RANIA JAMMAZI
Names
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RANIA |
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JAMMAZI |
Identifer
Contact
Affiliations
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Université de Tunis El Manar
/ Faculté des Sciences Économiques et de Gestion
/ International Finance Group-Tunisia (IFTG) (weight: 28%)
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Institut de Préparation à l'Administration et à la Gestion (IPAG) (weight: 24%)
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Université de Tunis El Manar
/ Faculté des Sciences Économiques et de Gestion
/ Laboratoire de Recherche en Économie Quantitative du Développement (LAREQUAD) (weight: 24%)
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Université de Tunis El Manar
/ Faculté des Sciences Économiques et de Gestion (weight: 24%)
Research profile
author of:
- The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach (RePEc:eee:eneeco:v:31:y:2009:i:5:p:789-799)
by Aloui, Chaker & Jammazi, Rania - Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling (RePEc:eee:eneeco:v:34:y:2012:i:3:p:828-841)
by Jammazi, Rania & Aloui, Chaker - Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns (RePEc:eee:enepol:v:38:y:2010:i:3:p:1415-1435)
by Jammazi, Rania & Aloui, Chaker - Oil shock transmission to stock market returns: Wavelet-multivariate Markov switching GARCH approach (RePEc:eee:energy:v:37:y:2012:i:1:p:430-454)
by Jammazi, Rania - Cross dynamics of oil-stock interactions: A redundant wavelet analysis (RePEc:eee:energy:v:44:y:2012:i:1:p:750-777)
by Jammazi, Rania - A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices (RePEc:eee:intfin:v:34:y:2015:i:c:p:173-187)
by Jammazi, Rania & Lahiani, Amine & Nguyen, Duc Khuong - Environment degradation, economic growth and energy consumption nexus: A wavelet-windowed cross correlation approach (RePEc:eee:phsmap:v:436:y:2015:i:c:p:110-125)
by Jammazi, Rania & Aloui, Chaker - Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach (RePEc:eee:phsmap:v:436:y:2015:i:c:p:62-86)
by Aloui, Chaker & Jammazi, Rania - Asymmetric risk spillovers between oil and agricultural commodities (RePEc:hal:journl:hal-01774528)
by Syed Jawad Hussain Shahzad & Jose Arreola Hernandez & Khamis Hamed Al-Yahyaee & Rania Jammazi - Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices (RePEc:hal:journl:hal-02000698)
by Elie Bouri & David Roubaud & Rania Jammazi & Ata Assaf - Oil Shock Transmission to Stock Market Returns: Wavelet Multivariate Markov Switching GARCH Approach (RePEc:ipg:wpaper:2014-197)
by Rania Jammazi - Cyclical components and dual long memory in the foreign exchange rate dynamics: the Tunisian case (RePEc:ipg:wpaper:2014-198)
by Rania Jammazi & Chaker Aloui - Responses of international stock markets to oil price surges: a regimeswitching perspective (RePEc:ipg:wpaper:2014-80)
by Rania Jammazi & Duc Khuong Nguyen - Sovereign Bond Market Dependencies and Crisis Transmission around the Eurozone Debt Crisis: A Dynamic Copula Approach (RePEc:ipg:wpaper:2017-008)
by Stelios Bekiros & Shawkat Hammoudeh & Rania Jammazi & Duc Khuong Nguyen - Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View (RePEc:kap:compec:v:52:y:2018:i:2:d:10.1007_s10614-017-9703-7)
by Chaker Aloui & Rania Jammazi & Hela Ben Hamida - Estimating and forecasting portfolio’s Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates (RePEc:pal:jorsoc:v:68:y:2017:i:11:d:10.1057_s41274-016-0133-z)
by Rania Jammazi & Duc Khuong Nguyen - Responses of international stock markets to oil price surges: a regime-switching perspective (RePEc:taf:applec:v:47:y:2015:i:41:p:4408-4422)
by Rania Jammazi & Duc Khuong Nguyen - Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach (RePEc:taf:applec:v:50:y:2018:i:47:p:5031-5049)
by Stelios Bekiros & Shawkat Hammoudeh & Rania Jammazi & Duc Khuong Nguyen - Industry-level determinants of the linkage between credit and stock markets (RePEc:taf:applec:v:50:y:2018:i:49:p:5277-5301)
by Syed Jawad Hussain Shahzad & Román Ferrer & Shawkat Hammoudeh & Rania Jammazi - Are Islamic bonds a good safe haven for stocks? Implications for portfolio management in a time-varying regime-switching copula framework (RePEc:taf:applec:v:51:y:2019:i:3:p:219-238)
by Syed Jawad Hussain Shahzad & Chaker Aloui & Rania Jammazi & Muhammad Shahbaz - Spillovers across European sovereign credit markets and role of surprise and uncertainty (RePEc:taf:applec:v:52:y:2020:i:8:p:851-865)
by Stelios Bekiros & Syed Jawad Hussain Shahzad & Rania Jammazi & Chaker Aloui