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Fredj JAWADI

Personal Details

First Name:Fredj
Middle Name:
Last Name:Jawadi
Suffix:
RePEc Short-ID:pfr45
[This author has chosen not to make the email address public]
https://sites.google.com/site/wwwfredjjawadicom/
University of Evry Val d'Essonne 2, rue Facteur Cheval, Baîtment La Poste, Bureau 226 Evry 91025, France
Terminal Degree: (from RePEc Genealogy)

Affiliation

EconomiX
Université Paris-Nanterre (Paris X)

Nanterre, France
http://economix.fr/
RePEc:edi:modemfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Cécile Bastidon & Fredj Jawadi, 2024. "Trade fragmentation and volatility-of-volatility networks," Post-Print hal-04478721, HAL.
  2. Boulier, Jean-François & D’Hondt, Catherine & Jawadi, Fredj & Prat, Georges & Rozin, Philippe & Taffler, Richard, 2024. "How Do Investor’s Expectations and Emotions Drive Financial Asset Prices in Times of Crises and Uncertainty: The Analysis of Experts’ Opinions," LIDAM Reprints LFIN 2024001, Université catholique de Louvain, Louvain Finance (LFIN).
  3. Xiaohang Ren & Yiying Li & Xianming Sun & Ruijun Bu & Fredj Jawadi, 2023. "Modeling extreme risk spillovers between crude oil and Chinese energy futures markets," Post-Print hal-04478730, HAL.
  4. David Bourghelle & Pascal Grandin & Fredj Jawadi & Philippe Rozin, 2023. "Behavioral Finance and Asset Prices: The Influence of Investor's Emotion," Post-Print hal-04478776, HAL.
  5. Fredj Jawadi & Pascal Grandin & David Bourghelle & Philippe Rozin, 2023. "What drives the US stock market in the context of COVID-19: fundamentals or investors’ emotions," Post-Print hal-04478782, HAL.
  6. Fredj Jawadi & Pascal Grandin & David Bourghelle & Philippe Rozin, 2023. "Introduction," Post-Print hal-04478784, HAL.
  7. Hai-Chuan Xu & Zhi-Yuan Wang & Fredj Jawadi & Wei-Xing Zhou, 2023. "Reconstruction of international energy trade networks with given marginal data: A comparative analysis," Post-Print hal-04454597, HAL.
  8. Fredj Jawadi & Abdoul Karim Idi Cheffou & Nabila Jawadi, 2023. "Reexamining the oil price & islamic finance relationship: a multicriteria time series analysis," Post-Print hal-04478732, HAL.
  9. Xiong Wang & Jingyao Li & Xiaohang Ren & Ruijun Bu & Fredj Jawadi, 2023. "Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions," Post-Print hal-04478736, HAL.
  10. Fredj Jawadi & Philippe Rozin & David Bourghelle, 2023. "Insights into CO2 emissions in Europe in the context of COVID-19: A panel data analysis [Étude sur les émissions de Co2 en Europe dans le contexte du COVID 19]," Post-Print hal-04412667, HAL.
  11. Fredj Jawadi, 2023. "Analyzing Commodity Prices in the Context of COVID-19, High Inflation, and the Ukrainian War: An Interview with James Hamilton," Post-Print hal-04478733, HAL.
  12. Georges Prat & Jean-François Boulier & Catherine d'Hont & Fredj Jawadi & Philippe Rozin & Richard Taffler, 2023. "How Do Investor’s Expectations and Emotions Drive Financial Asset Prices in Times Crises and Uncertainty: The Analysis of Experts' Opinion," Post-Print hal-04351228, HAL.
  13. Fredj Jawadi & Abdoulkarim Idi Cheffou & Ruijun Bu, 2023. "Revisiting the linkages between oil prices and macroeconomy for the euro area: Does energy inflation still matter?," Post-Print hal-04478724, HAL.
  14. Amira Berriche & Fredj Jawadi & Dominique Crié & Pascal Grandin & Annabel Salerno, 2023. "A Sentiment Analysis using Tweet Information: An Artificial Intelligence Approach," Post-Print hal-04396670, HAL.
  15. Najid Ahmad & Fredj Jawadi & Muhammad Azam, 2022. "Do Multi-Market Institutions and Renewable Energy Matter for Sustainable Development: A Panel Data Investigation," Post-Print hal-04478742, HAL.
  16. Fredj Jawadi & Nabila Jawadi & Abdoulkarim Idi Cheffou, 2022. "The COVID-19 pandemic and ethical stock markets: further evidence of moral shock," Post-Print hal-04478750, HAL.
  17. Hai-Chuan Xu & Fredj Jawadi & Jie Zhou & Wei-Xing Zhou, 2022. "Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework," Post-Print hal-04478741, HAL.
  18. Fredj Jawadi, 2022. "Essays in modelling financial market dynamics: An overview," Post-Print hal-04478740, HAL.
  19. Gilles Dufrénot & Fredj Jawadi & Zied Ftiti, 2022. "Sovereign bond market integration in the euro area: a new empirical conceptualization," Post-Print hal-03740521, HAL.
  20. David Bourghelle & Fredj Jawadi & Philippe Rozin, 2022. "Do collective emotions drive bitcoin volatility? A triple regime-switching vector approach [Est-ce que les émotions collectives ont une influence directrice sur la volatilité?]," Post-Print hal-04412029, HAL.
  21. Fredj Jawadi & Nabila Jawadi & Abdoulkarim Idi Cheffou, 2022. "Testing the animal spirits theory for ethical investments: further evidence from aggregated and disaggregated data," Post-Print hal-04478744, HAL.
  22. Fredj Jawadi & David Bourghelle & Philippe Rozin, 2022. "Can Collective Emotions Improve Bitcoin Volatility Forecasts?”," Post-Print hal-04478739, HAL.
  23. Christina Christou & Rangan Gupta & Fredj Jawadi, 2021. "Does inequality help in forecasting equity premium in a panel of G7 countries?," Post-Print hal-04478772, HAL.
  24. David Bourghelle & Fredj Jawadi & Philippe Rozin, 2021. "Oil price volatility in the context of Covid-19 [Le prix du pétrole dans le contexte du Covid 19]," Post-Print hal-04412020, HAL.
  25. Pascal Alphonse & David Bourghelle & Fredj Jawadi & Philippe Rozin, 2021. "Time-Varying Financial Performance of Green and Traditional Energy Indices with Special Reference to the Covid-19 Context," Post-Print hal-04138260, HAL.
  26. Fredj Jawadi & Abdoulkarim Idi Cheffou & Nabila Jawadi & Hachmi Ben Ameur, 2021. "Conventional and Islamic stock market liquidity and volatility during COVID 19," Post-Print hal-04478768, HAL.
