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 0 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 2 3 6 18
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 1 17
Total Working Papers 0 0 1 177 2 6 15 395


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 1 8 183 5 6 17 439
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 5 8 45
Cross dynamics of oil-stock interactions: A redundant wavelet analysis 0 0 1 19 0 1 2 80
Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling 0 0 1 103 0 2 7 386
Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach 0 0 0 15 2 4 4 73
Environment degradation, economic growth and energy consumption nexus: A wavelet-windowed cross correlation approach 0 0 0 19 1 2 3 117
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 1 3 6 60
Industry-level determinants of the linkage between credit and stock markets 0 0 0 9 0 1 3 25
Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View 0 0 1 14 1 7 8 69
Oil shock transmission to stock market returns: Wavelet-multivariate Markov switching GARCH approach 0 0 0 23 2 2 3 111
Responses of international stock markets to oil price surges: a regime-switching perspective 0 0 0 7 0 1 1 45
Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach 0 0 0 3 1 1 3 26
Spillovers across European sovereign credit markets and role of surprise and uncertainty 0 0 0 3 0 1 3 17
The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach 1 2 6 343 4 8 20 1,036
Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns 0 1 3 153 0 3 10 507
Total Journal Articles 2 4 22 918 17 47 98 3,036


Statistics updated 2025-11-08