Fredj JAWADI : Citation Profile

Are you Fredj JAWADI?

Université Paris Ouest-Nanterre la Défense (Paris X)

9

H index

6

i10 index

284

Citations

RESEARCH PRODUCTION:

79

Articles

52

Papers

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   14 years (2004 - 2018). See details.
   Cites by year: 20
   Journals where Fredj JAWADI has often published
   Relations with other researchers
   Recent citing documents: 84.    Total self citations: 34 (10.69 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfr45
   Updated: 2018-10-13    RAS profile: 2018-10-05    
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Relations with other researchers

Works with:

Sousa, Ricardo (8)

AROURI, Mohamed (7)

Dufrénot, Gilles (7)

Ftiti, Zied (4)

Mallick, Sushanta (3)

ben ameur, hachmi (3)

Nguyen, Duc Khuong (3)

Barnett, William (2)

JAWADI, NABILA (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Fredj JAWADI.

Is cited by:

Nguyen, Duc Khuong (18)

Sousa, Ricardo (18)

Hammoudeh, Shawkat (13)

GUPTA, RANGAN (13)

Trabelsi, Mohamed Ali (10)

Darné, Olivier (9)

Barnett, William (7)

Kim, Jae (6)

Kim, Hyeongwoo (6)

Lahiani, Amine (6)

Dufrénot, Gilles (5)

Cites to:

Sousa, Ricardo (54)

Teräsvirta, Timo (40)

AROURI, Mohamed (34)

van Dijk, Dick (23)

Engle, Robert (22)

Mallick, Sushanta (21)

Franses, Philip Hans (21)

Granger, Clive (19)

Bollerslev, Tim (19)

Anderson, Heather (18)

Mignon, Valérie (18)

Main data

Where Fredj JAWADI has published?

Journals with more than one article published# docs
Economic Modelling11
Applied Economics Letters11
Economics Bulletin7
Applied Economics7
Macroeconomic Dynamics6
Open Economies Review6
Applied Financial Economics4
Studies in Nonlinear Dynamics & Econometrics4
Review of Quantitative Finance and Accounting2
Journal of International Financial Markets, Institutions and Money2
Research in International Business and Finance2
International Economics2

Working Papers Series with more than one paper published# docs
Post-Print / HAL25
Working Papers / HAL5
EconomiX Working Papers / University of Paris Nanterre, EconomiX5
MPRA Paper / University Library of Munich, Germany2
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS / University of Kansas, Department of Economics2
Working Papers / Department of Research, Ipag Business School2

Recent works citing Fredj JAWADI (2019 and 2018)

YearTitle of citing document
2017Comparing the performance of Turkish deposit banks by using DEMATEL, Grey Relational Analysis (GRA) and MOORA approaches. (2017). Yuksel, Serhat ; Emir, Senol ; Dincer, Hasan . In: World Journal of Applied Economics. RePEc:ana:journl:v:3:y:2017:i:2:p:26-47.

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2017Do co-jumps impact correlations in currency markets?. (2017). Vacha, Lukas ; Baruník, Jozef ; Barunik, Jozef. In: Papers. RePEc:arx:papers:1602.05489.

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2018National debts and government deficits within European Monetary Union: Statistical evidence of economic issues. (2018). Coccia, Mario. In: Papers. RePEc:arx:papers:1806.07830.

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2017I know what you did during the last bubble: Determinants of housing bubbles duration in OECD countries. (2017). Sanin Restrepo, Sebastian ; Gomez-Gonzalez, Jose ; Amador Torres, Juan ; Sanin-Restrepo, Sebastian ; Amador-Torres, Sebastian J. In: Borradores de Economia. RePEc:bdr:borrec:1005.

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2017RETURNS AND VOLATILITY SPILLOVER BETWEEN ASIAN EQUITY MARKETS: A WAVELET APPROACH. (2017). Sasikumar, Anoop ; Kamaiah, B. In: Economic Annals. RePEc:beo:journl:v:62:y:2017:i:212:p:63-84.

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2017Impact of the global financial crisis on Islamic and conventional stocks and bonds. (2017). Akhtar, Shumi ; Smith, Tom ; Jahromi, Maria. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:3:p:623-655.

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2017How Has the Behavior of Cross-Market Correlations Altered During Financial and Debt Crises?. (2017). demiralay, sercan ; Ulusoy, Veysel. In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i:6:p:765-794.

