Fredj JAWADI : Citation Profile

Are you Fredj JAWADI?

Université Paris-Nanterre (Paris X)

15

H index

19

i10 index

760

Citations

RESEARCH PRODUCTION:

117

Articles

68

Papers

5

Chapters

EDITOR:

3

Books edited

RESEARCH ACTIVITY:

   17 years (2004 - 2021). See details.
   Cites by year: 44
   Journals where Fredj JAWADI has often published
   Relations with other researchers
   Recent citing documents: 242.    Total self citations: 50 (6.17 %)

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   Permalink: http://citec.repec.org/pfr45
   Updated: 2022-06-25    RAS profile: 2022-05-29    
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Relations with other researchers

Works with:

Ftiti, Zied (18)

Dufrénot, Gilles (10)

Sousa, Ricardo (7)

Barnett, William (5)

Égert, Balázs (4)

Castro, Vitor (3)

GUPTA, RANGAN (2)

Mihailov, Alexander (2)

Botev, Jarmila (2)

Damette, Olivier (2)

PARENT, Antoine (2)

Mallick, Sushanta (2)

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

Is cited by:

GUPTA, RANGAN (27)

Sousa, Ricardo (23)

Nguyen, Duc Khuong (17)

Trabelsi, Mohamed Ali (13)

Hammoudeh, Shawkat (13)

Shahzad, Syed Jawad Hussain (12)

Darné, Olivier (11)

Prat, Georges (11)

Martínez García, Enrique (10)

Guerini, Mattia (9)

Balcilar, Mehmet (9)

Cites to:

Sousa, Ricardo (76)

Teräsvirta, Timo (51)

AROURI, Mohamed (38)

Bollerslev, Tim (34)

Engle, Robert (28)

van Dijk, Dick (26)

Granger, Clive (24)

Franses, Philip Hans (23)

Prat, Georges (22)

Mallick, Sushanta (22)

Mignon, Valérie (21)

Main data

Where Fredj JAWADI has published?

Journals with more than one article published# docs
Applied Economics15
Applied Economics Letters12
Economic Modelling12
Studies in Nonlinear Dynamics & Econometrics9
Economics Bulletin7
Open Economies Review6
Macroeconomic Dynamics6
Computational Economics5
Applied Financial Economics4
International Economics3
Annals of Operations Research3
Journal of International Financial Markets, Institutions and Money3
Econometric Reviews2
Review of Quantitative Finance and Accounting2
Research in International Business and Finance2
The Energy Journal2
International Economics2
Journal of Economic Dynamics and Control2
Journal of Economic Behavior & Organization2

Working Papers Series with more than one paper published# docs
Post-Print / HAL33
Grenoble Ecole de Management (Post-Print) / HAL5
EconomiX Working Papers / University of Paris Nanterre, EconomiX5
Working Papers / HAL5
MPRA Paper / University Library of Munich, Germany3
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS / University of Kansas, Department of Economics3
Working Papers / Department of Research, Ipag Business School2

Recent works citing Fredj JAWADI (2022 and 2021)

YearTitle of citing document
2020Volatility Contagion and Portfolio Diversification among Shariah and Conventional Indices: An Evidence by MGARCH Models ???? ???????? ? ???? ???????? ?? ????? ??????? ????????? ???????? ?????????: ???. (2020). Rather, Sajad Ahmad ; Dar, Shafkat Shafi ; Sheikh, Safika Praveen. In: Journal of King Abdulaziz University: Islamic Economics. RePEc:abd:kauiea:v:33:y:2020:i:1:no:3:p:35-55.

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

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2022Asymmetric Effectiveness of Monetary and Fiscal Policies: Evidence from Turkey. (2022). Altinkaynak, Gunsenin ; Ozturk, Cemal. In: World Journal of Applied Economics. RePEc:ana:journl:v:8:y:2022:i:1:p:1-14.

