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 5 5 5 69
Cyclical components and dual long memory in the foreign exchange rate dynamics: the Tunisian case 0 0 0 51 4 10 12 101
Oil Shock Transmission to Stock Market Returns: Wavelet Multivariate Markov Switching GARCH Approach 0 0 0 113 2 2 3 158
Responses of international stock markets to oil price surges: a regimeswitching perspective 0 0 0 11 3 5 9 54
Sovereign Bond Market Dependencies and Crisis Transmission around the Eurozone Debt Crisis: A Dynamic Copula Approach 0 0 1 2 4 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 1 2 3 19
Total Working Papers 0 0 1 177 19 30 43 425

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 2 3 9 186 12 17 31 456
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 4 8 16 53
Cross dynamics of oil-stock interactions: A redundant wavelet analysis 0 0 1 19 8 9 11 89
Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling 0 2 3 105 4 10 16 396
Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach 0 0 0 15 3 4 8 77
Environment degradation, economic growth and energy consumption nexus: A wavelet-windowed cross correlation approach 0 0 0 19 2 4 7 121
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 13 19 73
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 6 14 75
Oil shock transmission to stock market returns: Wavelet-multivariate Markov switching GARCH approach 0 0 0 23 2 5 7 116
Responses of international stock markets to oil price surges: a regime-switching perspective 0 0 0 7 2 4 5 49
Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach 0 0 0 3 4 6 9 32
Spillovers across European sovereign credit markets and role of surprise and uncertainty 0 0 0 3 2 6 9 23
The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach 0 0 5 343 3 8 24 1,044
Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns 0 1 2 154 5 14 21 521
Total Journal Articles 2 6 23 924 58 117 203 3,153

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Statistics updated 2026-02-12