Fredj JAWADI : Citation Profile


Are you Fredj JAWADI?

Université Paris-Nanterre (Paris X)

16

H index

30

i10 index

1100

Citations

RESEARCH PRODUCTION:

130

Articles

107

Papers

8

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   20 years (2004 - 2024). See details.
   Cites by year: 55
   Journals where Fredj JAWADI has often published
   Relations with other researchers
   Recent citing documents: 207.    Total self citations: 56 (4.84 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfr45
   Updated: 2024-12-03    RAS profile: 2024-05-06    
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Relations with other researchers


Works with:

Ftiti, Zied (12)

Dufrénot, Gilles (5)

Ren, Xiaohang (4)

Zhou, Wei-Xing (4)

Sousa, Ricardo (3)

Botev, Jarmila (3)

Égert, Balázs (3)

Barnett, William (3)

Castro, Vitor (3)

SUN, Xianming (2)

GUPTA, RANGAN (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 (30)

Sousa, Ricardo (24)

Nguyen, Duc Khuong (20)

Uddin, Gazi (16)

Shahzad, Syed Jawad Hussain (15)

Napoletano, Mauro (13)

Hammoudeh, Shawkat (13)

Trabelsi, Mohamed Ali (13)

Guerini, Mattia (13)

Umar, Zaghum (12)

Balcilar, Mehmet (11)

Cites to:

Sousa, Ricardo (79)

Teräsvirta, Timo (51)

AROURI, Mohamed (43)

Bollerslev, Tim (35)

Engle, Robert (28)

Anderson, Heather (26)

van Dijk, Dick (24)

Mignon, Valérie (24)

Mallick, Sushanta (23)

Hansen, Bruce (22)

Campbell, John (22)

Main data


Where Fredj JAWADI has published?


Journals with more than one article published# docs
Applied Economics16
Applied Economics Letters12
Economic Modelling12
Studies in Nonlinear Dynamics & Econometrics9
Economics Bulletin7
Computational Economics7
Open Economies Review6
Macroeconomic Dynamics6
Annals of Operations Research5
Energy Economics4
Applied Financial Economics4
Journal of International Financial Markets, Institutions and Money4
International Economics4
International Economics3
The Energy Journal3
Econometric Reviews2
Research in International Business and Finance2
Journal of Economic Behavior & Organization2
International Journal of Finance & Economics2
Journal of Economic Dynamics and Control2
Review of Quantitative Finance and Accounting2

Working Papers Series with more than one paper published# docs
Post-Print / HAL64
Working Papers / HAL10
Grenoble Ecole de Management (Post-Print) / HAL6
EconomiX Working Papers / University of Paris Nanterre, EconomiX5
MPRA Paper / University Library of Munich, Germany3
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS / University of Kansas, Department of Economics3
Working Papers / Department of Research, Ipag Business School2

Recent works citing Fredj JAWADI (2024 and 2023)


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

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

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2024Volatility Spillover between Oil Prices and Main Exchange Rates: Evidence from a DCC-GARCH-Connectedness Approach. (2024). Rault, Christophe ; Nouira, Ridha ; Zayati, Montassar ; ben Salem, Leila. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10989.

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2024How Do Oil Prices Affect the GDP and Its Components? New Evidence from a Time-Varying Threshold Model. (2024). Nouira, Ridha ; ben Salem, Leila ; Rault, Christophe ; Saafi, Sami. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11107.

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

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

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

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

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2023Towards COP27: Decarbonization patterns of residential building in China and India. (2023). Ma, Minda ; Yan, Ran ; Mao, Chao ; Xiang, Xiwang ; Feng, Wei ; Zhou, Nan. In: Applied Energy. RePEc:eee:appene:v:352:y:2023:i:c:s0306261923013673.

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

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2024Emotional spillovers in the cryptocurrency market. (2024). Tang, Yayan ; Bouri, Elie ; Hasan, Mudassar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000928.

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2023Asymmetries in multi-target monetary policy rule and the role of uncertainty: Evidence from China. (2023). Tian, Hao ; Zuo, Yulan ; Long, Shaobo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:278-296.

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

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

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

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

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

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2023Are benchmark stock indices, precious metals or cryptocurrencies efficient hedges against crises?. (2023). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Kyriazis, Nikolaos A. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003140.

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2023Stock-flow adjustments, public debt management and interest costs. (2023). Cerniglia, Floriana ; Casalin, Fabrizio ; Dia, Enzo. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003437.

