Fredj JAWADI : Citation Profile

Are you Fredj JAWADI?

Université Paris-Nanterre (Paris X)

13

H index

16

i10 index

549

Citations

RESEARCH PRODUCTION:

111

Articles

62

Papers

1

Chapters

EDITOR:

3

Books edited

RESEARCH ACTIVITY:

   16 years (2004 - 2020). See details.
   Cites by year: 34
   Journals where Fredj JAWADI has often published
   Relations with other researchers
   Recent citing documents: 106.    Total self citations: 47 (7.89 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfr45
   Updated: 2021-02-20    RAS profile: 2021-02-05    
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Relations with other researchers

Works with:

Ftiti, Zied (14)

Dufrénot, Gilles (10)

Sousa, Ricardo (7)

Barnett, William (4)

Égert, Balázs (3)

Mihailov, Alexander (2)

Damette, Olivier (2)

PARENT, Antoine (2)

Botev, Jarmila (2)

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

Is cited by:

GUPTA, RANGAN (21)

Sousa, Ricardo (20)

Nguyen, Duc Khuong (18)

Trabelsi, Mohamed Ali (13)

Hammoudeh, Shawkat (13)

Darné, Olivier (11)

Shahzad, Syed Jawad Hussain (11)

EL KHAMLICHI, ABDELBARI (7)

Balcilar, Mehmet (7)

Prat, Georges (7)

Barnett, William (7)

Cites to:

Sousa, Ricardo (56)

Teräsvirta, Timo (47)

AROURI, Mohamed (36)

Bollerslev, Tim (33)

Engle, Robert (28)

van Dijk, Dick (26)

Granger, Clive (23)

Franses, Philip Hans (23)

Mignon, Valérie (21)

Anderson, Heather (20)

Shiller, Robert (19)

Main data

Where Fredj JAWADI has published?

Journals with more than one article published# docs
Applied Economics13
Economic Modelling12
Applied Economics Letters12
Studies in Nonlinear Dynamics & Econometrics9
Economics Bulletin7
Macroeconomic Dynamics6
Open Economies Review6
Computational Economics5
Applied Financial Economics4
International Economics3
Journal of International Financial Markets, Institutions and Money3
Annals of Operations Research3
The Energy Journal2
Review of Quantitative Finance and Accounting2
Journal of Economic Dynamics and Control2
Econometric Reviews2
Research in International Business and Finance2

Working Papers Series with more than one paper published# docs
Post-Print / HAL31
EconomiX Working Papers / University of Paris Nanterre, EconomiX5
Working Papers / HAL5
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS / University of Kansas, Department of Economics3
MPRA Paper / University Library of Munich, Germany3
Working Papers / Department of Research, Ipag Business School2

Recent works citing Fredj JAWADI (2021 and 2020)

YearTitle of citing document
2020The dependence and dynamic correlation between Islamic and conventional insurances and stock market: A multivariate short memory approach. (2020). el Abed, Riadh ; el Ansari, Rym Charef. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(624):y:2020:i:3(624):p:213-222.

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2020The Provision of Long-Term Credit and Firm Growth in Developing Countries. (2020). Watson, Jennifer . In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2020:p:224-234.

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2020Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2001.07949.

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2020Diffusion Copulas: Identification and Estimation. (2020). Hadri, Kaddour ; Kristensen, Dennis ; Bu, Ruijun. In: Papers. RePEc:arx:papers:2005.03513.

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2020HOW DID UNCONVENTIONAL MONETARY POLICY AFFECT ECONOMIC FORECASTS?. (2020). Pearce, Douglas ; Mitchell, Karlyn. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:38:y:2020:i:1:p:206-220.

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2020JUMPS, NEWS, AND SUBSEQUENT RETURN DYNAMICS: AN INTRADAY STUDY. (2020). Yin, Xiangkang ; Zhao, Jing ; Xiao, Yuewen. In: Journal of Financial Research. RePEc:bla:jfnres:v:43:y:2020:i:3:p:705-731.

