Fredj JAWADI : Citation Profile

Are you Fredj JAWADI?

Université Paris-Nanterre (Paris X)

15

H index

27

i10 index

979

Citations

RESEARCH PRODUCTION:

122

Articles

69

Papers

5

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   18 years (2004 - 2022). See details.
   Cites by year: 54
   Journals where Fredj JAWADI has often published
   Relations with other researchers
   Recent citing documents: 80.    Total self citations: 52 (5.04 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfr45
   Updated: 2024-01-16    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Ftiti, Zied (12)

Dufrénot, Gilles (4)

Barnett, William (3)

Castro, Vitor (3)

Botev, Jarmila (3)

Égert, Balázs (3)

Sousa, Ricardo (3)

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 (31)

Sousa, Ricardo (26)

Nguyen, Duc Khuong (20)

Guerini, Mattia (13)

Hammoudeh, Shawkat (13)

Napoletano, Mauro (13)

Shahzad, Syed Jawad Hussain (12)

Balcilar, Mehmet (12)

Darné, Olivier (11)

Prat, Georges (11)

Trabelsi, Mohamed Ali (11)

Cites to:

Sousa, Ricardo (78)

Teräsvirta, Timo (54)

AROURI, Mohamed (42)

Bollerslev, Tim (34)

Anderson, Heather (29)

Engle, Robert (28)

van Dijk, Dick (26)

Franses, Philip Hans (23)

Mallick, Sushanta (23)

Mignon, Valérie (23)

Hansen, Bruce (23)

Main data

Where Fredj JAWADI has published?

Journals with more than one article published# docs
Applied Economics16
Economic Modelling12
Applied Economics Letters12
Studies in Nonlinear Dynamics & Econometrics9
Economics Bulletin7
Open Economies Review6
Macroeconomic Dynamics6
Computational Economics5
Annals of Operations Research4
International Journal of Finance & Economics4
Journal of International Financial Markets, Institutions and Money3
International Economics3
Review of Quantitative Finance and Accounting2
Research in International Business and Finance2
Journal of Economic Dynamics and Control2
Journal of Economic Behavior & Organization2
The Energy Journal2
International Economics2
Econometric Reviews2

Working Papers Series with more than one paper published# docs
Post-Print / HAL34
Working Papers / HAL5
Grenoble Ecole de Management (Post-Print) / HAL5
EconomiX Working Papers / University of Paris Nanterre, EconomiX5
MPRA Paper / University Library of Munich, Germany3
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS / University of Kansas, Department of Economics3
Working Papers / Department of Research, Ipag Business School2

Recent works citing Fredj JAWADI (2024 and 2023)

YearTitle of citing document
2023After the economic crisis of 2008: Economic conditions and crime in the last decade for the case of Spain. (2023). Soler, Alberto Montero ; Torrestellez, Jonathan. In: American Journal of Economics and Sociology. RePEc:bla:ajecsc:v:82:y:2023:i:3:p:223-239.

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2023ECB monetary policy and commodity prices. (2023). Kočenda, Evžen ; Koenda, Even ; Aliyev, Shahriyar. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:274-304.

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2023Is Quantitative Easing Productive? The Role of Bank Lending in the Monetary Transmission Process. (2023). Saadaoui, Jamel ; Roderweis, Philipp ; Serranito, Francisco. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-17.

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2023The Impact of Covid-19 on Oil Market Returns: Has Market Efficiency Being Violated?. (2023). Phiri, Andrew ; Anyikwa, Izunna ; Moyo, Clement. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-16.

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2023Wavelet Coherence and Continuous Wavelet Transform - Implementation and Application to the Relationship between Exchange Rate and Oil Price for Importing and Exporting Countries. (2023). Aladwani, Jassim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-54.

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2023Green Bonds, Investor Attention and Stock Market Reaction: Evidence from ASEAN Countries. (2023). Ghani, Erlane K ; Sukmadilaga, Citra ; Aini, Andini Nurul. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-35.

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2023Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries. (2023). Bouri, Elie ; Nielsen, Joshua ; Gupta, Rangan ; van Eyden, Renee. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000187.

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2023Comparing asymmetric price efficiency in regional ESG markets before and during COVID-19. (2023). Yousaf, Imran ; Farid, Saqib ; Tiwari, Aviral Kumar ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003327.

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2023Asymmetric contagion of jump risk in the Chinese financial sector: Monetary policy transmission matters. (2023). Song, Yuping ; Hou, Weijie ; Feng, Yun. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003443.

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2023The cyclical behaviour of fiscal policy: A meta-analysis. (2023). Heimberger, Philipp. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000718.