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2023The effects of the BoJs ETF purchases on equities and corporate investment. (2023). Cohen, Lior. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003528.

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2024Oil price fluctuations and their impact on oil-exporting emerging economies. (2024). Yang, BO ; Chowdhury, Rosen ; Agboola, Emmanuel. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s026499932400021x.

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2024The role of the net purchase of stocks by foreign investors in boosting stock returns: Evidence from the Indonesian stock market. (2024). Sergi, Bruno S ; Sulistiawan, Dedhy ; Rudiawarni, Felizia Arni. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000865.

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2024Do internal and external risk spillovers of the food system matter for national food security?. (2024). Zhou, Sitong ; Zhang, Bokai ; Zhu, BO. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001032.

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

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2024Volatility spillovers across the spot and futures oil markets after news announcements. (2024). Gkillas, Konstantinos ; Floros, Christos ; Apostolakis, George N ; Wohar, Mark. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001250.

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2024Research on human dynamics characteristics under large-scale stock data perturbation. (2024). Huang, Yao ; Yang, Yihe ; Yu, Wei ; Li, Xiaoming ; Luo, YI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001936.

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2024Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Jeribi, Ahmed ; Bejaoui, Azza ; Fakhfekh, Mohamed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032.

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

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

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

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

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

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

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2023The role of the COVID-19 pandemic in time-frequency connectedness between oil market shocks and green bond markets: Evidence from the wavelet-based quantile approaches. (2023). Ren, Xiaohang ; Gözgör, Giray ; Gozgor, Giray ; Qi, Yinshu ; Wei, Ping. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s014098832300155x.

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2023Do uncertainties affect clean energy markets? Comparisons from a multi-frequency and multi-quantile framework. (2023). Ren, Xiaohang ; Yan, Cheng ; Li, Yiying. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001779.

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2023The time-varying effects of liquidity and market efficiency of the European Union carbon market: Evidence from the TVP-SVAR-SV approach. (2023). Ren, Xiaohang ; Zhang, Rui ; Zhong, Meirui. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002062.

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2023Green bonds markets and renewable energy development: Policy integration for achieving carbon neutrality. (2023). Taghizadeh-Hesary, Farhad ; Wang, Yang. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002232.

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2023Time-varying tail risk connectedness among sustainability-related products and fossil energy investments. (2023). Ren, Boru ; Lucey, Brian. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323003109.

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2023INE oil futures volatility prediction: Exchange rates or international oil futures volatility?. (2023). Li, Haibo ; Ma, Feng ; Lu, Xinjie ; Wang, Jianqiong. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004334.

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2023Energy shocks and bank efficiency in emerging economies. (2023). Kim, Ja Ryong ; Ullah, Subhan ; Nasim, Asma ; Hameed, Affan. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005030.

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2024Sentiment and energy price volatility: A nonlinear high frequency analysis. (2024). Uddin, Gazi ; Rozin, Philippe ; Bourghelle, David ; Jawadi, Fredj ; Cheffou, Abdoulkarim Idi. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001737.

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2024How do oil prices affect the GDP and its components? New evidence from a time-varying threshold model. (2024). Rault, Christophe ; Saafi, Sami ; Nouira, Ridha ; ben Salem, Leila. In: Energy Policy. RePEc:eee:enepol:v:190:y:2024:i:c:s0301421524001824.

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2024Asymmetric multifractality: Comparative efficiency analysis of global technological and renewable energy prices using MFDFA and A-MFDFA approaches. (2024). Cifuentes-Faura, Javier ; Khan, Khalid ; Khurshid, Adnan ; Chen, Yufeng. In: Energy. RePEc:eee:energy:v:289:y:2024:i:c:s0360544223035004.

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2024A nationwide multi-location multi-resource stochastic programming based energy planning framework. (2024). Noor, MD ; Faiz, Tasnim Ibn. In: Energy. RePEc:eee:energy:v:295:y:2024:i:c:s0360544224006704.

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2024Oil price volatility prediction using out-of-sample analysis – Prediction efficiency of individual models, combination methods, and machine learning based shrinkage methods. (2024). Ullah, Mirzat ; Ming, Kai ; Cheng, Weijin. In: Energy. RePEc:eee:energy:v:300:y:2024:i:c:s0360544224012696.

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

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

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2024Financial fusion: Bridging Islamic and Green investments in the European stock market. (2024). Sensoy, Ahmet ; Karim, Sitara ; Husain, Afzol. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002734.