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2020Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions. (2020). Naraidoo, Ruthira ; GUPTA, RANGAN ; Rangan, Gupta ; Christina, Christou. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:3:p:17:n:4.

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2020The threshold effect of political institutions on the finance-growth nexus: Evidence from Sub-Saharan Africa. (2020). Gabsi, Foued Badr ; Bougharriou, Nouha ; Benayed, Walid. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00340.

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2020The impact of Coronavirus (COVID-19) outbreak on faith-based investments: An original analysis. (2020). Sherif, Mohamed. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303300.

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2020Financial development and the shadow economy: A multi-dimensional analysis. (2020). Nguyen, Canh ; Thanh, Su Dinh ; Dinhthanh, SU ; Canh, Nguyen Phuc. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:67:y:2020:i:c:p:37-54.

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2020Energy consumption, economic growth and environmental degradation in OECD countries. (2020). Tzeremes, Nickolaos ; Ozcan, Burcu. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:203-213.

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2020Stabilization policy, infrastructure investment, and welfare in a small open economy. (2020). Germaschewski, Yin. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:322-339.

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2020Does monetary policy credibility mitigate the fear of floating?. (2020). Ferreira, Caio Ferrari ; Montes, Gabriel Caldas. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:76-87.

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2020Optimal targeted reduction in reserve requirement ratio in China. (2020). Wei, Xiaoyun ; Han, Liyan ; Li, Jie. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:1-15.

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2020Investigating the dynamic relationship between cryptocurrencies and conventional assets: Implications for financial investors. (2020). Charfeddine, Lanouar ; Maouchi, Youcef ; Benlagha, Noureddine. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:198-217.

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2020The dynamic effects of monetary policy and government spending shocks on unemployment in the peripheral Euro area countries. (2020). ribba, antonio ; Dallari, Pietro. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:218-232.

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2020More effective than we thought: Central bank independence and inflation in developing countries. (2020). Garriga, Ana Carolina ; Rodriguez, Cesar M. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:87-105.

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2020Regime changes and fiscal sustainability in Kenya. (2020). Chevallier, Julien ; Ndiritu, Simon Wagura ; Irungu, William Nganga. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:1-9.

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2020A Keynesian Dynamic Stochastic Disequilibrium model for business cycle analysis. (2020). Schoder, Christian. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:117-132.

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2020Time-varying money demand and real balance effects. (2020). Benchimol, Jonathan ; Qureshi, Irfan. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:197-211.

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2020Balance sheet changes and the impact of financial sector risk-taking on fiscal multipliers. (2020). Harris, Laurence ; Davies, Rob ; Arndt, Channing ; Makrelov, Konstantin. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:322-343.

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2020Financial frictions and the futures pricing puzzle. (2020). Taamouti, Abderrahim ; ap Gwilym, Rhys ; Rahman, Hamid ; el Alaoui, Abdelkader O ; Ebrahim, Shahid M. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:358-371.

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2020Can monetary policy stabilise food inflation? Evidence from advanced and emerging economies. (2020). Jain, Richa ; Bhattacharya, Rudrani. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:122-141.

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2020Macroeconomic effects of monetary policy in Korea: A time-varying coefficient VAR approach. (2020). Hur, Joonyoung ; Han, Jong-Suk. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:142-152.

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2020The transition of Chinas monetary policy regime: Before and after the four trillion RMB stimulus. (2020). Wang, Bin ; Fu, Buben. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:273-303.

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2020Public debt dynamics with tax revenue constraints. (2020). Dia, Enzo ; Hallett, Andrew Hughes ; Casalin, Fabrizio. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:501-515.

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2020The impact of macroeconomic factors on income inequality: Evidence from the BRICS. (2020). GUPTA, RANGAN ; Meszaros, John ; Berisha, Edmond. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:559-567.

