Fredj JAWADI : Citation Profile

Are you Fredj JAWADI?

Université Paris Ouest-Nanterre la Défense (Paris X)

8

H index

6

i10 index

244

Citations

RESEARCH PRODUCTION:

77

Articles

51

Papers

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   14 years (2004 - 2018). See details.
   Cites by year: 17
   Journals where Fredj JAWADI has often published
   Relations with other researchers
   Recent citing documents: 72.    Total self citations: 29 (10.62 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfr45
   Updated: 2018-06-16    RAS profile: 2018-05-26    
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Relations with other researchers

Works with:

Sousa, Ricardo (10)

Dufrénot, Gilles (7)

AROURI, Mohamed (7)

ben ameur, hachmi (6)

Nguyen, Duc Khuong (4)

Ftiti, Zied (4)

JAWADI, NABILA (3)

Mallick, Sushanta (3)

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)

Trabelsi, Mohamed Ali (13)

Hammoudeh, Shawkat (12)

GUPTA, RANGAN (11)

Darné, Olivier (8)

Barnett, William (7)

Lahiani, Amine (6)

Kim, Jae (6)

Dufrénot, Gilles (5)

Kim, Hyeongwoo (5)

Cites to:

Sousa, Ricardo (52)

Teräsvirta, Timo (38)

AROURI, Mohamed (31)

van Dijk, Dick (21)

Mallick, Sushanta (20)

Engle, Robert (19)

Bollerslev, Tim (19)

Franses, Philip Hans (19)

Mignon, Valérie (18)

Anderson, Heather (18)

Peel, David (17)

Main data

Where Fredj JAWADI has published?

Journals with more than one article published# docs
Applied Economics Letters11
Economic Modelling11
Applied Economics8
Economics Bulletin7
Open Economies Review6
Macroeconomic Dynamics4
Studies in Nonlinear Dynamics & Econometrics4
Applied Financial Economics4
Research in International Business and Finance2
Review of Quantitative Finance and Accounting2
International Economics2
Journal of International Financial Markets, Institutions and Money2

Working Papers Series with more than one paper published# docs
Post-Print / HAL24
Working Papers / HAL5
EconomiX Working Papers / University of Paris Nanterre, EconomiX5
Working Papers / Department of Research, Ipag Business School2
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS / University of Kansas, Department of Economics2
MPRA Paper / University Library of Munich, Germany2

Recent works citing Fredj JAWADI (2018 and 2017)

YearTitle of citing document
2017The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach. (2017). Kim, Hyeongwoo ; Shi, Wen . In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-04.

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2017Comparing the performance of Turkish deposit banks by using DEMATEL, Grey Relational Analysis (GRA) and MOORA approaches. (2017). Yuksel, Serhat ; Emir, Senol ; Dincer, Hasan . In: World Journal of Applied Economics. RePEc:ana:journl:v:3:y:2017:i:2:p:26-47.

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2017Do co-jumps impact correlations in currency markets?. (2017). Vacha, Lukas ; Baruník, Jozef ; Barunik, Jozef. In: Papers. RePEc:arx:papers:1602.05489.

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2017I know what you did during the last bubble: Determinants of housing bubbles duration in OECD countries. (2017). Sanin Restrepo, Sebastian ; Gomez-Gonzalez, Jose ; Amador Torres, Juan ; Sanin-Restrepo, Sebastian ; Amador-Torres, Sebastian J. In: Borradores de Economia. RePEc:bdr:borrec:1005.

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2017Impact of the global financial crisis on Islamic and conventional stocks and bonds. (2017). Akhtar, Shumi ; Smith, Tom ; Jahromi, Maria. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:3:p:623-655.

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2017How Has the Behavior of Cross-Market Correlations Altered During Financial and Debt Crises?. (2017). demiralay, sercan ; Ulusoy, Veysel. In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i:6:p:765-794.

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2017Assessing Nonlinear Dynamics of Central Bank Reaction Function: The Case of Mozambique. (2017). Nhapulo, Gerson ; Nicolau, Joo . In: South African Journal of Economics. RePEc:bla:sajeco:v:85:y:2017:i:1:p:28-51.

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2017Stock markets volatility spillovers during financial crises: A DCC-MGARCH with skewed-t density approach. (2017). Balaa, Dahiru A ; Takimotob, Taro . In: Borsa Istanbul Review. RePEc:bor:bistre:v:17:y:2017:i:1:p:25-48.

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2017MONETARY POLICY SWITCHING IN THE EURO AREA AND MULTIPLE STEADY STATES: AN EMPIRICAL INVESTIGATION. (2017). Dufrénot, Gilles ; Khayat, Guillaume A ; Dufrenot, Gilles. In: Macroeconomic Dynamics. RePEc:cup:macdyn:v:21:y:2017:i:05:p:1175-1188_00.

