Access Statistics for Fredj JAWADI

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multi-Factor Transformed Diffusion Model with Applications to VIX and VIX Futures 0 0 0 16 0 2 5 28
A Sentiment Analysis using Tweet Information: An Artificial Intelligence Approach 0 0 0 0 0 0 0 0
A model of fiscal dominance under the “Reinhart Conjecture” 0 0 0 0 0 0 3 62
Advances and challenges in decision-making, monetary policy and financial markets 0 0 0 2 0 0 1 18
An interview with Timo Teräsvirta 0 0 0 1 0 1 2 65
Analyzing Commodity Prices in the Context of COVID-19, High Inflation, and the Ukrainian War: An Interview with James Hamilton 0 0 0 0 0 0 0 0
Analyzing the governance structure of French banking groups 0 0 0 0 0 0 0 4
Arbitrage Costs and Nonlinear Adjustment in the G7 Stock Markets 0 0 0 1 0 0 0 40
Arbitrage Costs and Nonlinear Stock Price Adjustment in the G7 Countries 0 0 0 0 0 0 0 11
Are American and French Stok Markets Integrated? 0 0 0 0 1 1 1 38
Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations 0 0 0 0 0 0 0 6
Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations 0 0 0 0 0 0 0 53
Are hedge fund clones attractive financial products for investors 0 0 0 0 0 0 4 39
Assessing financial and housing wealth effects through the lens of a nonlinear framework 0 0 0 0 0 1 2 47
Behavioral Finance and Asset Prices: The Influence of Investor's Emotion 0 0 0 0 0 1 1 2
Can Collective Emotions Improve Bitcoin Volatility Forecasts?” 0 0 0 0 0 1 2 3
Can a Taylor rule better explain the Fed’s monetary policy through the 1920s and 1930s ? A nonlinear cliometric analysis 0 0 0 0 0 0 0 24
Can information and communication technologies improve the performance of microfinance programs? Further evidence from developing and emergent financial markets 0 0 0 0 0 0 0 10
Causal Relationships Between Inflation and Inflation Uncertainty 1 1 2 50 2 2 4 87
Causal Relationships between Inflation and Inflation Uncertainty 0 0 1 20 0 1 2 28
Computational tools in econometric modeling for macroeconomics and finance 0 0 0 0 0 0 1 18
Computational tools in econometric modeling for macroeconomics and finance 0 0 0 0 0 0 0 5
Consumption and Wealth in the US, the UK and the Euro Area:A Nonlinear Investigation 0 0 1 72 0 0 3 164
Conventional and Islamic stock market liquidity and volatility during COVID 19 0 0 0 0 1 1 2 2
Coûts de transaction et dynamique non-linéaire des prix des actifs financiers: une note théorique 0 0 0 0 2 2 5 308
Coûts de transaction et dynamique non-linéaire des prix des actifs financiers: une note théorique 0 0 0 1 0 0 2 4
Coûts de transaction, contagion, mimétisme et dynamique asymétriques des cours boursiers 0 0 0 0 0 0 0 27
Do Multi-Market Institutions and Renewable Energy Matter for Sustainable Development: A Panel Data Investigation 0 0 0 0 0 0 0 0
Do collective emotions drive bitcoin volatility? A triple regime-switching vector approach 0 1 3 3 0 2 6 6
Do the US trends drive the UK-French market linkages?: empirical evidence from a threshold intraday analysis 0 0 0 0 0 0 0 21
Do the US trends drive the UK-French market linkages?: empirical evidence from a threshold intraday analysis 0 0 0 0 0 1 3 8
Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries? 0 0 0 38 0 0 12 192
Does Islamic Finance Outperform Conventional Finance ? Further Evidence from the recent financial crisis 0 0 0 98 0 0 1 188
Does inequality help in forecasting equity premium in a panel of G7 countries? 0 0 0 0 0 0 2 2
Does islamic finance outperform conventional finance? Further evidence from an international comparison 0 0 0 0 1 1 1 45