  27. Fredj Jawadi & Hachmi Ben Ameur & Stephanie Bigou & Alexis Flageollet, 2021. "Does the Real Business Cycle Help Forecast the Financial Cycle?," Post-Print hal-04478764, HAL.
  28. Luca Agnello & Vitor Castro & Gilles Dufrénot & Fredj Jawadi & Ricardo Sousa, 2020. "Unconventional monetary policy reaction functions: evidence from the US," Post-Print hal-03101417, HAL.
  29. Fredj Jawadi, 2019. "Understanding Oil Price Dynamics and their Effects over Recent Decades: An Interview with James Hamilton," Post-Print hal-01826058, HAL.
  30. Balázs Egert & Jarmila Botev & Fredj Jawadi, 2019. "The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies," Post-Print hal-03252917, HAL.
  31. William A. Barnett & Zied Ftiti & Fredj Jawadi, 2018. "The Causal Relationships between Inflation and Inflation Uncertainty," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201803, University of Kansas, Department of Economics, revised Mar 2018.
  32. Olivier Damette & Fredj Jawadi & Antoine Parent, 2018. "Can a Taylor rule better explain the Fed’s monetary policy through the 1920s and 1930s ? A nonlinear cliometric analysis," Post-Print halshs-02122974, HAL.
  33. Balázs Egert & Fredj Jawadi, 2018. "The Nonlinear Relationship between Economic growth and Financial Development," EconomiX Working Papers 2018-26, University of Paris Nanterre, EconomiX.
  34. Gilles Dufrénot & Fredj Jawadi & Alexander Mihailov, 2018. "Recent developments in macro-econometric modeling: theory and applications," Post-Print hal-01978664, HAL.
  35. Gilles Dufrénot & Fredj Jawadi & Guillaume Khayat, 2018. "A model of fiscal dominance under the “Reinhart Conjecture”," Post-Print hal-01890414, HAL.
  36. Faten Ben Bouheni & Abdoulkarim Idi Cheffou & Fredj Jawadi, 2018. "Analyzing the governance structure of French banking groups," Post-Print hal-03145169, HAL.
  37. Ruijun Bu & Fredj Jawadi & Yuyi Li, 2018. "A Multi-Factor Transformed Diffusion Model with Applications to VIX and VIX Futures," Working Papers 20183, University of Liverpool, Department of Economics.
  38. Fredj Jawadi, 2018. "An interview with Timo Teräsvirta," Post-Print hal-01734768, HAL.
  39. Fredj Jawadi & Waël Louhichi & Hachmi Ben Ameur & Abdoulkarim Idi Cheffou, 2017. "On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis," EconomiX Working Papers 2017-11, University of Paris Nanterre, EconomiX.
  40. Fredj Jawadi & Richard Soparnot & Ricardo M. Sousa, 2017. "Assessing financial and housing wealth effects through the lens of a nonlinear framework," Post-Print hal-01650524, HAL.
  41. Gilles Dufrénot & Fredj Jawadi, 2017. "Introduction: recent developments of switching models for financial data," Post-Print hal-01589999, HAL.
  42. Gilles Dufrénot & Fredj Jawadi, 2016. "Advances and challenges in decision-making, monetary policy and financial markets," Post-Print hal-01446195, HAL.
  43. Fredj Jawadi & Waël Louhichi & Abdoulkarim Idi Cheffou & Rivo Randrianarivony, 2016. "Intraday jumps and trading volume: a nonlinear Tobit specification," Post-Print hal-02358454, HAL.
  44. Fredj Jawadi & Georges Prat, 2015. "Equity Prices and Fundamentals: a DDM-APT Mixed Approach," EconomiX Working Papers 2015-16, University of Paris Nanterre, EconomiX.
  45. Fredj Jawadi & Nabila Jawadi & Waël Louhichi, 2014. "Does Islamic Finance Outperform Conventional Finance ? Further Evidence from the recent financial crisis," Working Papers 2014-279, Department of Research, Ipag Business School.
  46. Gilles Dufrénot & Fredj Jawadi & Waël Louhichi, 2014. "Market microstructure and nonlinear dynamics : keeping financial crisis in context," Grenoble Ecole de Management (Post-Print) hal-01474273, HAL.
  47. Faten Ben Bouheni & Hachmi Ben Ameur & Abdoulkarim Idi Cheffou & Fredj Jawadi, 2014. "The effects of regulation and supervision on european banking profitability and risk: a panel data investigation," Grenoble Ecole de Management (Post-Print) hal-04123845, HAL.
  48. Fredj Jawadi & Waël Louhichi & Hachmi Ben Ameur, 2013. "Do the US trends drive the UK-French market linkages?: empirical evidence from a threshold intraday analysis," Grenoble Ecole de Management (Post-Print) halshs-00875569, HAL.
  49. Mohamed El Hedi Arouri & Fredj Jawadi & Duc Khuong Nguyen, 2013. "What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?," Grenoble Ecole de Management (Post-Print) hal-01410577, HAL.
  50. Gilles Dufrénot & Fredj Jawadi, 2013. "Computational tools in econometric modeling for macroeconomics and finance," Grenoble Ecole de Management (Post-Print) hal-01499642, HAL.
  51. Mohamed El Hedi Arouri & Hachmi Ben Ameur & Nabila Jawadi & Fredj Jawadi & Waël Louhichi, 2013. "Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations," Grenoble Ecole de Management (Post-Print) halshs-00875595, HAL.
  52. Fredj Jawadi & Ricardo M. Sousa, 2012. "Modelling Money Demand: Further Evidence from an International Comparison," NIPE Working Papers 23/2012, NIPE - Universidade do Minho.
  53. Fredj Jawadi & Ricardo M. Sousa, 2012. "Money Demand in the euro area, the US and the UK:Assessing the Role of Nonlinearity," NIPE Working Papers 22/2012, NIPE - Universidade do Minho.
  54. Fredj Jawadi & Sabrina Khanniche, 2012. "Are hedge fund clones attractive financial products for investors," Post-Print hal-01410573, HAL.
  55. Mohamed El Hedi Arouri & Fredj Jawadi & Duc Khuong Nguyen, 2012. "Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS," Post-Print hal-01410551, HAL.
  56. Mohamed El Hedi Arouri & Fredj Jawadi, 2012. "Evolution of the US Stock Market Risk Premium in Periods of Crisis," Post-Print hal-01410572, HAL.
  57. Fredj Jawadi & Ricardo M. Sousa, 2012. "Consumption and Wealth in the US, the UK and the Euro Area:A Nonlinear Investigation," NIPE Working Papers 24/2012, NIPE - Universidade do Minho.
  58. Fredj Jawadi & Ricardo M. Sousa, 2012. "Structural Breaks and Nonlinearity in US and UK Public Debt," NIPE Working Papers 25/2012, NIPE - Universidade do Minho.
