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 0 16 1 1 6 17
A model of fiscal dominance under the “Reinhart Conjecture” 0 0 0 0 1 3 19 47
Advances and challenges in decision-making, monetary policy and financial markets 0 0 0 0 0 1 5 14
An interview with Timo Teräsvirta 0 0 0 0 0 0 2 56
Analyzing the governance structure of French banking groups 0 0 0 0 0 0 3 3
Arbitrage Costs and Nonlinear Stock Price Adjustment in the G7 Countries 0 0 0 0 0 0 0 9
Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations 0 0 0 0 0 1 3 3
Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations 0 0 0 0 0 0 3 52
Are hedge fund clones attractive financial products for investors 0 0 0 0 2 11 20 26
Assessing financial and housing wealth effects through the lens of a nonlinear framework 0 0 0 0 0 0 4 42
Can a Taylor rule better explain the Fed’s monetary policy through the 1920s and 1930s? A nonlinear cliometric analysis 0 0 0 0 1 1 5 21
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 8
Causal Relationships Between Inflation and Inflation Uncertainty 0 1 7 43 3 7 30 60
Causal Relationships between Inflation and Inflation Uncertainty 0 0 4 17 1 1 5 17
Computational tools in econometric modeling for macroeconomics and finance 0 0 0 0 0 1 3 3
Computational tools in econometric modeling for macroeconomics and finance 0 0 0 0 0 0 4 15
Consumption and Wealth in the US, the UK and the Euro Area:A Nonlinear Investigation 0 0 0 69 0 0 2 154
Coûts de transaction et dynamique non-linéaire des prix des actifs financiers: une note théorique 0 0 0 0 0 0 20 298
Do the US trends drive the UK-French market linkages?: empirical evidence from a threshold intraday analysis 0 0 0 0 0 1 2 21
Do the US trends drive the UK-French market linkages?: empirical evidence from a threshold intraday analysis 0 0 0 0 0 1 4 4
Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries? 0 0 0 38 1 1 16 148
Does Islamic Finance Outperform Conventional Finance ? Further Evidence from the recent financial crisis 0 0 12 96 0 0 21 178
Equity Prices and Fundamentals: a DDM-APT Mixed Approach 1 1 2 52 2 2 6 147
Equity Prices and Fundamentals: a DDM-APT Mixed Approach 0 0 0 16 1 1 2 63
Equity prices and fundamentals: a DDM–APT mixed approach 0 0 0 0 3 3 5 35
Evolution of the US Stock Market Risk Premium in Periods of Crisis 0 0 0 0 0 0 1 17
Fiscal Policy in the BRICs 0 0 1 164 2 2 9 423
Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions 0 0 0 76 0 1 12 239
Intraday jumps and trading volume: a nonlinear Tobit specification 0 0 0 0 1 1 3 13
Introduction to Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications 0 0 2 43 0 0 3 148
Introduction to Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications 0 0 0 76 0 2 8 259
Introduction: recent developments of switching models for financial data 0 0 0 0 0 0 1 20
Market microstructure and nonlinear dynamics: keeping financial crisis in context 0 0 0 0 0 1 1 1
Market microstructure and nonlinear dynamics: keeping financial crisis in context 0 0 0 0 0 0 6 40
Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets 0 0 0 68 0 0 2 185
Modelling Hedge Fund Exposure to Risk Factors 0 0 0 0 1 2 5 27
Modelling Money Demand: Further Evidence from an International Comparison 0 0 1 67 0 0 5 117
Monetary Policy Rules in the BRICS: How Important is Nonlinearity? 0 4 6 172 3 12 31 353
Money Demand in the euro area, the US and the UK:Assessing the Role of Nonlinearity 0 0 0 66 1 2 4 107
Nonlinear Stock Price Adjustment in the G7 Countries 0 0 1 129 0 0 4 311
Nonlinear stock prices adjustment in the G7 countries 0 0 0 41 0 1 4 105
Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS 0 0 0 0 1 8 19 44
On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis 0 0 1 47 2 2 19 109
On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM 0 1 2 57 0 2 5 166
Recent developments in macro-econometric modeling: theory and applications 0 0 0 0 0 0 2 18
Sources d'inefficience et ajustement asymétrique des cours boursiers 0 0 0 0 0 0 1 20
Stock market integration in the Latin American markets: further evidence from nonlinear modeling 0 0 0 60 5 9 22 182
Structural Breaks and Nonlinearity in US and UK Public Debt 0 1 2 40 0 1 6 120
Synchronization and nonlinear interdependence of short-term interest rates 0 0 0 21 0 1 4 79
