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Building proxies that capture time-variation in expected returns using a VAR approach

Sousa, Ricardo M. - In: Applied financial economics 21 (2011) 1/3, pp. 147-163

Persistent link: https://www.econbiz.de/10009124657

Policy instruments to avoid output collapse : an optimal control model for India

Mallick, Sushanta Kumar - In: Applied financial economics 16 (2006) 10, pp. 761-776

Persistent link: https://www.econbiz.de/10003334989

Essay in dividend modelling and forecasting : does nonlinearity help?

Jawadi, Fredj - In: Applied financial economics 19 (2009) 16/18, pp. 1329-1343

This article develops a method of nonlinear modelling for the dividends of the Group of seven (G7) indexes using threshold techniques: Smooth Transition Autoregressive Models (STAR). First, smoothness and nonlinearity are justified by the presence of heterogeneous expectations and companies of...

Persistent link: https://www.econbiz.de/10003886171

Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions

Jawadi, Fredj; Arouri, Mohamed Hedi; Nguyen, Duc Khuong - In: Applied financial economics 20 (2010) 7/9, pp. 669-680

Persistent link: https://www.econbiz.de/10009009314

Information technology sector and equity markets : an empirical investigation

Jawadi, Fredj; Jawadi, Nabila; Nguyen, Duc Khuong; … - In: Applied financial economics 23 (2013) 7/9, pp. 729-737

Persistent link: https://www.econbiz.de/10009750992

Testing the efficiency of the aluminium market : evidence from London metal exchange

Arouri, Mohamed; Jawadi, Fredj; Mouak, Prosper - In: Applied financial economics 23 (2013) 4/6, pp. 483-493

Persistent link: https://www.econbiz.de/10009718884

Essay in dividend modelling and forecasting: does nonlinearity help?

Jawadi, Fredj - In: Applied financial economics 19 (2009) 16-18, pp. 1329-1344

Persistent link: https://www.econbiz.de/10008320861

Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions

Jawadi, Fredj; Arouri, Mohamed Hedi; Nguyen, Duc Khuong - In: Applied financial economics 20 (2010) 8, pp. 669-681

Persistent link: https://www.econbiz.de/10008419192

Information technology sector and equity markets: an empirical investigation

Jawadi, Fredj; Jawadi, Nabila; Nguyen, Duc Khuong; … - In: Applied financial economics 23 (2013) 9, pp. 729-737

Persistent link: https://www.econbiz.de/10010107648

Testing the efficiency of the aluminium market: evidence from London metal exchange

Arouri, Mohamed El Hedi; Jawadi, Fredj; Mouak, Prosper - In: Applied financial economics 23 (2013) 6, pp. 483-493

Persistent link: https://www.econbiz.de/10010054081