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

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2021Performance and Risks: Islamic Indices and Compared to Conventional Indices. (2021). Agouram, Jamal ; Lakhnati, Ghizlane ; ben Hssain, Lhoucine ; Anoualigh, Jamaa. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2021:p:17-26.

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2021Is There a Change in the Money Demand Stability in Turkey? A Nonlinear Approach. (2021). Şıklar, İlyas. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2021:p:28-42.

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2021Oracle 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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2022Analysis of stock index with a generalized BN-S model: an approach based on machine learning and fuzzy parameters. (2021). Sengupta, Indranil ; Hui, Xianfei ; Sun, Baiqing ; Jiang, Hui. In: Papers. RePEc:arx:papers:2101.08984.

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2021.

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2021Crude Oil Prices and COVID-19 - Persistence of the Shock. (2021). Monge, Manuel ; Gil-Alana, Luis A. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:25.

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2021Stock performance under alternative Shariah screening methods: Evidence from Australia. (2021). Jurdi, Doureige ; el Saleh, Ali I. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4339-4388.

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

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2022From financial structure to economic growth: Theory, evidence and challenges. (2022). Xu, Guangdong. In: Economic Notes. RePEc:bla:ecnote:v:51:y:2022:i:1:n:e12197.

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2020Market Fundamentals and Iron Ore Spot Prices*. (2020). Zhen, Wei ; Ma, Yiqun. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:315:p:470-489.

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2021Asset pricing factors in Islamic equity returns. (2021). Shamsuddin, Abul ; Safiullah, MD. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:523-554.

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

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2022Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2022). Schweikert, Karsten. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:1:p:83-104.

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2021The causal linkage between inflation and inflation uncertainty under structural breaks: Evidence from Turkey. (2021). Üçler, Gülbahar ; Bulut, Umit ; Apergis, Nicholas ; Ozsahin, Serife. In: Manchester School. RePEc:bla:manchs:v:89:y:2021:i:3:p:259-275.

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2021Euro Area Income and Wealth Effects: Aggregation Issues. (2021). Zekaite, Zivile ; de Bondt, Gabe ; Herrero, Pablo ; Gieseck, Arne. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:6:p:1454-1474.

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

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2020Unconventional monetary policy in a nonlinear quadratic model. (2020). Semmler, Willi ; Prakash, Loungani ; Willi, Semmler ; Timm, Faulwasser ; Marco, Gross. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:5:p:19:n:6.

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2020The role of the threshold effect for the dynamics of futures and spot prices of energy commodities. (2020). Uddin, Gazi ; Rubaszek, Michał ; Marek, Kwas ; Zuzanna, Karolak. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:5:p:20:n:1.

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

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2021Has FLooking back at half a century of financial expansion together with a host of financial crises, one can wonder if financial deepening has done more harm than good? No straight answer has emerged.. (2021). Fajeau, Maxime. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00214.

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2021On the Analysis of Food and Oil Markets in Nigeria: What Prices Tell Us from Asymmetric and Partial Structural Change Modeling?. (2021). Rong, Yang ; Gummi, Umar Muhammad ; Mu, Asiya ; Umar, Abdulhamid Sillah ; Bello, Utiya. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-8.

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2021A hybrid model for carbon price forecastingusing GARCH and long short-term memory network. (2021). Zhou, Dequn ; Wang, Qunwei ; Dai, Xingyu ; Huang, Yumeng. In: Applied Energy. RePEc:eee:appene:v:285:y:2021:i:c:s0306261921000489.

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

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2021Hedge fund strategies, performance &diversification: A portfolio theory & stochastic discount factor approach. (2021). Sutcliffe, Charles ; Stafylas, Dimitrios ; Platanakis, Emmanouil ; Newton, David ; Ye, Xiaoxia. In: The British Accounting Review. RePEc:eee:bracre:v:53:y:2021:i:5:s0890838921000263.