  59. Fredj Jawadi & Georges Prat, 2012. "Arbitrage Costs and Nonlinear Stock Price Adjustment in the G7 Countries," Post-Print hal-01385801, HAL.
  60. Fredj Jawadi & Sabrina Khanniche, 2012. "Modelling Hedge Fund Exposure to Risk Factors," Post-Print hal-01410552, HAL.
  61. Mohamed El Hedi Arouri & Fredj Jawadi, 2012. "Sources d'inefficience et ajustement asymétrique des cours boursiers," Post-Print hal-01410570, HAL.
  62. William Barnett & Fredj Jawadi, 2012. "Introduction to Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201237, University of Kansas, Department of Economics, revised Sep 2012.
  63. Fredj Jawadi & Nabila Jawadi & Waël Louhichi, 2011. "Does islamic finance outperform conventional finance? Further evidence from an international comparison," Post-Print halshs-00657351, HAL.
  64. Fredj Jawadi & Georges Prat, 2011. "Arbitrage Costs and Nonlinear Adjustment in the G7 Stock Markets," Post-Print hal-00677631, HAL.
  65. Fredj Jawadi & Sushanta K. Mallick & Ricardo M. Sousa, 2011. "Fiscal Policy in the BRICs," NIPE Working Papers 19/2011, NIPE - Universidade do Minho.
  66. Fredj Jawadi & Sushanta K. Mallick & Ricardo M. Sousa, 2011. "Monetary Policy Rules in the BRICS: How Important is Nonlinearity?," NIPE Working Papers 18/2011, NIPE - Universidade do Minho.
  67. M.H. Arouri & F. Jawadi & Waël Louhichi & D. K. Nguyen, 2011. "Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data," Post-Print halshs-00601428, HAL.
  68. Ydriss Ziane & Fredj Jawadi & Nabila Jawadi, 2011. "Can information and communication technologies improve the performance of microfinance programs? Further evidence from developing and emergent financial markets," Post-Print hal-02325927, HAL.
  69. Mohamed El Hedi Arouri & Fredj Jawadi, 2010. "On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM," Working Papers hal-00507824, HAL.
  70. Mohamed El Hedi Arouri & Fredj Jawadi & Duc Khuong Nguyen, 2010. "Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions," Working Papers hal-00507821, HAL.
  71. Mohamed El Hedi Arouri & Fredj Jawadi & Khuong Nguyen Duc, 2010. "Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets," Working Papers 14, Development and Policies Research Center (DEPOCEN), Vietnam.
  72. Mohamed El Hedi Arouri & F. Jawadi & Duc Khuong Nguyen, 2010. "Synchronization and nonlinear interdependence of short-term interest rates:," Working Papers hal-00507820, HAL.
  73. Fredj Jawadi & Nicolas Million & Mohamed El Hedi Arouri, 2009. "Stock market integration in the Latin American markets: further evidence from nonlinear modeling," Papers 0905.3874, arXiv.org.
  74. Jawadi, Fredj & Leoni, Patrick, 2009. "Threshold cointegration relationships between oil and stock markets," Discussion Papers on Economics 3/2009, University of Southern Denmark, Department of Economics.
  75. Fredj Jawadi & Georges Prat, 2009. "Nonlinear Stock Price Adjustment in the G7 Countries," EconomiX Working Papers 2009-21, University of Paris Nanterre, EconomiX.
  76. Mohamed El Hedi Arouri & F. Jawadi, 2008. "Are American and French Stok Markets Integrated?," Post-Print halshs-00324235, HAL.
  77. Mohamed El Hedi Arouri & F. Jawadi, 2008. "Coûts de transaction, contagion, mimétisme et dynamique asymétriques des cours boursiers," Post-Print halshs-00324246, HAL.
  78. Mohamed El Hedi Arouri & Fredj Jawadi, 2008. "Stock Market Integration in the Emerging Countries," Post-Print halshs-00324253, HAL.
  79. Slim Chaouachi & Fredj Jawadi, 2006. "Coûts de transaction et dynamique non-linéaire des prix des actifs financiers : une note théorique," EconomiX Working Papers 2006-20, University of Paris Nanterre, EconomiX.
  80. Jawadi Fredj & Koubaa Yousra, 2004. "Threshold Cointegration between Stock Returns : An application of STECM Models," Econometrics 0412001, University Library of Munich, Germany.
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Articles

  1. Bastidon, Cécile & Jawadi, Fredj, 2024. "Trade fragmentation and volatility-of-volatility networks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
  2. Fredj Jawadi & Nabila Jawadi & Abdoulkarim Idi Cheffou, 2024. "Testing the animal spirits theory for ethical investments: further evidence from aggregated and disaggregated data," Annals of Operations Research, Springer, vol. 333(1), pages 461-479, February.
  3. Wang, Xiong & Li, Jingyao & Ren, Xiaohang & Bu, Ruijun & Jawadi, Fredj, 2023. "Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions," Energy Economics, Elsevier, vol. 117(C).
  4. Ren, Xiaohang & Li, Yiying & Sun, Xianming & Bu, Ruijun & Jawadi, Fredj, 2023. "Modeling extreme risk spillovers between crude oil and Chinese energy futures markets," Energy Economics, Elsevier, vol. 126(C).
  5. Najid Ahmad & Fredj Jawadi & Muhammad Azam, 2023. "Do Multi-Market Institutions and Renewable Energy Matter for Sustainable Development: A Panel Data Investigation," Computational Economics, Springer;Society for Computational Economics, vol. 62(4), pages 1393-1411, December.
  6. Jawadi, Fredj & Rozin, Philippe & Bourghelle, David, 2023. "Insights into CO2 emissions in Europe in the context of COVID-19: A panel data analysis," International Economics, Elsevier, vol. 173(C), pages 164-174.
  7. Jawadi, Fredj & Cheffou, Abdoulkarim Idi & Bu, Ruijun, 2023. "Revisiting the linkages between oil prices and macroeconomy for the euro area: Does energy inflation still matter?," Energy Economics, Elsevier, vol. 127(PA).
  8. Xu, Hai-Chuan & Wang, Zhi-Yuan & Jawadi, Fredj & Zhou, Wei-Xing, 2023. "Reconstruction of international energy trade networks with given marginal data: A comparative analysis," Chaos, Solitons & Fractals, Elsevier, vol. 167(C).
  9. Hai-Chuan Xu & Fredj Jawadi & Jie Zhou & Wei-Xing Zhou, 2023. "Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework," Empirical Economics, Springer, vol. 65(1), pages 93-110, July.
  10. Fredj Jawadi, 2023. "Analyzing Commodity Prices in the Context of COVID-19, High Inflation, and the Ukrainian War: An Interview with James Hamilton," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1).
  11. Ruijun Bu & Jie Cheng & Fredj Jawadi, 2022. "A latent‐factor‐driven endogenous regime‐switching non‐Gaussian model: Evidence from simulation and application," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 3881-3896, October.
