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 1 64
Cyclical components and dual long memory in the foreign exchange rate dynamics: the Tunisian case 0 0 0 51 1 1 2 91
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 4 49
Sovereign Bond Market Dependencies and Crisis Transmission around the Eurozone Debt Crisis: A Dynamic Copula Approach 0 0 1 2 1 1 4 16
Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices 0 0 0 0 0 0 2 17
Total Working Papers 0 0 1 177 2 4 14 393


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 0 7 182 1 1 12 434
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 5 8 45
Cross dynamics of oil-stock interactions: A redundant wavelet analysis 0 0 1 19 1 1 3 80
Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling 0 1 1 103 1 6 8 386
Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach 0 0 0 15 1 2 3 71
Environment degradation, economic growth and energy consumption nexus: A wavelet-windowed cross correlation approach 0 0 0 19 1 1 3 116
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 2 6 59
Industry-level determinants of the linkage between credit and stock markets 0 0 0 9 0 2 3 25
Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View 0 0 1 14 4 6 7 68
Oil shock transmission to stock market returns: Wavelet-multivariate Markov switching GARCH approach 0 0 0 23 0 0 1 109
Responses of international stock markets to oil price surges: a regime-switching perspective 0 0 0 7 0 1 2 45
Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach 0 0 0 3 0 2 2 25
Spillovers across European sovereign credit markets and role of surprise and uncertainty 0 0 0 3 1 2 3 17
The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach 0 2 6 342 1 6 19 1,032
Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns 1 1 3 153 3 4 11 507
Total Journal Articles 1 4 21 916 16 41 91 3,019


Statistics updated 2025-10-06