13
H index
16
i10 index
549
Citations
Université Paris-Nanterre (Paris X) | 13 H index 16 i10 index 549 Citations RESEARCH PRODUCTION: 111 Articles 62 Papers 1 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Fredj JAWADI. | Is cited by: | Cites to: |
Year | Title of citing document | |
---|---|---|
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2001.07949. Full description at Econpapers || Download paper | |
2020 | Diffusion Copulas: Identification and Estimation. (2020). Hadri, Kaddour ; Kristensen, Dennis ; Bu, Ruijun. In: Papers. RePEc:arx:papers:2005.03513. Full description at Econpapers || Download paper | |
2020 | HOW 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. Full description at Econpapers || Download paper | |
2020 | JUMPS, 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. Full description at Econpapers || Download paper | |
2020 | Conventional 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Financial 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. Full description at Econpapers || Download paper | |
2020 | Energy 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. Full description at Econpapers || Download paper | |
2020 | Stabilization 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. Full description at Econpapers || Download paper | |
2020 | Does 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. Full description at Econpapers || Download paper | |
2020 | Optimal 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. Full description at Econpapers || Download paper | |
2020 | Investigating 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | More 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. Full description at Econpapers || Download paper | |
2020 | Regime 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Time-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. Full description at Econpapers || Download paper | |
2020 | Balance 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. Full description at Econpapers || Download paper | |
2020 | Financial 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. Full description at Econpapers || Download paper | |
2020 | Can 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. Full description at Econpapers || Download paper | |
2020 | Macroeconomic 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Public 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Changing 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | So 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. Full description at Econpapers || Download paper | |
2020 | Global 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. Full description at Econpapers || Download paper | |
2021 | Evidence on time-varying inflation synchronization. (2021). Szafranek, Karol. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:1-13. Full description at Econpapers || Download paper | |
2021 | The response of hedge fund tail risk to macroeconomic shocks: A nonlinear VAR approach. (2021). Racicot, François-Ãric ; Theoret, Raymond ; Gregoriou, Greg N. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:843-872. Full description at Econpapers || Download paper | |
2020 | Bank 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Common 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. Full description at Econpapers || Download paper | |
2020 | How 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. Full description at Econpapers || Download paper | |
2020 | Short- 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. Full description at Econpapers || Download paper | |
2020 | Coordinating 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | On 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. Full description at Econpapers || Download paper | |
2020 | Interaction 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. Full description at Econpapers || Download paper | |
2020 | Volatility 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. Full description at Econpapers || Download paper | |
2020 | Diversification 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. Full description at Econpapers || Download paper | |
2020 | Monetary 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. Full description at Econpapers || Download paper | |
2020 | How 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. Full description at Econpapers || Download paper | |
2020 | Impact 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Extension 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. Full description at Econpapers || Download paper | |
2020 | Equilibrium 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. Full description at Econpapers || Download paper | |
2020 | Testing 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Role 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. Full description at Econpapers || Download paper | |
2020 | Commodity 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. Full description at Econpapers || Download paper | |
2020 | Corruption and equity market performance: International comparative evidence. (2020). , Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x1930575x. Full description at Econpapers || Download paper | |
2020 | Do 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. Full description at Econpapers || Download paper | |
2020 | Conventional 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. Full description at Econpapers || Download paper | |
2020 | Do 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. Full description at Econpapers || Download paper | |
2020 | Islamic 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. Full description at Econpapers || Download paper | |