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2017L’investissement conforme à la Charia est-il socialement responsable ?,Is Shariah compliant investment socially responsible?. (2017). Desbrières, Philippe ; Desbrieres, Philippe. In: Working Papers CREGO. RePEc:dij:wpfarg:1171001.

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2017The Performance Ranking of Emerging Markets Islamic Indices Using Risk Adjusted Performance Measures. (2017). EL KHAMLICHI, ABDELBARI ; Yildiz, Selim Baha . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00446.

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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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2017Dependence changes between the carbon price and its fundamentals: A quantile regression approach. (2017). Tan, Xue-Ping ; Wang, Xin-Yu . In: Applied Energy. RePEc:eee:appene:v:190:y:2017:i:c:p:306-325.

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2017Asymmetric determinants of CDS spreads: U.S. industry-level evidence through the NARDL approach. (2017). Shahzad, Syed Jawad Hussain ; Ferrer, Roman ; Nor, Safwan Mohd ; Hussain, Syed Jawad ; Hammoudeh, Shawkat. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:211-230.

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2017Does the design of a fiscal rule matter for welfare?. (2017). Smith, Constance ; Landon, Stuart. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:226-237.

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2017Mexican real wages and the U.S. economy. (2017). Cabral, Rene ; Mollick, Andre Varella. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:141-152.

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2017Cyclical behavior of the financial stability of eurozone commercial banks. (2017). ben Bouheni, Faten ; Hasnaoui, Amir. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:392-408.

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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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2018Chinas regime-switching monetary policy. (2018). Klingelhöfer, Jan ; Sun, Rongrong ; Klingelhofer, Jan. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:32-40.

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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). Jebabli, Ikram ; Roubaud, David. 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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2017Specification testing for nonlinear multivariate cointegrating regressions. (2017). GAO, Jiti ; Yin, Jiying ; Tjostheim, Dag ; Dong, Chaohua. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:1:p:104-117.

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2017Volatility spillover and hedging effectiveness among China and emerging Asian Islamic equity indexes. (2017). Majdoub, Jihed ; ben Sassi, Salim . In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:16-31.

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2017Intraday volatility and the implementation of a closing call auction at Borsa Istanbul. (2017). Inci, Can A ; Ozenbas, Deniz . In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:79-89.

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2017Spillovers from the oil sector to the housing market cycle. (2017). Sousa, Ricardo ; Agnello, Luca ; Hammoudeh, Shawkat ; Castro, Vitor . In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:209-220.

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2017Exploring the price dynamics of CO2 emissions allowances in Chinas emissions trading scheme pilots. (2017). Chang, Kai ; Pei, Ping ; Zhang, Chao ; Wu, Xin. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:213-223.

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2017Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications. (2017). Sensoy, Ahmet ; Mensi, walid ; Hammoudeh, Shawkat ; Kang, Sang Hoon ; Wanas, Idries Mohammad. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:454-475.

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2017Crude oil price behaviour before and after military conflicts and geopolitical events. (2017). Pérez de Gracia, Fernando ; Monge, Manuel ; Gil-Alana, Luis. In: Energy. RePEc:eee:energy:v:120:y:2017:i:c:p:79-91.

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2017Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis. (2017). Shahzad, Syed Jawad Hussain ; Umar, Zaghum ; Ballester, Laura ; Ferrer, Roman ; Hussain, Syed Jawad. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:9-26.

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2018Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks. (2018). Uddin, Gazi ; 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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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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2017Heterogeneous market structure and systemic risk: Evidence from dual banking systems. (2017). Abedifar, Pejman ; Hashem, Shatha Qamhieh ; Giudici, Paolo. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:96-119.

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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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2017Recent advances in explaining hedge fund returns: Implicit factors and exposures. (2017). Stafylas, Dimitrios ; Uddin, Moshfique ; Anderson, Keith. In: Global Finance Journal. RePEc:eee:glofin:v:33:y:2017:i:c:p:69-87.

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2017Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices. (2017). Kim, Jae ; Darné, Olivier ; Darne, Olivier ; Charles, Amelie. In: International Economics. RePEc:eee:inteco:v:151:y:2017:i:c:p:100-112.

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2017Social norms and market outcomes: The effects of religious beliefs on stock markets. (2017). Al-Awadhi, Abdullah M ; Dempsey, Michael. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:119-134.

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2017Do Islamic banks fail more than conventional banks?. (2017). Samargandi, Nahla ; Alandejani, Maha ; Kutan, Ali M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:135-155.

