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 0 0 0 64
Cyclical components and dual long memory in the foreign exchange rate dynamics: the Tunisian case 0 0 0 51 2 6 8 97
Oil Shock Transmission to Stock Market Returns: Wavelet Multivariate Markov Switching GARCH Approach 0 0 0 113 0 0 1 156
Responses of international stock markets to oil price surges: a regimeswitching perspective 0 0 0 11 0 2 6 51
Sovereign Bond Market Dependencies and Crisis Transmission around the Eurozone Debt Crisis: A Dynamic Copula Approach 0 0 1 2 2 4 7 20
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 2 18
Total Working Papers 0 0 1 177 4 13 24 406


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 9 184 2 10 22 444
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 2 4 12 49
Cross dynamics of oil-stock interactions: A redundant wavelet analysis 0 0 1 19 0 1 3 81
Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling 1 2 3 105 3 6 13 392
Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach 0 0 0 15 1 3 5 74
Environment degradation, economic growth and energy consumption nexus: A wavelet-windowed cross correlation approach 0 0 0 19 1 3 5 119
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 4 10 15 69
Industry-level determinants of the linkage between credit and stock markets 0 0 0 9 0 3 6 28
Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View 0 0 1 14 3 4 11 72
Oil shock transmission to stock market returns: Wavelet-multivariate Markov switching GARCH approach 0 0 0 23 3 5 5 114
Responses of international stock markets to oil price surges: a regime-switching perspective 0 0 0 7 0 2 3 47
Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach 0 0 0 3 1 3 5 28
Spillovers across European sovereign credit markets and role of surprise and uncertainty 0 0 0 3 4 4 7 21
The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach 0 1 5 343 3 9 21 1,041
Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns 0 1 2 154 6 9 17 516
Total Journal Articles 1 6 23 922 33 76 150 3,095


Statistics updated 2026-01-09