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2023Has monetary policy fueled the rise in shadow banking?. (2023). Hodula, Martin ; Libich, Jan. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000901.

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2023The cross-border interconnectedness of shadow banking. (2023). Ozgur, Gokcer. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001980.

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2023Interactions between investors’ fear and greed sentiment and Bitcoin prices. (2023). Schweizer, Denis ; Sahut, Jean-Michel ; Nakhli, Mohamed Sahbi ; Gaies, Brahim. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000475.

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2023Inflation and west African sectoral stock price indices: An asymmetric kernel method analysis. (2023). Banto, Jean Michel ; Some, Sobom Matthieu ; Aurelien, Libaud Rudy. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122001042.

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2023The contribution of jump signs and activity to forecasting stock price volatility. (2023). Murphy, Anthony ; Izzeldin, Marwan ; Hizmeri, Rodrigo ; Bu, Ruijun ; Tsionas, Mike. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:144-164.

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2023On the volatility of WTI crude oil prices: A time-varying approach with stochastic volatility. (2023). LE, Thai-Ha ; Park, Donghyun ; Bui, Manh Tien ; Boubaker, Sabri. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s014098832200603x.

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2023Internal mechanism analysis of the financial vanishing effect on green growth: Evidence from China. (2023). Norhidayah, Wan ; Abdul, Abdul Rahim ; Law, Siong Hook ; Cao, Jianhong. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000774.

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2023Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies. (2023). Gözgör, Giray ; Elsayed, Ahmed ; Gozgor, Giray ; Gabauer, David ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001251.

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2023Attention to oil prices and its impact on the oil, gold and stock markets and their covariance. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s014098832300141x.

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2023Dissecting hedge funds strategies. (2023). Noori, Mohammad ; Hitaj, Asmerilda. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004033.

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2023Volatility forecasting of crude oil futures market: Which structural change-based HAR models have better performance?. (2023). Zhang, Han. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004045.

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2023Visceral emotions and Bitcoin trading. (2023). Kim, Dong Yeon ; Ahn, Yongkil. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006341.

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2023EU Climate Change News Index: Forecasting EU ETS prices with online news. (2023). Palos, Peter ; Pap, Aron ; Hartvig, Aron Denes. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000946.

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2023Fintech market efficiency: A multifractal detrended fluctuation analysis. (2023). Suresh, Sheena Sara ; Naysary, Babak ; Shrestha, Keshab. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001484.

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2023Time-frequency relationship between energy imports, energy prices, exchange rate, and policy uncertainties in India: Evidence from wavelet quantile correlation approach. (2023). Gopinathan, R ; Jalal, Rubia. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003525.

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2023FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies. (2023). Kinateder, Harald ; Kamal, Elham ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004713.

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2023Arbitrageurs in the Bitcoin ecosystem: Evidence from user-level trading patterns in the Mt. Gox exchange platform. (2023). Saggese, Pietro ; Bohme, Rainer ; Facchini, Angelo ; Dimitri, Nicola ; Belmonte, Alessandro. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:213:y:2023:i:c:p:251-270.

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2023Analyzing interconnection among selected commodities in the 2008 global financial crisis and the COVID-19 pandemic. (2023). Caporin, Massimiliano ; Khosravi, Reza ; Ghazani, Majid Mirzaee. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006006.

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2023Cross-spectral coherence and co-movement between WTI oil price and exchange rate of Thai Baht. (2023). Abakah, Emmanuel ; Tiwari, Aviral Kumar ; Aikins, Emmanuel Joel ; Kyophilavong, Phouphet. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006031.

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2023Attracting and retaining FDI: Africa gas and oil sector. (2023). Toolsee, Tushika ; Mahbobi, Mohammad ; Kimiagari, Salman. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006626.

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2023Chinese crude oil futures volatility and sustainability: An uncertainty indices perspective. (2023). Zhao, Chenchen ; Huang, Dengshi ; Xu, Weiju. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006705.

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2023Natural resources and financial development: Role of corporate social responsibility on green economic growth in Vietnam. (2023). Le, Thanh Tiep ; Cai, LU. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s030142072200722x.

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2023Forecasting on metal resource spot settlement price: New evidence from the machine learning model. (2023). Zhang, YI ; Li, Chongyang ; Shi, Tao. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000685.

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2023Crude oil price prediction using deep reinforcement learning. (2023). Shu, Lingli ; Wang, Xia ; Li, Xiaoyan ; Luo, Peng ; Liang, Xuedong. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000715.

