Fredj JAWADI
Names
first: |
Fredj |
last: |
JAWADI |
Identifer
Contact
Affiliations
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Université Paris-Nanterre (Paris X)
/ EconomiX
Research profile
author of:
- On the Oil Price Uncertainty (RePEc:aen:journl:ej40-si2-ftiti)
by Zied Ftiti and Fredj Jawadi - Do Jumps and Co-jumps Improve Volatility Forecasting of Oil and Currency Markets? (RePEc:aen:journl:ej40-si2-louhichi)
by Fredj Jawadi, Waël Louhichi, Hachmi Ben Ameur, and Zied Ftiti - Analyzing Commodity Prices in the Context of COVID-19, High Inflation, and the Ukrainian War: An Interview with James Hamilton (RePEc:aen:journl:ej44-1-hamilton)
by Fredj Jawadi - How Do Investor’s Expectations and Emotions Drive Financial Asset Prices in Times of Crises and Uncertainty: The Analysis of Experts’ Opinions (RePEc:ajf:louvlr:2024001)
by Boulier, Jean-François & D’Hondt, Catherine & Jawadi, Fredj & Prat, Georges & Rozin, Philippe & Taffler, Richard - Stock market integration in the Latin American markets: further evidence from nonlinear modeling (RePEc:arx:papers:0905.3874)
by Fredj Jawadi & Nicolas Million & Mohamed El Hedi Arouri - Introduction To The Symposium On Inequality, Uncertainty, And Macro‐Financial Dynamics (RePEc:bla:ecinqu:v:56:y:2018:i:1:p:545-546)
by Fredj Jawadi & Bruce McGough - Nonlinear Cointegration Relationships Between Non‐Life Insurance Premiums and Financial Markets (RePEc:bla:jrinsu:v:76:y:2009:i:3:p:753-783)
by Fredj Jawadi & Catherine Bruneau & Nadia Sghaier - Threshold linkages between volatility and trading volume: evidence from developed and emerging markets (RePEc:bpj:sndecm:v:17:y:2013:i:3:p:313-333:n:2)
by Jawadi Fredj & Ureche-Rangau Loredana - Fiscal policy in the BRICs (RePEc:bpj:sndecm:v:18:y:2014:i:2:p:15:n:6)
by Jawadi Fredj & Mallick Sushanta K. & Sousa Ricardo M. - Introduction: recent developments of switching models for financial data (RePEc:bpj:sndecm:v:21:y:2017:i:1:p:1-2:n:7)
by Dufrénot Gilles & Jawadi Fredj - Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach (RePEc:bpj:sndecm:v:21:y:2017:i:1:p:47-63:n:5)
by Chlibi Souhir & Jawadi Fredj & Sellami Mohamed - Can a Taylor rule better explain the Fed’s monetary policy through the 1920s and 1930s? A nonlinear cliometric analysis (RePEc:bpj:sndecm:v:22:y:2018:i:5:p:18:n:9)
by Damette Olivier & Jawadi Fredj & Parent Antoine - An Interview with Timo Teräsvirta (RePEc:bpj:sndecm:v:22:y:2018:i:5:p:5:n:10)
by Jawadi Fredj - Unconventional monetary policy reaction functions: evidence from the US (RePEc:bpj:sndecm:v:24:y:2020:i:4:p:18:n:3)
by Agnello Luca & Castro Vitor & Dufrénot Gilles & Jawadi Fredj & Sousa Ricardo M. - Causal relationships between inflation and inflation uncertainty (RePEc:bpj:sndecm:v:24:y:2020:i:5:p:26:n:4)
by Barnett William A. & Jawadi Fredj & Ftiti Zied - An interview with Howell Tong (RePEc:bpj:sndecm:v:24:y:2020:i:5:p:8:n:5)
by Jawadi Fredj - Co-Mouvements des marchés boursiers émergents :Intégration ou contagion ? (RePEc:bxr:bxrceb:2013/80347)
by Mohamed El Hedi Arouri & Fredj Jawadi - Dynamique non-linéaire des marchés boursiers du G7 : une application des modèles STAR (RePEc:cai:finpug:fina_281_0029)
by Fredj Jawadi & Yosra Koubbaa - The Relationship between Consumption and Wealth: A Quantile Regression Approach (RePEc:cai:repdal:redp_244_0639)
by Fredj Jawadi & Ricardo M. Sousa - The speculative efficiency of the aluminum market: A nonlinear Investigation (RePEc:cii:cepiie:2011-q2-3-126-127-5)
by Mohamed El Hedi Arouri & Fredj Jawadi & Prosper Mouak - Conventional and Islamic stock price performance: An empirical investigation (RePEc:cii:cepiie:2014-q1-137-5)
by Fredj Jawadi & Nabila Jawadi & Waël Louhichi - The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies (RePEc:cii:cepiie:2019-q4-160-1)
by Jaroslava Botev & Balázs Égert & Fredj Jawadi - Oil price volatility in the context of Covid-19 (RePEc:cii:cepiie:2021-q3-167-13)
by David Bourghelle & Fredj Jawadi & Philippe Rozin - Introduction To Time-Varying Modeling With Macroeconomic And Financial Data (RePEc:cup:macdyn:v:16:y:2012:i:s2:p:167-175_00)
by Jawadi, Fredj - Modeling Nonlinear And Heterogeneous Dynamic Links In International Monetary Markets (RePEc:cup:macdyn:v:16:y:2012:i:s2:p:232-251_00)
by Arouri, Mohamed El Hedi & Jawadi, Fredj & Nguyen, Duc Khuong - Nonlinearity, Cyclicity, And Persistence In Consumption And Income Relationships: Research In Honor Of Melvin J. Hinich (RePEc:cup:macdyn:v:16:y:2012:i:s3:p:376-393_00)
by Jawadi, Fredj & Leoni, Patrick - On The Macroeconomic And Wealth Effects Of Unconventional Monetary Policy (RePEc:cup:macdyn:v:21:y:2017:i:05:p:1189-1204_00)
by Jawadi, Fredj & Sousa, Ricardo M. & Traverso, Raffaella - Introduction To Recent Insights Into Financial, Housing, And Monetary Markets (RePEc:cup:macdyn:v:22:y:2018:i:07:p:1721-1726_00)
by Jawadi, Fredj - Modeling International Stock Price Comovements With High-Frequency Data (RePEc:cup:macdyn:v:22:y:2018:i:07:p:1875-1903_00)
by Ben Ameur, Hachmi & Jawadi, Fredj & Louhichi, Wael & Idi Cheffou, Abdoulkarim - Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets (RePEc:dpc:wpaper:1410)
by Mohamed El Hedi Arouri & Fredj Jawadi & Khuong Nguyen Duc - Coûts de transaction et dynamique non-linéaire des prix des actifs financiers : une note théorique (RePEc:drm:wpaper:2006-20)
by Slim Chaouachi & Fredj Jawadi - Nonlinear Stock Price Adjustment in the G7 Countries (RePEc:drm:wpaper:2009-21)
by Fredj Jawadi & Georges Prat - Equity Prices and Fundamentals: a DDM-APT Mixed Approach (RePEc:drm:wpaper:2015-16)