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2022Asymmetry and conduction direction of the interdependent structure between cryptocurrency and US dollar, renminbi, and gold markets. (2022). Ling, Meijun ; Cao, Guangxi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921010250.

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

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2021Get the lowdown: The international side of the fall in the U.S. natural rate of interest. (2021). Martinez-Garcia, Enrique. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000699.

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2021Macroeconomic effects of government transfer payments: Evidence from Korea. (2021). Kim, Wongi. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001607.

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2021Global intersectoral production network and aggregate fluctuations. (2021). , Anh ; Barauskaite, Kristina. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001668.

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2021Industry heterogeneity in the risk-taking channel. (2021). Mylonidis, Nikolaos ; Delis, Manthos ; Iosifidi, Maria. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002108.

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2021Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises. (2021). Chevallier, Julien ; Deng, Yuanyue ; Lin, Renda ; Zhu, BO ; Chen, Pingshe. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002406.

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2021Measuring and explaining firm-level exchange rate exposure: The role of foreign market destinations and international trade. (2021). Vandemaele, Sigrid ; Braekers, Roel ; Vancauteren, Mark ; van Cauwenberge, Annelies. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s026499932100256x.

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2022Economic Modelling at thirty-five: A retrospective bibliometric survey. (2022). Lim, Weng Marc ; Burton, Bruce ; Kumar, Satish ; Pattnaik, Debidutta. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003011.

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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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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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2020Evaluating sovereign risk spillovers on domestic banks during the European debt crisis. (2020). Keddad, Benjamin ; Schalck, Christophe. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:356-375.

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

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

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

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

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

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

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

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

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

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

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

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2021Does non-fundamental news related to COVID-19 matter for stock returns? Evidence from Shanghai stock market. (2021). ben Ameur, Hachmi ; Ftiti, Zied ; Louhichi, Wael. In: Economic Modelling. RePEc:eee:ecmode:v:99:y:2021:i:c:s0264999321000675.

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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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2021Jump Interdependencies: Stochastic linkages among international stock markets. (2021). Prasanna, Krishna ; Kshatriya, Saranya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000528.

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2022How does investor attention matter for crude oil prices and returns? Evidence from time-frequency quantile causality analysis. (2022). Hau, Liya ; Yu, Dongwei ; Zhu, Huiming ; Chen, Qitong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001844.

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2022Modeling dynamic conditional correlations with leverage effects and volatility spillover effects: Evidence from the Chinese and US stock markets affected by the recent trade friction. (2022). Gao, Tianqing ; Mei, Xiaowen ; Pan, Qunxing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001947.

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2022Dependence dynamics of Islamic and conventional equity sectors: What do we learn from the decoupling hypothesis and COVID-19 pandemic?. (2022). Naifar, Nader ; Hussain, Syed Jawad. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002266.

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2021Diffusion copulas: Identification and estimation. (2021). Kristensen, Dennis ; Hadri, Kaddour ; Bu, Ruijun. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:616-643.

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

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2021The nexus, downside risk and asset allocation between oil and Islamic stock markets: A cross-country analysis. (2021). Hadhri, Sinda. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003364.

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2021Dynamic and frequency-domain risk spillovers among oil, gold, and foreign exchange markets: Evidence from implied volatility. (2021). Chen, Jinyu ; Huang, Jianbai ; Ding, Qian. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003960.

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

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

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

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

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2021Global financial uncertainties and China’s crude oil futures market: Evidence from interday and intraday price dynamics. (2021). Wang, Lei ; Liu, Liang ; Wei, YU ; Yang, Kun. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000542.

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

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

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

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2021Ethical and unethical investments under extreme market conditions. (2021). Troster, Victor ; Kang, Sang Hoon ; Uddin, Gazi Salah ; Rholm, Anna ; Olofsson, Petter. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002726.

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

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2021Price dynamics of individual stocks: Jumps and information. (2021). Zhao, Jing ; Xiao, Yuewen. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319309390.