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2023Natural resources, child mortality and governance quality in African countries. (2023). Asongu, Simplice ; Kamguia, Brice ; Njangang, Henri ; Tadadjeu, Sosson. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004130.

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2023Financial stability and monetary policy reaction: Evidence from the GCC countries. (2023). Elsayed, Ahmed ; Nasreen, Samia ; Naifar, Nader. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:396-405.

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2023Frequency domain quantile dependence and connectedness between crude oil and exchange rates: Evidence from oil-importing and exporting countries. (2023). Huang, Zishan ; Li, Shuang ; Zhu, Huiming. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:1-30.

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2023News-based economic policy uncertainty and financial contagion: An international evidence. (2023). Hadhri, Sinda. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:63-76.

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2023Do geopolitical risks and global market factors influence the dynamic dependence among regional sustainable investments and major commodities?. (2023). Ndubuisi, Gideon ; Urom, Christian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:94-111.

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2023Cryptocurrencies versus environmentally sustainable assets: Does a perfect hedge exist?. (2023). Benlagha, Noureddine ; Khan, Ashraf ; Farid, Saqib ; Anwer, Zaheer. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:418-431.

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2023How does financial development change the effect of the bank lending channel of monetary policy in developing countries?—Evidence from China. (2023). Zhan, Minghua ; Li, Shuai. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:502-519.

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2023Is there any market state-dependent contribution from Blockchain-enabled solutions to ESG investments? Evidence from conventional and Islamic ESG stocks. (2023). Tedeschi, Marco ; Asl, Mahdi Ghaemi ; Shahzad, Umer. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:139-154.

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2023Understanding the role of social media sentiment in identifying irrational herding behavior in the stock market. (2023). Yu, Yongtian ; Liu, Wei ; Chen, Hui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:163-179.

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2023Predicting macro-financial instability – How relevant is sentiment? Evidence from long short-term memory networks. (2023). Sahut, Jean-Michel ; Gaies, Brahim ; Nakhli, Mohamed Sahbi ; Kanzari, Dalel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000387.

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2023Disentangling the impact of economic and health crises on financial markets. (2023). Fernandez Bariviera, Aurelio ; Sorrosal-Forradellas, Maria-Teresa ; Fabregat-Aibar, Laura. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000545.

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2023An Analysis of Dynamic Correlations among Oil, Natural Gas and Ethanol Markets: New Evidence from the Pre- and Post-COVID-19 Crisis. (2023). Ferreira, Paulo ; Oliveira, Marcia ; Ogino, Cristiane ; Quintino, Derick. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:5:p:2349-:d:1084017.

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2023Effects of Crude Oil Price Shocks on Stock Markets and Currency Exchange Rates in the Context of Russia-Ukraine Conflict: Evidence from G7 Countries. (2023). Paul, Biswajit ; Bagchi, Bhaskar. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:64-:d:1045044.

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2023An Overview of Islamic Accounting: The Murabaha Contract. (2023). Moosa, Riyad. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:7:p:335-:d:1193922.

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2023.

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2023.

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2023Analysis of the Influence Mechanism of New Urbanization on High-Quality Economic Development in Northeast China. (2023). Pang, Jianing ; Zheng, Xiyue ; Jiao, Fangyi ; Zhang, Dongchao. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:10:p:7992-:d:1146486.

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2023Impacts of Environmental Pollution and Digital Economy on the New Energy Industry. (2023). Liu, Xiaohong. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:12:p:9262-:d:1166453.

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2023The Impact of COVID-19 and War in Ukraine on Energy Prices of Oil and Natural Gas. (2023). Wang, Xueqing ; Cong, Yingjia ; Xing, Xiufeng. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:19:p:14208-:d:1247832.

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2023Islamic Law, Islamic Finance, and Sustainable Development Goals: A Systematic Literature Review. (2023). Futri, Inas Nurfadia ; Risfandy, Tastaftiyan ; Harahap, Burhanudin. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:8:p:6626-:d:1123027.

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2023Use of Econometric Predictors and Artificial Neural Networks for the Construction of Stock Market Investment Bots. (2023). Carrano, Eduardo Gontijo ; Pimenta, Alexandre ; de Souza, Jonas Villela. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:2:d:10.1007_s10614-021-10228-0.

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2023On the Hedging of Interest Rate Margins on Bank Demand Deposits. (2023). Prigent, Jean-Luc ; Cherrat, Hamza. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:3:d:10.1007_s10614-022-10287-x.