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

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

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

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

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

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2023How do composite and categorical economic policy uncertainties affect the long-term correlation between Chinas stock and conventional/green bond markets?. (2023). Deng, Yiwen ; Guo, Yaoqi ; Zhang, Hongwei. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005202.

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2023Wheat as a hedge and safe haven for equity investors during the Russia–Ukraine war. (2023). Naoui, Kamel ; Kaabia, Olfa ; Ghorbali, Bassem ; ben Slimane, Ikrame ; Urom, Christian. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009066.

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2024A U-shaped relationship between the crypto fear-greed index and the price synchronicity of cryptocurrencies. (2024). Hsu, Yuan-Teng ; Liu, Hung-Chun ; Wang, Jying-Nan. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011352.

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2024Macroeconomic impacts of monetary and fiscal policy in the euro area in times of shifting policies: A SVAR approach. (2024). Verbič, Miroslav ; Ok, Mitja ; Puc, Anja ; Rant, Vasja. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004367.

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2024Permanent and temporary monetary policy shocks and the dynamics of exchange rates. (2024). Ribeiro, Pedro Pires ; Valle, Joo ; Carvalho, Alexandre. In: Journal of International Economics. RePEc:eee:inecon:v:147:y:2024:i:c:s0022199623001575.

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2023Financial development, diversity, and economic stability: Micro and systemic evidence. (2023). Pisicoli, Beniamino. In: International Economics. RePEc:eee:inteco:v:175:y:2023:i:c:p:187-200.

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2024A multifractal detrended fluctuation analysis of Islamic and conventional financial markets efficiency during the COVID-19 pandemic. (2024). Suleman, Muhammed Tahir ; Shah, Nida ; Raza, Syed Ali. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000756.

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2023Do world stock markets “jump” together? A measure of high-frequency volatility risk spillover networks. (2023). Liu, Xiao-Xing ; Zhou, Dong-Hai. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001117.

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2024Financial market connectedness between the U.S. and China: A new perspective based on non-linear causality networks. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001543.

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2024The relevance of media sentiment for small and large scale bitcoin investors. (2024). Beckmann, Joscha ; Wustenfeld, Jan ; Geldner, Teo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000295.

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

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2024Monetary policy, threshold of profitability and dynamics of private investment in the West African Economic and Monetary Union. (2024). Amadou, Akilou ; Couchoro, Mawuli Kodjovi ; Kouwonou, Yao ; Sodokin, Koffi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000676.

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2024Tail risk spillover effects in commodity markets: A comparative study of crisis periods. (2024). Karim, Sitara ; Hamouda, Foued ; Naeem, Muhammad Abubakr. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000600.

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2023Oil in crisis: What can we learn. (2023). Moussa, Faten ; Hassan, Kabir M ; Kayani, Umar Nawaz ; Hossain, Gazi Farid. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000518.

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2023Financial markets, inflation and growth: The impact of monetary policy under different political structures. (2023). Roudari, Soheil ; Tayebi, Seyed Komail ; Sadeghi, Abdorasoul. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:45:y:2023:i:5:p:935-956.

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

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

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

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

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

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

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

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

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2023Oil tail risks and the realized variance of consumer prices in advanced economies. (2023). Salisu, Afees ; Ogbonna, Ahamuefula ; Vo, Xuan Vinh. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300466x.

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2023Vulnerability of sustainable markets to fossil energy shocks. (2023). Ren, Xiaohang ; Taghizadeh-Hesary, Farhad ; Li, Yiying. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723005901.

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2023Higher-order moment risk spillovers and optimal portfolio strategies in global oil markets. (2023). Alshater, Muneer ; Mensi, Walid ; Cui, Jinxin. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009972.

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2023Can sustainable resource management overcome geopolitical risk?. (2023). Islam, Madeeha ; Haseeb, Muhammad ; Safi, Adnan ; Umar, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:87:y:2023:i:pb:s0301420723009819.

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2023Assessing the COVID-19 impact on economy, health and natural resource prices: An evidence from selected Asian economies. (2023). Li, Juan ; Zheng, Shiyong ; Hafeez, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:87:y:2023:i:pb:s0301420723010000.

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2024Exploring the influence of internal and external conflicts on the resource curse hypothesis in OECD countries. (2024). Dong, Xitao ; Yanyan, FU. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s030142072301053x.

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2024Is there a relationship between economic growth and natural resource commodity price volatility? Evidence from China. (2024). Wang, Yong ; Zhao, Wenhao ; Zhang, RU. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011029.