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2021Tail dependence between gold and Islamic securities. (2021). Abdoh, Hussein ; Maghyereh, Aktham. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320300921.

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2021Stock markets and the COVID-19 fractal contagion effects. (2021). Lin, Boqiang ; Okorie, David Iheke. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320305638.

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2021Asymmetric volatility connectedness between Islamic stock and commodity markets. (2021). McIver, Ron ; Suleman, Muhammad Tahir ; Kang, Sang Hoon. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s104402832100051x.

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2021Are safe haven assets really safe during the 2008 global financial crisis and COVID-19 pandemic?. (2021). Hassan, Kabir M ; Hasan, Md Bokhtiar ; Alhenawi, Yasser ; Rashid, Md Mamunur. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028321000661.

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2022Transition to Islamic equities: Systematic risk and Shariah compliance. (2022). Balli, Faruk ; de Bruin, Anne ; Hasan, Md Iftekhar. In: Global Finance Journal. RePEc:eee:glofin:v:51:y:2022:i:c:s1044028320300557.

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

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2021Too much finance or too many weak instruments?. (2021). Fajeau, Maxime. In: International Economics. RePEc:eee:inteco:v:165:y:2021:i:c:p:14-36.

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2021How has the relationship between safe haven assets and the US stock market changed after the global financial crisis?. (2021). Sakurai, Yuji. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121000706.

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2021From dotcom to Covid-19: A convergence analysis of Islamic investments. (2021). Kenourgios, Dimitris ; Petropoulou, Athina ; Pappas, Vasileios ; Alexakis, Christos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001372.

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2022Re-thinking about U: The relevance of regime-switching model in the relationship between environmental corporate social responsibility and financial performance. (2022). Managi, Shunsuke ; Taleb, Lotfi ; ben Zaied, Younes ; ben Lahouel, Bechir. In: Journal of Business Research. RePEc:eee:jbrese:v:140:y:2022:i:c:p:498-519.

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2021Evolutionary selection of forecasting and quantity decision rules in experimental asset markets. (2021). Bao, Te ; CHIA, WaiMun ; Zhu, Jiahua. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:363-404.

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2021Term structure of interest rates: Modelling the risk premium using a two horizons framework. (2021). Uctum, Remzi ; Prat, Georges. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:421-436.

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2021On the duration of sovereign ratings cycle phases. (2021). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:512-526.

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2021Ties that bind: Estimating the natural rate of interest for small open economies. (2021). Martínez García, Enrique ; Grossman, Valerie ; Wynne, Mark A ; Martinez-Garcia, Enrique ; Zhang, Ren. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560620302710.

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2022What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality. (2022). Sousa, Ricardo ; Costantini, Mauro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002254.

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2021The dynamics of oil on China’s commodity sectors: What can we learn from a quantile perspective?. (2021). Wu, Bi-Bo. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:23:y:2021:i:c:s2405851320300350.

