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 3 4 11 75
Cyclical components and dual long memory in the foreign exchange rate dynamics: the Tunisian case 0 0 0 51 2 4 16 107
Oil Shock Transmission to Stock Market Returns: Wavelet Multivariate Markov Switching GARCH Approach 0 0 0 113 0 0 7 163
Responses of international stock markets to oil price surges: a regimeswitching perspective 0 0 0 11 2 3 12 61
Sovereign Bond Market Dependencies and Crisis Transmission around the Eurozone Debt Crisis: A Dynamic Copula Approach 0 0 0 2 2 4 11 29
Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices 0 0 0 0 0 3 7 24
Total Working Papers 0 0 0 177 9 18 64 459


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 1 3 12 195 6 9 51 490
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 6 19 64
Cross dynamics of oil-stock interactions: A redundant wavelet analysis 0 0 0 19 2 2 15 95
Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling 0 0 3 106 2 2 21 407
Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach 0 0 0 15 2 2 11 84
Environment degradation, economic growth and energy consumption nexus: A wavelet-windowed cross correlation approach 0 0 0 19 1 1 9 126
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 2 18 78
Industry-level determinants of the linkage between credit and stock markets 0 0 0 9 0 1 9 34
Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View 0 0 0 14 2 2 16 85
Oil shock transmission to stock market returns: Wavelet-multivariate Markov switching GARCH approach 0 0 0 23 0 2 13 124
Responses of international stock markets to oil price surges: a regime-switching perspective 0 0 0 7 2 3 12 57
Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach 0 0 0 3 2 4 13 39
Spillovers across European sovereign credit markets and role of surprise and uncertainty 0 1 1 4 2 3 11 28
The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach 0 0 1 344 1 2 22 1,058
Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns 0 1 4 157 3 4 25 532
Total Journal Articles 1 5 21 939 27 45 265 3,301


Statistics updated 2026-11-12