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2017Stock markets volatility spillovers during financial crises: A DCC-MGARCH with skewed-t density approach. (2017). Balaa, Dahiru A ; Takimotob, Taro . In: Borsa Istanbul Review. RePEc:bor:bistre:v:17:y:2017:i:1:p:25-48.

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2017MONETARY POLICY SWITCHING IN THE EURO AREA AND MULTIPLE STEADY STATES: AN EMPIRICAL INVESTIGATION. (2017). Dufrénot, Gilles ; Khayat, Guillaume A ; Dufrenot, Gilles. In: Macroeconomic Dynamics. RePEc:cup:macdyn:v:21:y:2017:i:05:p:1175-1188_00.

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2017L’investissement conforme à la Charia est-il socialement responsable ?,Is Shariah compliant investment socially responsible?. (2017). Desbrières, Philippe ; Desbrieres, Philippe. In: Working Papers CREGO. RePEc:dij:wpfarg:1171001.

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2018Term structure of interest rates: modelling the risk premium using a two horizons framework. (2018). Uctum, Remzi ; Prat, Georges. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-25.

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2017The Performance Ranking of Emerging Markets Islamic Indices Using Risk Adjusted Performance Measures. (2017). EL KHAMLICHI, ABDELBARI ; Yildiz, Selim Baha . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00446.

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2018Returns of Islamic Stocks in Saudi Arabia: Segmentation and Risk-Aversion. (2018). Al-Awadhi, Abdullah M ; Al-Mutairi, Ahmad F ; Bash, Ahmad. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-02-28.

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2018Caribbean development report: A perusal of public debt in the Caribbean and its impact on economic growth. (2018). McLean, Sheldon ; Charles, Don. In: Studies and Perspectives – ECLAC Subregional Headquarters for The Caribbean. RePEc:ecr:col033:43312.

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2017Dependence changes between the carbon price and its fundamentals: A quantile regression approach. (2017). Tan, Xue-Ping ; Wang, Xin-Yu . In: Applied Energy. RePEc:eee:appene:v:190:y:2017:i:c:p:306-325.

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2017Asymmetric determinants of CDS spreads: U.S. industry-level evidence through the NARDL approach. (2017). Shahzad, Syed Jawad Hussain ; Ferrer, Roman ; Nor, Safwan Mohd ; Hussain, Syed Jawad ; Hammoudeh, Shawkat. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:211-230.

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2017Does the design of a fiscal rule matter for welfare?. (2017). Smith, Constance ; Landon, Stuart. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:226-237.

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2017Mexican real wages and the U.S. economy. (2017). Mollick, Andre ; Cabral, Rene. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:141-152.

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2018The impact of setting negative policy rates on banking flows and exchange rates. (2018). Khayat, Guillaume A. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:1-10.

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2018Chinas regime-switching monetary policy. (2018). Klingelhöfer, Jan ; Sun, Rongrong ; Klingelhofer, Jan. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:32-40.

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2018No man is an Island: The impact of heterogeneity and local interactions on macroeconomic dynamics. (2018). Roventini, Andrea ; Napoletano, Mauro ; Guerini, Mattia. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:82-95.

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2018Time-varying efficiency in food and energy markets: Evidence and implications. (2018). Jebabli, Ikram ; Roubaud, David. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:97-114.

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2018The macroeconomic effects of monetary policy shocks under fiscal rules constrained by public debt sustainability. (2018). , Marco ; Maynard, Lucas ; Lima, Felipe C ; De, Rebeca ; Vereda, Luciano . In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:184-201.

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2018Monetary policy rules in emerging countries: Is there an augmented nonlinear taylor rule?. (2018). catik, nazif ; Caporale, Guglielmo Maria ; Akdeniz, Cokun ; Ali, Faek Menla ; Helmi, Mohamad Husam . In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:306-319.

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2018Is Being Sharia compliant worth it?. (2018). Weill, Laurent ; Peillex, Jonathan ; Jaballah, Jamil . In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:353-362.

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2017Specification testing for nonlinear multivariate cointegrating regressions. (2017). GAO, Jiti ; Yin, Jiying ; Tjostheim, Dag ; Dong, Chaohua. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:1:p:104-117.

