Access Statistics for Fredj JAWADI

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A model of fiscal dominance under the “Reinhart Conjecture” 0 0 0 0 3 3 5 5
Advances and challenges in decision-making, monetary policy and financial markets 0 0 0 0 0 0 1 5
An Interview with Timo Teräsvirta 0 0 0 0 1 2 23 36
Arbitrage Costs and Nonlinear Adjustment in the G7 Stock Markets 0 0 0 1 0 1 6 18
Arbitrage Costs and Nonlinear Stock Price Adjustment in the G7 Countries 0 0 0 0 0 0 2 5
Are American and French Stok Markets Integrated? 0 0 0 0 1 1 1 13
Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations 0 0 0 0 0 0 4 13
Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations 0 0 0 0 2 4 14 33
Are hedge fund clones attractive financial products for investors 0 0 0 0 0 0 0 1
Assessing financial and housing wealth effects through the lens of a nonlinear framework 0 0 0 0 0 1 5 29
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 0
Computational tools in econometric modeling for macroeconomics and finance 0 0 0 0 0 0 2 3
Consumption and Wealth in the US, the UK and the Euro Area:A Nonlinear Investigation 0 0 0 68 0 1 7 137
Coûts de transaction et dynamique non-linéaire des prix des actifs financiers: une note théorique 0 0 0 0 0 1 3 268
Coûts de transaction, contagion, mimétisme et dynamique asymétriques des cours boursiers 0 0 0 0 0 0 0 14
Do the US trends drive the UK-French market linkages?: empirical evidence from a threshold intraday analysis 0 0 0 0 0 0 1 9
Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries? 1 1 5 35 1 3 13 59
Does Islamic Finance Outperform Conventional Finance ? Further Evidence from the recent financial crisis 0 1 6 78 1 2 11 142
Does islamic finance outperform conventional finance? Further evidence from an international comparison 0 0 0 0 0 0 3 25
Equity Prices and Fundamentals: a DDM-APT Mixed Approach 0 0 0 47 1 2 15 123
Equity Prices and Fundamentals: a DDM-APT Mixed Approach 0 0 0 15 0 0 5 54
Equity prices and fundamentals: a DDM 0 0 0 0 0 4 8 14
Evolution of the US Stock Market Risk Premium in Periods of Crisis 0 0 0 0 0 0 0 4
Fiscal Policy in the BRICs 0 0 1 163 0 2 9 389
Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions 0 0 0 76 1 1 1 214
Introduction to Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications 0 0 0 41 0 0 30 132
Introduction to Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications 0 0 1 74 1 3 47 230
Introduction: recent developments of switching models for financial data 0 0 0 0 0 1 5 11
Market Microstructure and Nonlinear Dynamics - Keeping Financial Crisis in Context 0 0 0 0 1 3 8 20
Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets 0 0 1 68 1 2 4 171
Modelling Hedge Fund Exposure to Risk Factors 0 0 0 0 0 3 5 10
Modelling Money Demand: Further Evidence from an International Comparison 0 0 0 60 1 2 8 101
Monetary Policy Rules in the BRICS: How Important is Nonlinearity? 0 0 0 165 1 2 7 296
Money Demand in the euro area, the US and the UK:Assessing the Role of Nonlinearity 0 0 0 64 0 2 5 97
Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data 0 0 0 0 0 1 3 36
Nonlinear Stock Price Adjustment in the G7 Countries 0 0 0 128 1 1 4 301
Nonlinear stock prices adjustment in the G7 countries 0 0 0 41 0 0 3 100
Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS 0 0 0 0 2 2 3 8
On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis 0 0 8 40 2 3 21 73
On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM 1 1 4 53 1 3 9 135
Recent Developments in Macro-Econometric Modeling: Theory and Applications 0 0 0 0 0 0 2 2
