Access Statistics for Rania Jammazi

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
Asymmetric risk spillovers between oil and agricultural commodities 0 0 0 0 2 7 7 71
Cyclical components and dual long memory in the foreign exchange rate dynamics: the Tunisian case 0 0 0 51 0 6 12 101
Oil Shock Transmission to Stock Market Returns: Wavelet Multivariate Markov Switching GARCH Approach 0 0 0 113 1 3 3 159
Responses of international stock markets to oil price surges: a regimeswitching perspective 0 0 0 11 0 3 9 54
Sovereign Bond Market Dependencies and Crisis Transmission around the Eurozone Debt Crisis: A Dynamic Copula Approach 0 0 1 2 0 6 11 24
Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices 0 0 0 0 0 1 3 19
Total Working Papers 0 0 1 177 3 26 45 428


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices 0 2 8 186 6 20 36 462
Are Islamic bonds a good safe haven for stocks? Implications for portfolio management in a time-varying regime-switching copula framework 0 0 0 10 1 7 16 54
Cross dynamics of oil-stock interactions: A redundant wavelet analysis 0 0 1 19 2 10 13 91
Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling 0 1 3 105 2 9 18 398
Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach 0 0 0 15 1 5 9 78
Environment degradation, economic growth and energy consumption nexus: A wavelet-windowed cross correlation approach 0 0 0 19 2 5 9 123
Estimating and forecasting portfolio’s Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates 0 0 2 14 0 8 19 73
Industry-level determinants of the linkage between credit and stock markets 0 0 0 9 1 1 7 29
Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View 0 0 0 14 2 8 15 77
Oil shock transmission to stock market returns: Wavelet-multivariate Markov switching GARCH approach 0 0 0 23 1 6 8 117
Responses of international stock markets to oil price surges: a regime-switching perspective 0 0 0 7 0 2 5 49
Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach 0 0 0 3 0 5 9 32
Spillovers across European sovereign credit markets and role of surprise and uncertainty 0 0 0 3 0 6 9 23
The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach 0 0 5 343 5 11 29 1,049
Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns 0 0 2 154 0 11 19 521
Total Journal Articles 0 3 21 924 23 114 221 3,176


Statistics updated 2026-03-04