  12. Bourghelle, David & Jawadi, Fredj & Rozin, Philippe, 2022. "Do collective emotions drive bitcoin volatility? A triple regime-switching vector approach," Journal of Economic Behavior & Organization, Elsevier, vol. 196(C), pages 294-306.
  13. Fredj Jawadi & Nabila Jawadi & Abdoulkarim Idi Cheffou, 2022. "The COVID-19 pandemic and ethical stock markets: further evidence of moral shock," Applied Economics, Taylor & Francis Journals, vol. 54(42), pages 4874-4885, September.
  14. Gilles Dufrénot & Fredj Jawadi & Zied Ftiti, 2022. "Sovereign bond market integration in the euro area: a new empirical conceptualization," Annals of Operations Research, Springer, vol. 318(1), pages 147-161, November.
  15. Fredj Jawadi & Mohamed Sellami, 2022. "On the effect of oil price in the context of Covid‐19," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 3924-3933, October.
  16. Hachmi Ben Ameur & Zied Ftiti & Fredj Jawadi & Wael Louhichi, 2022. "Measuring extreme risk dependence between the oil and gas markets," Annals of Operations Research, Springer, vol. 313(2), pages 755-772, June.
  17. Fredj Jawadi & Hachmi Ben Ameur & Stephanie Bigou & Alexis Flageollet, 2022. "Does the Real Business Cycle Help Forecast the Financial Cycle?," Computational Economics, Springer;Society for Computational Economics, vol. 60(4), pages 1529-1546, December.
  18. Fredj Jawadi, 2022. "Essays in modelling financial market dynamics: An overview," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 3803-3804, October.
  19. Christou, Christina & Gupta, Rangan & Jawadi, Fredj, 2021. "Does inequality help in forecasting equity premium in a panel of G7 countries?," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
  20. David Bourghelle & Fredj Jawadi & Philippe Rozin, 2021. "Oil price volatility in the context of Covid-19," International Economics, CEPII research center, issue 167, pages 39-49.
  21. Zied Ftiti & Fredj Jawadi & Wael Louhichi & Mohamed El Arbi Madani, 2021. "Are oil and gas futures markets efficient? A multifractal analysis," Applied Economics, Taylor & Francis Journals, vol. 53(2), pages 164-184, January.
  22. Jawadi, Fredj & Mallick, Sushanta K. & Idi Cheffou, Abdoulkarim & Augustine, Anish, 2021. "Does higher unemployment lead to greater criminality? Revisiting the debate over the business cycle," Journal of Economic Behavior & Organization, Elsevier, vol. 182(C), pages 448-471.
  23. Fredj Jawadi & Abdoulkarim Idi Cheffou & Nabila Jawadi & Hachmi Ben Ameur, 2021. "Conventional and Islamic stock market liquidity and volatility during COVID 19," Applied Economics, Taylor & Francis Journals, vol. 53(60), pages 6944-6963, December.
  24. Agnello Luca & Castro Vitor & Dufrénot Gilles & Jawadi Fredj & Sousa Ricardo M., 2020. "Unconventional monetary policy reaction functions: evidence from the US," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(4), pages 1-18, September.
  25. Ben Ameur, Hachmi & Jawadi, Fredj & Jawadi, Nabila & Cheffou, Abdoulkarim Idi, 2020. "Assessing downside and upside risk spillovers across conventional and socially responsible stock markets," Economic Modelling, Elsevier, vol. 88(C), pages 200-210.
  26. Fredj Jawadi & Nabila Jawadi & Abdoulkarim Idi Cheffou, 2020. "Wavelet analysis of the conventional and Islamic stock market relationship ten years after the global financial crisis," Applied Economics Letters, Taylor & Francis Journals, vol. 27(6), pages 466-472, March.
  27. Fredj Jawadi, 2020. "Introduction to Topics in Modelling Financial and Macroeconomic Time Series," Computational Economics, Springer;Society for Computational Economics, vol. 56(1), pages 1-3, June.
  28. Nabila Jawadi & Fredj Jawadi & Abdoulkarim Idi Cheffou, 2020. "Computing the Time-Varying Effects of Investor Attention in Islamic Stock Returns," Computational Economics, Springer;Society for Computational Economics, vol. 56(1), pages 131-143, June.
  29. Luca Agnello & Vitor Castro & Fredj Jawadi & Ricardo M. Sousa, 2020. "How does monetary policy respond to the dynamics of the shadow banking sector?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(2), pages 228-247, April.
  30. Fredj Jawadi & Zied Ftiti & Waël Louhichi, 2020. "Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models," Econometric Reviews, Taylor & Francis Journals, vol. 39(1), pages 54-70, January.
  31. Barnett William A. & Jawadi Fredj & Ftiti Zied, 2020. "Causal relationships between inflation and inflation uncertainty," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(5), pages 1-26, December.
  32. Jawadi Fredj, 2020. "An interview with Howell Tong," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(5), pages 1-8, December.
  33. Ruijun Bu & Fredj Jawadi & Yuyi Li, 2020. "A multifactor transformed diffusion model with applications to VIX and VIX futures," Econometric Reviews, Taylor & Francis Journals, vol. 39(1), pages 27-53, January.
  34. Fredj Jawadi & Nabila Jawadi & Pinar Sener, 2020. "The convergence of ethical investment business models and their reliance on the conventional US investment market," Applied Economics, Taylor & Francis Journals, vol. 52(57), pages 6265-6276, December.
  35. Fredj Jawadi & Nabila Jawadi & Abdoulkarim Idi Cheffou, 2020. "Does investor attention to Islamic finance create spillover?," Applied Economics, Taylor & Francis Journals, vol. 52(59), pages 6448-6452, December.
  36. Jawadi, Fredj & Jawadi, Nabila & Idi Cheffou, Abdoukarim, 2019. "A statistical analysis of uncertainty for conventional and ethical stock indexes," The Quarterly Review of Economics and Finance, Elsevier, vol. 74(C), pages 9-17.
  37. Fredj Jawadi, Waël Louhichi, Hachmi Ben Ameur, and Zied Ftiti, 2019. "Do Jumps and Co-jumps Improve Volatility Forecasting of Oil and Currency Markets?," The Energy Journal, International Association for Energy Economics, vol. 0(Special I).
  38. Fredj Jawadi & Souhir Chlibi & Abdoulkarim Idi Cheffou, 2019. "Computing stock price comovements with a three-regime panel smooth transition error correction model," Annals of Operations Research, Springer, vol. 274(1), pages 331-345, March.
  39. Zied Ftiti & Fredj Jawadi, 2019. "Forecasting Inflation Uncertainty in the United States and Euro Area," Computational Economics, Springer;Society for Computational Economics, vol. 54(1), pages 455-476, June.