Does the Real Business Cycle Help Forecast the Financial Cycle? 0 0 0 0 0 0 0 1
Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions 0 0 0 0 1 1 1 1
Equity Prices and Fundamentals: a DDM-APT Mixed Approach 0 0 2 54 1 3 12 168
Equity Prices and Fundamentals: a DDM-APT Mixed Approach 0 0 0 0 0 1 2 2
Equity Prices and Fundamentals: a DDM-APT Mixed Approach 0 0 0 16 0 0 1 69
Equity Prices and Fundamentals: a DDM-APT Mixed Approach 0 0 0 0 0 0 1 2
Equity prices and fundamentals: a DDM–APT mixed approach 0 0 0 0 0 0 0 40
Essays in modelling financial market dynamics: An overview 0 0 0 0 0 0 0 0
Evolution of the US Stock Market Risk Premium in Periods of Crisis 0 0 0 0 0 0 1 21
Fiscal Policy in the BRICs 0 0 0 165 0 3 5 434
Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions 0 0 0 76 0 0 1 246
How Do Investor’s Expectations and Emotions Drive Financial Asset Prices in Times Crises and Uncertainty: The Analysis of Experts' Opinion 0 0 0 0 0 0 3 16
How Do Investor’s Expectations and Emotions Drive Financial Asset Prices in Times of Crises and Uncertainty: The Analysis of Experts’ Opinions 0 0 0 0 1 1 8 13
Insights into CO2 emissions in Europe in the context of COVID-19: A panel data analysis 0 0 0 2 0 1 3 7
Intraday jumps and trading volume: a nonlinear Tobit specification 0 0 0 0 0 1 1 16
Introduction 0 0 0 0 0 0 1 1
Introduction to Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications 0 0 0 77 0 0 1 265
Introduction to Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications 0 0 0 46 0 0 0 153
Introduction: recent developments of switching models for financial data 0 0 0 0 0 0 0 23
Market microstructure and nonlinear dynamics: keeping financial crisis in context 0 0 0 0 0 5 9 11
Market microstructure and nonlinear dynamics: keeping financial crisis in context 0 0 0 0 0 1 2 44
Modeling extreme risk spillovers between crude oil and Chinese energy futures markets 0 0 0 0 0 1 1 3
Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets 0 0 0 69 0 0 0 188
Modelling Hedge Fund Exposure to Risk Factors 0 0 0 0 0 0 5 35
Modelling Money Demand: Further Evidence from an International Comparison 0 0 0 68 0 0 1 121
Monetary Policy Rules in the BRICS: How Important is Nonlinearity? 0 0 0 172 1 1 3 373
Money Demand in the euro area, the US and the UK:Assessing the Role of Nonlinearity 0 0 0 66 0 0 1 113
Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data 0 0 0 0 0 0 0 57
Nonlinear Stock Price Adjustment in the G7 Countries 0 0 0 132 0 0 0 317
Nonlinear Stock Price Adjustment in the G7 Countries 0 0 0 0 0 0 1 2
Nonlinear stock prices adjustment in the G7 countries 0 0 0 41 0 0 0 105
Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS 0 0 0 0 0 0 0 54
Oil price volatility in the context of Covid-19 0 1 4 4 1 2 7 8
On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis 0 0 0 2 0 0 1 7
On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis 0 0 0 48 0 1 1 113
On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM 0 0 0 57 0 0 0 168
Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework 0 0 0 0 1 2 2 4
Recent developments in macro-econometric modeling: theory and applications 0 0 0 0 0 0 1 22
Reconstruction of international energy trade networks with given marginal data: A comparative analysis 0 0 0 0 0 0 1 1
Reexamining the oil price & islamic finance relationship: a multicriteria time series analysis 0 0 0 0 0 0 1 1
Revisiting the linkages between oil prices and macroeconomy for the euro area: Does energy inflation still matter? 0 0 0 0 0 0 0 1
Sources d'inefficience et ajustement asymétrique des cours boursiers 0 0 0 1 0 0 1 25