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2023Re-examining the finance–institutions–growth nexus: does financial integration matter?. (2023). Abdul Razak, Lutfi ; Haini, Hazwan ; Husseini, Sufrizul ; Loon, Pang Wei. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-023-09498-5.

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2023Economic disasters and inequality: a note. (2023). Ćorić, Bruno ; Gupta, Rangan. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:5:d:10.1007_s10644-023-09543-3.

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2023Can Regional Trade Agreements Negatively Impact Primary Schooling?. (2023). Chong, Alberto ; Srebot, Carla. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:2:d:10.1007_s11079-022-09674-6.

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2023Religion and Equity Home Bias. (2023). Lee, Kyounghun ; Oh, Frederick Dongchuhl. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:5:d:10.1007_s11079-022-09709-y.

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2023Public Financial Management and Crime Against Children: A State level Analysis in India.. (2023). Chakraborty, Lekha ; Yadav, Jitesh. In: Working Papers. RePEc:npf:wpaper:23/391.

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2023Islamic finance and governance indicators: empirical evidence from Islamic finance-permitting countries. (2023). Hersh, Nafez Fayez ; Balqis, Puteri Nur ; Kader, Nurhafiza Abdul ; Masron, Tajul Ariffin. In: International Journal of Disclosure and Governance. RePEc:pal:ijodag:v:20:y:2023:i:4:d:10.1057_s41310-023-00177-5.

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2023Modeling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India. (2023). Ledwani, Sanket ; Iyer, Vishwanathan ; Chakraborty, Suman. In: MPRA Paper. RePEc:pra:mprapa:117067.

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2023Impact of the global fear index (covid-19 panic) on the S&P global indices associated with natural resources, agribusiness, energy, metals and mining: Granger Causality and Shannon and Rényi Transfer . (2023). Venegas-Martínez, Francisco ; Venegas-Martinez, Francisco ; Coronado, Semei ; Gualajara, Victor ; Celso-Arellano, Pedro. In: MPRA Paper. RePEc:pra:mprapa:117138.

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2023Finance and growth: Nonlinearity and structural shifts. (2023). Yurevich, Maksim ; Krinichansky, Konstantin. In: Applied Econometrics. RePEc:ris:apltrx:0482.

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2023Systemic Risk Transmission from the United States to Asian Economies During the COVID-19 Period. (2023). Kumar, Dilip ; Narayan, Shivani. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:22:y:2023:i:1:p:57-84.

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2023Evidence from the nonlinear autoregressive distributed lag model on the asymmetric influence of the first wave of the COVID-19 pandemic on energy markets. (2023). Joldes, Camelia Catalina ; Andrei, Jean Vasile ; Gherghina, Stefan Cristian ; Armeanu, Daniel Stefan. In: Energy & Environment. RePEc:sae:engenv:v:34:y:2023:i:5:p:1433-1470.

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2023Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality. (2023). Gherghina, Ştefan ; Simionescu, Liliana Nicoleta. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00430-w.

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2023Which return regime induces overconfidence behavior? Artificial intelligence and a nonlinear approach. (2023). alp coşkun, esra ; Marco, Chi Keung ; Kahyaoglu, Hakan ; Cokun, Esra Alp. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00446-2.

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2023Is a correlation-based investment strategy beneficial for long-term international portfolio investors?. (2023). Ma, Chaoqun ; Ren, Yi-Shuai ; Ur, Mobeen ; Narayan, Seema Wati. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00471-9.

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2023Disentangling demand and supply side determinants of post-GFC credit slowdown: an Indian perspective. (2023). Gopalakrishnan, Pawan ; Ghosh, Saurabh ; Verma, Radheshyam ; Herwadkar, Snehal. In: Indian Economic Review. RePEc:spr:inecre:v:58:y:2023:i:2:d:10.1007_s41775-023-00177-w.

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2023Modelling delayed correlation between interest rates and equity market returns. (2023). Othieno, Ferdinand Okoth ; Yalla, Brian Opiyo. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:2:d:10.1007_s43546-022-00397-x.

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2023Macro-financial implications of public debt in South Africa: The role of financial regimes. (2023). Kisten, Theshne. In: WIDER Working Paper Series. RePEc:unu:wpaper:wp-2023-76.

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2023Emerging market debt and the COVID?19 pandemic: A time–frequency analysis of spreads and total returns dynamics. (2023). Umar, Zaghum ; Gubareva, Mariya. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:112-126.

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2023On the nexus of innovation, trade openness, financial development and economic growth in European countries: New perspective from a GMM panel VAR approach. (2023). Belazreg, Walid ; Mtar, Kais. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:766-791.