The Causal Relationships between Inflation and Inflation Uncertainty 0 0 2 78 0 1 19 118
The Causal Relationships between Inflation and Inflation Uncertainty 0 0 2 35 0 0 3 50
The Nonlinear Relationship between Economic growth and Financial Development 2 4 27 182 6 15 87 441
The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies 0 0 0 0 1 2 3 3
Threshold Cointegration between Stock Returns: An application of STECM Models 0 1 1 695 0 1 6 1,543
Threshold cointegration relationships between oil and stock markets 0 0 1 41 0 0 7 127
Unconventional monetary policy reaction functions: evidence from the US 0 1 18 18 1 5 27 27
Understanding Oil Price Dynamics and their Effects over Recent Decades: An Interview with James Hamilton 0 0 0 0 0 1 2 51
What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis? 0 0 0 29 1 3 8 140
What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis? 0 0 0 0 2 6 20 48
What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis? 0 0 0 0 1 6 13 14
Total Working Papers 3 14 92 2,552 44 123 562 7,106
7 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 model of fiscal dominance under the “Reinhart Conjecture” 0 0 3 23 0 3 18 98
A multifactor transformed diffusion model with applications to VIX and VIX futures 0 0 0 3 1 2 3 12
A statistical analysis of uncertainty for conventional and ethical stock indexes 0 0 1 3 0 1 6 15
ARE AMERICAN AND FRENCH STOCK MARKETS INTEGRATED? 0 0 1 7 0 1 4 33
Advances and challenges in decision-making, monetary policy and financial markets 0 0 1 16 0 0 2 51
An Interview with Timo Teräsvirta 0 0 3 10 0 0 4 26
An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets 1 2 2 10 1 3 17 88
An empirical comparison of transformed diffusion models for VIX and VIX futures 0 0 0 8 0 0 2 45
An interview with Howell Tong 0 1 3 3 0 1 13 13
Analyzing Heterogeneous Stock Price Comovements Through Hybrid Approaches 0 0 0 13 0 0 5 87
Analyzing the governance structure of French banking groups 0 0 1 13 0 3 13 61
Arbitrage costs and nonlinear adjustment in the G7 stock markets 0 0 0 20 0 1 6 99
Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations 0 0 1 69 2 3 7 236
Are Islamic stock markets efficient? A time-series analysis 0 0 0 9 1 1 4 58
Are hedge fund clones attractive financial products for investors? 0 0 0 8 1 7 14 71
Are oil and gas futures markets efficient? A multifractal analysis 1 2 6 6 1 7 14 14
Assessing downside and upside risk spillovers across conventional and socially responsible stock markets 0 0 2 4 0 1 11 20
Assessing efficiency and investment opportunities in commodities: A time series and portfolio simulations approach 0 0 0 10 0 5 7 53
Assessing financial and housing wealth effects through the lens of a nonlinear framework 0 0 1 10 1 3 6 40
Assessing the Effect of Trade Openness on Health in the MENA Region: a Panel Data Analysis 0 1 4 23 1 4 13 81
Boundedness and nonlinearities in public debt dynamics: A TAR assessment 0 0 2 29 2 2 12 117
Can a Taylor rule better explain the Fed’s monetary policy through the 1920s and 1930s? A nonlinear cliometric analysis 0 0 0 4 0 0 7 29
Can the Islamic bank be an emerging leader? A panel data causality analysis 0 0 0 18 0 0 2 51
Causal relationships between inflation and inflation uncertainty 0 0 6 6 0 2 21 21
Co-Mouvements des marchés boursiers émergents:Intégration ou contagion ? 0 0 0 51 0 0 3 217
Computational tools in econometric modeling for macroeconomics and finance 0 0 0 28 0 2 4 100
Computing stock price comovements with a three-regime panel smooth transition error correction model 0 1 1 3 0 2 5 24
Computing the Time-Varying Effects of Investor Attention in Islamic Stock Returns 0 0 1 1 0 0 3 5
Conventional and Islamic stock price performance: An empirical investigation 0 1 2 16 1 3 18 89
Correction to: Introduction to Advanced Statistical Analyses for Computational Economics and Finance 0 0 0 0 0 0 1 6
Do Islamic and Conventional Banks Really Differ? A Panel Data Statistical Analysis 1 2 4 23 2 5 13 101
Do Jumps and Co-jumps Improve Volatility Forecasting of Oil and Currency Markets? 1 2 5 9 5 8 22 54
Do Regulatory and Supervisory Reforms Affect European Bank Stability: Further Evidence from Panel Data 0 0 4 46 2 3 15 143