  40. Zied Ftiti and Fredj Jawadi, 2019. "On the Oil Price Uncertainty," The Energy Journal, International Association for Energy Economics, vol. 0(Special I).
  41. Bu, Ruijun & Fu, Xi & Jawadi, Fredj, 2019. "Does the volatility of volatility risk forecast future stock returns?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 61(C), pages 16-36.
  42. Fredj Jawadi & Wael Louhichi & Abdoulkarim Idi Cheffou & Hachmi Ben Ameur, 2019. "Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model," Annals of Operations Research, Springer, vol. 281(1), pages 275-295, October.
  43. Zied Ftiti & Fredj Jawadi & Wael Louhichi & Mohamed Arbi Madani, 2019. "On the relationship between energy returns and trading volume: a multifractal analysis," Applied Economics, Taylor & Francis Journals, vol. 51(29), pages 3122-3136, June.
  44. Fredj Jawadi, 2019. "Correction to: Introduction to Advanced Statistical Analyses for Computational Economics and Finance," Computational Economics, Springer;Society for Computational Economics, vol. 54(1), pages 5-5, June.
  45. Jawadi, Fredj & Ftiti, Zied, 2019. "Oil price collapse and challenges to economic transformation of Saudi Arabia: A time-series analysis," Energy Economics, Elsevier, vol. 80(C), pages 12-19.
  46. Fredj Jawadi, 2019. "Introduction to Advanced Statistical Analyses for Computational Economics and Finance," Computational Economics, Springer;Society for Computational Economics, vol. 54(1), pages 1-3, June.
  47. Jaroslava Botev & Balázs Égert & Fredj Jawadi, 2019. "The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies," International Economics, CEPII research center, issue 160, pages 3-13.
  48. Dufrénot, Gilles & Jawadi, Fredj & Khayat, Guillaume A., 2018. "A model of fiscal dominance under the “Reinhart Conjecture”," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 332-345.
  49. Jawadi, Fredj, 2018. "Introduction To Recent Insights Into Financial, Housing, And Monetary Markets," Macroeconomic Dynamics, Cambridge University Press, vol. 22(7), pages 1721-1726, October.
  50. Damette Olivier & Jawadi Fredj & Parent Antoine, 2018. "Can a Taylor rule better explain the Fed’s monetary policy through the 1920s and 1930s? A nonlinear cliometric analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(5), pages 1-18, December.
  51. Fredj Jawadi & Sami Gouddi & Zied Ftiti & Abdeljaoued Kacem, 2018. "Assessing the Effect of Trade Openness on Health in the MENA Region: a Panel Data Analysis," Open Economies Review, Springer, vol. 29(2), pages 469-479, April.
  52. Jawadi, Fredj & Namouri, Hela & Ftiti, Zied, 2018. "An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 469-484.
  53. Fredj Jawadi & Nabila Jawadi & Abdoulkarim Idi Cheffou, 2018. "Toward a new deal for Saudi Arabia: oil or Islamic stock market investment?," Applied Economics, Taylor & Francis Journals, vol. 50(59), pages 6355-6363, December.
  54. Ben Ameur, Hachmi & Jawadi, Fredj & Louhichi, Wael & Idi Cheffou, Abdoulkarim, 2018. "Modeling International Stock Price Comovements With High-Frequency Data," Macroeconomic Dynamics, Cambridge University Press, vol. 22(7), pages 1875-1903, October.
  55. Hachmi Ben Ameur & Fredj Jawadi & Abdoulkarim Idi Cheffou & Wael Louhichi, 2018. "Measurement errors in stock markets," Annals of Operations Research, Springer, vol. 262(2), pages 287-306, March.
  56. Jawadi Fredj, 2018. "An Interview with Timo Teräsvirta," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(5), pages 1-5, December.
  57. Hela Namouri & Fredj Jawadi & Zied Ftiti & Néjib Hachicha, 2018. "Threshold effect in the relationship between investor sentiment and stock market returns: a PSTR specification," Applied Economics, Taylor & Francis Journals, vol. 50(5), pages 559-573, January.
  58. Fredj Jawadi & Nabila Jawadi & Abdoukarim Idi Cheffou, 2018. "Uncertainty assessment in socially responsible and Islamic stock markets in the short and long terms: an ARDL approach," Applied Economics, Taylor & Francis Journals, vol. 50(39), pages 4286-4294, August.
  59. Ben Bouheni, Faten & Idi Cheffou, Abdoulkarim & Jawadi, Fredj, 2018. "Analyzing the governance structure of French banking groups," Research in International Business and Finance, Elsevier, vol. 44(C), pages 40-48.
  60. Fredj Jawadi & Bruce McGough, 2018. "Introduction To The Symposium On Inequality, Uncertainty, And Macro‐Financial Dynamics," Economic Inquiry, Western Economic Association International, vol. 56(1), pages 545-546, January.
  61. Fredj Jawadi, 2018. "Special Issue: Financial Market Dynamics, Monetary Policy, Investment and Trade. Papers Presented at the Fourth International Symposium in Computational Economics and Finance (Paris, April 14–16, 2016," Open Economies Review, Springer, vol. 29(2), pages 211-213, April.
  62. Gilles Dufrénot & Fredj Jawadi & Alexander Mihailov, 2018. "Recent Developments in Macro-Econometric Modeling: Theory and Applications," Econometrics, MDPI, vol. 6(2), pages 1-5, May.
  63. Jawadi, Fredj & Soparnot, Richard & Sousa, Ricardo M., 2017. "Assessing financial and housing wealth effects through the lens of a nonlinear framework," Research in International Business and Finance, Elsevier, vol. 39(PB), pages 840-850.
  64. Jawadi, Fredj & Sousa, Ricardo M. & Traverso, Raffaella, 2017. "On The Macroeconomic And Wealth Effects Of Unconventional Monetary Policy," Macroeconomic Dynamics, Cambridge University Press, vol. 21(5), pages 1189-1204, July.
  65. Zied Ftiti & Fredj Jawadi & Waël Louhichi, 2017. "Modelling the relationship between future energy intraday volatility and trading volume with wavelet," Applied Economics, Taylor & Francis Journals, vol. 49(20), pages 1981-1993, April.
  66. Fredj Jawadi & Nabila Jawadi & Hachmi Ben Ameur & Abdoulkarim Idi Cheffou, 2017. "Does Islamic banking performance vary across regions? A new puzzle," Applied Economics Letters, Taylor & Francis Journals, vol. 24(8), pages 567-570, May.
  67. Chlibi Souhir & Jawadi Fredj & Sellami Mohamed, 2017. "Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(1), pages 47-63, February.
  68. Bu, Ruijun & Jawadi, Fredj & Li, Yuyi, 2017. "An empirical comparison of transformed diffusion models for VIX and VIX futures," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 46(C), pages 116-127.