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2020The macroeconomic drivers in hedge fund beta management. (2020). Platania, Federico ; Lambert, Marie. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:65-80.

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2020Changing transmission of monetary policy on disaggregate inflation in India. (2020). Dash, Pradyumna ; Kumar, Ankit. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:109-125.

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2020The static and dynamic connectedness of environmental, social, and governance investments: International evidence. (2020). Kenourgios, Dimitris ; Papathanasiou, Sypros ; Umar, Zaghum. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:112-124.

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2020So alike, yet so different: Comparing fiscal multipliers across EU members and candidates. (2020). Turcu, Camelia ; Ianc, Nicolae-Bogdan. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:278-298.

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2020Global predictive power of the upside and downside variances of the U.S. equity market. (2020). Zhang, Liguo ; Xiao, Jun ; Xu, Yahua. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:605-619.

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2021Evidence on time-varying inflation synchronization. (2021). Szafranek, Karol. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:1-13.

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2021The response of hedge fund tail risk to macroeconomic shocks: A nonlinear VAR approach. (2021). Racicot, François-Éric ; Theoret, Raymond ; Gregoriou, Greg N. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:843-872.

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2020Bank fee-based shocks and the U.S. business cycle. (2020). Theoret, Raymond ; Calmes, Christian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940817303595.

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2020A fractional cointegration VAR analysis of Islamic stocks: A global perspective. (2020). Salisu, Afees ; Ndako, Umar ; Adediran, Idris ; Swaray, Raymond. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818306636.

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2020Common shocks, common transmission mechanisms and time-varying connectedness among Dow Jones Islamic stock market indices and global risk factors. (2020). al Dohaiman, Mohammed ; Mezghani, Imed ; ben Haddad, Hedi. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:2:s0939362518300748.

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2020How do dynamic responses of exchange rates to oil price shocks co-move? From a time-varying perspective. (2020). lucey, brian ; Huang, Shupei. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304384.

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2020Short- and long-run asymmetric effect of oil prices and oil and gas revenues on the real GDP and economic diversification in oil-dependent economy. (2020). Barkat, Karim ; Charfeddine, Lanouar. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300190.

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2020Coordinating technological progress and environmental regulation in CO2 mitigation: The optimal levels for OECD countries & emerging economies. (2020). Wei, Weixian ; Wang, Huiqing. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988319302993.

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2020The relationship between oil prices and exchange rates: Revisiting theory and evidence. (2020). Czudaj, Robert ; Beckmann, Joscha ; Arora, Vipin. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301122.

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2020On the intraday dynamics of oil price and exchange rate: What can we learn from China and India?. (2020). Prakash, Ravi ; Ahmad, Wasim ; Dutta, Anupam ; Rahman, Md Lutfur ; Kaur, Rishman Jot ; Uddin, Gazi Salah. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302115.

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2020Interaction among China carbon emission trading markets: Nonlinear Granger causality and time-varying effect. (2020). Zhao, Lili ; Wang, Xiong ; Wen, Fenghua. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302413.

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2020Volatility spillovers for energy prices: A diagonal BEKK approach. (2020). Faghihian, Fatemeh ; Ghoddusi, Hamed ; Zolfaghari, Mehdi. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303054.

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2020Diversification effects of energy subsidy reform in oil exporters: Illustrations from Kuwait. (2020). Shehabi, Manal. In: Energy Policy. RePEc:eee:enepol:v:138:y:2020:i:c:s0301421519305531.

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2020Monetary policy and commodity markets: Unconventional versus conventional impact and the role of economic uncertainty. (2020). Cooray, Arusha ; Chatziantoniou, Ioannis ; Apergis, Nicholas. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301800.

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2020How does house price influence monetary policy transmission?. (2020). Huang, Xianjing ; Guo, Yumei ; Peng, Yuchao. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302398.

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2020Impact of US unconventional monetary policy on dynamic stock-bond correlations: Portfolio rebalancing and signalling channel effects. (2020). Gokmenoglu, Korhan ; al Al, Abobaker. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612318307323.