by Fredj Jawadi & Georges Prat - On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis (RePEc:drm:wpaper:2017-11)
by Fredj Jawadi & Waël Louhichi & Hachmi Ben Ameur & Abdoulkarim Idi Cheffou - The Nonlinear Relationship between Economic growth and Financial Development (RePEc:drm:wpaper:2018-26)
by Balázs Egert & Fredj Jawadi - Stock market integration in the Latin American markets: further evidence from nonlinear modeling (RePEc:ebl:ecbull:eb-08c20075)
by Fredj JAWADI & Nicolas MILLION & Mohamed El hédi Arouri - Does nonlinear econometrics confirm the macroeconomic models of consumption? (RePEc:ebl:ecbull:eb-08e20003)
by JAWADI Fredj - Short and long-term links between oil prices and stock markets in Europe (RePEc:ebl:ecbull:eb-09-00534)
by Arouri Mohamed El Hedi & Jawadi Fredj - On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM (RePEc:ebl:ecbull:eb-09-00810)
by Arouri Mohamed El Hédi & Jawadi Fredj - Do on/off time series models reproduce emerging stock market comovements? (RePEc:ebl:ecbull:eb-10-00269)
by Mohamed el hédi Arouri & Fredj Jawadi - Second International Symposium in Computational Economics and Finance (RePEc:ebl:ecbull:eb-12-00102)
by Fredj Jawadi & Iscef Iscef - Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration? (RePEc:ebl:ecbull:eb-12-00201)
by Mohamed E AROURI & Fredj JAWADI & Duc K NGUYEN - Reconstruction of international energy trade networks with given marginal data: A comparative analysis (RePEc:eee:chsofr:v:167:y:2023:i:c:s0960077922012103)
by Xu, Hai-Chuan & Wang, Zhi-Yuan & Jawadi, Fredj & Zhou, Wei-Xing - An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets (RePEc:eee:dyncon:v:91:y:2018:i:c:p:469-484)
by Jawadi, Fredj & Namouri, Hela & Ftiti, Zied - A model of fiscal dominance under the “Reinhart Conjecture” (RePEc:eee:dyncon:v:93:y:2018:i:c:p:332-345)
by Dufrénot, Gilles & Jawadi, Fredj & Khayat, Guillaume A. - Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS (RePEc:eee:ecmode:v:29:y:2012:i:3:p:884-892)
by Arouri, Mohamed El Hédi & Jawadi, Fredj & Nguyen, Duc Khuong - Modeling hedge fund exposure to risk factors (RePEc:eee:ecmode:v:29:y:2012:i:4:p:1003-1018)
by Jawadi, Fredj & Khanniche, Sabrina - Money demand in the euro area, the US and the UK: Assessing the role of nonlinearity (RePEc:eee:ecmode:v:32:y:2013:i:c:p:507-515)
by Jawadi, Fredj & Sousa, Ricardo M. - Computational tools in econometric modeling for macroeconomics and finance (RePEc:eee:ecmode:v:34:y:2013:i:c:p:1-4)
by Dufrénot, Gilles & Jawadi, Fredj - Boundedness and nonlinearities in public debt dynamics: A TAR assessment (RePEc:eee:ecmode:v:34:y:2013:i:c:p:154-160)
by Gnegne, Yacouba & Jawadi, Fredj - Advances and challenges in decision-making, monetary policy and financial markets (RePEc:eee:ecmode:v:52:y:2016:i:pa:p:1-2)
by Dufrénot, Gilles & Jawadi, Fredj - On the study of contagion in the context of the subprime crisis: A dynamic conditional correlation–multivariate GARCH approach (RePEc:eee:ecmode:v:52:y:2016:i:pa:p:292-299)
by Hemche, Omar & Jawadi, Fredj & Maliki, Samir B. & Cheffou, Abdoulkarim Idi - Fiscal and monetary policies in the BRICS: A panel VAR approach (RePEc:eee:ecmode:v:58:y:2016:i:c:p:535-542)
by Jawadi, Fredj & Mallick, Sushanta K. & Sousa, Ricardo M. - On oil-US exchange rate volatility relationships: An intraday analysis (RePEc:eee:ecmode:v:59:y:2016:i:c:p:329-334)
by Jawadi, Fredj & Louhichi, Waël & Ameur, Hachmi Ben & Cheffou, Abdoulkarim Idi - Assessing efficiency and investment opportunities in commodities: A time series and portfolio simulations approach (RePEc:eee:ecmode:v:64:y:2017:i:c:p:567-588)
by Jawadi, Fredj & Ftiti, Zied & Hdia, Mouna - Modelling the effect of the geographical environment on Islamic banking performance: A panel quantile regression analysis (RePEc:eee:ecmode:v:67:y:2017:i:c:p:300-306)
by Jawadi, Fredj & Jawadi, Nabila & Idi Cheffou, Abdoulkarim & Ben Ameur, Hachmi & Louhichi, Wael - Assessing downside and upside risk spillovers across conventional and socially responsible stock markets (RePEc:eee:ecmode:v:88:y:2020:i:c:p:200-210)
by Ben Ameur, Hachmi & Jawadi, Fredj & Jawadi, Nabila & Cheffou, Abdoulkarim Idi - Does inequality help in forecasting equity premium in a panel of G7 countries? (RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000826)
by Christou, Christina & Gupta, Rangan & Jawadi, Fredj - Health burden, environmental decentralization and associated political achievements in China (RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001670)
by Bellalah, Mondher & Jawadi, Fredj & Zhang, Detao & Zhang, Jingjing - Measuring volatility persistence for conventional and Islamic banks: An FI-EGARCH approach (RePEc:eee:ememar:v:27:y:2016:i:c:p:84-99)
by Fakhfekh, Mohamed & Hachicha, Nejib & Jawadi, Fredj & Selmi, Nadhem & Idi Cheffou, Abdoulkarim - Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions (RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006041)
by Wang, Xiong & Li, Jingyao & Ren, Xiaohang & Bu, Ruijun & Jawadi, Fredj - Modeling extreme risk spillovers between crude oil and Chinese energy futures markets (RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005054)
by Ren, Xiaohang & Li, Yiying & Sun, Xianming & Bu, Ruijun & Jawadi, Fredj - Revisiting the linkages between oil prices and macroeconomy for the euro area: Does energy inflation still matter? (RePEc:eee:eneeco:v:127:y:2023:i:pa:s014098832300556x)
by Jawadi, Fredj & Cheffou, Abdoulkarim Idi & Bu, Ruijun - Sentiment and energy price volatility: A nonlinear high frequency analysis (RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001737)