2020 | Do 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. Full description at Econpapers || Download paper | |
2020 | Volatility 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. Full description at Econpapers || Download paper | |
2020 | Debt 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. Full description at Econpapers || Download paper | |
2020 | How 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. Full description at Econpapers || Download paper | |
2020 | Islamic 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. Full description at Econpapers || Download paper | |
2020 | Volatility 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. Full description at Econpapers || Download paper | |
2020 | Ethical 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. Full description at Econpapers || Download paper | |
2020 | Determinants 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. Full description at Econpapers || Download paper | |
2020 | Impact 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. Full description at Econpapers || Download paper | |
2020 | Does 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. Full description at Econpapers || Download paper | |
2020 | Financial 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. Full description at Econpapers || Download paper | |
2020 | Forecasting 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. Full description at Econpapers || Download paper | |
2020 | Diversification 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. Full description at Econpapers || Download paper | |
2021 | Time 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. Full description at Econpapers || Download paper | |
2020 | Modeling 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. Full description at Econpapers || Download paper | |
2020 | Do 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. Full description at Econpapers || Download paper | |
2020 | Oil 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. Full description at Econpapers || Download paper | |
2020 | Time-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. Full description at Econpapers || Download paper | |
2020 | Decomposing 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. Full description at Econpapers || Download paper | |
2020 | Time-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. Full description at Econpapers || Download paper | |
2020 | Do 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. Full description at Econpapers || Download paper | |
2020 | Implications 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2021 | Market 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. Full description at Econpapers || Download paper | |
2020 | Inflation, uncertainty and labor market conditions in the US. (2020). Albulescu, Claudiu ; Oros, Cornel. In: Working Papers. RePEc:hal:wpaper:hal-02464147. Full description at Econpapers || Download paper | |
2020 | Bank 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. Full description at Econpapers || Download paper | |
2020 | Volatility 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. Full description at Econpapers || Download paper | |
2020 | So 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. Full description at Econpapers || Download paper | |
2020 | Volatility 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. Full description at Econpapers || Download paper | |
2020 | Investor sentiment and trading behavior. (2020). Campisi, Giovanni ; Muzzioli, Silvia. In: Department of Economics. RePEc:mod:depeco:0163. Full description at Econpapers || Download paper | |
2020 | Fundamentalists heterogeneity and the role of the sentiment indicator. (2020). Campisi, Giovanni ; Muzzioli, Silvia. In: Department of Economics. RePEc:mod:depeco:0167. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Industry Heterogeneity in the Risk-Taking Channel. (2020). Mylonidis, Nikolaos ; Delis, Manthos ; Iosifidi, Maria. In: MPRA Paper. RePEc:pra:mprapa:100433. Full description at Econpapers || Download paper | |
2020 | Modeling 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. Full description at Econpapers || Download paper | |
2020 | Thick 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. Full description at Econpapers || Download paper | |
2020 | Modeling 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. Full description at Econpapers || Download paper | |
2020 | Consumer 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. Full description at Econpapers || Download paper | |
2020 | Dynamic 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. Full description at Econpapers || Download paper | |
2020 | Adhere 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
---|
Year | Title | Type | Cited |
---|---|---|---|
2019 | On the Oil Price Uncertainty In: The Energy Journal. [Full Text][Citation analysis] | article | 0 |
2019 | Do Jumps and Co-jumps Improve Volatility Forecasting of Oil and Currency Markets? In: The Energy Journal. [Full Text][Citation analysis] | article | 0 |
2009 | Stock market integration in the Latin American markets: further evidence from nonlinear modeling In: Papers. [Full Text][Citation analysis] | paper | 5 |
2009 | Stock market integration in the Latin American markets: further evidence from nonlinear modeling.(2009) In: Economics Bulletin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
2009 | Stock market integration in the Latin American markets: further evidence from nonlinear modeling.(2009) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2018 | INTRODUCTION TO THE SYMPOSIUM ON INEQUALITY, UNCERTAINTY, AND MACROâ€FINANCIAL DYNAMICS In: Economic Inquiry. [Full Text][Citation analysis] | article | 1 |