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2020The curvilinear relationship between environmental performance and financial performance: An investigation of listed french firms using panel smooth transition model. (2020). Bruna, Maria-Giuseppina ; ben Lahouel, Bechir ; ben Zaied, Younes. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319306658.

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2020Extension of the Fama and French model: A study of the largest European financial institutions. (2020). Escolastico, Alba M ; De, Maria ; Jareo, Francisco. In: International Economics. RePEc:eee:inteco:v:164:y:2020:i:c:p:115-139.

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2020Equilibrium real interest rates for the BRICS countries. (2020). Klose, Jens. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300025.

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2020Testing for asymmetry in monetary policy rule for small-open developing economies: Multiscale Bayesian quantile evidence from Ghana. (2020). Akosah, Nana ; Schaling, Eric ; Alagidede, Imhotep Paul. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:22:y:2020:i:c:s1703494920300293.

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2020The asymmetric effects of oil price on sectoral Islamic stocks: New evidence from quantile-on-quantile regression approach. (2020). Sharif, Arshian ; Chang, Bisharat Hussain ; Rehman, Syed Abdul ; Salman, Asma ; Suki, Norazah Mohd ; Aman, Ameenullah. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719304751.

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2020Role of natural resource abundance, international trade and financial development in the economic development of selected countries. (2020). Nasir, Muhammad ; Redmond, Trumel. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s030142071930950x.

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2020Commodity terms of trade shocks and real effective exchange rate dynamics in Africas commodity-exporting countries. (2020). Yacouba, kassouri ; Altinta, Halil ; Kassouri, Yacouba. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720301501.

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2020Corruption and equity market performance: International comparative evidence. (2020). , Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x1930575x.

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2020Do Islamic indices provide diversification to bitcoin? A time-varying copulas and value at risk application. (2020). Asghar, Nadia ; Ur, Mobeen ; Kang, Sang Hoon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x19306638.

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2020Conventional vs Islamic banking and macroeconomic risk: Impact on asset price bubbles. (2020). Hayat, Aziz ; Ghaffar, Hamza ; Azad, A. S. M. Sohel, ; Azmat, Saad ; Chazi, Abdelaziz. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x19306079.

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2020Do Islamic stocks outperform conventional stock sectors during normal and crisis periods? Extreme co-movements and portfolio management analysis. (2020). Vo, Xuan Vinh ; Ur, Mobeen ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Kang, Sang Hoon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x20300718.

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2020Islamic stock market versus conventional: Are islamic investing a ‘Safe Haven’ for investors? A systematic literature review. (2020). Panetta, Ida Claudia ; delle Foglie, Andrea. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:64:y:2020:i:c:s0927538x20302833.

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2020Do Bitcoin and other cryptocurrencies jump together?. (2020). Hussain, Syed Jawad ; Roubaud, David ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:396-409.

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2020Volatility and skewness spillover between stock index and stock index futures markets during a crash period: New evidence from China. (2020). Li, Steven ; Hou, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:166-188.

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2020Debt externality in equity markets: Leveraged portfolios and Islamic indices. (2020). Azmat, Saad ; Khan, Salman. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:152-177.

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2020How do European banks portray the effect of policy interest rates and prudential behavior on profitability?. (2020). Campmas, Alexandra. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s027553191730867x.

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2020Islamic and conventional portfolios optimization under investor sentiment states: Bayesian vs Markowitz portfolio analysis. (2020). Trichilli, Yousra ; Masmoudi, Afif ; Abbes, Mouna Boujelbene. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918310547.

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2020Volatility dynamics of crypto-currencies’ returns: Evidence from asymmetric and long memory GARCH models. (2020). Fakhfekh, Mohamed ; Jeribi, Ahmed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s027553191930056x.

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2020Ethical Investing Has No Portfolio Performance Cost. (2020). Blazenko, George ; Wright, Danika ; Fu, Yufen . In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531918305257.