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2023Do Dow Jones Islamic equity indices undergo speculative pressure? New insights from a nonlinear and asymmetric analysis. (2023). mongi, arfaoui ; Raggad, Bechir ; Arfaoui, Mongi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1582-1601.

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2023Volatility dynamics of the Tunisian stock market before and during the COVID?19 outbreak: Evidence from the GARCH family models. (2023). ben Salem, Marwa ; Jeribi, Ahmed ; Fakhfekh, Mohamed. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1653-1666.

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2023.

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2023Impact of crude oil volatility jumps on sustainable investments: Evidence from India. (2023). Uddin, Gazi Salah ; Park, Donghyun ; Ghosh, Sajal ; Kanjilal, Kakali ; Dutta, Anupam. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:10:p:1450-1468.

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Fredj JAWADI has edited the books:

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Works by Fredj JAWADI:

YearTitleTypeCited
2019On the Oil Price Uncertainty In: The Energy Journal.
[Full Text][Citation analysis]		article1
2019Do Jumps and Co-jumps Improve Volatility Forecasting of Oil and Currency Markets? In: The Energy Journal.
[Full Text][Citation analysis]		article5
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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2018INTRODUCTION TO THE SYMPOSIUM ON INEQUALITY, UNCERTAINTY, AND MACRO?FINANCIAL DYNAMICS In: Economic Inquiry.
[Full Text][Citation analysis]		article1
2009Nonlinear Cointegration Relationships Between Non?Life Insurance Premiums and Financial Markets In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article16
2013Threshold linkages between volatility and trading volume: evidence from developed and emerging markets In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article5
2014Fiscal policy in the BRICs In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article22
2011Fiscal Policy in the BRICs.(2011) In: NIPE Working Papers.
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This paper has nother version. Agregated cites: 22		paper
2017Introduction: recent developments of switching models for financial data In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article1
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.
[Full Text][Citation analysis]		article0
2018Can a Taylor rule better explain the Fed’s monetary policy through the 1920s and 1930s? A nonlinear cliometric analysis 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.
[Full Text][Citation analysis]		article1
2018An interview with Timo Teräsvirta.(2018) In: Post-Print.
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This paper has nother version. Agregated cites: 1		paper
2020Unconventional monetary policy reaction functions: evidence from the US In: Studies in Nonlinear Dynamics & Econometrics.
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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.
[Full Text][Citation analysis]		article7
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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This paper has nother version. Agregated cites: 7		paper
2020An interview with Howell Tong In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article0
2007Co-Mouvements des marchés boursiers émergents :Intégration ou contagion ? In: Brussels Economic Review.
[Full Text][Citation analysis]		article0
2007Dynamique non-linéaire des marchés boursiers du G7 : une application des modèles STAR In: Finance.
[Full Text][Citation analysis]		article1
2014The Relationship between Consumption and Wealth: A Quantile Regression Approach In: Revue d'économie politique.
[Full Text][Citation analysis]		article16
2011The speculative efficiency of the aluminum market: A nonlinear Investigation In: International Economics.
[Full Text][Citation analysis]		article4
2014Conventional and Islamic stock price performance: An empirical investigation In: International Economics.
[Full Text][Citation analysis]		article97
2019The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies In: International Economics.
[Full Text][Citation analysis]		article30
2019The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies.(2019) 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: Post-Print.
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2012INTRODUCTION TO TIME-VARYING MODELING WITH MACROECONOMIC AND FINANCIAL DATA In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article1
2012MODELING NONLINEAR AND HETEROGENEOUS DYNAMIC LINKS IN INTERNATIONAL MONETARY MARKETS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article3
2012NONLINEARITY, CYCLICITY, AND PERSISTENCE IN CONSUMPTION AND INCOME RELATIONSHIPS: RESEARCH IN HONOR OF MELVIN J. HINICH In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article3
2017ON THE MACROECONOMIC AND WEALTH EFFECTS OF UNCONVENTIONAL MONETARY POLICY In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article15
2018INTRODUCTION TO RECENT INSIGHTS INTO FINANCIAL, HOUSING, AND MONETARY MARKETS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article0
2018MODELING INTERNATIONAL STOCK PRICE COMOVEMENTS WITH HIGH-FREQUENCY DATA In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article5
2010Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets In: Working Papers.
[Full Text][Citation analysis]		paper1
2006Coûts de transaction et dynamique non-linéaire des prix des actifs financiers : une note théorique In: EconomiX Working Papers.
[Citation analysis]		paper0
2009Nonlinear Stock Price Adjustment in the G7 Countries In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper9
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.
[Full Text][Citation analysis]		paper35
2016On oil-US exchange rate volatility relationships: An intraday analysis.(2016) In: Economic Modelling.
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This paper has nother version. Agregated cites: 35		article
2018The Nonlinear Relationship between Economic growth and Financial Development In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper0