by Jawadi, Fredj & Bourghelle, David & Rozin, Philippe & Cheffou, Abdoulkarim Idi & Uddin, Gazi Salah - Toward green central banking: Proposing an augmented Taylor rule (RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002470)
by Jawadi, Fredj & Rozin, Philippe & Cheffou, Abdoulkarim Idi - Oil price collapse and challenges to economic transformation of Saudi Arabia: A time-series analysis (RePEc:eee:eneeco:v:80:y:2019:i:c:p:12-19)
by Jawadi, Fredj & Ftiti, Zied - Testing and modeling jump contagion across international stock markets: A nonparametric intraday approach (RePEc:eee:finmar:v:26:y:2015:i:c:p:64-84)
by Jawadi, Fredj & Louhichi, Waël & Idi Cheffou, Abdoulkarim - The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies (RePEc:eee:inteco:v:160:y:2019:i:c:p:3-13)
by Botev, Jaroslava & Égert, Balázs & Jawadi, Fredj - Oil price volatility in the context of Covid-19 (RePEc:eee:inteco:v:167:y:2021:i:c:p:39-49)
by Bourghelle, David & Jawadi, Fredj & Rozin, Philippe - Insights into CO2 emissions in Europe in the context of COVID-19: A panel data analysis (RePEc:eee:inteco:v:173:y:2023:i:c:p:164-174)
by Jawadi, Fredj & Rozin, Philippe & Bourghelle, David - Political uncertainty and macro-financial dynamics in the BRICS (RePEc:eee:inteco:v:179:y:2024:i:c:s2110701724000465)
by Jawadi, Fredj & Pondie, Thierry M. - Financial linkages between US sector credit default swaps markets (RePEc:eee:intfin:v:33:y:2014:i:c:p:223-243)
by Arouri, Mohamed & Hammoudeh, Shawkat & Jawadi, Fredj & Nguyen, Duc Khuong - An empirical comparison of transformed diffusion models for VIX and VIX futures (RePEc:eee:intfin:v:46:y:2017:i:c:p:116-127)
by Bu, Ruijun & Jawadi, Fredj & Li, Yuyi - Does the volatility of volatility risk forecast future stock returns? (RePEc:eee:intfin:v:61:y:2019:i:c:p:16-36)
by Bu, Ruijun & Fu, Xi & Jawadi, Fredj - Trade fragmentation and volatility-of-volatility networks (RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001762)
by Bastidon, Cécile & Jawadi, Fredj - Does higher unemployment lead to greater criminality? Revisiting the debate over the business cycle (RePEc:eee:jeborg:v:182:y:2021:i:c:p:448-471)
by Jawadi, Fredj & Mallick, Sushanta K. & Idi Cheffou, Abdoulkarim & Augustine, Anish - Do collective emotions drive bitcoin volatility? A triple regime-switching vector approach (RePEc:eee:jeborg:v:196:y:2022:i:c:p:294-306)
by Bourghelle, David & Jawadi, Fredj & Rozin, Philippe - What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis? (RePEc:eee:jmacro:v:36:y:2013:i:c:p:175-187)
by Arouri, Mohamed & Jawadi, Fredj & Nguyen, Duc Khuong - A statistical analysis of uncertainty for conventional and ethical stock indexes (RePEc:eee:quaeco:v:74:y:2019:i:c:p:9-17)
by Jawadi, Fredj & Jawadi, Nabila & Idi Cheffou, Abdoukarim - Assessing financial and housing wealth effects through the lens of a nonlinear framework (RePEc:eee:riibaf:v:39:y:2017:i:pb:p:840-850)
by Jawadi, Fredj & Soparnot, Richard & Sousa, Ricardo M. - Analyzing the governance structure of French banking groups (RePEc:eee:riibaf:v:44:y:2018:i:c:p:40-48)
by Ben Bouheni, Faten & Idi Cheffou, Abdoulkarim & Jawadi, Fredj - Threshold stock price adjustment (RePEc:eme:aecozz:s0731-9053(2009)0000024011)
by Fredj Jawadi - Unknown item RePEc:eme:isetep:isete.2015.24 (book)
- Chapter 2 Nonlinear Stock Market Links between Mexico and the World (RePEc:eme:isetez:s1571-0386(2010)0000020007)
by Mohamed El Hedi Arouri & Fredj Jawadi - Chapter 6 Oil Prices and Exchange Rates: Some New Evidence Using Linear and Nonlinear Models (RePEc:eme:isetez:s1571-0386(2010)0000020011)
by Mohamed El Hedi Arouri & Fredj Jawadi - Nonlinear mean reversion in oil and stock markets (RePEc:eme:rafpps:v:10:y:2011:i:3:p:316-326)
by Fredj Jawadi & Mondher Bellalah - Recent Developments in Macro-Econometric Modeling: Theory and Applications (RePEc:gam:jecnmx:v:6:y:2018:i:2:p:25-:d:146317)
by Gilles Dufrénot & Fredj Jawadi & Alexander Mihailov - What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis? (RePEc:hal:gemptp:hal-01410577)
by Mohamed El Hedi Arouri & Fredj Jawadi & Duc Khuong Nguyen - Market microstructure and nonlinear dynamics : keeping financial crisis in context (RePEc:hal:gemptp:hal-01474273)
by Gilles Dufrénot & Fredj Jawadi & Waël Louhichi - Computational tools in econometric modeling for macroeconomics and finance (RePEc:hal:gemptp:hal-01499642)
by Gilles Dufrénot & Fredj Jawadi - The effects of regulation and supervision on european banking profitability and risk: a panel data investigation (RePEc:hal:gemptp:hal-04123845)
by Faten Ben Bouheni & Hachmi Ben Ameur & Abdoulkarim Idi Cheffou & Fredj Jawadi - Do the US trends drive the UK-French market linkages?: empirical evidence from a threshold intraday analysis (RePEc:hal:gemptp:halshs-00875569)
by Fredj Jawadi & Waël Louhichi & Hachmi Ben Ameur - Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations (RePEc:hal:gemptp:halshs-00875595)
by Mohamed El Hedi Arouri & Hachmi Ben Ameur & Nabila Jawadi & Fredj Jawadi & Waël Louhichi - Equity Prices and Fundamentals: a DDM-APT Mixed Approach (RePEc:hal:gemwpa:hal-04141411)
by Fredj Jawadi & Georges Prat - Stock market integration in the Latin American markets: further evidence from nonlinear modeling (RePEc:hal:journl:hal-00387110)
by Fredj Jawadi & Nicolas Million & Mohamed El Hedi Arouri - Arbitrage Costs and Nonlinear Adjustment in the G7 Stock Markets (RePEc:hal:journl:hal-00677631)