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2020Determinants of hedge fund performance during ‘good’ and ‘bad’ economic periods. (2020). Andrikopoulos, Athanasios ; Stafylas, Dimitrios. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s027553191930563x.

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2020Impact of stock market trading on currency market volatility spillovers. (2020). Yelkenci, Tezer ; AYDOAN, Berna ; Baklaci, Hasan Fehmi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919307287.

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2020Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach. (2020). Sensoy, Ahmet ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Maitra, Debasish ; Ur, Mobeen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919307822.

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2020Financial crises and the dynamics of the spillovers between the U.S. and BRICS stock markets. (2020). Kang, Sanghoon ; McIver, Ron P. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s027553191830789x.

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2020Forecasting inflation under uncertainty: The forgotten dog and the frisbee. (2020). Nasir, Muhammad. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:158:y:2020:i:c:s0040162520309987.

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2020Diversification in the age of the 4th industrial revolution: The role of artificial intelligence, green bonds and cryptocurrencies. (2020). Hille, Erik ; Nasir, Muhammad Ali ; Duc, Toan Luu. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:159:y:2020:i:c:s0040162520310143.

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2021Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution. (2021). Tiwari, Aviral ; Aikins, Emmanuel Joel ; Le, Tn-Lan. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:162:y:2021:i:c:s0040162520312087.

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2020Modeling the Connection between Bank Systemic Risk and Balance-Sheet Liquidity Proxies through Random Forest Regressions. (2020). Zeldea, Cristina. In: Administrative Sciences. RePEc:gam:jadmsc:v:10:y:2020:i:3:p:52-:d:396470.

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2020Do Tense Geopolitical Factors Drive Crude Oil Prices?. (2020). Albitar, Khaldoon ; Zhong, Junhao ; Huang, Zhehao ; Li, Fen. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:16:p:4277-:d:400712.

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2020Oil as Hedge, Safe-Haven, and Diversifier for Conventional Currencies. (2020). Hussain, Syed Jawad ; Farid, Saqib ; Ur, Mobeen ; Naeem, Muhammad Abubakr ; Liu, Changyu. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:17:p:4354-:d:402987.

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2020Time-Varying Relationship between Crude Oil Price and Exchange Rate in the Context of Structural Breaks. (2020). Zheng, Yuhang ; Peng, Jiaying ; Failler, Pierre ; Liu, Yue. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:9:p:2395-:d:356651.

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2020Decomposing the Effect of Domestic and Foreign Economic Policy Uncertainty Shocks on Real and Financial Sectors: Evidence from BRIC Countries. (2020). Kumar, Ameet ; Dakhan, Sarfraz Ahmed ; Ghumro, Niaz Hussain ; Kalhoro, Muhammad Ramzan. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:12:p:315-:d:459375.

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2020Time-Frequency Based Dynamics of Decoupling or Integration between Islamic and Conventional Equity Markets. (2020). Ashfaq, Saira ; Nayyar, Sadaf ; Mujtaba, Ghulam ; Anas, Muhammad. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:7:p:156-:d:385921.

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2020Do Profitable Banks Make a Positive Contribution to the Economy?. (2020). Bird, Ron ; Kumar, Vijay. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:8:p:159-:d:389084.

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2020Implications of COVID-19 on the Labor Market of Saudi Arabia: The Role of Universities for a Sustainable Workforce. (2020). Choudhry, Hani ; Rizwan, Ali ; Al-Hayani, Abdulmonem ; Al-Youbi, Abdulrahman O. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:17:p:7090-:d:406460.

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2020The Linkages of Carbon Spot-Futures: Evidence from EU-ETS in the Third Phase. (2020). Liu, Zhixin ; Chen, Hao ; Wu, You ; Zhang, Yinpeng . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:6:p:2517-:d:336069.

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2021Market Efficiency and Nonlinear Analysis of Soybean Futures. (2021). Wang, Yiming ; Yin, Tao. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:2:p:518-:d:476494.

