Fredj JAWADI : Citation Profile

Are you Fredj JAWADI?

Université Paris-Nanterre (Paris X)

12

H index

14

i10 index

432

Citations

RESEARCH PRODUCTION:

103

Articles

42

Papers

1

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   16 years (2004 - 2020). See details.
   Cites by year: 27
   Journals where Fredj JAWADI has often published
   Relations with other researchers
   Recent citing documents: 144.    Total self citations: 39 (8.28 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfr45
   Updated: 2020-08-01    RAS profile: 2020-06-28    
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Relations with other researchers

Works with:

Ftiti, Zied (14)

Dufrénot, Gilles (8)

Sousa, Ricardo (6)

Mallick, Sushanta (2)

Mihailov, Alexander (2)

Égert, Balázs (2)

Barnett, William (2)

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

Is cited by:

Sousa, Ricardo (18)

Nguyen, Duc Khuong (18)

GUPTA, RANGAN (16)

Hammoudeh, Shawkat (13)

Trabelsi, Mohamed Ali (13)

Darné, Olivier (11)

Dufrénot, Gilles (7)

Shahzad, Syed Jawad Hussain (7)

Barnett, William (7)

Wohar, Mark (6)

Balcilar, Mehmet (6)

Cites to:

Sousa, Ricardo (56)

Teräsvirta, Timo (46)

AROURI, Mohamed (35)

Bollerslev, Tim (33)

Engle, Robert (29)

van Dijk, Dick (26)

Granger, Clive (23)

Franses, Philip Hans (23)

Mignon, Valérie (21)

Mallick, Sushanta (21)

Anderson, Heather (20)

Main data

Where Fredj JAWADI has published?

Journals with more than one article published# docs
Applied Economics Letters12
Economic Modelling11
Applied Economics11
Economics Bulletin7
Studies in Nonlinear Dynamics & Econometrics6
Macroeconomic Dynamics6
Open Economies Review6
Applied Financial Economics4
Journal of International Financial Markets, Institutions and Money3
Computational Economics3
International Economics3
Annals of Operations Research3
Research in International Business and Finance2
Review of Quantitative Finance and Accounting2
Journal of Economic Dynamics and Control2
Econometric Reviews2
The Energy Journal2

Working Papers Series with more than one paper published# docs
Post-Print / HAL14
EconomiX Working Papers / University of Paris Nanterre, EconomiX5
Working Papers / HAL5
MPRA Paper / University Library of Munich, Germany2
Working Papers / Department of Research, Ipag Business School2
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS / University of Kansas, Department of Economics2

Recent works citing Fredj JAWADI (2020 and 2019)

YearTitle of citing document
2019Efficiency and Forecast Performance of Commodity Futures Markets. (2019). Kalkuhl, Matthias ; Algieri, Bernardina. In: American Journal of Economics and Business Administration. RePEc:abk:jajeba:ajebasp.2019.19.34.

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2019Public finance sustainability in Europe: a behavioral model. (2019). Suarez, Carolina Ulloa ; Dufrenot, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:1929.

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

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

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

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2019DO MOMENTUM STRATEGIES PERFORM BETTER FOR ISLAMIC STOCKS THAN FOR CONVENTIONAL STOCKS ACROSS MARKET STATES?. (2019). Low, Soo-Wah ; Kew, Si-Roei ; Tee, Lain-Tze . In: Economic Annals. RePEc:beo:journl:v:64:y:2019:i:221:p:107-130.

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2019Equity Risk Premium and Time Horizon: what do the French secular data say ?. (2019). Prat, Georges ; le Bris, David. In: EconomiX Working Papers. RePEc:drm:wpaper:2019-8.

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2019Financial Frictions and the Futures Pricing Puzzle. (2019). Taamouti, Abderrahim ; EL Alaoui, AbdelKader ; Ebrahim, M. Shahid ; ap Gwilym, Rhys ; Rahman, Hamid. In: Working Papers. RePEc:dur:durham:2019_07.

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

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

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

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

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

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

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

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2018The business cycle implications of bank discrimination in China. (2018). Shi, Huimin ; Jiang, Zheng ; Guo, Shen. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:264-278.

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2018Testing extreme dependence in financial time series. (2018). Chaudhuri, Kausik ; Tan, Zheng ; Sen, Rituparna. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:378-394.