Sovereign bond market integration in the euro area: a new empirical conceptualization 0 0 2 13 0 1 6 16
Stock Market Integration in the Emerging Countries 0 0 0 0 0 0 0 33
Stock market integration in the Latin American markets: further evidence from nonlinear modeling 0 0 1 62 0 0 2 201
Stock market integration in the Latin American markets: further evidence from nonlinear modeling 0 0 0 87 0 0 0 189
Structural Breaks and Nonlinearity in US and UK Public Debt 0 0 0 40 0 1 3 129
Synchronization and nonlinear interdependence of short-term interest rates 0 0 0 21 0 0 0 82
Testing the animal spirits theory for ethical investments: further evidence from aggregated and disaggregated data 0 0 0 0 0 2 2 2
The COVID-19 pandemic and ethical stock markets: further evidence of moral shock 0 0 0 0 1 1 1 1
The Causal Relationships between Inflation and Inflation Uncertainty 1 1 2 39 1 2 4 60
The Causal Relationships between Inflation and Inflation Uncertainty 0 0 0 83 0 0 2 142
The Nonlinear Relationship between Economic growth and Financial Development 0 0 1 1 1 1 4 5
The Nonlinear Relationship between Economic growth and Financial Development 0 0 0 200 1 2 6 495
The effects of regulation and supervision on european banking profitability and risk: a panel data investigation 0 0 0 0 0 0 0 0
The effects of regulation and supervision on european banking profitability and risk: a panel data investigation 0 0 0 0 0 0 1 3
The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies 0 0 0 0 0 0 3 23
Threshold Cointegration between Stock Returns: An application of STECM Models 0 1 1 700 1 3 7 1,567
Threshold cointegration relationships between oil and stock markets 0 0 0 41 0 0 1 135
Time-Varying Financial Performance of Green and Traditional Energy Indices with Special Reference to the COVID-19 Context 0 0 0 0 0 0 2 3
Time-Varying Financial Performance of Green and Traditional Energy Indices with Special Reference to the Covid-19 Context 0 0 0 0 0 0 1 5
Trade fragmentation and volatility-of-volatility networks 0 0 0 0 0 0 1 1
Unconventional monetary policy reaction functions: evidence from the US 0 0 0 23 0 0 0 44
Understanding Oil Price Dynamics and their Effects over Recent Decades: An Interview with James Hamilton 0 0 0 0 0 0 0 53
What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis? 0 0 0 29 1 1 11 162
What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis? 0 0 0 0 1 1 3 26
What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis? 0 0 0 0 0 0 3 62
What drives the US stock market in the context of COVID-19: fundamentals or investors’ emotions 0 0 0 0 0 1 4 4
Total Working Papers 2 5 20 2,737 20 57 211 8,249
4 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A latent‐factor‐driven endogenous regime‐switching non‐Gaussian model: Evidence from simulation and application 0 0 1 2 0 0 4 5
A model of fiscal dominance under the “Reinhart Conjecture” 0 1 2 35 0 2 5 143
A multifactor transformed diffusion model with applications to VIX and VIX futures 0 0 0 3 0 0 4 21
A statistical analysis of uncertainty for conventional and ethical stock indexes 0 1 1 8 0 1 1 28
ARE AMERICAN AND FRENCH STOCK MARKETS INTEGRATED? 0 0 0 8 0 1 1 43
Advances and challenges in decision-making, monetary policy and financial markets 0 0 0 16 0 0 1 57
An Interview with Timo Teräsvirta 0 0 1 16 0 0 2 35
An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets 0 0 0 14 0 1 4 109
An empirical comparison of transformed diffusion models for VIX and VIX futures 0 0 1 9 0 0 3 49
An interview with Howell Tong 0 0 2 7 0 1 18 55
