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 Multi-Factor Transformed Diffusion Model with Applications to VIX and VIX Futures 0 0 16 16 0 4 10 10
Advances and challenges in decision-making, monetary policy and financial markets 0 0 0 0 0 0 4 9
Can information and communication technologies improve the performance of microfinance programs? Further evidence from developing and emergent financial markets 0 0 0 0 0 1 8 8
Consumption and Wealth in the US, the UK and the Euro Area:A Nonlinear Investigation 0 0 1 69 1 2 14 151
Coûts de transaction et dynamique non-linéaire des prix des actifs financiers: une note théorique 0 0 0 0 1 1 7 275
Do the US trends drive the UK-French market linkages?: empirical evidence from a threshold intraday analysis 0 0 0 0 1 1 10 19
Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries? 0 0 3 38 7 14 69 128
Does Islamic Finance Outperform Conventional Finance ? Further Evidence from the recent financial crisis 1 2 4 82 1 4 11 153
Equity Prices and Fundamentals: a DDM-APT Mixed Approach 0 0 0 15 0 1 5 59
Equity Prices and Fundamentals: a DDM-APT Mixed Approach 0 0 2 49 0 3 13 136
Equity prices and fundamentals: a DDM–APT mixed approach 0 0 0 0 0 2 14 28
Evolution of the US Stock Market Risk Premium in Periods of Crisis 0 0 0 0 0 1 11 15
Fiscal Policy in the BRICs 0 0 0 163 1 4 22 411
Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions 0 0 0 76 1 1 13 227
Intraday jumps and trading volume: a nonlinear Tobit specification 0 0 0 0 0 3 7 7
Introduction to Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications 0 0 0 41 1 1 11 143
Introduction to Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications 0 0 2 76 2 3 20 250
Introduction: recent developments of switching models for financial data 0 0 0 0 1 2 6 17
Market microstructure and nonlinear dynamics: keeping financial crisis in context 0 0 0 0 0 2 10 30
Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets 0 0 0 68 2 3 11 182
Modelling Hedge Fund Exposure to Risk Factors 0 0 0 0 0 2 12 22
Modelling Money Demand: Further Evidence from an International Comparison 0 2 4 64 0 3 9 110
Monetary Policy Rules in the BRICS: How Important is Nonlinearity? 0 0 1 166 1 4 18 314
Money Demand in the euro area, the US and the UK:Assessing the Role of Nonlinearity 0 1 2 66 1 2 6 103
Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data 0 0 0 0 0 1 14 50
Nonlinear Stock Price Adjustment in the G7 Countries 0 0 0 128 1 2 5 306
Nonlinear stock prices adjustment in the G7 countries 0 0 0 41 0 0 1 101
Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS 0 0 0 0 2 3 14 22
On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis 0 0 6 46 0 1 14 87
On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM 0 1 2 55 0 1 26 161
Recent developments in macro-econometric modeling: theory and applications 0 0 0 0 0 1 13 15
Sources d'inefficience et ajustement asymétrique des cours boursiers 0 0 0 0 0 0 10 18
Stock market integration in the Latin American markets: further evidence from nonlinear modeling 0 0 1 60 1 1 12 159
Stock market integration in the Latin American markets: further evidence from nonlinear modeling 0 0 1 87 1 1 7 187
Structural Breaks and Nonlinearity in US and UK Public Debt 0 0 1 38 1 2 18 113
Synchronization and nonlinear interdependence of short-term interest rates 0 0 0 21 0 0 6 75
The Causal Relationships between Inflation and Inflation Uncertainty 0 1 2 33 2 5 16 44
The Causal Relationships between Inflation and Inflation Uncertainty 0 0 4 74 1 3 20 95
The Nonlinear Relationship between Economic growth and Financial Development 3 5 49 147 13 23 126 325
Threshold Cointegration between Stock Returns: An application of STECM Models 0 1 4 694 1 2 20 1,535
Threshold cointegration relationships between oil and stock markets 1 1 1 40 2 2 10 120
What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis? 0 0 0 29 2 6 15 131
Total Working Papers 5 14 106 2,482 48 118 668 6,351


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 0 15 19 0 6 47 74
A multifactor transformed diffusion model with applications to VIX and VIX futures 0 0 3 3 1 1 8 8
A statistical analysis of uncertainty for conventional and ethical stock indexes 1 1 1 1 2 4 7 7
ARE AMERICAN AND FRENCH STOCK MARKETS INTEGRATED? 0 0 2 6 3 7 15 26
Advances and challenges in decision-making, monetary policy and financial markets 0 0 0 15 0 0 6 49
An Interview with Timo Teräsvirta 0 0 2 6 0 1 7 21
An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets 0 0 3 8 0 3 25 69
An empirical comparison of transformed diffusion models for VIX and VIX futures 1 1 2 8 2 2 11 41
Analyzing Heterogeneous Stock Price Comovements Through Hybrid Approaches 0 0 0 13 0 3 10 81
