An Oil and Gas Model

IMF Working Paper No. 07/135
Number of pages: 32 Posted: 18 Jun 2007
Noureddine Krichene
International Monetary Fund (IMF) - African Department
Downloads 493 (96,723)

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Working Paper

7.

Subordinated Levy Processes and Applications to Crude Oil Options

IMF Working Paper No. 05/174
Number of pages: 26 Posted: 03 Mar 2006
Noureddine Krichene
International Monetary Fund (IMF) - African Department
Downloads 467 (103,255)

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Characteristic functions, Esscher transform, Fourier transform, Inverse problem, Levy processes, Option pricing, Risk-neutral density, Volatility

8.

Modeling Stochastic Volatility with Application to Stock Returns

IMF Working Paper No. 03/125
Number of pages: 29 Posted: 30 Jan 2006
Noureddine Krichene
International Monetary Fund (IMF) - African Department
Downloads 217 (233,330)

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data augmentation, diagnostics, integration sampler, Kalman filter, Markov chain Monte Carlo, particle filtering, stochastic volatility

9.

Deriving Market Expectations for the Euro-Dollar Exchange Rate from Option Prices

IMF Working Paper No. 04/196
Number of pages: 25 Posted: 09 Feb 2006
Noureddine Krichene
International Monetary Fund (IMF) - African Department
Downloads 202 (249,295)

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Exchange rates, Finite difference, Implied risk-neutral distribution, Inverse problem, Market expectations, Option prices, Smile, State prices, Volatility

10.

On the Stability of an Islamic Financial System

PSL Quaterly Review, Vol. 67, No. 269, pp. 131-167, 2014
Number of pages: 37 Posted: 11 Oct 2014
Hossein Askari, Noureddine Krichene and Abbas Mirakhor
George Washington University - Department of International Business, International Monetary Fund (IMF) - African Department and International Centre for Education in Islamic Finance (INCEIF)
Downloads 183 (272,354)
Citation 1

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Islamic Finance, Financial Stability, Equilibrium, Chicago Plan

11.

Purchasing Power Parities in Five East African Countries: Burundi, Kenya, Rwanda, Tanzania, and Uganda

IMF Working Paper No. 98/148
Number of pages: 37 Posted: 15 Feb 2006
Noureddine Krichene
International Monetary Fund (IMF) - African Department
Downloads 168 (293,302)

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Purchasing power parity, competitiveness, cointegration analysis

12.

Understanding Islam: Development, Economics and Finance

Number of pages: 30 Posted: 24 Nov 2013
Hossein Askari, Zamir Iqbal, Noureddine Krichene and Abbas Mirakhor
George Washington University - Department of International Business, Islamic Development Bank, International Monetary Fund (IMF) - African Department and International Centre for Education in Islamic Finance (INCEIF)
Downloads 156 (312,119)
Citation 1

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Islam, Finance, Economics, Development

13.

Understanding Development in an Islamic Framework

Islamic Economic Studies, Vol. 22, No. 1, 2014
Number of pages: 36 Posted: 09 Apr 2018
Hossein Askari, Zamir Iqbal, Noureddine Krichene and Abbas Mirakhor
George Washington University - Department of International Business, Islamic Development Bank, International Monetary Fund (IMF) - African Department and International Centre for Education in Islamic Finance (INCEIF)
Downloads 117 (390,028)
Citation 1

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Development, Islamic, Framework

14.

Monetary Policy and World Commodity Markets: 2000-2007

PSL Quarterly Review, Vol. 63, No. 253, pp. 143-175, 2010
Number of pages: 33 Posted: 16 Apr 2011
Hossein Askari and Noureddine Krichene
George Washington University - Department of International Business and International Monetary Fund (IMF) - African Department
Downloads 104 (424,430)

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Monetary Policy, Asset Inflation, Commodity Prices

15.

Islamic Economics: Where from, Where To? (Muhammad Nejatullah Siddiqi)

Journal of King Abdulaziz University: Islamic Economics, Vol. 27, No. 2, 2014
Number of pages: 14 Posted: 11 Dec 2017
Noureddine Krichene
International Monetary Fund (IMF) - African Department
Downloads 32 (752,056)

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