Analyzing Commodity Prices in the Context of COVID-19, High Inflation, and the Ukrainian War: An Interview with James Hamilton 0 0 0 1 0 1 2 8
Analyzing Commodity Prices in the Context of COVID-19, High Inflation, and the Ukrainian War: An Interview with James Hamilton 0 0 0 0 0 0 3 4
Analyzing Heterogeneous Stock Price Comovements Through Hybrid Approaches 0 0 0 13 0 0 0 88
Analyzing the governance structure of French banking groups 0 0 0 15 0 0 1 73
Arbitrage costs and nonlinear adjustment in the G7 stock markets 0 0 1 21 0 0 2 103
Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations 0 0 0 70 0 0 1 244
Are Islamic stock markets efficient? A time-series analysis 0 0 2 12 0 0 4 64
Are hedge fund clones attractive financial products for investors? 0 0 0 8 0 0 6 78
Are oil and gas futures markets efficient? A multifractal analysis 0 0 0 11 0 2 3 27
Assessing downside and upside risk spillovers across conventional and socially responsible stock markets 0 0 0 6 0 1 2 30
Assessing efficiency and investment opportunities in commodities: A time series and portfolio simulations approach 0 0 1 12 0 1 5 67
Assessing financial and housing wealth effects through the lens of a nonlinear framework 0 0 0 13 0 0 3 49
Assessing the Effect of Trade Openness on Health in the MENA Region: a Panel Data Analysis 0 0 1 29 1 1 4 105
Boundedness and nonlinearities in public debt dynamics: A TAR assessment 0 0 0 33 0 0 1 138
Can a Taylor rule better explain the Fed’s monetary policy through the 1920s and 1930s? A nonlinear cliometric analysis 0 0 0 7 0 0 0 34
Can the Islamic bank be an emerging leader? A panel data causality analysis 0 0 0 18 1 1 1 52
Causal relationships between inflation and inflation uncertainty 2 2 2 12 2 2 9 53
Co-Mouvements des marchés boursiers émergents:Intégration ou contagion ? 0 0 0 55 0 0 3 230
Computational tools in econometric modeling for macroeconomics and finance 0 0 0 29 0 0 0 106
Computing stock price comovements with a three-regime panel smooth transition error correction model 0 0 0 3 0 0 1 32
Computing the Time-Varying Effects of Investor Attention in Islamic Stock Returns 0 0 0 1 0 0 1 10
Conventional and Islamic stock market liquidity and volatility during COVID 19 0 0 1 10 1 1 3 19
Conventional and Islamic stock price performance: An empirical investigation 0 0 1 24 0 0 9 119
Correction to: Introduction to Advanced Statistical Analyses for Computational Economics and Finance 0 0 0 0 0 0 0 7
Do Islamic and Conventional Banks Really Differ? A Panel Data Statistical Analysis 0 0 0 23 0 0 0 106
Do Jumps and Co-jumps Improve Volatility Forecasting of Oil and Currency Markets? 0 0 0 11 0 0 1 69
Do Jumps and Co-jumps Improve Volatility Forecasting of Oil and Currency Markets? 0 0 0 0 0 0 3 3
Do Multi-Market Institutions and Renewable Energy Matter for Sustainable Development: A Panel Data Investigation 0 0 0 0 0 0 4 6
Do Regulatory and Supervisory Reforms Affect European Bank Stability: Further Evidence from Panel Data 0 0 0 47 0 0 2 154
Do collective emotions drive bitcoin volatility? A triple regime-switching vector approach 0 0 1 15 0 3 12 49
Do on/off time series models reproduce emerging stock market comovements? 0 0 0 31 0 0 2 190
Do the US trends drive the UK--French market linkages?: empirical evidence from a threshold intraday analysis 0 0 0 15 0 0 1 55
Does Islamic banking performance vary across regions? A new puzzle 0 0 0 3 0 0 0 15
Does higher unemployment lead to greater criminality? Revisiting the debate over the business cycle 1 4 12 60 4 14 64 239
Does inequality help in forecasting equity premium in a panel of G7 countries? 0 0 0 3 0 0 7 37