Sources d’inefficience et ajustement asymétrique des cours boursiers 0 0 0 0 0 1 3 8
Stock Market Integration in the Emerging Countries 0 0 0 0 1 1 5 17
Stock market integration in the Latin American markets: further evidence from nonlinear modeling 0 0 0 59 0 1 1 147
Stock market integration in the Latin American markets: further evidence from nonlinear modeling 0 0 0 86 0 3 4 180
Structural Breaks and Nonlinearity in US and UK Public Debt 0 0 0 37 0 1 5 95
Synchronization and nonlinear interdependence of short-term interest rates 0 1 1 21 1 2 2 69
The Causal Relationships between Inflation and Inflation Uncertainty 1 1 13 70 2 4 39 75
The Causal Relationships between Inflation and Inflation Uncertainty 0 0 3 31 3 4 13 28
The Nonlinear Relationship between Economic growth and Financial Development 6 13 65 98 10 35 149 199
Threshold Cointegration between Stock Returns: An application of STECM Models 0 0 3 690 6 8 22 1,515
Threshold cointegration relationships between oil and stock markets 0 0 0 39 1 2 5 110
Understanding Oil Price Dynamics and their Effects over Recent Decades: An Interview with James Hamilton 0 0 0 0 0 1 20 31
What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis? 0 0 0 29 1 3 5 116
What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis? 0 0 0 0 1 3 6 12
Total Working Papers 9 18 111 2,377 48 125 582 5,938


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A model of fiscal dominance under the “Reinhart Conjecture” 0 1 4 4 3 8 27 27
ARE AMERICAN AND FRENCH STOCK MARKETS INTEGRATED? 0 1 1 4 0 2 2 11
Advances and challenges in decision-making, monetary policy and financial markets 0 0 0 15 0 0 2 43
An Interview with Timo Teräsvirta 0 1 4 4 0 3 14 14
An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets 1 2 4 5 3 11 36 44
An empirical comparison of transformed diffusion models for VIX and VIX futures 0 0 3 6 1 3 13 30
Analyzing Heterogeneous Stock Price Comovements Through Hybrid Approaches 0 1 1 13 4 6 12 71
Analyzing the governance structure of French banking groups 0 2 4 6 0 3 13 20
Arbitrage costs and nonlinear adjustment in the G7 stock markets 0 0 0 20 1 1 3 79
Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations 0 0 2 68 2 3 8 221
Are Islamic stock markets efficient? A time-series analysis 0 0 0 8 0 0 2 40
Are hedge fund clones attractive financial products for investors? 0 0 0 8 1 1 1 47
Assessing efficiency and investment opportunities in commodities: A time series and portfolio simulations approach 1 1 1 8 3 3 8 30
Assessing financial and housing wealth effects through the lens of a nonlinear framework 0 0 1 5 0 0 3 19
Assessing the Effect of Trade Openness on Health in the MENA Region: a Panel Data Analysis 0 0 7 11 2 2 20 35
Boundedness and nonlinearities in public debt dynamics: A TAR assessment 0 0 2 25 2 4 14 78
Can a Taylor rule better explain the Fed’s monetary policy through the 1920s and 1930s? A nonlinear cliometric analysis 0 0 2 2 2 2 8 8
Can the Islamic bank be an emerging leader? A panel data causality analysis 0 0 1 16 0 1 5 42
Co-Mouvements des marchés boursiers émergents:Intégration ou contagion ? 0 0 0 49 0 1 10 200
Computational tools in econometric modeling for macroeconomics and finance 0 0 0 27 0 0 3 87
Computing stock price comovements with a three-regime panel smooth transition error correction model 0 1 2 2 1 2 6 6
Conventional and Islamic stock price performance: An empirical investigation 0 0 2 12 1 3 9 50
Correction to: Introduction to Advanced Statistical Analyses for Computational Economics and Finance 0 0 0 0 0 1 1 1
