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The Dynamics of Emerging Stock Markets : Empirical Assessments and Implications

Arouri, Mohamed - 2010

Dynamics of Market Integration and International Asset Pricing.- Chapter 9 International Financial Crisis and Contagion. …

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Threshold linkages between volatility and trading volume : evidence from developed and emerging markets

Jawadi, Fredj; Ureche-Rangau, Loredana - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 3, pp. 313-333

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Fiscal policy in the BRICs

Jawadi, Fredj; Mallick, Sushanta Kumar; Sousa, Ricardo M. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 2, pp. 201-215

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Modeling extreme risk spillovers between crude oil and Chinese energy futures markets

Ren, Xiaohang; Li, Yiying; Sun, Xianming; Bu, Ruijun; … - In: Energy economics 126 (2023), pp. 1-13

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Fiscal and monetary policies in the BRICS : a panel VAR approach

Jawadi, Fredj; Mallick, Sushanta Kumar; Sousa, Ricardo M. - In: Economic modelling 58 (2016), pp. 535-542

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Testing and modeling jump contagion across international stock markets : a nonparametric intraday approach

Jawadi, Fredj; Louhichi, Waël; Cheffou, Abdoulkarim Idi - In: Journal of financial markets 26 (2015), pp. 64-84

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Conventional and Islamic stock market liquidity and volatility during COVID 19

Jawadi, Fredj; Cheffou, Abdoulkarim Idi; Jawadi, Nabila; … - In: Applied economics 53 (2021) 60, pp. 6944-6963

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Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model

Jawadi, Fredj; Louhichi, Wael; Cheffou, Abdoulkarim Idi; … - In: Decision making and risk/return optimization in …, (pp. 275-295). 2019

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An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets

Jawadi, Fredj; Namouri, Hela; Ftiti, Zied - In: Journal of economic dynamics & control 91 (2018), pp. 469-484

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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions

Bourghelle, David (ed.); Grandin, Pascal (ed.); … - IEAP Meeting: Investor Emotions & Asset Pricing <1., … - 2023

Introduction -- Part I. Asset Pricing -- Chapter 1. Oil Price Uncertainty: Panel Evidence from the G7 and BRICS Countries -- Chapter 2. Climate Risk and the Volatility of Agricultural Commodity Price Fluctuations: A Forecasting Experiment -- Chapter 3. Linking the COVID-19 Epidemic and Emerging...

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