by Fredj Jawadi & Georges Prat - Arbitrage Costs and Nonlinear Stock Price Adjustment in the G7 Countries (RePEc:hal:journl:hal-01385801)
by Fredj Jawadi & Georges Prat - Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS (RePEc:hal:journl:hal-01410551)
by Mohamed El Hedi Arouri & Fredj Jawadi & Duc Khuong Nguyen - Modelling Hedge Fund Exposure to Risk Factors (RePEc:hal:journl:hal-01410552)
by Fredj Jawadi & Sabrina Khanniche - Sources d'inefficience et ajustement asymétrique des cours boursiers (RePEc:hal:journl:hal-01410570)
by Mohamed El Hedi Arouri & Fredj Jawadi - Evolution of the US Stock Market Risk Premium in Periods of Crisis (RePEc:hal:journl:hal-01410572)
by Mohamed El Hedi Arouri & Fredj Jawadi - Are hedge fund clones attractive financial products for investors (RePEc:hal:journl:hal-01410573)
by Fredj Jawadi & Sabrina Khanniche - What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis? (RePEc:hal:journl:hal-01410577)
by Mohamed El Hedi Arouri & Fredj Jawadi & Duc Khuong Nguyen - Advances and challenges in decision-making, monetary policy and financial markets (RePEc:hal:journl:hal-01446195)
by Gilles Dufrénot & Fredj Jawadi - Market microstructure and nonlinear dynamics : keeping financial crisis in context (RePEc:hal:journl:hal-01474273)
by Gilles Dufrénot & Fredj Jawadi & Waël Louhichi - Computational tools in econometric modeling for macroeconomics and finance (RePEc:hal:journl:hal-01499642)
by Gilles Dufrénot & Fredj Jawadi - Equity prices and fundamentals: a DDM–APT mixed approach (RePEc:hal:journl:hal-01549758)
by Fredj Jawadi & Georges Prat - Introduction: recent developments of switching models for financial data (RePEc:hal:journl:hal-01589999)
by Gilles Dufrénot & Fredj Jawadi - Assessing financial and housing wealth effects through the lens of a nonlinear framework (RePEc:hal:journl:hal-01650524)
by Fredj Jawadi & Richard Soparnot & Ricardo M. Sousa - An interview with Timo Teräsvirta (RePEc:hal:journl:hal-01734768)
by Fredj Jawadi - Understanding Oil Price Dynamics and their Effects over Recent Decades: An Interview with James Hamilton (RePEc:hal:journl:hal-01826058)
by Fredj Jawadi - A model of fiscal dominance under the “Reinhart Conjecture” (RePEc:hal:journl:hal-01890414)
by Gilles Dufrénot & Fredj Jawadi & Guillaume Khayat - Recent developments in macro-econometric modeling: theory and applications (RePEc:hal:journl:hal-01978664)
by Gilles Dufrénot & Fredj Jawadi & Alexander Mihailov - Can information and communication technologies improve the performance of microfinance programs? Further evidence from developing and emergent financial markets (RePEc:hal:journl:hal-02325927)
by Ydriss Ziane & Fredj Jawadi & Nabila Jawadi - Intraday jumps and trading volume: a nonlinear Tobit specification (RePEc:hal:journl:hal-02358454)
by Fredj Jawadi & Waël Louhichi & Abdoulkarim Idi Cheffou & Rivo Randrianarivony - Unconventional monetary policy reaction functions: evidence from the US (RePEc:hal:journl:hal-03101417)
by Luca Agnello & Vitor Castro & Gilles Dufrénot & Fredj Jawadi & Ricardo Sousa - Analyzing the governance structure of French banking groups (RePEc:hal:journl:hal-03145169)
by Faten Ben Bouheni & Abdoulkarim Idi Cheffou & Fredj Jawadi - The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies (RePEc:hal:journl:hal-03252917)
by Balázs Egert & Jarmila Botev & Fredj Jawadi - Unknown item RePEc:hal:journl:hal-03552386 (paper)
- Sovereign bond market integration in the euro area: a new empirical conceptualization (RePEc:hal:journl:hal-03740521)
by Gilles Dufrénot & Fredj Jawadi & Zied Ftiti - The effects of regulation and supervision on european banking profitability and risk: a panel data investigation (RePEc:hal:journl:hal-04123845)
by Faten Ben Bouheni & Hachmi Ben Ameur & Abdoulkarim Idi Cheffou & Fredj Jawadi - Time-Varying Financial Performance of Green and Traditional Energy Indices with Special Reference to the Covid-19 Context (RePEc:hal:journl:hal-04138260)
by Pascal Alphonse & David Bourghelle & Fredj Jawadi & Philippe Rozin - How Do Investor’s Expectations and Emotions Drive Financial Asset Prices in Times Crises and Uncertainty: The Analysis of Experts' Opinion (RePEc:hal:journl:hal-04351228)
by Georges Prat & Jean-François Boulier & Catherine d'Hont & Fredj Jawadi & Philippe Rozin & Richard Taffler - A Sentiment Analysis using Tweet Information: An Artificial Intelligence Approach (RePEc:hal:journl:hal-04396670)
by Amira Berriche & Fredj Jawadi & Dominique Crié & Pascal Grandin & Annabel Salerno - Oil price volatility in the context of Covid-19
[Le prix du pétrole dans le contexte du Covid 19] (RePEc:hal:journl:hal-04412020)
by David Bourghelle & Fredj Jawadi & Philippe Rozin - Do collective emotions drive bitcoin volatility? A triple regime-switching vector approach
[Est-ce que les émotions collectives ont une influence directrice sur la volatilité?] (RePEc:hal:journl:hal-04412029)
by David Bourghelle & Fredj Jawadi & Philippe Rozin - Insights into CO2 emissions in Europe in the context of COVID-19: A panel data analysis
[Étude sur les émissions de Co2 en Europe dans le contexte du COVID 19] (RePEc:hal:journl:hal-04412667)
by Fredj Jawadi & Philippe Rozin & David Bourghelle - Unknown item RePEc:hal:journl:hal-04448559 (paper)
- Unknown item RePEc:hal:journl:hal-04448635 (paper)
- Unknown item RePEc:hal:journl:hal-04448652 (paper)
- Reconstruction of international energy trade networks with given marginal data: A comparative analysis (RePEc:hal:journl:hal-04454597)