Do on/off time series models reproduce emerging stock market comovements? 0 0 0 28 1 3 10 181
Do the US trends drive the UK--French market linkages?: empirical evidence from a threshold intraday analysis 0 0 0 15 0 1 1 53
Does Islamic banking performance vary across regions? A new puzzle 0 0 1 3 0 2 6 14
Does higher unemployment lead to greater criminality? Revisiting the debate over the business cycle 3 7 15 15 6 19 47 47
Does inequality help in forecasting equity premium in a panel of G7 countries? 0 0 0 0 0 3 5 5
Does investor attention to Islamic finance create spillover? 0 0 1 1 0 0 1 1
Does nonlinear econometrics confirm the macroeconomic models of consumption? 0 0 0 19 0 0 2 63
Does the volatility of volatility risk forecast future stock returns? 0 0 1 18 2 9 25 89
Dynamique non-linéaire des marchés boursiers du G7: une application des modèles STAR 0 0 0 0 0 0 3 13
ESTIMATING THE S&P FUNDAMENTAL VALUE USING STAR MODELS 0 0 0 0 0 0 5 16
Equity prices and fundamentals: a DDM–APT mixed approach 0 0 0 9 2 2 6 63
Essay in dividend modelling and forecasting: does nonlinearity help? 0 0 0 36 0 2 7 126
European Microfinance Institutions and Information and Communication Technologies: An Empirical Qualitative Investigation in the French Context 0 0 1 19 0 0 5 60
Financial crises, bank losses, risk management and audit: what happened? 0 0 1 33 0 0 1 98
Financial linkages between US sector credit default swaps markets 0 0 1 13 4 5 21 96
Fiscal and monetary policies in the BRICS: A panel VAR approach 2 7 21 124 4 11 41 302
Fiscal policy in the BRICs 0 0 4 120 0 0 14 401
Forecasting Inflation Uncertainty in the United States and Euro Area 1 2 2 6 3 5 8 32
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models 0 1 2 2 1 2 4 9
Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions 0 0 1 44 3 18 34 255
How does monetary policy respond to the dynamics of the shadow banking sector? 0 0 4 9 0 0 5 15
INTRODUCTION TO RECENT INSIGHTS INTO FINANCIAL, HOUSING, AND MONETARY MARKETS 0 0 0 1 0 0 0 23
INTRODUCTION TO THE SYMPOSIUM ON INEQUALITY, UNCERTAINTY, AND MACRO‐FINANCIAL DYNAMICS 0 0 0 1 0 0 1 19
INTRODUCTION TO TIME-VARYING MODELING WITH MACROECONOMIC AND FINANCIAL DATA 0 0 0 18 0 0 0 40
Information technology sector and equity markets: an empirical investigation 0 0 0 4 0 0 3 51
Intraday bidirectional volatility spillover across international stock markets: does the global financial crisis matter? 0 0 0 1 1 2 7 17
Intraday jumps and trading volume: a nonlinear Tobit specification 0 0 1 14 0 0 3 50
Introduction to Advanced Statistical Analyses for Computational Economics and Finance 0 0 1 12 0 2 7 57
Introduction to Topics in Modelling Financial and Macroeconomic Time Series 0 0 1 2 0 0 3 6
Introduction: recent developments of switching models for financial data 0 0 0 10 0 0 3 35
MODELING INTERNATIONAL STOCK PRICE COMOVEMENTS WITH HIGH-FREQUENCY DATA 1 1 3 9 1 1 3 24
MODELING NONLINEAR AND HETEROGENEOUS DYNAMIC LINKS IN INTERNATIONAL MONETARY MARKETS 0 0 0 13 0 0 1 65
Measurement errors in stock markets 0 1 2 7 2 6 11 44
Measuring time-varying equity risk premium in the context of financial crisis: do developed and emerging markets differ? 0 0 0 8 0 0 4 45
Measuring volatility persistence for conventional and Islamic banks: An FI-EGARCH approach 0 1 3 17 1 4 14 112
Modeling hedge fund exposure to risk factors 0 0 3 78 1 5 18 278
Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach 0 0 0 31 1 1 4 91
Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model 0 1 2 4 0 2 11 28
Modelling money demand: further evidence from an international comparison 0 0 0 8 0 1 2 52
Modelling the effect of the geographical environment on Islamic banking performance: A panel quantile regression analysis 0 2 5 20 1 7 18 68
Modelling the relationship between future energy intraday volatility and trading volume with wavelet 0 0 1 3 0 0 2 21
Money demand in the euro area, the US and the UK: Assessing the role of nonlinearity 0 0 1 30 0 0 4 112
NONLINEARITY, CYCLICITY, AND PERSISTENCE IN CONSUMPTION AND INCOME RELATIONSHIPS: RESEARCH IN HONOR OF MELVIN J. HINICH 0 0 0 20 0 0 1 52
Nonlinear Cointegration Relationships Between Non‐Life Insurance Premiums and Financial Markets 0 0 0 56 1 6 15 211