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2024Evaluation of relationship between nonmetallic mineral resources production and sustainable development. (2024). Du, Chaofei ; Su, Wen ; Wei, Xuhui. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s030142072301139x.

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

Fredj JAWADI has edited the books:


YearTitleTypeCited

Works by Fredj JAWADI:


YearTitleTypeCited
2019On the Oil Price Uncertainty In: The Energy Journal.
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article1
2019Do Jumps and Co-jumps Improve Volatility Forecasting of Oil and Currency Markets? In: The Energy Journal.
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article6
2023Analyzing Commodity Prices in the Context of COVID-19, High Inflation, and the Ukrainian War: An Interview with James Hamilton In: The Energy Journal.
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2023Analyzing Commodity Prices in the Context of COVID-19, High Inflation, and the Ukrainian War: An Interview with James Hamilton.(2023) In: Post-Print.
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paper
2024How Do Investor’s Expectations and Emotions Drive Financial Asset Prices in Times of Crises and Uncertainty: The Analysis of Experts’ Opinions In: LIDAM Reprints LFIN.
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paper0
2009Stock market integration in the Latin American markets: further evidence from nonlinear modeling In: Papers.
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paper5
2009Stock market integration in the Latin American markets: further evidence from nonlinear modeling.(2009) In: Economics Bulletin.
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article
2009Stock market integration in the Latin American markets: further evidence from nonlinear modeling.(2009) In: Post-Print.
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paper
2013Threshold linkages between volatility and trading volume: evidence from developed and emerging markets In: Studies in Nonlinear Dynamics & Econometrics.
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article5
2014Fiscal policy in the BRICs In: Studies in Nonlinear Dynamics & Econometrics.
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article22
2011Fiscal Policy in the BRICs.(2011) In: NIPE Working Papers.
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paper
2017Introduction: recent developments of switching models for financial data In: Studies in Nonlinear Dynamics & Econometrics.
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article1
2017Introduction: recent developments of switching models for financial data.(2017) In: Post-Print.
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paper
2017Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach In: Studies in Nonlinear Dynamics & Econometrics.
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2018Can a Taylor rule better explain the Fed’s monetary policy through the 1920s and 1930s? A nonlinear cliometric analysis In: Studies in Nonlinear Dynamics & Econometrics.
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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.
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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.
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article2
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.
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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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paper
2020An interview with Howell Tong In: Studies in Nonlinear Dynamics & Econometrics.
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article1
2007Co-Mouvements des marchés boursiers émergents :Intégration ou contagion ? In: Brussels Economic Review.
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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.
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2011The speculative efficiency of the aluminum market: A nonlinear Investigation In: International Economics.
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article4
2014Conventional and Islamic stock price performance: An empirical investigation In: International Economics.
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2019The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies 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: International Economics.
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2021Oil price volatility in the context of Covid-19.(2021) In: International Economics.
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article
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2012INTRODUCTION TO TIME-VARYING MODELING WITH MACROECONOMIC AND FINANCIAL DATA In: Macroeconomic Dynamics.
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article1
2012MODELING NONLINEAR AND HETEROGENEOUS DYNAMIC LINKS IN INTERNATIONAL MONETARY MARKETS In: Macroeconomic Dynamics.
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article3
2012NONLINEARITY, CYCLICITY, AND PERSISTENCE IN CONSUMPTION AND INCOME RELATIONSHIPS: RESEARCH IN HONOR OF MELVIN J. HINICH In: Macroeconomic Dynamics.
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article3
2017ON THE MACROECONOMIC AND WEALTH EFFECTS OF UNCONVENTIONAL MONETARY POLICY In: Macroeconomic Dynamics.
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article16
2018INTRODUCTION TO RECENT INSIGHTS INTO FINANCIAL, HOUSING, AND MONETARY MARKETS In: Macroeconomic Dynamics.
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article0
2018MODELING INTERNATIONAL STOCK PRICE COMOVEMENTS WITH HIGH-FREQUENCY DATA In: Macroeconomic Dynamics.
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article4
2010Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets In: Working Papers.
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paper1
2006Coûts de transaction et dynamique non-linéaire des prix des actifs financiers : une note théorique In: EconomiX Working Papers.
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2006Coûts de transaction et dynamique non-linéaire des prix des actifs financiers : une note théorique.(2006) In: Working Papers.
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2009Nonlinear Stock Price Adjustment in the G7 Countries In: EconomiX Working Papers.
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paper9
2009Nonlinear Stock Price Adjustment in the G7 Countries.(2009) In: 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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2015Equity Prices and Fundamentals: a DDM-APT Mixed Approach.(2015) In: Working paper serie RMT - Grenoble Ecole de Management.
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2017Equity prices and fundamentals: a DDM–APT mixed approach.(2017) In: Post-Print.
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2015Equity Prices and Fundamentals: a DDM-APT Mixed Approach.(2015) In: Working Papers.
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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.
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paper37
2016On oil-US exchange rate volatility relationships: An intraday analysis.(2016) In: Economic Modelling.
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article
2017On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis.(2017) In: Working Papers.
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2018The Nonlinear Relationship between Economic growth and Financial Development In: EconomiX Working Papers.