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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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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]		article3
2009Stock market integration in the Latin American markets: further evidence from nonlinear modeling In: Papers.
[Full Text][Citation analysis]		paper5
2009Stock market integration in the Latin American markets: further evidence from nonlinear modeling.(2009) In: Economics Bulletin.
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2009Stock market integration in the Latin American markets: further evidence from nonlinear modeling.(2009) In: Post-Print.
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2018INTRODUCTION TO THE SYMPOSIUM ON INEQUALITY, UNCERTAINTY, AND MACRO?FINANCIAL DYNAMICS In: Economic Inquiry.
[Full Text][Citation analysis]		article1
2009Nonlinear Cointegration Relationships Between Non?Life Insurance Premiums and Financial Markets In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article16
2013Threshold linkages between volatility and trading volume: evidence from developed and emerging markets In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article4
2014Fiscal policy in the BRICs In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article21
2011Fiscal Policy in the BRICs.(2011) In: NIPE Working Papers.
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This paper has another version. Agregated cites: 21		paper
2017Introduction: recent developments of switching models for financial data In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article1
2017Introduction: recent developments of switching models for financial data.(2017) In: Post-Print.
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This paper has another version. Agregated cites: 1		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
2018Can a Taylor rule better explain the Fed’s monetary policy through the 1920s and 1930s ? A nonlinear cliometric analysis.(2018) In: Post-Print.
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2018An Interview with Timo Teräsvirta In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article1
2018An interview with Timo Teräsvirta.(2018) In: Post-Print.
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2020Unconventional monetary policy reaction functions: evidence from the US In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article0
2020Unconventional monetary policy reaction functions: evidence from the US.(2020) In: Post-Print.
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2020Causal relationships between inflation and inflation uncertainty In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article5
2018The Causal Relationships between Inflation and Inflation Uncertainty.(2018) In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
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2020Causal Relationships Between Inflation and Inflation Uncertainty.(2020) In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
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2020Causal Relationships between Inflation and Inflation Uncertainty.(2020) In: MPRA Paper.
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2018The Causal Relationships between Inflation and Inflation Uncertainty.(2018) In: MPRA Paper.
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2020An interview with Howell Tong In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article0
2007Co-Mouvements des marchés boursiers émergents :Intégration ou contagion ? In: Brussels Economic Review.
[Full Text][Citation analysis]		article0
2007Dynamique non-linéaire des marchés boursiers du G7 : une application des modèles STAR In: Finance.
[Full Text][Citation analysis]		article1
2014The Relationship between Consumption and Wealth: A Quantile Regression Approach In: Revue d'économie politique.
[Full Text][Citation analysis]		article11
2011The speculative efficiency of the aluminum market: A nonlinear Investigation In: International Economics.
[Full Text][Citation analysis]		article3
2014Conventional and Islamic stock price performance: An empirical investigation In: International Economics.
[Full Text][Citation analysis]		article89
2019The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies In: International Economics.
[Full Text][Citation analysis]		article17
2019The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies.(2019) In: International Economics.
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2019The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies.(2019) In: Post-Print.
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2012INTRODUCTION TO TIME-VARYING MODELING WITH MACROECONOMIC AND FINANCIAL DATA In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article1
2012MODELING NONLINEAR AND HETEROGENEOUS DYNAMIC LINKS IN INTERNATIONAL MONETARY MARKETS In: Macroeconomic Dynamics.
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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]		article10
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]		article3
2010Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets In: Working Papers.
[Full Text][Citation analysis]		paper1
2006Coûts de transaction et dynamique non-linéaire des prix des actifs financiers : une note théorique In: EconomiX Working Papers.
[Citation analysis]		paper0
2009Nonlinear Stock Price Adjustment in the G7 Countries In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper9
2007Nonlinear stock prices adjustment in the G7 countries.(2007) In: Working Papers.
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2015Equity Prices and Fundamentals: a DDM-APT Mixed Approach In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper3
2017Equity prices and fundamentals: a DDM–APT mixed approach.(2017) In: Post-Print.
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2015Equity Prices and Fundamentals: a DDM-APT Mixed Approach.(2015) In: Working Papers.
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2017Equity prices and fundamentals: a DDM–APT mixed approach.(2017) In: Review of Quantitative Finance and Accounting.
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2017On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper22
2016On oil-US exchange rate volatility relationships: An intraday analysis.(2016) In: Economic Modelling.