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2017Volatility spillover and hedging effectiveness among China and emerging Asian Islamic equity indexes. (2017). Majdoub, Jihed ; ben Sassi, Salim . In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:16-31.

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2018Can Islamic banks have their own benchmark?. (2018). Azad, A. S. M. S., ; Ahsan, Amirul ; Chazi, Abdelaziz ; Azmat, Saad. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:120-136.

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2018Bank lending, deposits and risk-taking in times of crisis: A panel analysis of Islamic and conventional banks. (2018). Rizvi, Syed Aun R. ; Ibrahim, Mansor. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:31-47.

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2018The determinants of Islamic bank capital decisions. (2018). Bitar, Mohammad ; Hippler, William J ; Hassan, Kabir M. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:48-68.

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2017Spillovers from the oil sector to the housing market cycle. (2017). Sousa, Ricardo ; Agnello, Luca ; Hammoudeh, Shawkat ; Castro, Vitor. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:209-220.

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2017Exploring the price dynamics of CO2 emissions allowances in Chinas emissions trading scheme pilots. (2017). Chang, Kai ; Pei, Ping ; Zhang, Chao ; Wu, Xin. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:213-223.

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2017Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications. (2017). Sensoy, Ahmet ; Mensi, walid ; Hammoudeh, Shawkat ; Kang, Sang Hoon ; Wanas, Idries Mohammad. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:454-475.

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2017Crude oil price behaviour before and after military conflicts and geopolitical events. (2017). Pérez de Gracia, Fernando ; Monge, Manuel ; Gil-Alana, Luis. In: Energy. RePEc:eee:energy:v:120:y:2017:i:c:p:79-91.

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2017Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis. (2017). Shahzad, Syed Jawad Hussain ; Umar, Zaghum ; Ballester, Laura ; Ferrer, Roman ; Hussain, Syed Jawad. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:9-26.

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2018Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks. (2018). Uddin, Gazi ; Shahzad, Syed Jawad Hussain ; Yoon, Seong-Min ; Hussain, Syed Jawad ; Hernandez, Jose Areola. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:167-180.

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2018Hedge fund performance attribution under various market conditions. (2018). Stafylas, Dimitrios ; Uddin, Moshfique ; Anderson, Keith. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:221-237.

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2018Do co-jumps impact correlations in currency markets?. (2018). Vacha, Lukas ; Baruník, Jozef ; Barunik, Jozef. In: Journal of Financial Markets. RePEc:eee:finmar:v:37:y:2018:i:c:p:97-119.

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2017Heterogeneous market structure and systemic risk: Evidence from dual banking systems. (2017). Abedifar, Pejman ; Hashem, Shatha Qamhieh ; Giudici, Paolo. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:96-119.

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2018A contemporary survey of islamic banking literature. (2018). Hassan, Kabir M ; Aliyu, Sirajo. In: Journal of Financial Stability. RePEc:eee:finsta:v:34:y:2018:i:c:p:12-43.

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2017Recent advances in explaining hedge fund returns: Implicit factors and exposures. (2017). Stafylas, Dimitrios ; Uddin, Moshfique ; Anderson, Keith. In: Global Finance Journal. RePEc:eee:glofin:v:33:y:2017:i:c:p:69-87.

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2017Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices. (2017). Kim, Jae ; Darné, Olivier ; Darne, Olivier ; Charles, Amelie. In: International Economics. RePEc:eee:inteco:v:151:y:2017:i:c:p:100-112.

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2017Social norms and market outcomes: The effects of religious beliefs on stock markets. (2017). Al-Awadhi, Abdullah M ; Dempsey, Michael. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:119-134.

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2017Do Islamic banks fail more than conventional banks?. (2017). Samargandi, Nahla ; Kutan, Ali ; Alandejani, Maha. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:135-155.

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2017Predicting risk premium under changes in the conditional distribution of stock returns. (2017). Sousa, Ricardo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:204-218.

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2017.

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2018The determinants of the benchmark interest rates in China. (2018). Kim, Hyeongwoo ; Shi, Wen. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:2:p:395-417.

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2017Dynamics of crude oil and gold price post 2008 global financial crisis – New evidence from threshold vector error-correction model. (2017). Kanjilal, Kakali ; Ghosh, Sajal . In: Resources Policy. RePEc:eee:jrpoli:v:52:y:2017:i:c:p:358-365.