  69. Jawadi, Fredj & Ftiti, Zied & Hdia, Mouna, 2017. "Assessing efficiency and investment opportunities in commodities: A time series and portfolio simulations approach," Economic Modelling, Elsevier, vol. 64(C), pages 567-588.
  70. Fredj Jawadi & Georges Prat, 2017. "Equity prices and fundamentals: a DDM–APT mixed approach," Review of Quantitative Finance and Accounting, Springer, vol. 49(3), pages 661-695, October.
  71. Dufrénot Gilles & Jawadi Fredj, 2017. "Introduction: recent developments of switching models for financial data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(1), pages 1-2, February.
  72. Jawadi, Fredj & Jawadi, Nabila & Idi Cheffou, Abdoulkarim & Ben Ameur, Hachmi & Louhichi, Wael, 2017. "Modelling the effect of the geographical environment on Islamic banking performance: A panel quantile regression analysis," Economic Modelling, Elsevier, vol. 67(C), pages 300-306.
  73. Fredj Jawadi & Zied Ftiti, 2017. "Uncertainty and the United States’ election effect on the economy: some thoughts and empirical illustrations," Applied Economics Letters, Taylor & Francis Journals, vol. 24(20), pages 1472-1475, November.
  74. Souhir Chlibi & Fredj Jawadi & Mohamed Sellami, 2016. "Analyzing Heterogeneous Stock Price Comovements Through Hybrid Approaches," Open Economies Review, Springer, vol. 27(3), pages 541-559, July.
  75. Jawadi, Fredj & Mallick, Sushanta K. & Sousa, Ricardo M., 2016. "Fiscal and monetary policies in the BRICS: A panel VAR approach," Economic Modelling, Elsevier, vol. 58(C), pages 535-542.
  76. Hemche, Omar & Jawadi, Fredj & Maliki, Samir B. & Cheffou, Abdoulkarim Idi, 2016. "On the study of contagion in the context of the subprime crisis: A dynamic conditional correlation–multivariate GARCH approach," Economic Modelling, Elsevier, vol. 52(PA), pages 292-299.
  77. Fredj Jawadi & Abdoulkarim Idi Cheffou & Nabila Jawadi & Wael Louhichi, 2016. "On the Reputation of Islamic Banks: a Panel Data Qualitative Econometrics Analysis," Open Economies Review, Springer, vol. 27(5), pages 987-998, November.
  78. Dufrénot, Gilles & Jawadi, Fredj, 2016. "Advances and challenges in decision-making, monetary policy and financial markets," Economic Modelling, Elsevier, vol. 52(PA), pages 1-2.
  79. Fredj Jawadi & Waël Louhichi & Abdoulkarim Idi Cheffou & Rivo Randrianarivony, 2016. "Intraday jumps and trading volume: a nonlinear Tobit specification," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 1167-1186, November.
  80. Fredj Jawadi & Abdoulkarim Idi Cheffou & Nabila Jawadi, 2016. "Can the Islamic bank be an emerging leader? A panel data causality analysis," Applied Economics Letters, Taylor & Francis Journals, vol. 23(14), pages 991-994, September.
  81. Jawadi, Fredj & Louhichi, Waël & Ameur, Hachmi Ben & Cheffou, Abdoulkarim Idi, 2016. "On oil-US exchange rate volatility relationships: An intraday analysis," Economic Modelling, Elsevier, vol. 59(C), pages 329-334.
  82. Fakhfekh, Mohamed & Hachicha, Nejib & Jawadi, Fredj & Selmi, Nadhem & Idi Cheffou, Abdoulkarim, 2016. "Measuring volatility persistence for conventional and Islamic banks: An FI-EGARCH approach," Emerging Markets Review, Elsevier, vol. 27(C), pages 84-99.
  83. Hachmi Ben Ameur & Faten Ben Bouheni & Abdoulkarim Idi Chefou & Fredj Jawadi, 2016. "Do Regulatory and Supervisory Reforms Affect European Bank Stability: Further Evidence from Panel Data," Bankers, Markets & Investors, ESKA Publishing, issue 141, pages 58-70, March-Apr.
  84. Fredj Jawadi, 2016. "What Have We Learned from the 2007-08 Financial Crisis? Papers Presented at the Second International Workshop on Financial Markets and Nonlinear Dynamics (Paris, June 4-5, 2015)," Open Economies Review, Springer, vol. 27(5), pages 819-823, November.
  85. Fredj Jawadi & Abdoulkarim Idi Cheffou & Nabila Jawadi, 2016. "Do Islamic and Conventional Banks Really Differ? A Panel Data Statistical Analysis," Open Economies Review, Springer, vol. 27(2), pages 293-302, April.
  86. Fredj Jawadi, 2015. "Recent topics in Applied Financial Economics," Applied Economics, Taylor & Francis Journals, vol. 47(34-35), pages 3613-3616, July.
  87. Fredj Jawadi & Waël Louhichi & Abdoulkarim Idi Cheffou, 2015. "Intraday bidirectional volatility spillover across international stock markets: does the global financial crisis matter?," Applied Economics, Taylor & Francis Journals, vol. 47(34-35), pages 3633-3650, July.
  88. Fredj Jawadi & Nabila Jawadi & Abdoulkarim Idi Cheffou, 2015. "Are Islamic stock markets efficient? A time-series analysis," Applied Economics, Taylor & Francis Journals, vol. 47(16), pages 1686-1697, April.
  89. Jawadi, Fredj & Louhichi, Waël & Idi Cheffou, Abdoulkarim, 2015. "Testing and modeling jump contagion across international stock markets: A nonparametric intraday approach," Journal of Financial Markets, Elsevier, vol. 26(C), pages 64-84.
  90. Jawadi Fredj & Mallick Sushanta K. & Sousa Ricardo M., 2014. "Fiscal policy in the BRICs," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(2), pages 201-215, April.
  91. Fredj Jawadi & Nabila Jawadi & Waël Louhichi, 2014. "Conventional and Islamic stock price performance: An empirical investigation," International Economics, CEPII research center, issue 137, pages 73-87.
  92. Arouri, Mohamed & Hammoudeh, Shawkat & Jawadi, Fredj & Nguyen, Duc Khuong, 2014. "Financial linkages between US sector credit default swaps markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 223-243.
  93. Fredj Jawadi & Sushanta Kumar Mallick & Ricardo Magalhães Sousa, 2014. "Nonlinear monetary policy reaction functions in large emerging economies: the case of Brazil and China," Applied Economics, Taylor & Francis Journals, vol. 46(9), pages 973-984, March.
  94. Fredj Jawadi & Ricardo M. Sousa, 2014. "The Relationship between Consumption and Wealth: A Quantile Regression Approach," Revue d'économie politique, Dalloz, vol. 124(4), pages 639-652.