by Hai-Chuan Xu & Zhi-Yuan Wang & Fredj Jawadi & Wei-Xing Zhou - Trade fragmentation and volatility-of-volatility networks (RePEc:hal:journl:hal-04478721)
by Cécile Bastidon & Fredj Jawadi - Revisiting the linkages between oil prices and macroeconomy for the euro area: Does energy inflation still matter? (RePEc:hal:journl:hal-04478724)
by Fredj Jawadi & Abdoulkarim Idi Cheffou & Ruijun Bu - Modeling extreme risk spillovers between crude oil and Chinese energy futures markets (RePEc:hal:journl:hal-04478730)
by Xiaohang Ren & Yiying Li & Xianming Sun & Ruijun Bu & Fredj Jawadi - Reexamining the oil price & islamic finance relationship: a multicriteria time series analysis (RePEc:hal:journl:hal-04478732)
by Fredj Jawadi & Abdoul Karim Idi Cheffou & Nabila Jawadi - Analyzing Commodity Prices in the Context of COVID-19, High Inflation, and the Ukrainian War: An Interview with James Hamilton (RePEc:hal:journl:hal-04478733)
by Fredj Jawadi - Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions (RePEc:hal:journl:hal-04478736)
by Xiong Wang & Jingyao Li & Xiaohang Ren & Ruijun Bu & Fredj Jawadi - Can Collective Emotions Improve Bitcoin Volatility Forecasts?” (RePEc:hal:journl:hal-04478739)
by Fredj Jawadi & David Bourghelle & Philippe Rozin - Essays in modelling financial market dynamics: An overview (RePEc:hal:journl:hal-04478740)
by Fredj Jawadi - Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework (RePEc:hal:journl:hal-04478741)
by Hai-Chuan Xu & Fredj Jawadi & Jie Zhou & Wei-Xing Zhou - Do Multi-Market Institutions and Renewable Energy Matter for Sustainable Development: A Panel Data Investigation (RePEc:hal:journl:hal-04478742)
by Najid Ahmad & Fredj Jawadi & Muhammad Azam - Testing the animal spirits theory for ethical investments: further evidence from aggregated and disaggregated data (RePEc:hal:journl:hal-04478744)
by Fredj Jawadi & Nabila Jawadi & Abdoulkarim Idi Cheffou - The COVID-19 pandemic and ethical stock markets: further evidence of moral shock (RePEc:hal:journl:hal-04478750)
by Fredj Jawadi & Nabila Jawadi & Abdoulkarim Idi Cheffou - Time-Varying Financial Performance of Green and Traditional Energy Indices with Special Reference to the COVID-19 Context (RePEc:hal:journl:hal-04478760)
by Fredj Jawadi & Pascal Alphonse & David Bourghelle & Philippe Rozin - Does the Real Business Cycle Help Forecast the Financial Cycle? (RePEc:hal:journl:hal-04478764)
by Fredj Jawadi & Hachmi Ben Ameur & Stephanie Bigou & Alexis Flageollet - Conventional and Islamic stock market liquidity and volatility during COVID 19 (RePEc:hal:journl:hal-04478768)
by Fredj Jawadi & Abdoulkarim Idi Cheffou & Nabila Jawadi & Hachmi Ben Ameur - Does inequality help in forecasting equity premium in a panel of G7 countries? (RePEc:hal:journl:hal-04478772)
by Christina Christou & Rangan Gupta & Fredj Jawadi - Behavioral Finance and Asset Prices: The Influence of Investor's Emotion (RePEc:hal:journl:hal-04478776)
by David Bourghelle & Pascal Grandin & Fredj Jawadi & Philippe Rozin - What drives the US stock market in the context of COVID-19: fundamentals or investors’ emotions (RePEc:hal:journl:hal-04478782)
by Fredj Jawadi & Pascal Grandin & David Bourghelle & Philippe Rozin - Introduction (RePEc:hal:journl:hal-04478784)
by Fredj Jawadi & Pascal Grandin & David Bourghelle & Philippe Rozin - Are American and French Stok Markets Integrated? (RePEc:hal:journl:halshs-00324235)
by Mohamed El Hedi Arouri & F. Jawadi - Coûts de transaction, contagion, mimétisme et dynamique asymétriques des cours boursiers (RePEc:hal:journl:halshs-00324246)
by Mohamed El Hedi Arouri & F. Jawadi - Stock Market Integration in the Emerging Countries (RePEc:hal:journl:halshs-00324253)
by Mohamed El Hedi Arouri & Fredj Jawadi - Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data (RePEc:hal:journl:halshs-00601428)
by M.H. Arouri & F. Jawadi & Waël Louhichi & D. K. Nguyen - Does islamic finance outperform conventional finance? Further evidence from an international comparison (RePEc:hal:journl:halshs-00657351)
by Fredj Jawadi & Nabila Jawadi & Waël Louhichi - Do the US trends drive the UK-French market linkages?: empirical evidence from a threshold intraday analysis (RePEc:hal:journl:halshs-00875569)
by Fredj Jawadi & Waël Louhichi & Hachmi Ben Ameur - Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations (RePEc:hal:journl:halshs-00875595)
by Mohamed El Hedi Arouri & Hachmi Ben Ameur & Nabila Jawadi & Fredj Jawadi & Waël Louhichi - Can a Taylor rule better explain the Fed’s monetary policy through the 1920s and 1930s ? A nonlinear cliometric analysis (RePEc:hal:journl:halshs-02122974)
by Olivier Damette & Fredj Jawadi & Antoine Parent - Synchronization and nonlinear interdependence of short-term interest rates: (RePEc:hal:wpaper:hal-00507820)
by Mohamed El Hedi Arouri & F. Jawadi & Duc Khuong Nguyen - Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions (RePEc:hal:wpaper:hal-00507821)
by Mohamed El Hedi Arouri & Fredj Jawadi & Duc Khuong Nguyen - On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM (RePEc:hal:wpaper:hal-00507824)
by Mohamed El Hedi Arouri & Fredj Jawadi - What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis? (RePEc:hal:wpaper:hal-00507826)
by Mohamed El Hedi Arouri & Duc Khuong Nguyen & Fredj Jawadi - Coûts de transaction et dynamique non-linéaire des prix des actifs financiers : une note théorique (RePEc:hal:wpaper:hal-04138865)
by Fredj Jawadi & Slim Chaouachi - Nonlinear Stock Price Adjustment in the G7 Countries (RePEc:hal:wpaper:hal-04140874)
by Fredj Jawadi & Georges Prat - Equity Prices and Fundamentals: a DDM-APT Mixed Approach (RePEc:hal:wpaper:hal-04141411)