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2017Islamic vs conventional equities in a strategic asset allocation framework. (2017). Umar, Zaghum. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:1-10.

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2017Financial tail risks in conventional and Islamic stock markets: A comparative analysis. (2017). GUPTA, RANGAN ; Hammoudeh, Shawkat ; Muteba, John W. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:60-82.

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2017Momentum strategies for Islamic stocks. (2017). Narayan, Paresh Kumar ; Bach, Dinh Hoang . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:96-112.

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2017Time-varying correlations in global real estate markets: A multivariate GARCH with spatial effects approach. (2017). Liu, Zhixue ; Gu, Huaying ; Weng, Yingliang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:460-472.

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2017Predictability and co-movement relationships between conventional and Islamic stock market indexes: A multiscale exploration using wavelets. (2017). Saâdaoui, Foued ; Aldohaiman, Mohamed S ; al Dohaiman, Mohamed S ; Naifar, Nader ; Saadaoui, Foued. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:482:y:2017:i:c:p:552-568.

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2017Dynamic co-integration and portfolio diversification of Islamic and conventional indices: Global evidence. (2017). Khan, Walayet A ; Mohanty, Sunil K ; Abu-Alkheil, Ahmad ; Parikh, Bhavik. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:212-224.

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2018Modelling the directional spillovers from DJIM Index to conventional benchmarks: Different this time?. (2018). Ahmad, Wasim ; Shaik, Abdul Rahman ; Rais, Shirin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:14-27.

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2017Modeling and forecasting the volatility of carbon dioxide emission allowance prices: A review and comparison of modern volatility models. (2017). GUPTA, RANGAN ; Segnon, Mawuli ; Lux, Thomas. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:69:y:2017:i:c:p:692-704.

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2017Towards an asymmetric long run equilibrium between stock market uncertainty and the yield spread. A threshold vector error correction approach. (2017). Evgenidis, Anastasios ; SIRIOPOULOS, COSTAS ; Tsagkanos, Athanasios. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:267-279.

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2017Volatility spillover and hedging strategies between Islamic and conventional stocks in the presence of asymmetry and long memory. (2017). Mghaieth, Asma ; el Mehdi, Imen Khanchel . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:595-611.

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2017Profitability and risk in interest-free banking industries: a dynamic panel data analysis. (2017). Trabelsi, Mohamed Ali ; Trad, Naama. In: International Journal of Islamic and Middle Eastern Finance and Management. RePEc:eme:imefpp:imefm-05-2016-0070.

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2018Testing Efficiency of the London Metal Exchange: New Evidence. (2018). Park, Jaehwan ; Lim, Byungkwon. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:1:p:32-:d:136280.

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2018Wealth Effects on Household Final Consumption: Stock and Housing Market Channels. (2018). Morri, Giacomo ; coskun, yener ; Atasoy, Burak ; alp, esra. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:2:p:57-:d:150855.

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2018Why Is the Correlation between Crude Oil Prices and the US Dollar Exchange Rate Time-Varying?—Explanations Based on the Role of Key Mediators. (2018). Liao, Jia ; Xu, Xiangyun ; Shi, YU. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:3:p:61-:d:154226.

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2017Asymmetric Return and Volatility Transmission in Conventional and Islamic Equities. (2017). Suleman, Tahir ; Umar, Zaghum. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:22-:d:94407.

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2017Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations. (2017). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:10:p:1799-:d:114094.

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2017Forecasting Long-Term Crude Oil Prices Using a Bayesian Model with Informative Priors. (2017). Lee, Chul-Yong ; Huh, Sung-Yoon. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:2:p:190-:d:88968.

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2017Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices. (2017). Kim, Jae ; Darné, Olivier ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-01526483.

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2017Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices. (2017). Kim, Jae ; Darné, Olivier ; Darne, Olivier ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-01579718.

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2017Profitability and risk in interest-free banking industries: a dynamic panel data analysis. (2017). Trabelsi, Mohamed Ali ; Trad, Naama. In: Post-Print. RePEc:hal:journl:halshs-01656758.

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2017Risk and profitability of Islamic banks: A religious deception or an alternative solution?. (2017). Trabelsi, Mohamed Ali ; Goux, Jean Franois ; Trad, Naama. In: Post-Print. RePEc:hal:journl:halshs-01656770.