  95. Fredj Jawadi & Waël Louhichi & Hachmi Ben Ameur, 2013. "Do the US trends drive the UK--French market linkages?: empirical evidence from a threshold intraday analysis," Applied Economics Letters, Taylor & Francis Journals, vol. 20(5), pages 499-503, March.
  96. Jawadi Fredj & Ureche-Rangau Loredana, 2013. "Threshold linkages between volatility and trading volume: evidence from developed and emerging markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(3), pages 313-333, May.
  97. Dufrénot, Gilles & Jawadi, Fredj, 2013. "Computational tools in econometric modeling for macroeconomics and finance," Economic Modelling, Elsevier, vol. 34(C), pages 1-4.
  98. Fredj Jawadi & Ricardo M. Sousa, 2013. "Structural breaks and nonlinearity in US and UK public debts," Applied Economics Letters, Taylor & Francis Journals, vol. 20(7), pages 653-657, May.
  99. Hachmi Ben Ameur & Yacouba Gn�gn� & Fredj Jawadi, 2013. "Measuring time-varying equity risk premium in the context of financial crisis: do developed and emerging markets differ?," Applied Economics Letters, Taylor & Francis Journals, vol. 20(18), pages 1673-1677, December.
  100. Fredj Jawadi & Ricardo M. Sousa, 2013. "Modelling money demand: further evidence from an international comparison," Applied Economics Letters, Taylor & Francis Journals, vol. 20(11), pages 1052-1055, July.
  101. Arouri, Mohamed & Jawadi, Fredj & Nguyen, Duc Khuong, 2013. "What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis?," Journal of Macroeconomics, Elsevier, vol. 36(C), pages 175-187.
  102. Jawadi, Fredj & Sousa, Ricardo M., 2013. "Money demand in the euro area, the US and the UK: Assessing the role of nonlinearity," Economic Modelling, Elsevier, vol. 32(C), pages 507-515.
  103. M. E. Arouri & H. Ben Ameur & N. Jawadi & F. Jawadi & W. Louhichi, 2013. "Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations," Applied Economics, Taylor & Francis Journals, vol. 45(24), pages 3412-3420, August.
  104. Gnegne, Yacouba & Jawadi, Fredj, 2013. "Boundedness and nonlinearities in public debt dynamics: A TAR assessment," Economic Modelling, Elsevier, vol. 34(C), pages 154-160.
  105. Fredj Jawadi & Sabrina Khanniche, 2012. "Are hedge fund clones attractive financial products for investors?," Applied Economics Letters, Taylor & Francis Journals, vol. 19(8), pages 739-743, May.
  106. Arouri, Mohamed El Hédi & Jawadi, Fredj & Nguyen, Duc Khuong, 2012. "Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS," Economic Modelling, Elsevier, vol. 29(3), pages 884-892.
  107. Jawadi, Fredj & Khanniche, Sabrina, 2012. "Modeling hedge fund exposure to risk factors," Economic Modelling, Elsevier, vol. 29(4), pages 1003-1018.
  108. Jawadi, Fredj & Leoni, Patrick, 2012. "Nonlinearity, Cyclicity, And Persistence In Consumption And Income Relationships: Research In Honor Of Melvin J. Hinich," Macroeconomic Dynamics, Cambridge University Press, vol. 16(S3), pages 376-393, November.
  109. Jawadi, Fredj, 2012. "Introduction To Time-Varying Modeling With Macroeconomic And Financial Data," Macroeconomic Dynamics, Cambridge University Press, vol. 16(S2), pages 167-175, September.
  110. Arouri, Mohamed El Hedi & Jawadi, Fredj & Nguyen, Duc Khuong, 2012. "Modeling Nonlinear And Heterogeneous Dynamic Links In International Monetary Markets," Macroeconomic Dynamics, Cambridge University Press, vol. 16(S2), pages 232-251, September.
  111. Mohamed E AROURI & Fredj JAWADI & Duc K NGUYEN, 2012. "Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration?," Economics Bulletin, AccessEcon, vol. 32(3), pages 2481-2489.
  112. Fredj Jawadi & Iscef Iscef, 2012. "Second International Symposium in Computational Economics and Finance," Economics Bulletin, AccessEcon, vol. 32(1), pages 1-6.
  113. Fredj Jawadi & Georges Prat, 2012. "Arbitrage costs and nonlinear adjustment in the G7 stock markets," Applied Economics, Taylor & Francis Journals, vol. 44(12), pages 1561-1582, April.
  114. Fredj Jawadi & Mondher Bellalah, 2011. "Nonlinear mean reversion in oil and stock markets," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 10(3), pages 316-326, August.
  115. Fredj Jawadi & Mohamed Hedi Arouri, 2011. "The current international financial crisis in 10 questions: some lessons," Applied Economics Letters, Taylor & Francis Journals, vol. 18(3), pages 279-283.
  116. Mohamed el hédi Arouri & Fredj Jawadi, 2011. "Do on/off time series models reproduce emerging stock market comovements?," Economics Bulletin, AccessEcon, vol. 31(1), pages 960-968.
  117. Mohamed El Hedi Arouri & Fredj Jawadi & Prosper Mouak, 2011. "The speculative efficiency of the aluminum market: A nonlinear Investigation," International Economics, CEPII research center, issue 126-127, pages 73-89.
  118. Fredj Jawadi, 2010. "Financial crises, bank losses, risk management and audit: what happened?," Applied Economics Letters, Taylor & Francis Journals, vol. 17(10), pages 1019-1022.
  119. Arouri Mohamed El Hédi & Jawadi Fredj, 2010. "On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM," Economics Bulletin, AccessEcon, vol. 30(2), pages 1032-1043.
  120. Arouri Mohamed El Hedi & Jawadi Fredj, 2010. "Short and long-term links between oil prices and stock markets in Europe," Economics Bulletin, AccessEcon, vol. 30(1), pages 817-828.
  121. Fredj Jawadi & Nabila Jawadi & Virginie Dechamps, 2010. "European Microfinance Institutions and Information and Communication Technologies: An Empirical Qualitative Investigation in the French Context," Journal of Electronic Commerce in Organizations (JECO), IGI Global, vol. 8(3), pages 38-48, July.
  122. Fredj Jawadi & Mohamed El Hedi Arouri & Duc Khuong Nguyen, 2010. "Stock market integration in Mexico and Argentina: are short- and long-term considerations different?," Applied Economics Letters, Taylor & Francis Journals, vol. 17(15), pages 1503-1507.
  123. Fredj JAWADI & Nicolas MILLION & Mohamed El hédi Arouri, 2009. "Stock market integration in the Latin American markets: further evidence from nonlinear modeling," Economics Bulletin, AccessEcon, vol. 29(1), pages 162-168.
  124. Fredj Jawadi & Catherine Bruneau & Nadia Sghaier, 2009. "Nonlinear Cointegration Relationships Between Non‐Life Insurance Premiums and Financial Markets," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(3), pages 753-783, September.