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2019Unemployment dynamics in emerging countries: Monetary policy and external shocks. (2019). Horvath, Jaroslav ; Zhong, Jiansheng. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:31-49.

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2019Hedge fund return higher moments over the business cycle. (2019). Racicot, François-Éric ; Theoret, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:73-97.

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2019Performance and productivity in Islamic and conventional banks: Evidence from the global financial crisis. (2019). Pappas, Vasileios ; Johnes, Jill ; Izzeldin, Marwan ; Alexakis, Christos. In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:1-14.

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2019Monetary and fiscal policy transmission in Poland. (2019). Sznajderska, Anna ; Haug, Alfred ; Jdrzejowicz, Tomasz . In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:15-27.

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2019Saving, fertility and public policy in an overlapping generations small open economy. (2019). Spataro, Luca ; Fanti, Luciano ; Pacini, Pier Mario. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:16-29.

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2019Monetary policy volatility shocks in Brazil. (2019). Fasolo, Angelo. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:348-360.

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2019International trade, foreign direct investments, and firms’ systemic risk : Evidence from the Netherlands. (2019). Braekers, Roel ; Vancauteren, Mark ; van Cauwenberge, Annelies ; Vandemaele, Sigrid . In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:361-386.

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2019The relationship between trading activity and stock market volatility: Does the volume threshold matter?. (2019). Slim, Skander ; Koubaa, Yosra. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:168-184.

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2019The validity of uncovered interest parity: Evidence from african members and non-member of the organisation of petroleum exporting countries (OPEC). (2019). Ogebe, Joseph O ; Adewuyi, Adeolu O. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:229-249.

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2019What drives the short-run costs of fiscal consolidation? Evidence from OECD countries. (2019). Banerjee, Ryan ; Zampolli, Fabrizio. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:420-436.

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2019Central bank forecasts and private expectations: An empirical assessment from three emerging economies. (2019). de Mendonça, Helder ; Barroso, Joseph David ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:234-244.

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

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

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

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

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

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

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

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

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

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

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

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

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2020Assessing downside and upside risk spillovers across conventional and socially responsible stock markets. (2020). Cheffou, Abdoulkarim Idi ; Jawadi, Nabila ; ben Ameur, Hachmi. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:200-210.

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2018The relationship between oil prices, the stock market and the exchange rate: Evidence from Mexico. (2018). Bermudez, Nancy Areli ; Saucedo, Eduardo ; Delgado, Estefania Bermudez. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:266-275.

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2019Spillovers and the determinants in Islamic equity markets. (2019). Balli, Faruk ; Hasan, Md Iftekhar ; de Bruin, Anne. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305023.

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

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

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2018Does ethics improve stock market resilience in times of instability?. (2018). Erragragui, Elias ; Faisal, Abu Nahian ; Peillex, Jonathan ; Hassan, Kabir M. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:3:p:450-469.

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

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

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

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2019The Stock Liquidity of Banks: A Comparison between Islamic and Conventional Banks in Emerging Economies. (2019). Chen, Ruiyuan ; Boubakri, Narjess ; Li, Xinming ; Guedhami, Omrane. In: Emerging Markets Review. RePEc:eee:ememar:v:39:y:2019:i:c:p:210-224.

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2018On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach. (2018). Balcilar, Mehmet ; Toparli, Elif Akay ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:813-827.

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2018Crude oil risk forecasting: New evidence from multiscale analysis approach. (2018). He, Kaijian ; Liu, Jia ; Zou, Yingchao . In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:574-583.

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2019Liquidity, surprise volume and return premia in the oil market. (2019). Wagner, Niklasf ; Szilagyi, Peter G ; Kinateder, Harald ; Batten, Jonathan A. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:93-104.

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2019Dynamic connectedness of oil price shocks and exchange rates. (2019). Malik, Farooq ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319302828.

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2019Causal flows between oil and forex markets using high-frequency data: Asymmetries from good and bad volatility. (2019). Alam, Md Samsul ; Ferrer, Roman ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303020.

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

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

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

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

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

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2019Forecasting implied volatility risk indexes: International evidence using Hammerstein-ARX approach. (2019). tissaoui, KAIS. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:232-249.