by Fredj Jawadi & Georges Prat - On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis (RePEc:hal:wpaper:hal-04141662)
by Fredj Jawadi & Wael Louhichi & Hachmi Ben Ameur & Abdoulkarim Idi Cheffou - The Nonlinear Relationship between Economic growth and Financial Development (RePEc:hal:wpaper:hal-04141770)
by Balázs Egert & Fredj Jawadi - Nonlinear stock prices adjustment in the G7 countries (RePEc:hal:wpaper:halshs-00172896)
by Georges Prat & Fredj Jawadi - Threshold cointegration relationships between oil and stock markets (RePEc:hhs:sdueko:2009_003)
by Jawadi, Fredj & Leoni, Patrick - Estimating The S&P Fundamental Value Using Star Models (RePEc:ibf:gjbres:v:2:y:2008:i:1:p:137-146)
by Fredj Jawadi - Are American And French Stock Markets Integrated? (RePEc:ibf:ijbfre:v:2:y:2008:i:2:p:107-116)
by Fredj Jawadi & Mohamed El Hédi Arouri - European Microfinance Institutions and Information and Communication Technologies: An Empirical Qualitative Investigation in the French Context (RePEc:igg:jeco00:v:8:y:2010:i:3:p:38-48)
by Fredj Jawadi & Nabila Jawadi & Virginie Dechamps - Does Islamic Finance Outperform Conventional Finance ? Further Evidence from the recent financial crisis (RePEc:ipg:wpaper:2014-279)
by Fredj Jawadi & Nabila Jawadi & Waël Louhichi - Equity Prices and Fundamentals: a DDM-APT Mixed Approach (RePEc:ipg:wpaper:2015-630)
by Fredj Jawadi & Georges Prat - Introduction to Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications (RePEc:kan:wpaper:201237)
by William Barnett & Fredj Jawadi - The Causal Relationships between Inflation and Inflation Uncertainty (RePEc:kan:wpaper:201803)
by William A. Barnett & Zied Ftiti & Fredj Jawadi - Causal Relationships Between Inflation and Inflation Uncertainty (RePEc:kan:wpaper:202010)
by William A. Barnett & Fredj Jawadi & Zied Ftiti - Forecasting Inflation Uncertainty in the United States and Euro Area (RePEc:kap:compec:v:54:y:2019:i:1:d:10.1007_s10614-018-9794-9)
by Zied Ftiti & Fredj Jawadi - Introduction to Advanced Statistical Analyses for Computational Economics and Finance (RePEc:kap:compec:v:54:y:2019:i:1:d:10.1007_s10614-018-9804-y)
by Fredj Jawadi - Correction to: Introduction to Advanced Statistical Analyses for Computational Economics and Finance (RePEc:kap:compec:v:54:y:2019:i:1:d:10.1007_s10614-019-09893-z)
by Fredj Jawadi - Computing the Time-Varying Effects of Investor Attention in Islamic Stock Returns (RePEc:kap:compec:v:56:y:2020:i:1:d:10.1007_s10614-020-09988-y)
by Nabila Jawadi & Fredj Jawadi & Abdoulkarim Idi Cheffou - Introduction to Topics in Modelling Financial and Macroeconomic Time Series (RePEc:kap:compec:v:56:y:2020:i:1:d:10.1007_s10614-020-10011-7)
by Fredj Jawadi - Does the Real Business Cycle Help Forecast the Financial Cycle? (RePEc:kap:compec:v:60:y:2022:i:4:d:10.1007_s10614-021-10193-8)
by Fredj Jawadi & Hachmi Ben Ameur & Stephanie Bigou & Alexis Flageollet - Do Multi-Market Institutions and Renewable Energy Matter for Sustainable Development: A Panel Data Investigation (RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10302-1)
by Najid Ahmad & Fredj Jawadi & Muhammad Azam - Do Islamic and Conventional Banks Really Differ? A Panel Data Statistical Analysis (RePEc:kap:openec:v:27:y:2016:i:2:d:10.1007_s11079-015-9373-9)
by Fredj Jawadi & Abdoulkarim Idi Cheffou & Nabila Jawadi - Analyzing Heterogeneous Stock Price Comovements Through Hybrid Approaches (RePEc:kap:openec:v:27:y:2016:i:3:d:10.1007_s11079-015-9381-9)
by Souhir Chlibi & Fredj Jawadi & Mohamed Sellami - On the Reputation of Islamic Banks: a Panel Data Qualitative Econometrics Analysis (RePEc:kap:openec:v:27:y:2016:i:5:d:10.1007_s11079-016-9414-z)
by Fredj Jawadi & Abdoulkarim Idi Cheffou & Nabila Jawadi & Wael Louhichi - What Have We Learned from the 2007-08 Financial Crisis? Papers Presented at the Second International Workshop on Financial Markets and Nonlinear Dynamics (Paris, June 4-5, 2015) (RePEc:kap:openec:v:27:y:2016:i:5:d:10.1007_s11079-016-9416-x)
by Fredj Jawadi - Assessing the Effect of Trade Openness on Health in the MENA Region: a Panel Data Analysis (RePEc:kap:openec:v:29:y:2018:i:2:d:10.1007_s11079-017-9450-3)
by Fredj Jawadi & Sami Gouddi & Zied Ftiti & Abdeljaoued Kacem - Special Issue: Financial Market Dynamics, Monetary Policy, Investment and Trade. Papers Presented at the Fourth International Symposium in Computational Economics and Finance (Paris, April 14–16, 2016 (RePEc:kap:openec:v:29:y:2018:i:2:d:10.1007_s11079-018-9493-0)
by Fredj Jawadi - Intraday jumps and trading volume: a nonlinear Tobit specification (RePEc:kap:rqfnac:v:47:y:2016:i:4:d:10.1007_s11156-015-0534-0)
by Fredj Jawadi & Waël Louhichi & Abdoulkarim Idi Cheffou & Rivo Randrianarivony - Equity prices and fundamentals: a DDM–APT mixed approach (RePEc:kap:rqfnac:v:49:y:2017:i:3:d:10.1007_s11156-016-0604-y)
by Fredj Jawadi & Georges Prat - A Multi-Factor Transformed Diffusion Model with Applications to VIX and VIX Futures (RePEc:liv:livedp:20183)
by Ruijun Bu & Fredj Jawadi & Yuyi Li - Monetary Policy Rules in the BRICS: How Important is Nonlinearity? (RePEc:nip:nipewp:18/2011)
by Fredj Jawadi & Sushanta K. Mallick & Ricardo M. Sousa - Fiscal Policy in the BRICs (RePEc:nip:nipewp:19/2011)
by Fredj Jawadi & Sushanta K. Mallick & Ricardo M. Sousa - Money Demand in the euro area, the US and the UK:Assessing the Role of Nonlinearity (RePEc:nip:nipewp:22/2012)
by Fredj Jawadi & Ricardo M. Sousa - Modelling Money Demand: Further Evidence from an International Comparison (RePEc:nip:nipewp:23/2012)