Analyzing the governance structure of French banking groups 0 1 5 11 2 5 24 44
Arbitrage costs and nonlinear adjustment in the G7 stock markets 0 0 0 20 0 3 13 92
Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations 0 0 0 68 0 0 7 228
Are Islamic stock markets efficient? A time-series analysis 0 0 1 9 1 4 11 51
Are hedge fund clones attractive financial products for investors? 0 0 0 8 0 3 6 53
Assessing efficiency and investment opportunities in commodities: A time series and portfolio simulations approach 0 0 2 10 0 2 9 39
Assessing financial and housing wealth effects through the lens of a nonlinear framework 0 1 4 9 2 3 13 32
Assessing the Effect of Trade Openness on Health in the MENA Region: a Panel Data Analysis 1 2 8 19 2 7 27 62
Boundedness and nonlinearities in public debt dynamics: A TAR assessment 0 0 2 27 1 1 26 104
Can a Taylor rule better explain the Fed’s monetary policy through the 1920s and 1930s? A nonlinear cliometric analysis 0 0 1 3 0 2 12 20
Can the Islamic bank be an emerging leader? A panel data causality analysis 0 0 1 17 0 1 6 48
Co-Mouvements des marchés boursiers émergents:Intégration ou contagion ? 0 1 1 50 0 2 12 212
Computational tools in econometric modeling for macroeconomics and finance 0 1 1 28 1 3 8 95
Computing stock price comovements with a three-regime panel smooth transition error correction model 0 0 0 2 0 2 10 16
Conventional and Islamic stock price performance: An empirical investigation 0 0 1 13 0 3 18 68
Correction to: Introduction to Advanced Statistical Analyses for Computational Economics and Finance 0 0 0 0 0 1 4 5
Do Islamic and Conventional Banks Really Differ? A Panel Data Statistical Analysis 0 0 2 18 0 4 33 87
Do Jumps and Co-jumps Improve Volatility Forecasting of Oil and Currency Markets? 0 1 4 4 1 8 19 19
Do Regulatory and Supervisory Reforms Affect European Bank Stability: Further Evidence from Panel Data 0 0 4 42 0 4 16 122
Do on/off time series models reproduce emerging stock market comovements? 0 0 0 28 1 1 12 170
Do the US trends drive the UK--French market linkages?: empirical evidence from a threshold intraday analysis 0 0 1 15 0 0 5 51
Does Islamic banking performance vary across regions? A new puzzle 0 0 0 2 0 3 5 8
Does nonlinear econometrics confirm the macroeconomic models of consumption? 0 0 0 18 0 0 4 59
Does the volatility of volatility risk forecast future stock returns? 1 3 14 15 2 8 54 58
Dynamique non-linéaire des marchés boursiers du G7: une application des modèles STAR 0 0 0 0 0 0 2 9
ESTIMATING THE S&P FUNDAMENTAL VALUE USING STAR MODELS 0 0 0 0 0 0 1 9
Equity prices and fundamentals: a DDM–APT mixed approach 0 0 1 9 0 0 14 53
Essay in dividend modelling and forecasting: does nonlinearity help? 0 0 0 36 0 0 5 119
European Microfinance Institutions and Information and Communication Technologies: An Empirical Qualitative Investigation in the French Context 0 0 1 18 0 0 2 53
Financial crises, bank losses, risk management and audit: what happened? 0 0 0 32 0 1 3 97
Financial linkages between US sector credit default swaps markets 0 0 0 12 1 4 11 75
Fiscal and monetary policies in the BRICS: A panel VAR approach 0 3 34 97 4 14 85 250
Fiscal policy in the BRICs 0 1 4 113 4 17 48 374
Forecasting Inflation Uncertainty in the United States and Euro Area 0 0 3 4 0 2 18 23
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models 0 0 0 0 0 1 3 3
Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions 0 0 0 43 2 4 18 217
How does monetary policy respond to the dynamics of the shadow banking sector? 2 3 3 3 2 4 5 5
INTRODUCTION TO RECENT INSIGHTS INTO FINANCIAL, HOUSING, AND MONETARY MARKETS 0 0 0 1 0 1 8 23
INTRODUCTION TO THE SYMPOSIUM ON INEQUALITY, UNCERTAINTY, AND MACRO‐FINANCIAL DYNAMICS 0 0 0 1 2 2 5 17
INTRODUCTION TO TIME-VARYING MODELING WITH MACROECONOMIC AND FINANCIAL DATA 0 0 0 18 0 0 2 40
Information technology sector and equity markets: an empirical investigation 0 0 0 4 0 0 1 47
Intraday bidirectional volatility spillover across international stock markets: does the global financial crisis matter? 0 0 0 1 0 1 3 9
Intraday jumps and trading volume: a nonlinear Tobit specification 0 0 5 13 0 1 14 47
Introduction to Advanced Statistical Analyses for Computational Economics and Finance 0 0 8 11 0 3 45 50
Introduction: recent developments of switching models for financial data 0 0 0 10 1 3 8 32
MODELING INTERNATIONAL STOCK PRICE COMOVEMENTS WITH HIGH-FREQUENCY DATA 0 2 3 6 0 3 12 20
MODELING NONLINEAR AND HETEROGENEOUS DYNAMIC LINKS IN INTERNATIONAL MONETARY MARKETS 0 0 0 13 0 1 4 63
Measurement errors in stock markets 0 0 2 5 0 2 11 31
Measuring time-varying equity risk premium in the context of financial crisis: do developed and emerging markets differ? 0 0 0 8 0 1 4 40