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2019The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests. (2019). Wohar, Mark ; Pierdzioch, Christian ; GUPTA, RANGAN ; Vivian, Andrew J. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:315-322.

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

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2019Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach. (2019). Guidolin, Massimo ; Hansen, Erwin ; Pedio, Manuela. In: Journal of Financial Markets. RePEc:eee:finmar:v:45:y:2019:i:c:p:83-114.

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

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2019Faith-based norms and portfolio performance: Evidence from India. (2019). Hassan, M. Kabir ; Dharani, M ; Paltrinieri, Andrea. In: Global Finance Journal. RePEc:eee:glofin:v:41:y:2019:i:c:p:79-89.

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2018On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting. (2018). Goutte, Stéphane ; DHAOUI, Abderrazak ; Abid, Ilyes ; Guesmi, Khaled. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:233-254.

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2018Sailing with the non-conventional stocks when there is no place to hide. (2018). Azad, A. S. M. S., ; Ahsan, Amirul ; Chazi, Abdelaziz ; Azmat, Saad. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:1-16.

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2019Exchange rate comovements, hedging and volatility spillovers on new EU forex markets. (2019). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:42-64.

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2018Public attention to “Islamic terrorism” and stock market returns. (2018). el Ouadghiri, Imane ; Peillex, Jonathan. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:46:y:2018:i:4:p:936-946.

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

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2019Can alternative hedging assets add value to Islamic-conventional portfolio mix: Evidence from MGARCH models. (2019). Ali, Sajid ; Raza, Naveed ; Salman, Aneel ; Ur, Mobeen ; Hussain, Syed Jawad. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:210-230.

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2019Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis. (2019). Wong, Wing-Keung ; Zhu, Zhenzhen ; Hoang, Thi-Hong-Van, ; el Khamlichi, Abdelbari. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:617-626.

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2019Co-movement between oil, gas, coal, and iron ore prices, the Australian dollar, and the Chinese RMB exchange rates: A copula approach. (2019). Wang, Junhao ; Ma, Yiqun . In: Resources Policy. RePEc:eee:jrpoli:v:63:y:2019:i:c:36.

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2019Hedging U.S. metals & mining Industrys credit risk with industrial and precious metals. (2019). Shahzad, Syed Jawad Hussain ; Kenourgios, Dimitris ; Hussain, Syed Jawad ; Umar, Zaghum. In: Resources Policy. RePEc:eee:jrpoli:v:63:y:2019:i:c:9.

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

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2019The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories. (2019). Uddin, Gazi ; Troster, Victor ; Yoon, Seong-Min ; Labidi, Chiraz ; Hernandez, Jose Arreola. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:52-53:y:2019:i::s1042444x19301653.

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2018Dynamics between stock market movements and fiscal policy: Empirical evidence from emerging Asian economies. (2018). Bui, Duy-Tung ; Hoai, Thi Mai ; Llorca, Matthieu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:51:y:2018:i:c:p:65-74.

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2018What is the cost of faith? An empirical investigation of Islamic purification. (2018). Hutchinson, Mark C ; O'Brien, John ; Mulcahy, Mark. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:52:y:2018:i:c:p:134-143.

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2019Diversification benefits of Shariah compliant equity ETFs in emerging markets. (2019). Andrikopoulos, Panagiotis ; Gad, Samar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:133-144.

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2019Can economic policy uncertainty, oil prices, and investor sentiment predict Islamic stock returns? A multi-scale perspective. (2019). Hadhri, Sinda ; Ftiti, Zied. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:40-55.

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2019A survey of Islamic banking and finance literature: Issues, challenges and future directions. (2019). Bach, Dinh Hoang ; Narayan, Paresh Kumar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:484-496.

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

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2018Multifractal detrended cross-correlation analysis of carbon emission allowance and stock returns. (2018). Fang, Sheng ; Qu, Ling ; Li, Jianfeng ; Lu, Xinsheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:551-566.

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2019Effects of awareness and policy on green behavior spreading in multiplex networks. (2019). Gao, Xingyu ; Tian, Lixin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:226-234.

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

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2019Oil price fluctuations and exchange rate dynamics in the MENA region: Evidence from non-causality-in-variance and asymmetric non-causality tests. (2019). Rault, Christophe ; Amor, Thouraya Hadj ; Nouira, Ridha. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:73:y:2019:i:c:p:159-171.