2008Does nonlinear econometrics confirm the macroeconomic models of consumption? In: Economics Bulletin.
[Full Text][Citation analysis]		article1
2010Short and long-term links between oil prices and stock markets in Europe In: Economics Bulletin.
[Full Text][Citation analysis]		article5
2010On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM In: Economics Bulletin.
[Full Text][Citation analysis]		article2
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]		article3
2012Second International Symposium in Computational Economics and Finance In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2012Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration? In: Economics Bulletin.
[Full Text][Citation analysis]		article0
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.
[Full Text][Citation analysis]		article15
2018A model of fiscal dominance under the “Reinhart Conjecture” In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article5
2018A model of fiscal dominance under the “Reinhart Conjecture”.(2018) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2012Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS In: Economic Modelling.
[Full Text][Citation analysis]		article38
2012Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS.(2012) In: Post-Print.
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This paper has nother version. Agregated cites: 38		paper
2012Modeling hedge fund exposure to risk factors In: Economic Modelling.
[Full Text][Citation analysis]		article15
2012Modelling Hedge Fund Exposure to Risk Factors.(2012) In: Post-Print.
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This paper has nother version. Agregated cites: 15		paper
2013Money demand in the euro area, the US and the UK: Assessing the role of nonlinearity In: Economic Modelling.
[Full Text][Citation analysis]		article25
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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This paper has nother version. Agregated cites: 25		paper
2013Computational tools in econometric modeling for macroeconomics and finance In: Economic Modelling.
[Full Text][Citation analysis]		article1
2013Computational tools in econometric modeling for macroeconomics and finance.(2013) In: Grenoble Ecole de Management (Post-Print).
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2013Computational tools in econometric modeling for macroeconomics and finance.(2013) In: Post-Print.
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This paper has nother version. Agregated cites: 1		paper
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.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2016On the study of contagion in the context of the subprime crisis: A dynamic conditional correlation–multivariate GARCH approach In: Economic Modelling.
[Full Text][Citation analysis]		article33
2016Fiscal and monetary policies in the BRICS: A panel VAR approach In: Economic Modelling.
[Full Text][Citation analysis]		article60
2017Assessing efficiency and investment opportunities in commodities: A time series and portfolio simulations approach In: Economic Modelling.
[Full Text][Citation analysis]		article6
2017Modelling the effect of the geographical environment on Islamic banking performance: A panel quantile regression analysis In: Economic Modelling.
[Full Text][Citation analysis]		article7
2020Assessing downside and upside risk spillovers across conventional and socially responsible stock markets In: Economic Modelling.
[Full Text][Citation analysis]		article5
2021Does inequality help in forecasting equity premium in a panel of G7 countries? In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article10
2017Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries?.(2017) In: Working Papers.
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2016Measuring volatility persistence for conventional and Islamic banks: An FI-EGARCH approach In: Emerging Markets Review.
[Full Text][Citation analysis]		article26
2019Oil price collapse and challenges to economic transformation of Saudi Arabia: A time-series analysis In: Energy Economics.
[Full Text][Citation analysis]		article12
2015Testing and modeling jump contagion across international stock markets: A nonparametric intraday approach In: Journal of Financial Markets.
[Full Text][Citation analysis]		article12
2021Oil price volatility in the context of Covid-19 In: International Economics.
[Full Text][Citation analysis]		article42
2014Financial linkages between US sector credit default swaps markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article15
2017An empirical comparison of transformed diffusion models for VIX and VIX futures In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article4
2019Does the volatility of volatility risk forecast future stock returns? In: Journal of International Financial Markets, Institutions and Money.
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2021Does higher unemployment lead to greater criminality? Revisiting the debate over the business cycle In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article10
2022Do collective emotions drive bitcoin volatility? A triple regime-switching vector approach In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article6
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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This paper has nother version. Agregated cites: 9		paper
2019A statistical analysis of uncertainty for conventional and ethical stock indexes In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article10
2017Assessing financial and housing wealth effects through the lens of a nonlinear framework In: Research in International Business and Finance.
[Full Text][Citation analysis]		article7
2017Assessing financial and housing wealth effects through the lens of a nonlinear framework.(2017) In: Post-Print.
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This paper has nother version. Agregated cites: 7		paper
2018Analyzing the governance structure of French banking groups In: Research in International Business and Finance.
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2018Analyzing the governance structure of French banking groups.(2018) In: Post-Print.