Measuring volatility persistence for conventional and Islamic banks: An FI-EGARCH approach 0 1 2 14 0 3 23 95
Modeling hedge fund exposure to risk factors 0 0 0 75 1 4 17 258
Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach 0 0 4 30 0 6 19 86
Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model 0 0 2 2 2 3 13 13
Modelling money demand: further evidence from an international comparison 0 1 1 8 0 3 8 50
Modelling the effect of the geographical environment on Islamic banking performance: A panel quantile regression analysis 0 0 3 14 0 2 12 49
Modelling the relationship between future energy intraday volatility and trading volume with wavelet 0 0 0 2 0 1 7 18
Money demand in the euro area, the US and the UK: Assessing the role of nonlinearity 0 0 1 29 0 0 4 108
NONLINEARITY, CYCLICITY, AND PERSISTENCE IN CONSUMPTION AND INCOME RELATIONSHIPS: RESEARCH IN HONOR OF MELVIN J. HINICH 0 0 1 20 0 0 1 51
Nonlinear Cointegration Relationships Between Non‐Life Insurance Premiums and Financial Markets 0 0 0 54 2 3 9 192
Nonlinear mean reversion in oil and stock markets 0 0 2 31 0 0 5 120
Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration? 0 0 0 31 0 0 6 116
Nonlinear monetary policy reaction functions in large emerging economies: the case of Brazil and China 1 3 3 51 1 6 10 134
Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS 0 0 2 15 1 3 13 104
ON THE MACROECONOMIC AND WEALTH EFFECTS OF UNCONVENTIONAL MONETARY POLICY 0 2 5 20 0 5 15 55
Oil price collapse and challenges to economic transformation of Saudi Arabia: A time-series analysis 1 6 32 33 5 22 151 164
On oil-US exchange rate volatility relationships: An intraday analysis 0 0 2 15 0 1 13 66
On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM 2 3 4 192 3 13 62 726
On the Oil Price Uncertainty 2 7 8 8 2 14 23 23
On the Reputation of Islamic Banks: a Panel Data Qualitative Econometrics Analysis 0 1 3 6 0 3 8 40
On the relationship between energy returns and trading volume: a multifractal analysis 0 1 2 8 0 2 13 26
On the study of contagion in the context of the subprime crisis: A dynamic conditional correlation–multivariate GARCH approach 0 1 3 41 2 3 17 125
Recent Developments in Macro-Econometric Modeling: Theory and Applications 0 1 2 7 1 3 15 25
Recent topics in Applied Financial Economics 2 2 3 7 2 3 11 32
Second International Symposium in Computational Economics and Finance 0 0 0 7 0 0 2 27
Short and long-term links between oil prices and stock markets in Europe 0 0 0 221 0 0 11 910
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 1 4 17
Stock market integration in Mexico and Argentina: are short- and long-term considerations different? 0 0 0 19 0 0 7 95
Stock market integration in the Latin American markets: further evidence from nonlinear modeling 0 0 0 80 1 1 13 205
Structural breaks and nonlinearity in US and UK public debts 0 0 0 17 1 3 15 96
Testing and modeling jump contagion across international stock markets: A nonparametric intraday approach 0 0 1 16 0 1 13 72
Testing the efficiency of the aluminium market: evidence from London metal exchange 0 0 1 71 0 1 8 415
The Relationship between Consumption and Wealth: A Quantile Regression Approach 0 0 9 43 3 9 73 204
The current international financial crisis in 10 questions: some lessons 0 0 0 17 0 0 2 71
The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies 1 4 7 7 6 13 20 20
The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies 0 0 7 7 5 7 18 18
The speculative efficiency of the aluminum market: A nonlinear Investigation 1 2 2 3 1 3 6 29
Threshold effect in the relationship between investor sentiment and stock market returns: a PSTR specification 0 0 4 16 0 2 41 101
Threshold linkages between volatility and trading volume: evidence from developed and emerging markets 0 3 4 45 0 5 15 132
Toward a new deal for Saudi Arabia: oil or Islamic stock market investment? 0 0 1 1 0 1 7 12
Uncertainty and the United States’ election effect on the economy: some thoughts and empirical illustrations 0 0 1 2 0 3 6 17
Uncertainty assessment in socially responsible and Islamic stock markets in the short and long terms: an ARDL approach 0 0 0 0 0 2 5 13
Wavelet analysis of the conventional and Islamic stock market relationship ten years after the global financial crisis 0 0 0 0 0 3 7 7
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 1 5 48
What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis? 0 0 0 41 1 3 16 221
Total Journal Articles 16 59 266 2,307 77 324 1,591 9,231


Chapter File Downloads Abstract Views
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THRESHOLD MEAN REVERSION IN STOCK PRICES 0 0 0 0 0 1 4 11
Total Chapters 0 0 0 0 0 1 4 11


Statistics updated 2020-09-04