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2017Predicting risk premium under changes in the conditional distribution of stock returns. (2017). Sousa, Ricardo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:204-218.

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2017Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices. (2017). Mirzaei, Ali ; Al-Khazali, Osamah. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:190-208.

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2017.

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2017Dynamics of crude oil and gold price post 2008 global financial crisis – New evidence from threshold vector error-correction model. (2017). Kanjilal, Kakali ; Ghosh, Sajal . In: Resources Policy. RePEc:eee:jrpoli:v:52:y:2017:i:c:p:358-365.

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2017Islamic vs conventional equities in a strategic asset allocation framework. (2017). Umar, Zaghum . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:1-10.

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2017Financial tail risks in conventional and Islamic stock markets: A comparative analysis. (2017). GUPTA, RANGAN ; Hammoudeh, Shawkat ; Muteba, John W. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:60-82.

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2017Momentum strategies for Islamic stocks. (2017). Narayan, Paresh Kumar ; Bach, Dinh Hoang . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:96-112.

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2017Analysis of the efficiency–integration nexus of Japanese stock market. (2017). Aun, Syed ; Arshad, Shaista. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:470:y:2017:i:c:p:296-308.

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2017Time-varying correlations in global real estate markets: A multivariate GARCH with spatial effects approach. (2017). Liu, Zhixue ; Gu, Huaying ; Weng, Yingliang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:460-472.

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2017Predictability and co-movement relationships between conventional and Islamic stock market indexes: A multiscale exploration using wavelets. (2017). Saâdaoui, Foued ; Aldohaiman, Mohamed S ; al Dohaiman, Mohamed S ; Naifar, Nader ; Saadaoui, Foued. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:482:y:2017:i:c:p:552-568.

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2017Dynamic co-integration and portfolio diversification of Islamic and conventional indices: Global evidence. (2017). Khan, Walayet A ; Mohanty, Sunil K ; Abu-Alkheil, Ahmad ; Parikh, Bhavik. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:212-224.

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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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2017Modeling and forecasting the volatility of carbon dioxide emission allowance prices: A review and comparison of modern volatility models. (2017). GUPTA, RANGAN ; Segnon, Mawuli ; Lux, Thomas. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:69:y:2017:i:c:p:692-704.

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2017Towards an asymmetric long run equilibrium between stock market uncertainty and the yield spread. A threshold vector error correction approach. (2017). Evgenidis, Anastasios ; SIRIOPOULOS, COSTAS ; Tsagkanos, Athanasios. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:267-279.

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2017Volatility spillover and hedging strategies between Islamic and conventional stocks in the presence of asymmetry and long memory. (2017). Mghaieth, Asma ; el Mehdi, Imen Khanchel . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:595-611.

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2017Profitability and risk in interest-free banking industries: a dynamic panel data analysis. (2017). Trabelsi, Mohamed Ali ; Trad, Naama. In: International Journal of Islamic and Middle Eastern Finance and Management. RePEc:eme:imefpp:imefm-05-2016-0070.

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2017Asymmetric Return and Volatility Transmission in Conventional and Islamic Equities. (2017). Suleman, Tahir ; Umar, Zaghum . In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:22-:d:94407.

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2017Forecasting Long-Term Crude Oil Prices Using a Bayesian Model with Informative Priors. (2017). Lee, Chul-Yong ; Huh, Sung-Yoon. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:2:p:190-:d:88968.

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2017Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices. (2017). Kim, Jae ; Darné, Olivier ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-01526483.

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2017Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices. (2017). Kim, Jae ; Darné, Olivier ; Darne, Olivier ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-01579718.

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2017Profitability and risk in interest-free banking industries: a dynamic panel data analysis. (2017). Trabelsi, Mohamed Ali ; Trad, Naama. In: Post-Print. RePEc:hal:journl:halshs-01656758.

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2017Risk and profitability of Islamic banks: A religious deception or an alternative solution?. (2017). Trabelsi, Mohamed Ali ; Goux, Jean Franois ; Trad, Naama. In: Post-Print. RePEc:hal:journl:halshs-01656770.

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2018Money demand stability, monetary overhang and inflation forecast in the CEE countries. (2018). Pépin, Dominique ; Albulescu, Claudiu. In: Working Papers. RePEc:hal:wpaper:hal-01720319.

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2017RISK AND PROFI TABILITY OF ISLAMIC BANKS: A RELIGIOUS DECEPTION OR AN ALTERNATIVE SOLUTION?. (2017). Trabelsi, Mohamed Ali ; Trad, Naama ; Goux, Jean Franois . In: European Research on Management and Business Economics (ERMBE). RePEc:idi:jermbe:v:23:y:2017:i:1:p:40-45.