2009 | Nonlinear Cointegration Relationships Between Nonâ€Life Insurance Premiums and Financial Markets In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 16 |
2013 | Threshold linkages between volatility and trading volume: evidence from developed and emerging markets In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 4 |
2014 | Fiscal policy in the BRICs In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 17 |
2011 | Fiscal Policy in the BRICs.(2011) In: NIPE Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2017 | Introduction: recent developments of switching models for financial data In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
2017 | Introduction: recent developments of switching models for financial data.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2017 | Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
2018 | Can 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. [Full Text][Citation analysis] | article | 0 |
2018 | Can a Taylor rule better explain the Fed’s monetary policy through the 1920s and 1930s? A nonlinear cliometric analysis.(2018) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2018 | An Interview with Timo Teräsvirta In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
2018 | An interview with Timo Teräsvirta.(2018) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2020 | Unconventional monetary policy reaction functions: evidence from the US In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
2020 | Unconventional monetary policy reaction functions: evidence from the US.(2020) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2020 | Causal relationships between inflation and inflation uncertainty In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 3 |
2018 | The Causal Relationships between Inflation and Inflation Uncertainty.(2018) In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2020 | Causal Relationships Between Inflation and Inflation Uncertainty.(2020) In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2020 | Causal Relationships between Inflation and Inflation Uncertainty.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2018 | The Causal Relationships between Inflation and Inflation Uncertainty.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2020 | An interview with Howell Tong In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
2007 | Co-Mouvements des marchés boursiers émergents :Intégration ou contagion ? In: Brussels Economic Review. [Full Text][Citation analysis] | article | 0 |
2007 | Dynamique non-linéaire des marchés boursiers du G7 : une application des modèles STAR In: Finance. [Full Text][Citation analysis] | article | 1 |
2014 | The Relationship between Consumption and Wealth: A Quantile Regression Approach In: Revue d'économie politique. [Full Text][Citation analysis] | article | 9 |
2011 | The speculative efficiency of the aluminum market: A nonlinear Investigation In: International Economics. [Full Text][Citation analysis] | article | 3 |
2014 | Conventional and Islamic stock price performance: An empirical investigation In: International Economics. [Full Text][Citation analysis] | article | 71 |
2019 | The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies In: International Economics. [Full Text][Citation analysis] | article | 9 |
2019 | The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies.(2019) In: International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
2012 | INTRODUCTION TO TIME-VARYING MODELING WITH MACROECONOMIC AND FINANCIAL DATA In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 1 |
2012 | MODELING NONLINEAR AND HETEROGENEOUS DYNAMIC LINKS IN INTERNATIONAL MONETARY MARKETS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 1 |
2012 | NONLINEARITY, CYCLICITY, AND PERSISTENCE IN CONSUMPTION AND INCOME RELATIONSHIPS: RESEARCH IN HONOR OF MELVIN J. HINICH In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 2 |
2017 | ON THE MACROECONOMIC AND WEALTH EFFECTS OF UNCONVENTIONAL MONETARY POLICY In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 7 |
2018 | INTRODUCTION TO RECENT INSIGHTS INTO FINANCIAL, HOUSING, AND MONETARY MARKETS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 0 |
2018 | MODELING INTERNATIONAL STOCK PRICE COMOVEMENTS WITH HIGH-FREQUENCY DATA In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 1 |
2010 | Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2006 | Coûts de transaction et dynamique non-linéaire des prix des actifs financiers : une note théorique In: EconomiX Working Papers. [Citation analysis] | paper | 0 |
2009 | Nonlinear Stock Price Adjustment in the G7 Countries In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 8 |
2007 | Nonlinear stock prices adjustment in the G7 countries.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2015 | Equity Prices and Fundamentals: a DDM-APT Mixed Approach In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 3 |
2017 | Equity prices and fundamentals: a DDM–APT mixed approach.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2015 | Equity Prices and Fundamentals: a DDM-APT Mixed Approach.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2017 | Equity prices and fundamentals: a DDM–APT mixed approach.(2017) In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
2017 | On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 17 |
2016 | On oil-US exchange rate volatility relationships: An intraday analysis.(2016) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
2018 | The Nonlinear Relationship between Economic growth and Financial Development In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | Does nonlinear econometrics confirm the macroeconomic models of consumption? In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
2010 | Short and long-term links between oil prices and stock markets in Europe In: Economics Bulletin. [Full Text][Citation analysis] | article | 5 |