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This paper has another version. Agregated cites: 22		article
2018The Nonlinear Relationship between Economic growth and Financial Development In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper0
2008Does nonlinear econometrics confirm the macroeconomic models of consumption? In: Economics Bulletin.
[Full Text][Citation analysis]		article1
2010Short and long-term links between oil prices and stock markets in Europe In: Economics Bulletin.
[Full Text][Citation analysis]		article5
2010On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM In: Economics Bulletin.
[Full Text][Citation analysis]		article2
2010On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM.(2010) In: Working Papers.
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2011Do on/off time series models reproduce emerging stock market comovements? In: Economics Bulletin.
[Full Text][Citation analysis]		article2
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]		article5
2018A model of fiscal dominance under the “Reinhart Conjecture” In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article4
2018A model of fiscal dominance under the “Reinhart Conjecture”.(2018) In: Post-Print.
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2012Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS In: Economic Modelling.
[Full Text][Citation analysis]		article32
2012Nonlinearities 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: 32		paper
2012Modeling hedge fund exposure to risk factors In: Economic Modelling.
[Full Text][Citation analysis]		article13
2012Modelling Hedge Fund Exposure to Risk Factors.(2012) In: Post-Print.
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This paper has another version. Agregated cites: 13		paper
2013Money demand in the euro area, the US and the UK: Assessing the role of nonlinearity In: Economic Modelling.
[Full Text][Citation analysis]		article23
2012Money Demand in the euro area, the US and the UK:Assessing the Role of Nonlinearity.(2012) In: NIPE Working Papers.
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This paper has another version. Agregated cites: 23		paper
2013Computational tools in econometric modeling for macroeconomics and finance In: Economic Modelling.
[Full Text][Citation analysis]		article1
2013Computational tools in econometric modeling for macroeconomics and finance.(2013) In: Grenoble Ecole de Management (Post-Print).
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2013Computational tools in econometric modeling for macroeconomics and finance.(2013) In: Post-Print.
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2013Boundedness and nonlinearities in public debt dynamics: A TAR assessment In: Economic Modelling.
[Full Text][Citation analysis]		article10
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]		article26
2016Fiscal and monetary policies in the BRICS: A panel VAR approach In: Economic Modelling.
[Full Text][Citation analysis]		article46
2017Assessing efficiency and investment opportunities in commodities: A time series and portfolio simulations approach In: Economic Modelling.
[Full Text][Citation analysis]		article6
2017Modelling the effect of the geographical environment on Islamic banking performance: A panel quantile regression analysis In: Economic Modelling.
[Full Text][Citation analysis]		article6
2020Assessing downside and upside risk spillovers across conventional and socially responsible stock markets In: Economic Modelling.
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2021Does inequality help in forecasting equity premium in a panel of G7 countries? In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article6
2017Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries?.(2017) In: Working Papers.
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2016Measuring volatility persistence for conventional and Islamic banks: An FI-EGARCH approach In: Emerging Markets Review.
[Full Text][Citation analysis]		article18
2019Oil price collapse and challenges to economic transformation of Saudi Arabia: A time-series analysis In: Energy Economics.
[Full Text][Citation analysis]		article7
2015Testing and modeling jump contagion across international stock markets: A nonparametric intraday approach In: Journal of Financial Markets.
[Full Text][Citation analysis]		article8
2021Oil price volatility in the context of Covid-19 In: International Economics.
[Full Text][Citation analysis]		article6
2014Financial linkages between US sector credit default swaps markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article15
2017An empirical comparison of transformed diffusion models for VIX and VIX futures In: Journal of International Financial Markets, Institutions and Money.
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2019Does the volatility of volatility risk forecast future stock returns? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article2
2021Does higher unemployment lead to greater criminality? Revisiting the debate over the business cycle In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article2
2022Do collective emotions drive bitcoin volatility? A triple regime-switching vector approach In: Journal of Economic Behavior & Organization.
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2013What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis? In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article6
2013What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?.(2013) In: Grenoble Ecole de Management (Post-Print).
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2013What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?.(2013) In: Post-Print.
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2010What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?.(2010) In: Working Papers.
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2019A statistical analysis of uncertainty for conventional and ethical stock indexes In: The Quarterly Review of Economics and Finance.
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2017Assessing financial and housing wealth effects through the lens of a nonlinear framework In: Research in International Business and Finance.
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2017Assessing financial and housing wealth effects through the lens of a nonlinear framework.(2017) In: Post-Print.