Does investor attention to Islamic finance create spillover? 0 0 0 1 0 0 3 6
Does nonlinear econometrics confirm the macroeconomic models of consumption? 0 0 0 19 0 1 3 67
Does the Real Business Cycle Help Forecast the Financial Cycle? 1 1 1 2 1 1 5 9
Does the volatility of volatility risk forecast future stock returns? 0 0 1 22 1 2 5 123
Dynamique non-linéaire des marchés boursiers du G7: une application des modèles STAR 0 0 0 0 0 0 1 16
ESTIMATING THE S&P FUNDAMENTAL VALUE USING STAR MODELS 0 0 0 0 0 0 0 18
Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions 0 0 2 7 0 1 9 35
Equity prices and fundamentals: a DDM–APT mixed approach 0 0 0 12 1 2 6 80
Essay in dividend modelling and forecasting: does nonlinearity help? 0 0 0 37 0 1 1 128
Essays in modelling financial market dynamics: An overview 0 0 0 5 0 0 2 15
European Microfinance Institutions and Information and Communication Technologies: An Empirical Qualitative Investigation in the French Context 0 0 0 20 0 0 0 62
Financial crises, bank losses, risk management and audit: what happened? 0 0 0 33 0 0 0 98
Financial linkages between US sector credit default swaps markets 0 0 0 14 0 0 1 130
Fiscal and monetary policies in the BRICS: A panel VAR approach 2 3 8 156 3 6 17 380
Fiscal policy in the BRICs 0 0 0 123 0 0 4 417
Forecasting Inflation Uncertainty in the United States and Euro Area 0 0 0 9 0 1 1 49
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models 0 0 0 2 0 0 3 14
Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions 0 0 0 45 0 2 3 278
Health burden, environmental decentralization and associated political achievements in China 0 1 1 1 0 1 3 3
How does monetary policy respond to the dynamics of the shadow banking sector? 0 0 0 13 0 0 0 30
INTRODUCTION TO RECENT INSIGHTS INTO FINANCIAL, HOUSING, AND MONETARY MARKETS 0 0 0 1 0 0 2 25
INTRODUCTION TO THE SYMPOSIUM ON INEQUALITY, UNCERTAINTY, AND MACRO‐FINANCIAL DYNAMICS 0 0 0 2 0 0 1 21
INTRODUCTION TO TIME-VARYING MODELING WITH MACROECONOMIC AND FINANCIAL DATA 0 0 0 19 0 1 3 46
Information technology sector and equity markets: an empirical investigation 0 0 0 5 0 0 0 56
Insights into CO2 emissions in Europe in the context of COVID-19: A panel data analysis 0 0 0 0 0 1 3 7
Intraday bidirectional volatility spillover across international stock markets: does the global financial crisis matter? 1 1 1 2 1 1 3 20
Intraday jumps and trading volume: a nonlinear Tobit specification 0 0 1 17 0 0 2 62
Introduction to Advanced Statistical Analyses for Computational Economics and Finance 0 0 0 15 0 0 1 61
Introduction to Topics in Modelling Financial and Macroeconomic Time Series 0 0 0 2 0 1 1 10
Introduction to Topics on “Uncertainty and Recent Challenges in Oil and Commodity Markets†Papers presented at the fifth International Symposium in Computational Economics and Finance organized in Paris on April 12-14th, 2018 www.iscef.Com 0 0 0 0 0 0 0 0
Introduction: recent developments of switching models for financial data 0 0 0 10 0 0 1 39
MODELING INTERNATIONAL STOCK PRICE COMOVEMENTS WITH HIGH-FREQUENCY DATA 0 0 0 10 0 0 1 30
MODELING NONLINEAR AND HETEROGENEOUS DYNAMIC LINKS IN INTERNATIONAL MONETARY MARKETS 0 0 0 13 0 0 1 68
Measurement errors in stock markets 0 0 4 16 1 1 5 65
Measuring extreme risk dependence between the oil and gas markets 0 0 0 1 0 0 1 9
Measuring time-varying equity risk premium in the context of financial crisis: do developed and emerging markets differ? 0 0 0 8 0 0 0 46
Measuring volatility persistence for conventional and Islamic banks: An FI-EGARCH approach 0 0 0 21 0 0 2 132