2010 | On 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] | article | 2 |
2010 | On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2011 | Do on/off time series models reproduce emerging stock market comovements? In: Economics Bulletin. [Full Text][Citation analysis] | article | 2 |
2012 | Second International Symposium in Computational Economics and Finance In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2012 | Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration? In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2018 | An 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] | article | 2 |
2018 | A model of fiscal dominance under the “Reinhart Conjecture” In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 2 |
2018 | A model of fiscal dominance under the “Reinhart Conjecture”.(2018) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2012 | Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS In: Economic Modelling. [Full Text][Citation analysis] | article | 29 |
2012 | Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS.(2012) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2012 | Modeling hedge fund exposure to risk factors In: Economic Modelling. [Full Text][Citation analysis] | article | 10 |
2012 | Modelling Hedge Fund Exposure to Risk Factors.(2012) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2013 | Money demand in the euro area, the US and the UK: Assessing the role of nonlinearity In: Economic Modelling. [Full Text][Citation analysis] | article | 19 |
2012 | Money Demand in the euro area, the US and the UK:Assessing the Role of Nonlinearity.(2012) In: NIPE Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2013 | Computational tools in econometric modeling for macroeconomics and finance In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
2013 | Computational tools in econometric modeling for macroeconomics and finance.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2013 | Boundedness and nonlinearities in public debt dynamics: A TAR assessment In: Economic Modelling. [Full Text][Citation analysis] | article | 10 |
2016 | Advances and challenges in decision-making, monetary policy and financial markets In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
2016 | Advances and challenges in decision-making, monetary policy and financial markets.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2016 | On 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] | article | 16 |
2016 | Fiscal and monetary policies in the BRICS: A panel VAR approach In: Economic Modelling. [Full Text][Citation analysis] | article | 39 |
2017 | Assessing efficiency and investment opportunities in commodities: A time series and portfolio simulations approach In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
2017 | Modelling the effect of the geographical environment on Islamic banking performance: A panel quantile regression analysis In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
2020 | Assessing downside and upside risk spillovers across conventional and socially responsible stock markets In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
2016 | Measuring volatility persistence for conventional and Islamic banks: An FI-EGARCH approach In: Emerging Markets Review. [Full Text][Citation analysis] | article | 14 |
2019 | Oil price collapse and challenges to economic transformation of Saudi Arabia: A time-series analysis In: Energy Economics. [Full Text][Citation analysis] | article | 3 |
2015 | Testing and modeling jump contagion across international stock markets: A nonparametric intraday approach In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 6 |
2014 | Financial linkages between US sector credit default swaps markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 12 |
2017 | An empirical comparison of transformed diffusion models for VIX and VIX futures In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 2 |
2019 | Does the volatility of volatility risk forecast future stock returns? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 1 |
2013 | What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis? In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 3 |
2013 | What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?.(2013) In: Grenoble Ecole de Management (Post-Print). [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2013 | What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2010 | What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2019 | A statistical analysis of uncertainty for conventional and ethical stock indexes In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 4 |
2017 | Assessing financial and housing wealth effects through the lens of a nonlinear framework In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 2 |
2017 | Assessing financial and housing wealth effects through the lens of a nonlinear framework.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2018 | Analyzing the governance structure of French banking groups In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
2011 | Nonlinear mean reversion in oil and stock markets In: Review of Accounting and Finance. [Full Text][Citation analysis] | article | 6 |
2018 | Recent Developments in Macro-Econometric Modeling: Theory and Applications In: Econometrics. [Full Text][Citation analysis] | article | 0 |
2018 | Recent developments in macro-econometric modeling: theory and applications.(2018) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2011 | Arbitrage Costs and Nonlinear Adjustment in the G7 Stock Markets In: Post-Print. [Full Text][Citation analysis] | paper | 4 |
2012 | Arbitrage costs and nonlinear adjustment in the G7 stock markets.(2012) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