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2018Money demand stability, monetary overhang and inflation forecast in the CEE countries. (2018). Pépin, Dominique ; Albulescu, Claudiu. In: Working Papers. RePEc:hal:wpaper:hal-01720319.

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2017RISK AND PROFI TABILITY OF ISLAMIC BANKS: A RELIGIOUS DECEPTION OR AN ALTERNATIVE SOLUTION?. (2017). Goux, Jean Franois ; Trad, Naama. In: European Research on Management and Business Economics (ERMBE). RePEc:idi:jermbe:v:23:y:2017:i:1:p:40-45.

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2018Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality-in-quantiles test. (2018). Balcilar, Mehmet ; Chisoro, Shingie ; Loate, Tumisang B ; Babalos, Vassilios. In: Empirica. RePEc:kap:empiri:v:45:y:2018:i:1:d:10.1007_s10663-016-9344-4.

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2018Data analytic approach for manipulation detection in stock market. (2018). Zhai, Jia ; Ding, Xuemei ; Cao, YI. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:3:d:10.1007_s11156-017-0650-0.

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2017Effectiveness of monetary policy in stabilising food inflation: Evidence from advanced and emerging economies.. (2017). Bhattacharya, Rudrani. In: Working Papers. RePEc:npf:wpaper:17/209.

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2017Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis. (2017). Wong, Wing-Keung ; HOANG, Thi Hong Van ; EL KHAMLICHI, ABDELBARI ; van Hoang, Thi Hong. In: MPRA Paper. RePEc:pra:mprapa:76282.

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2017Assessing the viability of Sukuk for portfolio diversification using MS-DCC-GARCH.. (2017). Masih, Abul ; Adekunle, Salami Saheed . In: MPRA Paper. RePEc:pra:mprapa:79443.

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2017Discerning Granger-causal chain between oil prices, exchange rates and inflation rates: Evidence from Turkey. (2017). Masih, Abul ; Citak, Yusuf Ensar . In: MPRA Paper. RePEc:pra:mprapa:79453.

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2018The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests. (2018). Wohar, Mark ; Pierdzioch, Christian ; GUPTA, RANGAN ; Vivian, Andrew J. In: Working Papers. RePEc:pre:wpaper:201809.

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2017The Impact of Demand Management Policies On Domestic and Foreign Direct Investment in Case of Pakistan: A Time Series Analysis. (2017). Naseem, Benish. In: Bulletin of Business and Economics (BBE). RePEc:rfh:bbejor:v:6:y:2017:i:4:p:175-184.

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2017Does the Design of a Fiscal Rule Matter for Welfare?. (2017). Smith, Constance ; Landon, Stuart. In: Working Papers. RePEc:ris:albaec:2017_002.

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2017Insurance and Insurance Markets. (2017). Dionne, Georges ; Harrington, Scott . In: Working Papers. RePEc:ris:crcrmw:2017_002.

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2018No man is an island : the impact of heterogeneity and local interactions on macroeconomics dynamics. (2018). Guerini, Mattia ; Roventini, Andrea ; Napoletano, Mauro. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/28ldm6et9r9pbak4qpf3imo9bj.

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2018Information Transmission between Mature and Emerging Equity Markets During Normal and Crisis Periods: An Empirical Examination. (2018). Deisting, Florent ; Sehgal, Sanjay ; Jain, Payal. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:1:d:10.1007_s40953-016-0067-y.

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2018Fiscal multipliers in South Africa: The importance of financial sector dynamics. (2018). Makrelov, Konstantin ; Harris, Laurence ; Davies, Rob ; Arndt, Channing. In: WIDER Working Paper Series. RePEc:unu:wpaper:wp2018-6.

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Fredj JAWADI has edited the books:

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Works by Fredj JAWADI:

YearTitleTypeCited
2009Stock market integration in the Latin American markets: further evidence from nonlinear modeling In: Papers.
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2009Stock market integration in the Latin American markets: further evidence from nonlinear modeling.(2009) In: Economics Bulletin.
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2009Stock market integration in the Latin American markets: further evidence from nonlinear modeling.(2009) In: Post-Print.
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2009Nonlinear Cointegration Relationships Between Non-Life Insurance Premiums and Financial Markets In: Journal of Risk & Insurance.
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2013Threshold linkages between volatility and trading volume: evidence from developed and emerging markets In: Studies in Nonlinear Dynamics & Econometrics.
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2014Fiscal policy in the BRICs In: Studies in Nonlinear Dynamics & Econometrics.
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2011Fiscal Policy in the BRICs.(2011) In: NIPE Working Papers.
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2017Introduction: recent developments of switching models for financial data In: Studies in Nonlinear Dynamics & Econometrics.
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2017Introduction: recent developments of switching models for financial data.(2017) In: Post-Print.
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2017Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach In: Studies in Nonlinear Dynamics & Econometrics.
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2007Co-Mouvements des marchés boursiers émergents :Intégration ou contagion ? In: Brussels Economic Review.
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2007Dynamique non-linéaire des marchés boursiers du G7 : une application des modèles STAR In: Finance.
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2014The Relationship between Consumption and Wealth: A Quantile Regression Approach In: Revue d'économie politique.
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2011The speculative efficiency of the aluminum market: A nonlinear Investigation In: International Economics.
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2014Conventional and Islamic stock price performance: An empirical investigation In: International Economics.
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2012INTRODUCTION TO TIME-VARYING MODELING WITH MACROECONOMIC AND FINANCIAL DATA In: Macroeconomic Dynamics.
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2012MODELING NONLINEAR AND HETEROGENEOUS DYNAMIC LINKS IN INTERNATIONAL MONETARY MARKETS In: Macroeconomic Dynamics.
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2012NONLINEARITY, CYCLICITY, AND PERSISTENCE IN CONSUMPTION AND INCOME RELATIONSHIPS: RESEARCH IN HONOR OF MELVIN J. HINICH In: Macroeconomic Dynamics.
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2017ON THE MACROECONOMIC AND WEALTH EFFECTS OF UNCONVENTIONAL MONETARY POLICY In: Macroeconomic Dynamics.
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2018INTRODUCTION TO RECENT INSIGHTS INTO FINANCIAL, HOUSING, AND MONETARY MARKETS In: Macroeconomic Dynamics.
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2018MODELING INTERNATIONAL STOCK PRICE COMOVEMENTS WITH HIGH-FREQUENCY DATA In: Macroeconomic Dynamics.
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2010Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets In: Working Papers.
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2006Coûts de transaction et dynamique non-linéaire des prix des actifs financiers : une note théorique In: EconomiX Working Papers.
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2009Nonlinear Stock Price Adjustment in the G7 Countries In: EconomiX Working Papers.
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2007Nonlinear stock prices adjustment in the G7 countries.(2007) In: Working Papers.
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2015Equity Prices and Fundamentals: a DDM-APT Mixed Approach In: EconomiX Working Papers.
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2015Equity Prices and Fundamentals: a DDM-APT Mixed Approach.(2015) In: Working Papers.
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2017Equity prices and fundamentals: a DDM–APT mixed approach.(2017) In: Review of Quantitative Finance and Accounting.
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2017On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis In: EconomiX Working Papers.
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2016On oil-US exchange rate volatility relationships: An intraday analysis.(2016) In: Economic Modelling.
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2018The Nonlinear Relationship between Economic growth and Financial Development In: EconomiX Working Papers.
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2008Does nonlinear econometrics confirm the macroeconomic models of consumption? In: Economics Bulletin.
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2010Short and long-term links between oil prices and stock markets in Europe In: Economics Bulletin.
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2010On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM In: Economics Bulletin.
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2010On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM.(2010) In: Working Papers.
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2011Do on/off time series models reproduce emerging stock market comovements? In: Economics Bulletin.
[Full Text][Citation analysis]		article1
2012Second International Symposium in Computational Economics and Finance In: Economics Bulletin.
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2012Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration? In: Economics Bulletin.
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2018An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets In: Journal of Economic Dynamics and Control.
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2012Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS In: Economic Modelling.
[Full Text][Citation analysis]		article23
2012Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS.(2012) In: Post-Print.
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2012Modeling hedge fund exposure to risk factors In: Economic Modelling.
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2012Modelling Hedge Fund Exposure to Risk Factors.(2012) In: Post-Print.
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This paper has another version. Agregated cites: 4		paper
2013Money demand in the euro area, the US and the UK: Assessing the role of nonlinearity In: Economic Modelling.
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2012Money Demand in the euro area, the US and the UK:Assessing the Role of Nonlinearity.(2012) In: NIPE Working Papers.