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This paper has nother version. Agregated cites: 0		paper
2011Nonlinear mean reversion in oil and stock markets In: Review of Accounting and Finance.
[Full Text][Citation analysis]		article6
2018Recent Developments in Macro-Econometric Modeling: Theory and Applications In: Econometrics.
[Full Text][Citation analysis]		article0
2018Recent developments in macro-econometric modeling: theory and applications.(2018) In: Post-Print.
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2014Market microstructure and nonlinear dynamics : keeping financial crisis in context In: Grenoble Ecole de Management (Post-Print).
[Citation analysis]		paper2
2014Market microstructure and nonlinear dynamics : keeping financial crisis in context.(2014) 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: Grenoble Ecole de Management (Post-Print).
[Citation analysis]		paper1
2013Do the US trends drive the UK-French market linkages?: empirical evidence from a threshold intraday analysis.(2013) 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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2013Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations In: Grenoble Ecole de Management (Post-Print).
[Citation analysis]		paper40
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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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.
[Citation analysis]		paper8
2012Sources dinefficience et ajustement asymétrique des cours boursiers In: Post-Print.
[Citation analysis]		paper0
2012Evolution of the US Stock Market Risk Premium in Periods of Crisis In: Post-Print.
[Citation analysis]		paper0
2012Are hedge fund clones attractive financial products for investors In: Post-Print.
[Citation analysis]		paper1
2012Are hedge fund clones attractive financial products for investors?.(2012) In: Applied Economics Letters.
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This paper has nother version. Agregated cites: 1		article
2019Understanding Oil Price Dynamics and their Effects over Recent Decades: An Interview with James Hamilton In: Post-Print.
[Citation analysis]		paper1
2011Can information and communication technologies improve the performance of microfinance programs? Further evidence from developing and emergent financial markets In: Post-Print.
[Citation analysis]		paper0
2016Intraday jumps and trading volume: a nonlinear Tobit specification In: Post-Print.
[Citation analysis]		paper4
2016Intraday jumps and trading volume: a nonlinear Tobit specification.(2016) In: Review of Quantitative Finance and Accounting.
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This paper has nother version. Agregated cites: 4		article
2021Statistiques pour léconomie et la gestion In: Post-Print.
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2022Sovereign bond market integration in the euro area: a new empirical conceptualization In: Post-Print.
[Full Text][Citation analysis]		paper0
2008Are American and French Stok Markets Integrated? In: Post-Print.
[Citation analysis]		paper7
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.
[Citation analysis]		paper0
2008Stock Market Integration in the Emerging Countries In: Post-Print.
[Citation analysis]		paper7
2011Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data In: Post-Print.
[Citation analysis]		paper1
2011Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data.(2011) In: Palgrave Macmillan Books.
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2011Does islamic finance outperform conventional finance? Further evidence from an international comparison In: Post-Print.
[Citation analysis]		paper0
2010Synchronization and nonlinear interdependence of short-term interest rates: In: Working Papers.
[Full Text][Citation analysis]		paper0
2010Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions In: Working Papers.
[Full Text][Citation analysis]		paper6
2009Threshold cointegration relationships between oil and stock markets In: Discussion Papers on Economics.
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2008ESTIMATING THE S&P FUNDAMENTAL VALUE USING STAR MODELS In: Global Journal of Business Research.
[Full Text][Citation analysis]		article0
2010European Microfinance Institutions and Information and Communication Technologies: An Empirical Qualitative Investigation in the French Context In: Journal of Electronic Commerce in Organizations (JECO).
[Full Text][Citation analysis]		article0
2014Does Islamic Finance Outperform Conventional Finance ? Further Evidence from the recent financial crisis In: Working Papers.
[Full Text][Citation analysis]		paper15
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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2019Forecasting Inflation Uncertainty in the United States and Euro Area In: Computational Economics.
[Full Text][Citation analysis]		article4
2019Introduction to Advanced Statistical Analyses for Computational Economics and Finance In: Computational Economics.
[Full Text][Citation analysis]		article0
2019Correction to: Introduction to Advanced Statistical Analyses for Computational Economics and Finance In: Computational Economics.
[Full Text][Citation analysis]		article0
2020Computing the Time-Varying Effects of Investor Attention in Islamic Stock Returns In: Computational Economics.
[Full Text][Citation analysis]		article3
2020Introduction to Topics in Modelling Financial and Macroeconomic Time Series In: Computational Economics.
[Full Text][Citation analysis]		article1
2016Do Islamic and Conventional Banks Really Differ? A Panel Data Statistical Analysis In: Open Economies Review.
[Full Text][Citation analysis]		article7
2016Analyzing Heterogeneous Stock Price Comovements Through Hybrid Approaches In: Open Economies Review.
[Full Text][Citation analysis]		article2
2016On the Reputation of Islamic Banks: a Panel Data Qualitative Econometrics Analysis In: Open Economies Review.
[Full Text][Citation analysis]		article2
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.
[Full Text][Citation analysis]		article0
2018Assessing the Effect of Trade Openness on Health in the MENA Region: a Panel Data Analysis In: Open Economies Review.