2012 | Arbitrage Costs and Nonlinear Stock Price Adjustment in the G7 Countries In: Post-Print. [Citation analysis] | paper | 3 |
2012 | Sources dinefficience et ajustement asymétrique des cours boursiers In: Post-Print. [Citation analysis] | paper | 0 |
2013 | Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations In: Post-Print. [Citation analysis] | paper | 33 |
2013 | Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
2013 | Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations.(2013) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | article | |
2012 | Evolution of the US Stock Market Risk Premium in Periods of Crisis In: Post-Print. [Citation analysis] | paper | 0 |
2012 | Are hedge fund clones attractive financial products for investors In: Post-Print. [Citation analysis] | paper | 1 |
2012 | Are hedge fund clones attractive financial products for investors?.(2012) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2014 | Market microstructure and nonlinear dynamics : keeping financial crisis in context In: Post-Print. [Citation analysis] | paper | 1 |
2019 | Understanding Oil Price Dynamics and their Effects over Recent Decades: An Interview with James Hamilton In: Post-Print. [Citation analysis] | paper | 0 |
2011 | Can information and communication technologies improve the performance of microfinance programs? Further evidence from developing and emergent financial markets In: Post-Print. [Citation analysis] | paper | 0 |
2016 | Intraday jumps and trading volume: a nonlinear Tobit specification In: Post-Print. [Citation analysis] | paper | 3 |
2016 | Intraday jumps and trading volume: a nonlinear Tobit specification.(2016) In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
2008 | Are American and French Stok Markets Integrated? In: Post-Print. [Citation analysis] | paper | 5 |
2008 | ARE AMERICAN AND FRENCH STOCK MARKETS INTEGRATED?.(2008) In: The International Journal of Business and Finance Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
2008 | Coûts de transaction, contagion, mimétisme et dynamique asymétriques des cours boursiers In: Post-Print. [Citation analysis] | paper | 0 |
2008 | Stock Market Integration in the Emerging Countries In: Post-Print. [Citation analysis] | paper | 7 |
2011 | Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data In: Post-Print. [Citation analysis] | paper | 0 |
2011 | Does islamic finance outperform conventional finance? Further evidence from an international comparison In: Post-Print. [Citation analysis] | paper | 0 |
2013 | Do the US trends drive the UK-French market linkages?: empirical evidence from a threshold intraday analysis In: Post-Print. [Citation analysis] | paper | 0 |
2013 | Do the US trends drive the UK--French market linkages?: empirical evidence from a threshold intraday analysis.(2013) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2010 | Synchronization and nonlinear interdependence of short-term interest rates: In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2010 | Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions.(2010) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
2009 | Threshold cointegration relationships between oil and stock markets In: Discussion Papers of Business and Economics. [Full Text][Citation analysis] | paper | 4 |
2008 | ESTIMATING THE S&P FUNDAMENTAL VALUE USING STAR MODELS In: Global Journal of Business Research. [Full Text][Citation analysis] | article | 0 |
2010 | European 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] | article | 0 |
2014 | Does Islamic Finance Outperform Conventional Finance ? Further Evidence from the recent financial crisis In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
2012 | Introduction to Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. [Full Text][Citation analysis] | paper | 1 |
2012 | Introduction to Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2019 | Forecasting Inflation Uncertainty in the United States and Euro Area In: Computational Economics. [Full Text][Citation analysis] | article | 2 |
2019 | Introduction to Advanced Statistical Analyses for Computational Economics and Finance In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
2019 | Correction to: Introduction to Advanced Statistical Analyses for Computational Economics and Finance In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
2020 | Computing the Time-Varying Effects of Investor Attention in Islamic Stock Returns In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
2020 | Introduction to Topics in Modelling Financial and Macroeconomic Time Series In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
2016 | Do Islamic and Conventional Banks Really Differ? A Panel Data Statistical Analysis In: Open Economies Review. [Full Text][Citation analysis] | article | 5 |
2016 | Analyzing Heterogeneous Stock Price Comovements Through Hybrid Approaches In: Open Economies Review. [Full Text][Citation analysis] | article | 0 |
2016 | On the Reputation of Islamic Banks: a Panel Data Qualitative Econometrics Analysis In: Open Economies Review. [Full Text][Citation analysis] | article | 1 |
2016 | What Have We Learned from the 2007-08 Financial Crisis? Papers Presented at the Second International Workshop on Financial Markets and Nonlinear Dynamics (Paris, June 4-5, 2015) In: Open Economies Review. [Full Text][Citation analysis] | article | 0 |
2018 | Assessing the Effect of Trade Openness on Health in the MENA Region: a Panel Data Analysis In: Open Economies Review. [Full Text][Citation analysis] | article | 0 |
2018 | Special Issue: Financial Market Dynamics, Monetary Policy, Investment and Trade. Papers Presented at the Fourth International Symposium in Computational Economics and Finance (Paris, April 14–16, 2016 In: Open Economies Review. [Full Text][Citation analysis] | article | 0 |