Do Islamic and Conventional Banks Really Differ? A Panel Data Statistical Analysis 1 2 7 16 2 4 14 54
Do Regulatory and Supervisory Reforms Affect European Bank Stability: Further Evidence from Panel Data 0 0 3 38 0 0 14 106
Do on/off time series models reproduce emerging stock market comovements? 0 0 0 28 0 0 3 158
Do the US trends drive the UK--French market linkages?: empirical evidence from a threshold intraday analysis 0 0 0 14 0 0 1 46
Does Islamic banking performance vary across regions? A new puzzle 1 1 1 2 2 2 2 3
Does nonlinear econometrics confirm the macroeconomic models of consumption? 0 0 1 18 0 0 1 55
Does the volatility of volatility risk forecast future stock returns? 0 1 1 1 2 4 4 4
Dynamique non-linéaire des marchés boursiers du G7: une application des modèles STAR 0 0 0 0 0 0 0 7
ESTIMATING THE S&P FUNDAMENTAL VALUE USING STAR MODELS 0 0 0 0 0 0 0 8
Equity prices and fundamentals: a DDM–APT mixed approach 0 0 1 8 0 2 14 39
Essay in dividend modelling and forecasting: does nonlinearity help? 1 1 1 36 1 1 1 114
European Microfinance Institutions and Information and Communication Technologies: An Empirical Qualitative Investigation in the French Context 0 0 1 17 0 4 7 51
Financial crises, bank losses, risk management and audit: what happened? 0 0 0 32 0 0 0 94
Financial linkages between US sector credit default swaps markets 0 0 0 12 0 3 6 64
Fiscal and monetary policies in the BRICS: A panel VAR approach 3 7 24 63 7 19 53 165
Fiscal policy in the BRICs 1 3 12 109 1 10 49 326
Forecasting Inflation Uncertainty in the United States and Euro Area 0 1 1 1 1 3 5 5
Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions 0 0 0 43 0 1 2 199
INTRODUCTION TO RECENT INSIGHTS INTO FINANCIAL, HOUSING, AND MONETARY MARKETS 0 0 1 1 0 0 15 15
INTRODUCTION TO THE SYMPOSIUM ON INEQUALITY, UNCERTAINTY, AND MACRO‐FINANCIAL DYNAMICS 0 1 1 1 3 6 11 12
INTRODUCTION TO TIME-VARYING MODELING WITH MACROECONOMIC AND FINANCIAL DATA 0 0 0 18 0 0 1 38
Information technology sector and equity markets: an empirical investigation 0 0 0 4 0 0 4 46
Intraday bidirectional volatility spillover across international stock markets: does the global financial crisis matter? 0 0 0 1 0 0 2 6
Intraday jumps and trading volume: a nonlinear Tobit specification 0 0 2 8 0 0 7 33
Introduction to Advanced Statistical Analyses for Computational Economics and Finance 0 3 3 3 0 5 5 5
Introduction: recent developments of switching models for financial data 0 0 1 10 1 1 8 24
MODELING INTERNATIONAL STOCK PRICE COMOVEMENTS WITH HIGH-FREQUENCY DATA 1 1 3 3 1 2 8 8
MODELING NONLINEAR AND HETEROGENEOUS DYNAMIC LINKS IN INTERNATIONAL MONETARY MARKETS 0 0 0 13 2 2 3 59
Measurement errors in stock markets 0 1 2 3 1 5 11 20
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 36
Measuring volatility persistence for conventional and Islamic banks: An FI-EGARCH approach 0 0 0 12 1 2 15 72
Modeling hedge fund exposure to risk factors 0 1 4 75 0 1 10 241
Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach 0 1 8 26 1 5 24 67
Modelling money demand: further evidence from an international comparison 0 0 0 7 0 1 5 42
Modelling the effect of the geographical environment on Islamic banking performance: A panel quantile regression analysis 1 2 7 11 2 4 20 37
Modelling the relationship between future energy intraday volatility and trading volume with wavelet 0 0 2 2 3 4 11 11
Money demand in the euro area, the US and the UK: Assessing the role of nonlinearity 0 0 0 28 1 1 8 104
