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 7 71
Cyclical components and dual long memory in the foreign exchange rate dynamics: the Tunisian case 0 0 0 51 1 2 13 103
Oil Shock Transmission to Stock Market Returns: Wavelet Multivariate Markov Switching GARCH Approach 0 0 0 113 0 3 7 163
Responses of international stock markets to oil price surges: a regimeswitching perspective 0 0 0 11 1 3 11 58
Sovereign Bond Market Dependencies and Crisis Transmission around the Eurozone Debt Crisis: A Dynamic Copula Approach 0 0 0 2 0 0 10 25
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 4 21
Total Working Papers 0 0 0 177 3 10 52 441


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 2 6 188 4 10 42 475
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 0 4 18 58
Cross dynamics of oil-stock interactions: A redundant wavelet analysis 0 0 0 19 0 2 14 93
Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling 1 1 4 106 3 5 24 404
Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach 0 0 0 15 0 3 13 82
Environment degradation, economic growth and energy consumption nexus: A wavelet-windowed cross correlation approach 0 0 0 19 0 2 10 125
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 0 14 0 3 19 76
Industry-level determinants of the linkage between credit and stock markets 0 0 0 9 0 3 9 32
Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View 0 0 0 14 0 4 21 83
Oil shock transmission to stock market returns: Wavelet-multivariate Markov switching GARCH approach 0 0 0 23 0 5 13 122
Responses of international stock markets to oil price surges: a regime-switching perspective 0 0 0 7 1 3 9 53
Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach 0 0 0 3 0 1 10 33
Spillovers across European sovereign credit markets and role of surprise and uncertainty 0 0 0 3 0 1 10 25
The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach 0 0 3 343 1 3 28 1,054
Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns 1 2 4 156 2 7 25 528
Total Journal Articles 4 5 17 929 11 56 265 3,243


Statistics updated 2026-07-10