Modeling extreme risk spillovers between crude oil and Chinese energy futures markets 0 2 3 4 0 2 4 9
Modeling hedge fund exposure to risk factors 0 1 5 86 1 3 9 310
Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach 0 0 0 32 0 0 1 93
Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model 0 0 0 9 0 0 0 40
Modelling money demand: further evidence from an international comparison 0 0 1 9 0 0 1 55
Modelling the effect of the geographical environment on Islamic banking performance: A panel quantile regression analysis 0 0 0 26 0 0 2 84
Modelling the relationship between future energy intraday volatility and trading volume with wavelet 0 0 0 5 0 1 4 30
Money demand in the euro area, the US and the UK: Assessing the role of nonlinearity 0 0 0 32 1 1 1 121
NONLINEARITY, CYCLICITY, AND PERSISTENCE IN CONSUMPTION AND INCOME RELATIONSHIPS: RESEARCH IN HONOR OF MELVIN J. HINICH 0 0 0 22 0 0 3 61
Nonlinear Cointegration Relationships Between Non‐Life Insurance Premiums and Financial Markets 0 0 1 59 0 0 3 226
Nonlinear mean reversion in oil and stock markets 0 0 1 32 1 1 2 127
Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration? 0 0 0 34 0 0 1 137
Nonlinear monetary policy reaction functions in large emerging economies: the case of Brazil and China 0 0 1 56 0 0 1 151
Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS 0 0 0 24 0 0 1 144
ON THE MACROECONOMIC AND WEALTH EFFECTS OF UNCONVENTIONAL MONETARY POLICY 0 0 0 28 0 0 0 73
Oil price collapse and challenges to economic transformation of Saudi Arabia: A time-series analysis 0 1 3 85 0 2 20 343
Oil price volatility in the context of Covid-19 0 0 4 27 0 2 18 108
Oil price volatility in the context of Covid-19 0 0 0 1 0 1 2 5
On oil-US exchange rate volatility relationships: An intraday analysis 0 0 1 28 0 0 3 109
On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM 0 0 0 196 0 1 1 759
On the Oil Price Uncertainty 0 0 0 0 0 0 1 1
On the Oil Price Uncertainty 0 0 0 16 0 0 2 63
On the Reputation of Islamic Banks: a Panel Data Qualitative Econometrics Analysis 5 6 7 16 6 8 10 63
On the effect of oil price in the context of Covid‐19 0 0 1 2 0 0 3 5
On the relationship between energy returns and trading volume: a multifractal analysis 0 0 0 11 0 0 0 35
On the study of contagion in the context of the subprime crisis: A dynamic conditional correlation–multivariate GARCH approach 0 0 0 50 0 1 7 221
Political uncertainty and macro-financial dynamics in the BRICS 1 1 4 4 1 3 9 9
Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework 1 1 2 2 1 1 3 8
Recent Developments in Macro-Econometric Modeling: Theory and Applications 0 0 0 12 0 0 1 37
Recent topics in Applied Financial Economics 0 0 0 14 0 0 3 73
Reconstruction of international energy trade networks with given marginal data: A comparative analysis 0 0 1 1 0 0 2 5
Revisiting the linkages between oil prices and macroeconomy for the euro area: Does energy inflation still matter? 0 0 1 3 0 0 7 18
Second International Symposium in Computational Economics and Finance 0 0 0 9 0 0 0 33
Sentiment and energy price volatility: A nonlinear high frequency analysis 0 0 1 2 2 3 8 11
Short and long-term links between oil prices and stock markets in Europe 0 0 1 224 0 0 2 922
Sovereign bond market integration in the euro area: a new empirical conceptualization 0 0 0 5 0 1 5 26
Special Issue: Financial Market Dynamics, Monetary Policy, Investment and Trade. Papers Presented at the Fourth International Symposium in Computational Economics and Finance (Paris, April 14–16, 2016) 0 0 0 2 0 0 0 24