[Full Text][Citation analysis]		article5
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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2018A Multi-Factor Transformed Diffusion Model with Applications to VIX and VIX Futures In: Working Papers.
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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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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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2011Essays in Nonlinear Financial Integration Modeling: The Philippine Stock Market Case In: Palgrave Macmillan Books.
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2011Nonlinear Cointegration and Nonlinear Error-Correction Models: Theory and Empirical Applications for Oil and Stock Markets In: Palgrave Macmillan Books.
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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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2019Computing stock price comovements with a three-regime panel smooth transition error correction model In: Annals of Operations Research.
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2019Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model In: Annals of Operations Research.
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2022Measuring extreme risk dependence between the oil and gas markets In: Annals of Operations Research.
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2021Revisiting Wealth Effects in France: A Double-Nonlinearity Approach In: Dynamic Modeling and Econometrics in Economics and Finance.
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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]		article3
2011The current international financial crisis in 10 questions: some lessons In: Applied Economics Letters.
[Full Text][Citation analysis]		article2
2013Measuring time-varying equity risk premium in the context of financial crisis: do developed and emerging markets differ? In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2016Can the Islamic bank be an emerging leader? A panel data causality analysis In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2017Uncertainty and the United States’ election effect on the economy: some thoughts and empirical illustrations In: Applied Economics Letters.
[Full Text][Citation analysis]		article2
2017Does Islamic banking performance vary across regions? A new puzzle In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2020Wavelet analysis of the conventional and Islamic stock market relationship ten years after the global financial crisis In: Applied Economics Letters.
[Full Text][Citation analysis]		article4
2009Essay in dividend modelling and forecasting: does nonlinearity help? In: Applied Financial Economics.
[Full Text][Citation analysis]		article4
2010Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions In: Applied Financial Economics.
[Full Text][Citation analysis]		article6
2013Testing the efficiency of the aluminium market: evidence from London metal exchange In: Applied Financial Economics.
[Full Text][Citation analysis]		article0
2013Information technology sector and equity markets: an empirical investigation In: Applied Financial Economics.
[Full Text][Citation analysis]		article2
2014Nonlinear monetary policy reaction functions in large emerging economies: the case of Brazil and China In: Applied Economics.
[Full Text][Citation analysis]		article31
2015Are Islamic stock markets efficient? A time-series analysis In: Applied Economics.
[Full Text][Citation analysis]		article16
2015Recent topics in Applied Financial Economics In: Applied Economics.
[Full Text][Citation analysis]		article1
2015Intraday bidirectional volatility spillover across international stock markets: does the global financial crisis matter? In: Applied Economics.
[Full Text][Citation analysis]		article9
2017Modelling the relationship between future energy intraday volatility and trading volume with wavelet In: Applied Economics.
[Full Text][Citation analysis]		article4
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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2018Toward a new deal for Saudi Arabia: oil or Islamic stock market investment? 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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2019On the relationship between energy returns and trading volume: a multifractal analysis In: Applied Economics.
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2020The convergence of ethical investment business models and their reliance on the conventional US investment market In: Applied Economics.
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2020Does investor attention to Islamic finance create spillover? In: Applied Economics.
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2021Are oil and gas futures markets efficient? A multifractal analysis In: Applied Economics.
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2021Conventional and Islamic stock market liquidity and volatility during COVID 19 In: Applied Economics.
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2022The COVID-19 pandemic and ethical stock markets: further evidence of moral shock In: Applied Economics.
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2020Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models In: Econometric Reviews.
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2020How does monetary policy respond to the dynamics of the shadow banking sector? In: International Journal of Finance & Economics.
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2022Essays in modelling financial market dynamics: An overview In: International Journal of Finance & Economics.
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2022A latent?factor?driven endogenous regime?switching non?Gaussian model: Evidence from simulation and application In: International Journal of Finance & Economics.
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2022On the effect of oil price in the context of Covid?19 In: International Journal of Finance & 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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