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2017Testing the Dynamic Linkages of the Pakistani Stock Market with Regional and Global Markets. (2017). Iqbal, Javed ; Aziz, Zohaib. In: Lahore Journal of Economics. RePEc:lje:journl:v:22:y:2017:i:2:p:89-116.

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2017Effectiveness of monetary policy in stabilising food inflation: Evidence from advanced and emerging economies.. (2017). Bhattacharya, Rudrani . In: Working Papers. RePEc:npf:wpaper:17/209.

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2017Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis. (2017). Wong, Wing-Keung ; HOANG, Thi Hong Van ; EL KHAMLICHI, ABDELBARI ; van Hoang, Thi Hong . In: MPRA Paper. RePEc:pra:mprapa:76282.

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2017Assessing the viability of Sukuk for portfolio diversification using MS-DCC-GARCH.. (2017). Masih, Abul ; Adekunle, Salami Saheed . In: MPRA Paper. RePEc:pra:mprapa:79443.

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2017Discerning Granger-causal chain between oil prices, exchange rates and inflation rates: Evidence from Turkey. (2017). Masih, Abul ; Citak, Yusuf Ensar . In: MPRA Paper. RePEc:pra:mprapa:79453.

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2017Stock Market Linkage, Financial Contagion and Assets Price Movements: Evidence from Nigerian Stock Exchange. (2017). Abdullahi, Shafiu Ibrahim. In: MPRA Paper. RePEc:pra:mprapa:83455.

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2018The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests. (2018). Wohar, Mark ; Pierdzioch, Christian ; GUPTA, RANGAN ; Vivian, Andrew J. In: Working Papers. RePEc:pre:wpaper:201809.

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2017Does the Design of a Fiscal Rule Matter for Welfare?. (2017). Smith, Constance ; Landon, Stuart. In: Working Papers. RePEc:ris:albaec:2017_002.

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2017Insurance and Insurance Markets. (2017). Dionne, Georges ; Harrington, Scott . In: Working Papers. RePEc:ris:crcrmw:2017_002.

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Fredj JAWADI has edited the books:

YearTitleTypeCited

Works by Fredj JAWADI:

YearTitleTypeCited
2009Stock market integration in the Latin American markets: further evidence from nonlinear modeling In: Papers.
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2009Stock market integration in the Latin American markets: further evidence from nonlinear modeling.(2009) In: Economics Bulletin.
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2009Stock market integration in the Latin American markets: further evidence from nonlinear modeling.(2009) In: Post-Print.
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2009Nonlinear Cointegration Relationships Between Non-Life Insurance Premiums and Financial Markets In: Journal of Risk & Insurance.
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2013Threshold linkages between volatility and trading volume: evidence from developed and emerging markets In: Studies in Nonlinear Dynamics & Econometrics.
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2014Fiscal policy in the BRICs In: Studies in Nonlinear Dynamics & Econometrics.
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2011Fiscal Policy in the BRICs.(2011) In: NIPE Working Papers.
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2017Introduction: recent developments of switching models for financial data In: Studies in Nonlinear Dynamics & Econometrics.
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2017Introduction: recent developments of switching models for financial data.(2017) In: Post-Print.
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2017Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach In: Studies in Nonlinear Dynamics & Econometrics.
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2007Co-Mouvements des marchés boursiers émergents :Intégration ou contagion ? In: Brussels Economic Review.
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2007Dynamique non-linéaire des marchés boursiers du G7 : une application des modèles STAR In: Finance.
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2014The Relationship between Consumption and Wealth: A Quantile Regression Approach In: Revue d'économie politique.
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2011The speculative efficiency of the aluminum market: A nonlinear Investigation In: International Economics.
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2014Conventional and Islamic stock price performance: An empirical investigation In: International Economics.
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2012INTRODUCTION TO TIME-VARYING MODELING WITH MACROECONOMIC AND FINANCIAL DATA In: Macroeconomic Dynamics.
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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.
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2017ON THE MACROECONOMIC AND WEALTH EFFECTS OF UNCONVENTIONAL MONETARY POLICY In: Macroeconomic Dynamics.
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2010Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets In: Working Papers.
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2006Coûts de transaction et dynamique non-linéaire des prix des actifs financiers : une note théorique In: EconomiX Working Papers.
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2009Nonlinear Stock Price Adjustment in the G7 Countries In: EconomiX Working Papers.
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2007Nonlinear stock prices adjustment in the G7 countries.(2007) In: Working Papers.
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2015Equity Prices and Fundamentals: a DDM-APT Mixed Approach In: EconomiX Working Papers.
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2010Short and long-term links between oil prices and stock markets in Europe In: Economics Bulletin.
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2010On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM.(2010) In: Working Papers.
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