  125. Fredj Jawadi & Mohamed El Hédi Arouri, 2008. "Are American And French Stock Markets Integrated?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 2(2), pages 107-116.
  126. JAWADI Fredj, 2008. "Does nonlinear econometrics confirm the macroeconomic models of consumption?," Economics Bulletin, AccessEcon, vol. 5(17), pages 1-11.
  127. Fredj Jawadi, 2008. "Estimating The S&P Fundamental Value Using Star Models," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 2(1), pages 137-146.
  128. Fredj Jawadi & Yosra Koubbaa, 2007. "Dynamique non-linéaire des marchés boursiers du G7 : une application des modèles STAR," Finance, Presses universitaires de Grenoble, vol. 28(1), pages 29-74.
  129. Mohamed El Hedi Arouri & Fredj Jawadi, 2007. "Co-Mouvements des marchés boursiers émergents :Intégration ou contagion ?," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 50(3), pages 315-333.
    RePEc:taf:apfiec:v:23:y:2013:i:6:p:483-493 is not listed on IDEAS
    RePEc:taf:apfiec:v:19:y:2009:i:16:p:1329-1343 is not listed on IDEAS
    RePEc:taf:apfiec:v:23:y:2013:i:9:p:729-737 is not listed on IDEAS
    RePEc:taf:apfiec:v:20:y:2010:i:8:p:669-680 is not listed on IDEAS

Chapters

  1. Olivier Damette & Fredj Jawadi, 2021. "Revisiting Wealth Effects in France: A Double-Nonlinearity Approach," Dynamic Modeling and Econometrics in Economics and Finance, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 147-169, Springer.
  2. Mohamed El Hedi Arouri & Fredj Jawadi & Duc Khuong Nguyen, 2011. "Nonlinear Cointegration and Nonlinear Error-Correction Models: Theory and Empirical Applications for Oil and Stock Markets," Palgrave Macmillan Books, in: Greg N. Gregoriou & Razvan Pascalau (ed.), Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration, chapter 9, pages 171-193, Palgrave Macmillan.
  3. Mohamed El-Hedi Arouri & Fredj Jawadi, 2011. "Essays in Nonlinear Financial Integration Modeling: The Philippine Stock Market Case," Palgrave Macmillan Books, in: Greg N. Gregoriou & Razvan Pascalau (ed.), Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models, chapter 6, pages 107-118, Palgrave Macmillan.
  4. Mohamed El Hedi Arouri & Fredj Jawadi & Wael Louhichi & Duc Khuong Nguyen, 2011. "Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data," Palgrave Macmillan Books, in: Greg N. Gregoriou & Razvan Pascalau (ed.), Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration, chapter 7, pages 143-160, Palgrave Macmillan.
  5. Mohamed El Hedi Arouri & Fredj Jawadi, 2010. "Chapter 6 Oil Prices and Exchange Rates: Some New Evidence Using Linear and Nonlinear Models," International Symposia in Economic Theory and Econometrics, in: Nonlinear Modeling of Economic and Financial Time-Series, pages 121-141, Emerald Group Publishing Limited.
  6. Mohamed El Hedi Arouri & Fredj Jawadi, 2010. "Chapter 2 Nonlinear Stock Market Links between Mexico and the World," International Symposia in Economic Theory and Econometrics, in: Nonlinear Modeling of Economic and Financial Time-Series, pages 29-39, Emerald Group Publishing Limited.
  7. Fredj Jawadi, 2009. "Threshold stock price adjustment," Advances in Econometrics, in: Measurement Error: Consequences, Applications and Solutions, pages 183-198, Emerald Group Publishing Limited.
  8. Fredj Jawadi, 2008. "Threshold Mean Reversion In Stock Prices," World Scientific Book Chapters, in: Mondher Bellalah & Jean-Luc Prigent & Jean-Michel Sahut & Georges Pariente & Olivier Levyne & Michel (ed.), Risk Management And Value Valuation and Asset Pricing, chapter 18, pages 477-493, World Scientific Publishing Co. Pte. Ltd..

Books

  1. Fredj Jawadi (ed.), 2018. "Uncertainty, Expectations and Asset Price Dynamics," Dynamic Modeling and Econometrics in Economics and Finance, Springer, number 978-3-319-98714-9, March.
  2. Gilles Dufrénot & Fredj Jawadi & Waël Louhichi (ed.), 2014. "Market Microstructure and Nonlinear Dynamics," Springer Books, Springer, edition 127, number 978-3-319-05212-0, January.
    RePEc:eme:isetep:isete.2015.24 is not listed on IDEAS

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Works
  2. Number of Distinct Works
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  6. Number of Journal Pages, Weighted by Number of Authors
  7. Number of Abstract Views in RePEc Services over the past 12 months
  8. Closeness measure in co-authorship network
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Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:
  1. Tunisian Economists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 24 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (9) 2011-07-21 2011-07-21 2012-09-09 2013-01-19 2018-05-21 2018-05-21 2020-07-20 2020-07-20 2021-04-19. Author is listed
  2. NEP-MON: Monetary Economics (7) 2010-12-04 2011-07-21 2013-01-19 2013-01-19 2018-05-21 2020-07-20 2021-04-19. Author is listed
  3. NEP-CBA: Central Banking (6) 2010-12-04 2011-07-21 2011-07-21 2018-05-21 2020-07-20 2021-04-19. Author is listed
  4. NEP-ORE: Operations Research (4) 2017-04-02 2020-02-17 2020-07-20 2020-07-20
  5. NEP-EEC: European Economics (3) 2013-01-19 2013-01-19 2023-03-27
  6. NEP-FMK: Financial Markets (3) 2004-12-12 2009-05-30 2009-09-26
  7. NEP-ENE: Energy Economics (2) 2017-03-12 2024-04-15
  8. NEP-FDG: Financial Development and Growth (2) 2014-05-04 2018-06-11
  9. NEP-AFR: Africa (1) 2011-07-21
  10. NEP-ARA: MENA - Middle East and North Africa (1) 2014-05-04
  11. NEP-CFN: Corporate Finance (1) 2015-07-18
  12. NEP-CIS: Confederation of Independent States (1) 2024-04-15
  13. NEP-ECM: Econometrics (1) 2020-02-17
  14. NEP-ENV: Environmental Economics (1) 2024-04-15
  15. NEP-ETS: Econometric Time Series (1) 2004-12-12
  16. NEP-FIN: Finance (1) 2004-12-12
  17. NEP-FOR: Forecasting (1) 2017-04-02
  18. NEP-HPE: History and Philosophy of Economics (1) 2012-09-09
  19. NEP-LAM: Central and South America (1) 2009-05-30
  20. NEP-RMG: Risk Management (1) 2009-05-30
  21. NEP-URE: Urban and Real Estate Economics (1) 2013-01-19

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