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2013Computational tools in econometric modeling for macroeconomics and finance In: Economic Modelling.
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2013Computational tools in econometric modeling for macroeconomics and finance.(2013) In: Post-Print.
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2013Boundedness and nonlinearities in public debt dynamics: A TAR assessment In: Economic Modelling.
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2016Advances and challenges in decision-making, monetary policy and financial markets In: Economic Modelling.
[Full Text][Citation analysis]		article1
2016Advances and challenges in decision-making, monetary policy and financial markets.(2016) In: Post-Print.
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2016On the study of contagion in the context of the subprime crisis: A dynamic conditional correlation–multivariate GARCH approach In: Economic Modelling.
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2016Fiscal and monetary policies in the BRICS: A panel VAR approach In: Economic Modelling.
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2017Assessing efficiency and investment opportunities in commodities: A time series and portfolio simulations approach In: Economic Modelling.
[Full Text][Citation analysis]		article1
2017Modelling the effect of the geographical environment on Islamic banking performance: A panel quantile regression analysis In: Economic Modelling.
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2016Measuring volatility persistence for conventional and Islamic banks: An FI-EGARCH approach In: Emerging Markets Review.
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2015Testing and modeling jump contagion across international stock markets: A nonparametric intraday approach In: Journal of Financial Markets.
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2014Financial linkages between US sector credit default swaps markets In: Journal of International Financial Markets, Institutions and Money.
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2017An empirical comparison of transformed diffusion models for VIX and VIX futures In: Journal of International Financial Markets, Institutions and Money.
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2013What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis? In: Journal of Macroeconomics.
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2013What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?.(2013) In: Post-Print.
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2010What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?.(2010) In: Working Papers.
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2017Assessing financial and housing wealth effects through the lens of a nonlinear framework In: Research in International Business and Finance.
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2017Assessing financial and housing wealth effects through the lens of a nonlinear framework.(2017) In: Post-Print.
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2018Analyzing the governance structure of French banking groups In: Research in International Business and Finance.
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2011Nonlinear mean reversion in oil and stock markets In: Review of Accounting and Finance.
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2018Recent Developments in Macro-Econometric Modeling: Theory and Applications In: Econometrics.
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2011Arbitrage Costs and Nonlinear Adjustment in the G7 Stock Markets In: Post-Print.
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2012Arbitrage costs and nonlinear adjustment in the G7 stock markets.(2012) In: Applied Economics.
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2012Arbitrage Costs and Nonlinear Stock Price Adjustment in the G7 Countries In: Post-Print.
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2013Sources d’inefficience et ajustement asymétrique des cours boursiers In: Post-Print.
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2013Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations In: Post-Print.
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2013Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations.(2013) In: Post-Print.
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2013Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations.(2013) In: Applied Economics.
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2012Evolution of the US Stock Market Risk Premium in Periods of Crisis In: Post-Print.
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2012Are hedge fund clones attractive financial products for investors In: Post-Print.
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2012Are hedge fund clones attractive financial products for investors?.(2012) In: Applied Economics Letters.
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2014Market Microstructure and Nonlinear Dynamics - Keeping Financial Crisis in Context In: Post-Print.
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2016Equity prices and fundamentals: a DDM In: Post-Print.
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2018An Interview with Timo Teräsvirta In: Post-Print.
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2019Understanding Oil Price Dynamics and their Effects over Recent Decades: An Interview with James Hamilton In: Post-Print.
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2008Are American and French Stok Markets Integrated? In: Post-Print.
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2008ARE AMERICAN AND FRENCH STOCK MARKETS INTEGRATED?.(2008) In: The International Journal of Business and Finance Research.
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2008Coûts de transaction, contagion, mimétisme et dynamique asymétriques des cours boursiers In: Post-Print.
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2008Stock Market Integration in the Emerging Countries In: Post-Print.
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2011Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data In: Post-Print.
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2011Does islamic finance outperform conventional finance? Further evidence from an international comparison In: Post-Print.
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2013Do the US trends drive the UK-French market linkages?: empirical evidence from a threshold intraday analysis In: Post-Print.
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2013Do the US trends drive the UK--French market linkages?: empirical evidence from a threshold intraday analysis.(2013) In: Applied Economics Letters.
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2010Synchronization and nonlinear interdependence of short-term interest rates: In: Working Papers.