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2019The switching impact of financial stability and economic growth in Qatar: Evidence from an oil-rich country. (2019). Barkat, Karim ; Jarallah, Shaif ; Mrabet, Zouhair ; Alsamara, Mouyad ; Al Samara, Mouyad . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:73:y:2019:i:c:p:205-216.

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2019The contribution of market movements, asset allocation and active management to Islamic equity funds’ performance. (2019). Peillex, Jonathan ; Benlemlih, Mohammed ; Bitar, Mohammad ; Erragragui, Elias. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:74:y:2019:i:c:p:32-38.

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2018Multi-moment risk, hedging strategies, & the business cycle. (2018). Racicot, François-Éric ; Theoret, Raymond . In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:637-675.

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2019Comovement and disintegration of EU sovereign bond markets during the crisis. (2019). Vacha, Lukas ; Baxa, Jaromir ; Molik, Filip. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:541-556.

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

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

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

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

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

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

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

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2019Disentangling the drivers of carbon prices in Chinas ETS pilots — An EEMD approach. (2019). Xu, Jia ; Liu, YU ; He, Gang ; Tan, Xiujie. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:139:y:2019:i:c:p:1-9.

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2018Asymmetric Dynamics of Insurance Premium: The Impact of Monetary Policy Uncertainty on Insurance Premiums in Japan. (2018). Shahbaz, Muhammad ; Olasehinde-Williams, Godwin ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-39.pdf.

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2019Time-Varying Money Demand and Real Balance Effects. (2019). Qureshi, Irfan ; Benchimol, Jonathan. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:201907.

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More than 100 citations found, this list is not complete...