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2018Analyzing the governance structure of French banking groups In: Research in International Business and Finance.
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2018Analyzing the governance structure of French banking groups.(2018) In: Post-Print.
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2011Nonlinear mean reversion in oil and stock markets In: Review of Accounting and Finance.
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2018Recent Developments in Macro-Econometric Modeling: Theory and Applications In: Econometrics.
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2018Recent developments in macro-econometric modeling: theory and applications.(2018) In: Post-Print.
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2014Market microstructure and nonlinear dynamics : keeping financial crisis in context In: Grenoble Ecole de Management (Post-Print).
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2014Market microstructure and nonlinear dynamics : keeping financial crisis in context.(2014) In: Post-Print.
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2013Do the US trends drive the UK-French market linkages?: empirical evidence from a threshold intraday analysis In: Grenoble Ecole de Management (Post-Print).
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2013Do the US trends drive the UK-French market linkages?: empirical evidence from a threshold intraday analysis.(2013) In: Post-Print.
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2013Do the US trends drive the UK--French market linkages?: empirical evidence from a threshold intraday analysis.(2013) In: Applied Economics Letters.
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2013Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations In: Grenoble Ecole de Management (Post-Print).
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2013Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations.(2013) In: Post-Print.
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2013Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations.(2013) In: Applied Economics.
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2012Arbitrage Costs and Nonlinear Stock Price Adjustment in the G7 Countries In: Post-Print.
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2012Sources dinefficience et ajustement asymétrique des cours boursiers In: Post-Print.
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2012Evolution of the US Stock Market Risk Premium in Periods of Crisis In: Post-Print.
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2012Are hedge fund clones attractive financial products for investors In: Post-Print.
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2012Are hedge fund clones attractive financial products for investors?.(2012) In: Applied Economics Letters.
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2019Understanding Oil Price Dynamics and their Effects over Recent Decades: An Interview with James Hamilton In: Post-Print.
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2011Can information and communication technologies improve the performance of microfinance programs? Further evidence from developing and emergent financial markets In: Post-Print.
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2016Intraday jumps and trading volume: a nonlinear Tobit specification In: Post-Print.
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2016Intraday jumps and trading volume: a nonlinear Tobit specification.(2016) In: Review of Quantitative Finance and Accounting.
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2021Statistiques pour léconomie et la gestion In: Post-Print.
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2008Are American and French Stok Markets Integrated? In: Post-Print.
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2008ARE AMERICAN AND FRENCH STOCK MARKETS INTEGRATED?.(2008) In: The International Journal of Business and Finance Research.
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2008Coûts de transaction, contagion, mimétisme et dynamique asymétriques des cours boursiers In: Post-Print.
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2008Stock Market Integration in the Emerging Countries In: Post-Print.
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2011Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data In: Post-Print.
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2011Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data.(2011) In: Palgrave Macmillan Books.
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2011Does islamic finance outperform conventional finance? Further evidence from an international comparison In: Post-Print.
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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 on Economics.
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2008ESTIMATING THE S&P FUNDAMENTAL VALUE USING STAR MODELS In: Global Journal of Business Research.
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2010European Microfinance Institutions and Information and Communication Technologies: An Empirical Qualitative Investigation in the French Context In: Journal of Electronic Commerce in Organizations (JECO).
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2014Does Islamic Finance Outperform Conventional Finance ? Further Evidence from the recent financial crisis In: Working Papers.
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2012Introduction to Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
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2012Introduction to Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications.(2012) In: MPRA Paper.
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2019Forecasting Inflation Uncertainty in the United States and Euro Area In: Computational Economics.
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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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2020Computing the Time-Varying Effects of Investor Attention in Islamic Stock Returns In: Computational Economics.
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2020Introduction to Topics in Modelling Financial and Macroeconomic Time Series 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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