2018 | A Multi-Factor Transformed Diffusion Model with Applications to VIX and VIX Futures In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | A multifactor transformed diffusion model with applications to VIX and VIX futures.(2020) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2011 | Monetary Policy Rules in the BRICS: How Important is Nonlinearity? In: NIPE Working Papers. [Full Text][Citation analysis] | paper | 4 |
2012 | Modelling Money Demand: Further Evidence from an International Comparison In: NIPE Working Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Modelling money demand: further evidence from an international comparison.(2013) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2012 | Consumption and Wealth in the US, the UK and the Euro Area:A Nonlinear Investigation In: NIPE Working Papers. [Full Text][Citation analysis] | paper | 1 |
2012 | Structural Breaks and Nonlinearity in US and UK Public Debt In: NIPE Working Papers. [Full Text][Citation analysis] | paper | 5 |
2013 | Structural breaks and nonlinearity in US and UK public debts.(2013) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
2017 | Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries? In: Working Papers. [Citation analysis] | paper | 3 |
2016 | Do Regulatory and Supervisory Reforms Affect European Bank Stability: Further Evidence from Panel Data In: Bankers, Markets & Investors. [Full Text][Citation analysis] | article | 1 |
2018 | Measurement errors in stock markets In: Annals of Operations Research. [Full Text][Citation analysis] | article | 0 |
2019 | Computing stock price comovements with a three-regime panel smooth transition error correction model In: Annals of Operations Research. [Full Text][Citation analysis] | article | 1 |
2019 | Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model In: Annals of Operations Research. [Full Text][Citation analysis] | article | 0 |
2010 | Financial crises, bank losses, risk management and audit: what happened? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
2010 | Stock market integration in Mexico and Argentina: are short- and long-term considerations different? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
2011 | The current international financial crisis in 10 questions: some lessons In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
2013 | Measuring 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] | article | 0 |
2016 | Can the Islamic bank be an emerging leader? A panel data causality analysis In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2017 | Uncertainty and the United States’ election effect on the economy: some thoughts and empirical illustrations In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
2017 | Does Islamic banking performance vary across regions? A new puzzle In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2020 | Wavelet analysis of the conventional and Islamic stock market relationship ten years after the global financial crisis In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2009 | Essay in dividend modelling and forecasting: does nonlinearity help? In: Applied Financial Economics. [Full Text][Citation analysis] | article | 4 |
2013 | Testing the efficiency of the aluminium market: evidence from London metal exchange In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
2013 | Information technology sector and equity markets: an empirical investigation In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
2014 | Nonlinear monetary policy reaction functions in large emerging economies: the case of Brazil and China In: Applied Economics. [Full Text][Citation analysis] | article | 24 |
2015 | Are Islamic stock markets efficient? A time-series analysis In: Applied Economics. [Full Text][Citation analysis] | article | 15 |
2015 | Recent topics in Applied Financial Economics In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
2015 | Intraday bidirectional volatility spillover across international stock markets: does the global financial crisis matter? In: Applied Economics. [Full Text][Citation analysis] | article | 6 |
2017 | Modelling the relationship between future energy intraday volatility and trading volume with wavelet In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
2018 | Uncertainty assessment in socially responsible and Islamic stock markets in the short and long terms: an ARDL approach In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
2018 | Toward a new deal for Saudi Arabia: oil or Islamic stock market investment? In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
2018 | Threshold effect in the relationship between investor sentiment and stock market returns: a PSTR specification In: Applied Economics. [Full Text][Citation analysis] | article | 4 |
2019 | On the relationship between energy returns and trading volume: a multifractal analysis In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
2020 | The convergence of ethical investment business models and their reliance on the conventional US investment market In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
2020 | Does investor attention to Islamic finance create spillover? In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
2020 | Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
2020 | How does monetary policy respond to the dynamics of the shadow banking sector? In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
2004 | Threshold Cointegration between Stock Returns : An application of STECM Models In: Econometrics. [Full Text][Citation analysis] | paper | 2 |
2008 | THRESHOLD MEAN REVERSION IN STOCK PRICES In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team