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2020Inflation, uncertainty and labor market conditions in the US. (2020). Albulescu, Claudiu ; Oros, Cornel. In: Working Papers. RePEc:hal:wpaper:hal-02464147.

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2020Bank credit and short-run economic growth: a dynamic threshold panel model for ASEAN countries. (2020). Saadaoui, Jamel ; Ho, Sy-Hoa. In: Working Papers. RePEc:hal:wpaper:hal-03008069.

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2020Volatility and asymmetric dependence in Central and East European stock markets. (2020). Vo, Thi Thuy Anh ; Mollah, Sabur ; Mobarek, Asma ; Joseph, Nathan Lael. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:4:d:10.1007_s11156-020-00874-0.

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2020So alike, yet so different: comparing fiscal multipliers across EU members and candidates. (2020). ROMOCEA TURCU, Camelia ; Ianc, Nicolae-Bogdan. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2792.

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2020Volatility spillover and hedging effectiveness among crude oil and Islamic markets: evidence from the Gulf region. (2020). Walid, Haykel Hamdi. In: European Journal of Comparative Economics. RePEc:liu:liucej:v:17:y:2020:i:1:p:103-126.

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2020Investor sentiment and trading behavior. (2020). Campisi, Giovanni ; Muzzioli, Silvia. In: Department of Economics. RePEc:mod:depeco:0163.

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2020Fundamentalists heterogeneity and the role of the sentiment indicator. (2020). Campisi, Giovanni ; Muzzioli, Silvia. In: Department of Economics. RePEc:mod:depeco:0167.

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2020The thermal optimal path model: Does Google search queries help to predict dynamic relationship between investor’s sentiment and indexes returns?. (2020). Abbes, Mouna Boujelbene ; Abdelhedi, Mouna ; Trichilli, Yousra. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:3:d:10.1057_s41260-020-00159-0.

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2020Industry Heterogeneity in the Risk-Taking Channel. (2020). Mylonidis, Nikolaos ; Delis, Manthos ; Iosifidi, Maria. In: MPRA Paper. RePEc:pra:mprapa:100433.

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2020Modeling Market Integration and Asymmetric Price Transmission Dynamics of Yam Markets in Ghana. (2020). Abunyuwah, Isaac . In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:12:y:2020:i:3:p:23-31.

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2020Thick modelling income and wealth effects: a forecast application to euro area private consumption. (2020). Zekaite, Zivile ; de Bondt, Gabe ; Gieseck, Arne. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01738-w.

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2020Modeling mechanism of economic growth using threshold autoregression models. (2020). Osinska, Magdalena ; Kufel, Pawel ; Błażejowski, Marcin ; Baejowski, Marcin ; Osiska, Magdalena. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:3:d:10.1007_s00181-018-1560-2.

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2020Consumer behavior in a monetary economy and smoothing of composite consumption. (2020). Hayakawa, Hiroaki. In: Eurasian Economic Review. RePEc:spr:eurase:v:10:y:2020:i:1:d:10.1007_s40822-019-00134-0.

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2020Dynamic structural impacts of oil shocks on exchange rates: lessons to learn. (2020). Bouri, Elie ; Suleman, Muhammad Tahir ; Hussain, Syed Jawad ; Ji, Qiang. In: Journal of Economic Structures. RePEc:spr:jecstr:v:9:y:2020:i:1:d:10.1186_s40008-020-00194-5.

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2020Adhere to the rules or be discretionary? Empirical evidence from the euro area. (2020). Zou, Zongsen ; Feng, Dengtian ; Wang, Xiuling. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:2:d:10.1007_s11403-019-00239-4.

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2020A Theory of Growth and Threshold Inflation with Estimates. (2020). Dholakia, Ravindra H. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:18:y:2020:i:3:d:10.1007_s40953-020-00215-x.