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]		article0
2019Do Jumps and Co-jumps Improve Volatility Forecasting of Oil and Currency Markets? In: The Energy Journal.
[Full Text][Citation analysis]		article0
2009Stock market integration in the Latin American markets: further evidence from nonlinear modeling In: Papers.
[Full Text][Citation analysis]		paper4
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]		article0
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]		article3
2014Fiscal policy in the BRICs In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article11
2011Fiscal Policy in the BRICs.(2011) In: NIPE Working Papers.
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This paper has another version. Agregated cites: 11		paper
2017Introduction: recent developments of switching models for financial data In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article0
2017Introduction: recent developments of switching models for financial data.(2017) In: Post-Print.
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This paper has another version. Agregated cites: 0		paper
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.
[Full Text][Citation analysis]		article0
2018An Interview with Timo Teräsvirta 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]		article2
2014The Relationship between Consumption and Wealth: A Quantile Regression Approach In: Revue d'économie politique.
[Full Text][Citation analysis]		article8
2011The speculative efficiency of the aluminum market: A nonlinear Investigation In: International Economics.
[Full Text][Citation analysis]		article2
2014Conventional and Islamic stock price performance: An empirical investigation In: International Economics.
[Full Text][Citation analysis]		article61
2019The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies In: International Economics.
[Full Text][Citation analysis]		article0
2019The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies.(2019) In: International Economics.
[Full Text][Citation analysis]
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2012INTRODUCTION TO TIME-VARYING MODELING WITH MACROECONOMIC AND FINANCIAL DATA In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article0
2012MODELING NONLINEAR AND HETEROGENEOUS DYNAMIC LINKS IN INTERNATIONAL MONETARY MARKETS In: Macroeconomic Dynamics.
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2012NONLINEARITY, CYCLICITY, AND PERSISTENCE IN CONSUMPTION AND INCOME RELATIONSHIPS: RESEARCH IN HONOR OF MELVIN J. HINICH In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article2
2017ON THE MACROECONOMIC AND WEALTH EFFECTS OF UNCONVENTIONAL MONETARY POLICY In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article3
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]		article0
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]		paper7
2007Nonlinear stock prices adjustment in the G7 countries.(2007) In: Working Papers.
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This paper has another version. Agregated cites: 7		paper
2015Equity Prices and Fundamentals: a DDM-APT Mixed Approach In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper1
2017Equity prices and fundamentals: a DDM–APT mixed approach.(2017) In: Post-Print.
[Citation analysis]
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2015Equity Prices and Fundamentals: a DDM-APT Mixed Approach.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2017Equity prices and fundamentals: a DDM–APT mixed approach.(2017) In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
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2017On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper12
2016On oil-US exchange rate volatility relationships: An intraday analysis.(2016) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2011Do on/off time series models reproduce emerging stock market comovements? In: Economics Bulletin.
[Full Text][Citation analysis]		article1
2012Second International Symposium in Computational Economics and Finance In: Economics Bulletin.
[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]		article2
2018A model of fiscal dominance under the “Reinhart Conjecture” In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article2
2012Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS In: Economic Modelling.
[Full Text][Citation analysis]		article25
2012Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS.(2012) In: Post-Print.
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2012Modeling hedge fund exposure to risk factors In: Economic Modelling.
[Full Text][Citation analysis]		article8
2012Modelling Hedge Fund Exposure to Risk Factors.(2012) In: Post-Print.
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2013Money demand in the euro area, the US and the UK: Assessing the role of nonlinearity In: Economic Modelling.
[Full Text][Citation analysis]		article18
2012Money Demand in the euro area, the US and the UK:Assessing the Role of Nonlinearity.(2012) In: NIPE Working Papers.
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2013Computational tools in econometric modeling for macroeconomics and finance In: Economic Modelling.
[Full Text][Citation analysis]		article0
2013Boundedness and nonlinearities in public debt dynamics: A TAR assessment In: Economic Modelling.
[Full Text][Citation analysis]		article9
2016Advances and challenges in decision-making, monetary policy and financial markets In: Economic Modelling.
[Full Text][Citation analysis]		article1
2016Advances and challenges in decision-making, monetary policy and financial markets.(2016) In: Post-Print.
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2016On the study of contagion in the context of the subprime crisis: A dynamic conditional correlation–multivariate GARCH approach In: Economic Modelling.
[Full Text][Citation analysis]		article13
2016Fiscal and monetary policies in the BRICS: A panel VAR approach In: Economic Modelling.
[Full Text][Citation analysis]		article30
2017Assessing efficiency and investment opportunities in commodities: A time series and portfolio simulations approach In: Economic Modelling.
[Full Text][Citation analysis]		article5
2017Modelling the effect of the geographical environment on Islamic banking performance: A panel quantile regression analysis In: Economic Modelling.
[Full Text][Citation analysis]		article3
2016Measuring volatility persistence for conventional and Islamic banks: An FI-EGARCH approach In: Emerging Markets Review.
[Full Text][Citation analysis]		article13
2019Oil price collapse and challenges to economic transformation of Saudi Arabia: A time-series analysis In: Energy Economics.
[Full Text][Citation analysis]		article2
2015Testing and modeling jump contagion across international stock markets: A nonparametric intraday approach In: Journal of Financial Markets.
[Full Text][Citation analysis]		article3
2014Financial linkages between US sector credit default swaps markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article12
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]		article2
2019Does the volatility of volatility risk forecast future stock returns? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
2013What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis? In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article3
2010What 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
2019A statistical analysis of uncertainty for conventional and ethical stock indexes In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article0
2017Assessing financial and housing wealth effects through the lens of a nonlinear framework In: Research in International Business and Finance.
[Full Text][Citation analysis]		article1
2018Analyzing the governance structure of French banking groups In: Research in International Business and Finance.
[Full Text][Citation analysis]		article0
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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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
2014Market microstructure and nonlinear dynamics : keeping financial crisis in context 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]		paper2