by Fredj Jawadi & Ricardo M. Sousa - Consumption and Wealth in the US, the UK and the Euro Area:A Nonlinear Investigation (RePEc:nip:nipewp:24/2012)
by Fredj Jawadi & Ricardo M. Sousa - Structural Breaks and Nonlinearity in US and UK Public Debt (RePEc:nip:nipewp:25/2012)
by Fredj Jawadi & Ricardo M. Sousa - Essays in Nonlinear Financial Integration Modeling: The Philippine Stock Market Case (RePEc:pal:palchp:978-0-230-29520-9_6)
by Mohamed El-Hedi Arouri & Fredj Jawadi - Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data (RePEc:pal:palchp:978-0-230-29521-6_7)
by Mohamed El Hedi Arouri & Fredj Jawadi & Wael Louhichi & Duc Khuong Nguyen - Nonlinear Cointegration and Nonlinear Error-Correction Models: Theory and Empirical Applications for Oil and Stock Markets (RePEc:pal:palchp:978-0-230-29521-6_9)
by Mohamed El Hedi Arouri & Fredj Jawadi & Duc Khuong Nguyen - Causal Relationships between Inflation and Inflation Uncertainty (RePEc:pra:mprapa:101682)
by Barnett, William A. & Jawadi, Fredj & Ftiti, Zied - Introduction to Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications (RePEc:pra:mprapa:40971)
by Barnett, William A. & Jawadi, Fredj - The Causal Relationships between Inflation and Inflation Uncertainty (RePEc:pra:mprapa:86478)
by Barnett, William & Ftiti, Zied & Jawadi, Fredj - Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries? (RePEc:pre:wpaper:201720)
by Christina Christou & Rangan Gupta & Fredj Jawadi - Do Regulatory and Supervisory Reforms Affect European Bank Stability: Further Evidence from Panel Data (RePEc:rbq:journl:i:141:p:58-70)
by Hachmi Ben Ameur & Faten Ben Bouheni & Abdoulkarim Idi Chefou & Fredj Jawadi - Understanding Oil Price Dynamics and their Effects over Recent Decades: An Interview with James Hamilton (RePEc:sae:enejou:v:40:y:2019:i:2_suppl:p:1-14)
by Fredj Jawadi - Do Jumps and Co-jumps Improve Volatility Forecasting of Oil and Currency Markets? (RePEc:sae:enejou:v:40:y:2019:i:2_suppl:p:131-156)
by Fredj Jawadi & Waël Louhichi & Hachmi Ben Ameur & Zied Ftiti - Introduction to Topics on “Uncertainty and Recent Challenges in Oil and Commodity Markets†Papers presented at the fifth International Symposium in Computational Economics and Finance organized in (RePEc:sae:enejou:v:40:y:2019:i:2_suppl:p:15-18)
by Fredj Jawadi & Apostolos Serletis - On the Oil Price Uncertainty (RePEc:sae:enejou:v:40:y:2019:i:2_suppl:p:19-40)
by Zied Ftiti & Fredj Jawadi - Analyzing Commodity Prices in the Context of COVID-19, High Inflation, and the Ukrainian War: An Interview with James Hamilton (RePEc:sae:enejou:v:44:y:2023:i:1:p:1-8)
by Fredj Jawadi - Measurement errors in stock markets (RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-016-2138-z)
by Hachmi Ben Ameur & Fredj Jawadi & Abdoulkarim Idi Cheffou & Wael Louhichi - Computing stock price comovements with a three-regime panel smooth transition error correction model (RePEc:spr:annopr:v:274:y:2019:i:1:d:10.1007_s10479-018-2805-3)
by Fredj Jawadi & Souhir Chlibi & Abdoulkarim Idi Cheffou - Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model (RePEc:spr:annopr:v:281:y:2019:i:1:d:10.1007_s10479-018-2793-3)
by Fredj Jawadi & Wael Louhichi & Abdoulkarim Idi Cheffou & Hachmi Ben Ameur - Measuring extreme risk dependence between the oil and gas markets (RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-020-03796-1)
by Hachmi Ben Ameur & Zied Ftiti & Fredj Jawadi & Wael Louhichi - Sovereign bond market integration in the euro area: a new empirical conceptualization (RePEc:spr:annopr:v:318:y:2022:i:1:d:10.1007_s10479-022-04847-5)
by Gilles Dufrénot & Fredj Jawadi & Zied Ftiti - Testing the animal spirits theory for ethical investments: further evidence from aggregated and disaggregated data (RePEc:spr:annopr:v:333:y:2024:i:1:d:10.1007_s10479-022-04832-y)
by Fredj Jawadi & Nabila Jawadi & Abdoulkarim Idi Cheffou - Revisiting Wealth Effects in France: A Double-Nonlinearity Approach (RePEc:spr:dymchp:978-3-030-54252-8_6)
by Olivier Damette & Fredj Jawadi - Uncertainty, Expectations and Asset Price Dynamics (RePEc:spr:dymeef:978-3-319-98714-9)
by None - Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework (RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02338-x)
by Hai-Chuan Xu & Fredj Jawadi & Jie Zhou & Wei-Xing Zhou - Market Microstructure and Nonlinear Dynamics (RePEc:spr:sprbok:978-3-319-05212-0)
by None - Financial crises, bank losses, risk management and audit: what happened? (RePEc:taf:apeclt:v:17:y:2010:i:10:p:1019-1022)
by Fredj Jawadi - Stock market integration in Mexico and Argentina: are short- and long-term considerations different? (RePEc:taf:apeclt:v:17:y:2010:i:15:p:1503-1507)
by Fredj Jawadi & Mohamed El Hedi Arouri & Duc Khuong Nguyen - The current international financial crisis in 10 questions: some lessons (RePEc:taf:apeclt:v:18:y:2011:i:3:p:279-283)
by Fredj Jawadi & Mohamed Hedi Arouri - Are hedge fund clones attractive financial products for investors? (RePEc:taf:apeclt:v:19:y:2012:i:8:p:739-743)
by Fredj Jawadi & Sabrina Khanniche - Modelling money demand: further evidence from an international comparison (RePEc:taf:apeclt:v:20:y:2013:i:11:p:1052-1055)
by Fredj Jawadi & Ricardo M. Sousa - Measuring time-varying equity risk premium in the context of financial crisis: do developed and emerging markets differ? (RePEc:taf:apeclt:v:20:y:2013:i:18:p:1673-1677)
by Hachmi Ben Ameur & Yacouba Gn�gn� & Fredj Jawadi - Do the US trends drive the UK--French market linkages?: empirical evidence from a threshold intraday analysis (RePEc:taf:apeclt:v:20:y:2013:i:5:p:499-503)