Stock market integration in Mexico and Argentina: are short- and long-term considerations different? 0 0 0 22 0 0 0 104
Stock market integration in the Latin American markets: further evidence from nonlinear modeling 0 0 0 82 0 0 1 234
Structural breaks and nonlinearity in US and UK public debts 0 0 0 18 0 2 3 105
Testing and modeling jump contagion across international stock markets: A nonparametric intraday approach 0 0 1 19 0 0 1 84
Testing the animal spirits theory for ethical investments: further evidence from aggregated and disaggregated data 0 0 0 0 0 4 7 7
Testing the efficiency of the aluminium market: evidence from London metal exchange 0 0 0 71 0 0 1 425
The COVID-19 pandemic and ethical stock markets: further evidence of moral shock 0 0 0 2 0 0 0 2
The Relationship between Consumption and Wealth: A Quantile Regression Approach 0 0 2 49 0 2 5 234
The convergence of ethical investment business models and their reliance on the conventional US investment market 0 0 0 0 0 0 0 3
The current international financial crisis in 10 questions: some lessons 0 0 0 17 0 0 1 74
The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies 0 1 1 31 1 2 7 95
The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies 0 0 6 73 1 4 22 236
The speculative efficiency of the aluminum market: A nonlinear Investigation 0 0 0 6 1 1 2 41
Threshold effect in the relationship between investor sentiment and stock market returns: a PSTR specification 0 0 0 22 0 1 5 132
Threshold linkages between volatility and trading volume: evidence from developed and emerging markets 0 0 0 46 0 0 1 142
Toward a new deal for Saudi Arabia: oil or Islamic stock market investment? 0 0 0 1 0 0 2 27
Toward green central banking: Proposing an augmented Taylor rule 0 1 3 3 0 3 12 12
Trade fragmentation and volatility-of-volatility networks 0 1 5 5 0 2 11 11
Uncertainty and the United States’ election effect on the economy: some thoughts and empirical illustrations 0 1 3 7 0 1 4 29
Uncertainty assessment in socially responsible and Islamic stock markets in the short and long terms: an ARDL approach 0 0 0 0 0 0 1 19
Unconventional monetary policy reaction functions: evidence from the US 0 0 0 18 2 2 2 65
Understanding Oil Price Dynamics and their Effects over Recent Decades: An Interview with James Hamilton 0 0 0 0 0 0 1 1
Wavelet analysis of the conventional and Islamic stock market relationship ten years after the global financial crisis 0 0 0 0 0 0 1 10
What Have We Learned from the 2007-08 Financial Crisis? Papers Presented at the Second International Workshop on Financial Markets and Nonlinear Dynamics (Paris, June 4-5, 2015) 0 0 0 6 0 0 1 53
What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis? 0 0 0 42 1 1 3 271
Total Journal Articles 14 30 108 3,100 36 112 531 12,818


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Chapter 2 Nonlinear Stock Market Links between Mexico and the World 0 0 0 0 0 0 0 1
Chapter 6 Oil Prices and Exchange Rates: Some New Evidence Using Linear and Nonlinear Models 0 0 0 0 0 0 1 2
Essays in Nonlinear Financial Integration Modeling: The Philippine Stock Market Case 0 0 0 0 0 0 0 1
Nonlinear Cointegration and Nonlinear Error-Correction Models: Theory and Empirical Applications for Oil and Stock Markets 0 0 0 0 0 0 0 2
Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data 0 0 0 0 0 1 1 5
Revisiting Wealth Effects in France: A Double-Nonlinearity Approach 0 0 0 0 0 0 0 7
THRESHOLD MEAN REVERSION IN STOCK PRICES 0 0 1 2 0 0 1 18
Threshold stock price adjustment 0 0 0 0 0 0 2 2
Total Chapters 0 0 1 2 0 1 5 38


Statistics updated 2025-06-06