Mehdi Mili

University of Tunis - Institut Supérieur de Gestion (ISG), Tunis

Assistant Professor of Finance

Sousse, Tunis 2000

Tunisia

SCHOLARLY PAPERS

4

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Scholarly Papers (4)

1.

Determinants of Banking Distress and Merger as Strategic Policy to Resolve Distress

Economic Modelling, Forthcoming
Number of pages: 21 Posted: 16 Feb 2009 Last Revised: 23 Feb 2012
Jean-Michel Sahut and Mehdi Mili
IDRAC Business School and University of Tunis - Institut Supérieur de Gestion (ISG), Tunis
Downloads 1,774 (11,019)

Abstract:

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banking distress, bank mergers, CAMEL rating, financial stability, MENA

2.

Sensitivity of Interest Rate Caps to the Elasticity of Forward Rate Volatility

International Journal of Business, Vol. 11, No. 2, 2006
Number of pages: 13 Posted: 26 Apr 2006
Jean-Michel Sahut and Mehdi Mili
IDRAC Business School and University of Tunis - Institut Supérieur de Gestion (ISG), Tunis
Downloads 1,521 (14,061)

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Term structure, Interest rate, Volatility, HJM model, Cap pricing, Kalman Filter

3.

A Flexible Non Linear Model to Test the Expectation Hypothesis of Interest Rates

Economics Bulletin, Forthcoming
Number of pages: 15 Posted: 07 Feb 2011
Jean-Michel Sahut and Mehdi Mili
IDRAC Business School and University of Tunis - Institut Supérieur de Gestion (ISG), Tunis
Downloads 1,267 (18,653)

Abstract:

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Term structure of interest rates, Non linearity, expectation hypothesis, flexible models.

4.

What Relation Exists between CSR and Longevity of Firms?

Number of pages: 16 Posted: 13 Feb 2011 Last Revised: 24 Feb 2012
IDRAC Business School, University Francois Rabelais-Vallorem and University of Tunis - Institut Supérieur de Gestion (ISG), Tunis
Downloads 1,109 (22,797)
Citation 1

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Crisis, longevity, durability, sustainable development, performance