by Fredj Jawadi & Waël Louhichi & Hachmi Ben Ameur - Structural breaks and nonlinearity in US and UK public debts (RePEc:taf:apeclt:v:20:y:2013:i:7:p:653-657)
by Fredj Jawadi & Ricardo M. Sousa - Can the Islamic bank be an emerging leader? A panel data causality analysis (RePEc:taf:apeclt:v:23:y:2016:i:14:p:991-994)
by Fredj Jawadi & Abdoulkarim Idi Cheffou & Nabila Jawadi - Uncertainty and the United States’ election effect on the economy: some thoughts and empirical illustrations (RePEc:taf:apeclt:v:24:y:2017:i:20:p:1472-1475)
by Fredj Jawadi & Zied Ftiti - Does Islamic banking performance vary across regions? A new puzzle (RePEc:taf:apeclt:v:24:y:2017:i:8:p:567-570)
by Fredj Jawadi & Nabila Jawadi & Hachmi Ben Ameur & Abdoulkarim Idi Cheffou - Wavelet analysis of the conventional and Islamic stock market relationship ten years after the global financial crisis (RePEc:taf:apeclt:v:27:y:2020:i:6:p:466-472)
by Fredj Jawadi & Nabila Jawadi & Abdoulkarim Idi Cheffou - Unknown item RePEc:taf:apfiec:v:19:y:2009:i:16:p:1329-1343 (article)
- Unknown item RePEc:taf:apfiec:v:20:y:2010:i:8:p:669-680 (article)
- Unknown item RePEc:taf:apfiec:v:23:y:2013:i:6:p:483-493 (article)
- Unknown item RePEc:taf:apfiec:v:23:y:2013:i:9:p:729-737 (article)
- Arbitrage costs and nonlinear adjustment in the G7 stock markets (RePEc:taf:applec:44:y:2012:i:12:p:1561-1582)
by Fredj Jawadi & Georges Prat - Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations (RePEc:taf:applec:v:45:y:2013:i:24:p:3412-3420)
by M. E. Arouri & H. Ben Ameur & N. Jawadi & F. Jawadi & W. Louhichi - Nonlinear monetary policy reaction functions in large emerging economies: the case of Brazil and China (RePEc:taf:applec:v:46:y:2014:i:9:p:973-984)
by Fredj Jawadi & Sushanta Kumar Mallick & Ricardo Magalhães Sousa - Are Islamic stock markets efficient? A time-series analysis (RePEc:taf:applec:v:47:y:2015:i:16:p:1686-1697)
by Fredj Jawadi & Nabila Jawadi & Abdoulkarim Idi Cheffou - Recent topics in Applied Financial Economics (RePEc:taf:applec:v:47:y:2015:i:34-35:p:3613-3616)
by Fredj Jawadi - Intraday bidirectional volatility spillover across international stock markets: does the global financial crisis matter? (RePEc:taf:applec:v:47:y:2015:i:34-35:p:3633-3650)
by Fredj Jawadi & Waël Louhichi & Abdoulkarim Idi Cheffou - Modelling the relationship between future energy intraday volatility and trading volume with wavelet (RePEc:taf:applec:v:49:y:2017:i:20:p:1981-1993)
by Zied Ftiti & Fredj Jawadi & Waël Louhichi - Uncertainty assessment in socially responsible and Islamic stock markets in the short and long terms: an ARDL approach (RePEc:taf:applec:v:50:y:2018:i:39:p:4286-4294)
by Fredj Jawadi & Nabila Jawadi & Abdoukarim Idi Cheffou - Threshold effect in the relationship between investor sentiment and stock market returns: a PSTR specification (RePEc:taf:applec:v:50:y:2018:i:5:p:559-573)
by Hela Namouri & Fredj Jawadi & Zied Ftiti & Néjib Hachicha - Toward a new deal for Saudi Arabia: oil or Islamic stock market investment? (RePEc:taf:applec:v:50:y:2018:i:59:p:6355-6363)
by Fredj Jawadi & Nabila Jawadi & Abdoulkarim Idi Cheffou - On the relationship between energy returns and trading volume: a multifractal analysis (RePEc:taf:applec:v:51:y:2019:i:29:p:3122-3136)
by Zied Ftiti & Fredj Jawadi & Wael Louhichi & Mohamed Arbi Madani - The convergence of ethical investment business models and their reliance on the conventional US investment market (RePEc:taf:applec:v:52:y:2020:i:57:p:6265-6276)
by Fredj Jawadi & Nabila Jawadi & Pinar Sener - Does investor attention to Islamic finance create spillover? (RePEc:taf:applec:v:52:y:2020:i:59:p:6448-6452)
by Fredj Jawadi & Nabila Jawadi & Abdoulkarim Idi Cheffou - Are oil and gas futures markets efficient? A multifractal analysis (RePEc:taf:applec:v:53:y:2021:i:2:p:164-184)
by Zied Ftiti & Fredj Jawadi & Wael Louhichi & Mohamed El Arbi Madani - Conventional and Islamic stock market liquidity and volatility during COVID 19 (RePEc:taf:applec:v:53:y:2021:i:60:p:6944-6963)
by Fredj Jawadi & Abdoulkarim Idi Cheffou & Nabila Jawadi & Hachmi Ben Ameur - The COVID-19 pandemic and ethical stock markets: further evidence of moral shock (RePEc:taf:applec:v:54:y:2022:i:42:p:4874-4885)
by Fredj Jawadi & Nabila Jawadi & Abdoulkarim Idi Cheffou - A multifactor transformed diffusion model with applications to VIX and VIX futures (RePEc:taf:emetrv:v:39:y:2020:i:1:p:27-53)
by Ruijun Bu & Fredj Jawadi & Yuyi Li - Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models (RePEc:taf:emetrv:v:39:y:2020:i:1:p:54-70)
by Fredj Jawadi & Zied Ftiti & Waël Louhichi - How does monetary policy respond to the dynamics of the shadow banking sector? (RePEc:wly:ijfiec:v:25:y:2020:i:2:p:228-247)
by Luca Agnello & Vitor Castro & Fredj Jawadi & Ricardo M. Sousa - Essays in modelling financial market dynamics: An overview (RePEc:wly:ijfiec:v:27:y:2022:i:4:p:3803-3804)
by Fredj Jawadi - A latent‐factor‐driven endogenous regime‐switching non‐Gaussian model: Evidence from simulation and application (RePEc:wly:ijfiec:v:27:y:2022:i:4:p:3881-3896)
by Ruijun Bu & Jie Cheng & Fredj Jawadi - On the effect of oil price in the context of Covid‐19 (RePEc:wly:ijfiec:v:27:y:2022:i:4:p:3924-3933)
by Fredj Jawadi & Mohamed Sellami - Threshold Cointegration between Stock Returns : An application of STECM Models (RePEc:wpa:wuwpem:0412001)
by Jawadi Fredj & Koubaa Yousra - Threshold Mean Reversion In Stock Prices (RePEc:wsi:wschap:9789812770745_0018)
by Fredj Jawadi