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2010Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions In: Working Papers.
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2010Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions.(2010) In: Applied Financial Economics.
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2009Threshold cointegration relationships between oil and stock markets In: Discussion Papers of Business and Economics.
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2008ESTIMATING THE S&P FUNDAMENTAL VALUE USING STAR MODELS In: Global Journal of Business Research.
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2010European Microfinance Institutions and Information and Communication Technologies: An Empirical Qualitative Investigation in the French Context In: Journal of Electronic Commerce in Organizations (JECO).
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2014Does Islamic Finance Outperform Conventional Finance ? Further Evidence from the recent financial crisis In: Working Papers.
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2012Introduction to Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
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2012Introduction to Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications.(2012) In: MPRA Paper.
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2018The Causal Relationships between Inflation and Inflation Uncertainty In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
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2018The Causal Relationships between Inflation and Inflation Uncertainty.(2018) In: MPRA Paper.
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2016Do Islamic and Conventional Banks Really Differ? A Panel Data Statistical Analysis In: Open Economies Review.
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2016Analyzing Heterogeneous Stock Price Comovements Through Hybrid Approaches In: Open Economies Review.
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2016On the Reputation of Islamic Banks: a Panel Data Qualitative Econometrics Analysis In: Open Economies Review.
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2016What 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) In: Open Economies Review.
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2018Assessing the Effect of Trade Openness on Health in the MENA Region: a Panel Data Analysis In: Open Economies Review.
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2018Special 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, 20 In: Open Economies Review.
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2016Intraday jumps and trading volume: a nonlinear Tobit specification In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article1
2011Monetary Policy Rules in the BRICS: How Important is Nonlinearity? In: NIPE Working Papers.
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2012Modelling Money Demand: Further Evidence from an International Comparison In: NIPE Working Papers.
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2013Modelling money demand: further evidence from an international comparison.(2013) In: Applied Economics Letters.
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2012Consumption and Wealth in the US, the UK and the Euro Area:A Nonlinear Investigation In: NIPE Working Papers.
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2012Structural Breaks and Nonlinearity in US and UK Public Debt In: NIPE Working Papers.
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2013Structural breaks and nonlinearity in US and UK public debts.(2013) In: Applied Economics Letters.
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2017Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries? In: Working Papers.
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2016Do Regulatory and Supervisory Reforms Affect European Bank Stability: Further Evidence from Panel Data In: Bankers, Markets & Investors.
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2018Measurement errors in stock markets In: Annals of Operations Research.
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2010Financial crises, bank losses, risk management and audit: what happened? In: Applied Economics Letters.
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2010Stock market integration in Mexico and Argentina: are short- and long-term considerations different? In: Applied Economics Letters.
[Full Text][Citation analysis]		article2
2011The current international financial crisis in 10 questions: some lessons In: Applied Economics Letters.
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2013Measuring time-varying equity risk premium in the context of financial crisis: do developed and emerging markets differ? In: Applied Economics Letters.
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2016Can the Islamic bank be an emerging leader? A panel data causality analysis In: Applied Economics Letters.
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2017Uncertainty and the United States’ election effect on the economy: some thoughts and empirical illustrations In: Applied Economics Letters.
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2017Does Islamic banking performance vary across regions? A new puzzle In: Applied Economics Letters.
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2009Essay in dividend modelling and forecasting: does nonlinearity help? In: Applied Financial Economics.
[Full Text][Citation analysis]		article3
2013Testing the efficiency of the aluminium market: evidence from London metal exchange In: Applied Financial Economics.
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2013Information technology sector and equity markets: an empirical investigation In: Applied Financial Economics.
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2014Nonlinear monetary policy reaction functions in large emerging economies: the case of Brazil and China In: Applied Economics.
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2015Are Islamic stock markets efficient? A time-series analysis In: Applied Economics.
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2017Modelling the relationship between future energy intraday volatility and trading volume with wavelet In: Applied Economics.
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2018Uncertainty assessment in socially responsible and Islamic stock markets in the short and long terms: an ARDL approach In: Applied Economics.
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2018Threshold effect in the relationship between investor sentiment and stock market returns: a PSTR specification In: Applied Economics.
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2004Threshold Cointegration between Stock Returns : An application of STECM Models In: Econometrics.
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2008THRESHOLD MEAN REVERSION IN STOCK PRICES In: World Scientific Book Chapters.
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