Nonlinear mean reversion in oil and stock markets 0 0 0 31 0 0 4 124
Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration? 0 0 1 32 0 0 14 130
Nonlinear monetary policy reaction functions in large emerging economies: the case of Brazil and China 0 0 1 52 0 0 7 141
Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS 0 1 5 20 2 3 18 124
ON THE MACROECONOMIC AND WEALTH EFFECTS OF UNCONVENTIONAL MONETARY POLICY 0 1 3 23 1 2 7 63
Oil price collapse and challenges to economic transformation of Saudi Arabia: A time-series analysis 2 4 13 52 3 13 61 249
Oil price volatility in the context of Covid-19 3 3 3 3 8 10 10 10
On oil-US exchange rate volatility relationships: An intraday analysis 1 1 4 22 1 2 18 94
On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM 0 1 2 195 0 5 19 750
On the Oil Price Uncertainty 0 0 2 11 1 2 12 45
On the Reputation of Islamic Banks: a Panel Data Qualitative Econometrics Analysis 1 1 1 7 2 3 5 46
On the relationship between energy returns and trading volume: a multifractal analysis 0 0 2 10 0 2 8 34
On the study of contagion in the context of the subprime crisis: A dynamic conditional correlation–multivariate GARCH approach 0 0 1 42 5 9 27 158
Recent Developments in Macro-Econometric Modeling: Theory and Applications 0 0 2 9 0 0 4 30
Recent topics in Applied Financial Economics 0 0 4 12 0 1 18 54
Second International Symposium in Computational Economics and Finance 0 0 0 7 0 0 3 30
Short and long-term links between oil prices and stock markets in Europe 0 0 0 221 0 0 2 912
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 6 23
Stock market integration in Mexico and Argentina: are short- and long-term considerations different? 0 0 0 21 0 0 4 102
Stock market integration in the Latin American markets: further evidence from nonlinear modeling 0 0 0 80 3 8 16 224
Structural breaks and nonlinearity in US and UK public debts 0 0 0 17 1 1 2 98
Testing and modeling jump contagion across international stock markets: A nonparametric intraday approach 0 0 1 17 0 1 6 78
Testing the efficiency of the aluminium market: evidence from London metal exchange 0 0 0 71 0 0 5 422
The Relationship between Consumption and Wealth: A Quantile Regression Approach 0 1 2 46 0 1 10 218
The convergence of ethical investment business models and their reliance on the conventional US investment market 0 0 0 0 1 1 1 1
The current international financial crisis in 10 questions: some lessons 0 0 0 17 0 0 1 72
The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies 2 2 10 18 3 3 25 49
The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies 3 4 26 40 8 17 81 113
The speculative efficiency of the aluminum market: A nonlinear Investigation 0 1 2 5 0 1 5 34
Threshold effect in the relationship between investor sentiment and stock market returns: a PSTR specification 0 0 0 18 1 4 11 118
Threshold linkages between volatility and trading volume: evidence from developed and emerging markets 0 0 1 46 0 1 6 140
Toward a new deal for Saudi Arabia: oil or Islamic stock market investment? 0 0 0 1 0 0 2 15
Uncertainty and the United States’ election effect on the economy: some thoughts and empirical illustrations 0 0 1 4 0 0 3 21
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 14
Unconventional monetary policy reaction functions: evidence from the US 0 2 9 15 1 5 37 53
Wavelet analysis of the conventional and Islamic stock market relationship ten years after the global financial crisis 0 0 0 0 0 0 1 9
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 50
What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis? 1 1 1 42 5 6 20 247
Total Journal Articles 24 58 229 2,598 102 293 1,162 10,693


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Essays in Nonlinear Financial Integration Modeling: The Philippine Stock Market Case 0 0 0 0 0 1 1 1
Nonlinear Cointegration and Nonlinear Error-Correction Models: Theory and Empirical Applications for Oil and Stock Markets 0 0 0 0 0 0 0 0
Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data 0 0 0 0 2 2 3 3
Revisiting Wealth Effects in France: A Double-Nonlinearity Approach 0 0 0 0 0 1 4 4
THRESHOLD MEAN REVERSION IN STOCK PRICES 0 0 1 1 0 0 2 17
Total Chapters 0 0 1 1 2 4 10 25


Statistics updated 2021-12-05