2016Intraday jumps and trading volume: a nonlinear Tobit specification.(2016) In: Review of Quantitative Finance and Accounting.
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2011Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data In: Post-Print.
[Citation analysis]		paper0
2013Do the US trends drive the UK-French market linkages?: empirical evidence from a threshold intraday analysis In: Post-Print.
[Citation analysis]		paper0
2013Do the US trends drive the UK--French market linkages?: empirical evidence from a threshold intraday analysis.(2013) In: Applied Economics Letters.
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2010Synchronization and nonlinear interdependence of short-term interest rates: In: Working Papers.
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2010Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions In: Working Papers.
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2010Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions.(2010) In: Applied Financial Economics.
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2009Threshold cointegration relationships between oil and stock markets In: Discussion Papers of Business and Economics.
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2008ESTIMATING THE S&P FUNDAMENTAL VALUE USING STAR MODELS In: Global Journal of Business Research.
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2008ARE AMERICAN AND FRENCH STOCK MARKETS INTEGRATED? In: The International Journal of Business and Finance Research.
[Full Text][Citation analysis]		article5
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]		paper13
2012Introduction to Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
[Full Text][Citation analysis]		paper1
2012Introduction to Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications.(2012) In: MPRA Paper.
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2018The Causal Relationships between Inflation and Inflation Uncertainty In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
[Full Text][Citation analysis]		paper0
2018The Causal Relationships between Inflation and Inflation Uncertainty.(2018) In: MPRA Paper.
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2019Forecasting Inflation Uncertainty in the United States and Euro Area In: Computational Economics.
[Full Text][Citation analysis]		article1
2019Introduction to Advanced Statistical Analyses for Computational Economics and Finance In: Computational Economics.
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2019Correction to: Introduction to Advanced Statistical Analyses for Computational Economics and Finance In: Computational Economics.
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2016Do Islamic and Conventional Banks Really Differ? A Panel Data Statistical Analysis In: Open Economies Review.
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2016Analyzing Heterogeneous Stock Price Comovements Through Hybrid Approaches In: Open Economies Review.
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2016On the Reputation of Islamic Banks: a Panel Data Qualitative Econometrics Analysis In: Open Economies Review.
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2016What Have We Learned from the 2007-08 Financial Crisis? Papers Presented at the Second International Workshop on Financial Markets and Nonlinear Dynamics (Paris, June 4-5, 2015) In: Open Economies Review.
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2018Assessing the Effect of Trade Openness on Health in the MENA Region: a Panel Data Analysis In: Open Economies Review.
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2018Special Issue: Financial Market Dynamics, Monetary Policy, Investment and Trade. Papers Presented at the Fourth International Symposium in Computational Economics and Finance (Paris, April 14–16, 20 In: Open Economies Review.
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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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2017Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries? In: Working Papers.
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2016Do Regulatory and Supervisory Reforms Affect European Bank Stability: Further Evidence from Panel Data In: Bankers, Markets & Investors.
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2018Measurement errors in stock markets In: Annals of Operations Research.
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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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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.
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2011The current international financial crisis in 10 questions: some lessons In: Applied Economics Letters.
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2012Are hedge fund clones attractive financial products for investors? In: Applied Economics Letters.
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2013Measuring time-varying equity risk premium in the context of financial crisis: do developed and emerging markets differ? In: Applied Economics Letters.
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2016Can the Islamic bank be an emerging leader? A panel data causality analysis In: Applied Economics Letters.
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2017Uncertainty and the United States’ election effect on the economy: some thoughts and empirical illustrations In: Applied Economics Letters.
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2017Does Islamic banking performance vary across regions? A new puzzle In: Applied Economics Letters.
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2020Wavelet analysis of the conventional and Islamic stock market relationship ten years after the global financial crisis In: Applied Economics Letters.
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2009Essay in dividend modelling and forecasting: does nonlinearity help? In: Applied Financial Economics.
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2013Testing the efficiency of the aluminium market: evidence from London metal exchange In: Applied Financial Economics.
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2013Information technology sector and equity markets: an empirical investigation In: Applied Financial Economics.
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2012Arbitrage costs and nonlinear adjustment in the G7 stock markets In: Applied Economics.
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2013Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations In: Applied Economics.
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2014Nonlinear monetary policy reaction functions in large emerging economies: the case of Brazil and China In: Applied Economics.
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2015Are Islamic stock markets efficient? A time-series analysis In: Applied Economics.
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2015Recent topics in Applied Financial Economics In: Applied Economics.
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2015Intraday bidirectional volatility spillover across international stock markets: does the global financial crisis matter? In: Applied Economics.
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2017Modelling the relationship between future energy intraday volatility and trading volume with wavelet In: Applied Economics.
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2018Uncertainty assessment in socially responsible and Islamic stock markets in the short and long terms: an ARDL approach In: Applied Economics.
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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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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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2004Threshold Cointegration between Stock Returns : An application of STECM Models In: Econometrics.
[Full Text][Citation analysis]		paper2
2008THRESHOLD MEAN REVERSION IN STOCK PRICES In: World Scientific Book Chapters.
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