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2020The volatility spillover effects among risk appetite indexes: insight from the VIX and the rise. (2020). Alola, Andrew Adewale ; Skenderoglu, Omer ; Akdag, Saffet. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:13:y:2020:i:1:d:10.1007_s12076-020-00244-3.

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Fredj JAWADI has edited the books:

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YearTitleTypeCited
2019On the Oil Price Uncertainty In: The Energy Journal.
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2019Do Jumps and Co-jumps Improve Volatility Forecasting of Oil and Currency Markets? In: The Energy Journal.
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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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2018INTRODUCTION TO THE SYMPOSIUM ON INEQUALITY, UNCERTAINTY, AND MACRO‐FINANCIAL DYNAMICS In: Economic Inquiry.
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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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2018Can a Taylor rule better explain the Fed’s monetary policy through the 1920s and 1930s? A nonlinear cliometric analysis.(2018) In: Post-Print.
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2018An Interview with Timo Teräsvirta In: Studies in Nonlinear Dynamics & Econometrics.
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2018An interview with Timo Teräsvirta.(2018) In: Post-Print.
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2020Unconventional monetary policy reaction functions: evidence from the US.(2020) In: Post-Print.
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2020Causal relationships between inflation and inflation uncertainty In: Studies in Nonlinear Dynamics & Econometrics.
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2018The Causal Relationships between Inflation and Inflation Uncertainty.(2018) In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
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2020Causal Relationships Between Inflation and Inflation Uncertainty.(2020) In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
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2020Causal Relationships between Inflation and Inflation Uncertainty.(2020) In: MPRA Paper.
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2018The Causal Relationships between Inflation and Inflation Uncertainty.(2018) In: MPRA Paper.
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2020An interview with Howell Tong 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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2019The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies In: International Economics.
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2019The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies.(2019) In: International Economics.
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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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2017Equity prices and fundamentals: a DDM–APT mixed approach.(2017) In: Post-Print.
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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.
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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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2018A model of fiscal dominance under the “Reinhart Conjecture” In: Journal of Economic Dynamics and Control.
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2018A model of fiscal dominance under the “Reinhart Conjecture”.(2018) In: Post-Print.
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2012Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS In: Economic Modelling.
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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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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.
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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.
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2017Modelling the effect of the geographical environment on Islamic banking performance: A panel quantile regression analysis In: Economic Modelling.
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2020Assessing downside and upside risk spillovers across conventional and socially responsible stock markets 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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2019Oil price collapse and challenges to economic transformation of Saudi Arabia: A time-series analysis In: Energy Economics.
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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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2019Does the volatility of volatility risk forecast future stock returns? 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: Grenoble Ecole de Management (Post-Print).
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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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2019A statistical analysis of uncertainty for conventional and ethical stock indexes In: The Quarterly Review of Economics and Finance.
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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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2018Recent developments in macro-econometric modeling: theory and applications.(2018) In: Post-Print.
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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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2012Sources dinefficience 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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2019Understanding Oil Price Dynamics and their Effects over Recent Decades: An Interview with James Hamilton In: Post-Print.
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2011Can information and communication technologies improve the performance of microfinance programs? Further evidence from developing and emergent financial markets In: Post-Print.
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2016Intraday jumps and trading volume: a nonlinear Tobit specification In: Post-Print.
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2016Intraday jumps and trading volume: a nonlinear Tobit specification.(2016) In: Review of Quantitative Finance and Accounting.
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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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2019Correction to: Introduction to Advanced Statistical Analyses for Computational Economics and Finance In: Computational Economics.
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2020Computing the Time-Varying Effects of Investor Attention in Islamic Stock Returns In: Computational Economics.
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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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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, 2016 In: Open Economies Review.
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2020A multifactor transformed diffusion model with applications to VIX and VIX futures.(2020) In: Econometric Reviews.
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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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2010Stock market integration in Mexico and Argentina: are short- and long-term considerations different? In: Applied Economics Letters.
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