NONLINEARITY, CYCLICITY, AND PERSISTENCE IN CONSUMPTION AND INCOME RELATIONSHIPS: RESEARCH IN HONOR OF MELVIN J. HINICH 1 1 1 19 1 1 4 50
Nonlinear Cointegration Relationships Between Non‐Life Insurance Premiums and Financial Markets 0 0 1 54 3 3 6 183
Nonlinear mean reversion in oil and stock markets 0 0 1 29 0 0 1 115
Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration? 0 0 0 31 0 1 3 110
Nonlinear monetary policy reaction functions in large emerging economies: the case of Brazil and China 1 1 1 48 1 2 12 124
Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS 0 0 0 13 0 1 2 91
ON THE MACROECONOMIC AND WEALTH EFFECTS OF UNCONVENTIONAL MONETARY POLICY 0 0 3 15 0 0 8 40
Oil price collapse and challenges to economic transformation of Saudi Arabia: A time-series analysis 1 1 1 1 11 13 13 13
On oil-US exchange rate volatility relationships: An intraday analysis 0 0 3 13 0 2 16 53
On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM 0 0 3 188 1 7 23 664
On the Reputation of Islamic Banks: a Panel Data Qualitative Econometrics Analysis 0 0 0 3 1 1 5 32
On the relationship between energy returns and trading volume: a multifractal analysis 1 4 6 6 3 9 13 13
On the study of contagion in the context of the subprime crisis: A dynamic conditional correlation–multivariate GARCH approach 0 0 4 38 0 4 19 108
Recent Developments in Macro-Econometric Modeling: Theory and Applications 0 0 5 5 2 2 8 10
Recent topics in Applied Financial Economics 0 0 1 4 0 3 6 21
Second International Symposium in Computational Economics and Finance 0 0 0 7 0 1 2 25
Short and long-term links between oil prices and stock markets in Europe 0 0 1 221 2 3 6 899
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 2 2 3 13
Stock market integration in Mexico and Argentina: are short- and long-term considerations different? 0 0 0 19 0 0 0 88
Stock market integration in the Latin American markets: further evidence from nonlinear modeling 0 0 3 80 0 0 9 192
Structural breaks and nonlinearity in US and UK public debts 0 0 0 17 0 1 4 81
Testing and modeling jump contagion across international stock markets: A nonparametric intraday approach 0 1 6 15 0 3 14 59
Testing the efficiency of the aluminium market: evidence from London metal exchange 0 0 1 70 0 1 8 407
The Relationship between Consumption and Wealth: A Quantile Regression Approach 1 2 9 34 6 15 53 131
The current international financial crisis in 10 questions: some lessons 0 0 0 17 1 1 1 69
The speculative efficiency of the aluminum market: A nonlinear Investigation 0 0 0 1 0 0 3 23
Threshold effect in the relationship between investor sentiment and stock market returns: a PSTR specification 0 1 7 12 6 13 35 60
Threshold linkages between volatility and trading volume: evidence from developed and emerging markets 0 0 1 41 3 5 12 117
Toward a new deal for Saudi Arabia: oil or Islamic stock market investment? 0 0 0 0 0 0 5 5
Uncertainty and the United States’ election effect on the economy: some thoughts and empirical illustrations 0 0 0 1 2 2 3 11
Uncertainty assessment in socially responsible and Islamic stock markets in the short and long terms: an ARDL approach 0 0 0 0 0 1 7 8
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 1 6 0 0 6 43
What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis? 0 1 1 41 0 2 3 205
Total Journal Articles 16 48 188 2,041 103 251 877 7,640


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
THRESHOLD MEAN REVERSION IN STOCK PRICES 0 0 0 0 0 0 1 7
Total Chapters 0 0 0 0 0 0 1 7


Statistics updated 2019-09-09