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paper0
2018The Nonlinear Relationship between Economic growth and Financial Development.(2018) In: Working Papers.
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This paper has nother version. Agregated cites: 0
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2008Does nonlinear econometrics confirm the macroeconomic models of consumption? In: Economics Bulletin.
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article1
2010Short and long-term links between oil prices and stock markets in Europe In: Economics Bulletin.
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article5
2010On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM In: Economics Bulletin.
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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.
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article3
2012Second International Symposium in Computational Economics and Finance In: Economics Bulletin.
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article0
2012Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration? In: Economics Bulletin.
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article0
2023Reconstruction of international energy trade networks with given marginal data: A comparative analysis In: Chaos, Solitons & Fractals.
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article4
2023Reconstruction of international energy trade networks with given marginal data: A comparative analysis.(2023) In: Post-Print.
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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.
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2018A model of fiscal dominance under the “Reinhart Conjecture” In: Journal of Economic Dynamics and Control.
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article5
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.
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article40
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.
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article15
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.
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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.
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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.
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2016Advances and challenges in decision-making, monetary policy and financial markets In: Economic Modelling.
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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.
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2016Fiscal and monetary policies in the BRICS: A panel VAR approach In: Economic Modelling.
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article62
2017Assessing efficiency and investment opportunities in commodities: A time series and portfolio simulations approach In: Economic Modelling.
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article7
2017Modelling the effect of the geographical environment on Islamic banking performance: A panel quantile regression analysis In: Economic Modelling.
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article7
2020Assessing downside and upside risk spillovers across conventional and socially responsible stock markets In: Economic Modelling.
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article8
2021Does inequality help in forecasting equity premium in a panel of G7 countries? In: The North American Journal of Economics and Finance.
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article10
2021Does inequality help in forecasting equity premium in a panel of G7 countries?.(2021) In: Post-Print.
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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.
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2023Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions In: Energy Economics.
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2023Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions.(2023) In: Post-Print.
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2023Modeling extreme risk spillovers between crude oil and Chinese energy futures markets In: Energy Economics.
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2019Oil price collapse and challenges to economic transformation of Saudi Arabia: A time-series analysis In: Energy Economics.
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2015Testing and modeling jump contagion across international stock markets: A nonparametric intraday approach In: Journal of Financial Markets.
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2023Insights into CO2 emissions in Europe in the context of COVID-19: A panel data analysis In: International Economics.
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2014Financial linkages between US sector credit default swaps markets In: Journal of International Financial Markets, Institutions and Money.
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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.
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2024Trade fragmentation and volatility-of-volatility networks In: Journal of International Financial Markets, Institutions and Money.
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2022Do collective emotions drive bitcoin volatility? A triple regime-switching vector approach.(2022) In: Post-Print.
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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.
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2013What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?.(2013) In: Grenoble Ecole de Management (Post-Print).
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2013What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?.(2013) In: Post-Print.
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2010What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?.(2010) In: Working Papers.
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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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2009Threshold stock price adjustment In: Advances in Econometrics.
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2010Chapter 2 Nonlinear Stock Market Links between Mexico and the World In: International Symposia in Economic Theory and Econometrics.
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2010Chapter 6 Oil Prices and Exchange Rates: Some New Evidence Using Linear and Nonlinear Models In: International Symposia in Economic Theory and Econometrics.
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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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2014The effects of regulation and supervision on european banking profitability and risk: a panel data investigation In: Grenoble Ecole de Management (Post-Print).
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2014The effects of regulation and supervision on european banking profitability and risk: a panel data investigation.(2014) In: Post-Print.
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2012Arbitrage costs and nonlinear adjustment in the G7 stock markets.(2012) In: Applied Economics.
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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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