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The dynamics of emerging stock markets : empirical assessments and implications
Arouri, Mohamed; Jawadi, Fredj; Nguyen, Duc Khuong - 2010
Persistent link: https://www.econbiz.de/10003888269
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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. …
Persistent link: https://www.econbiz.de/10013521320
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Threshold cointegration relationships between oil and stock markets
Jawadi, Fredj; Leoni, Patrick - Institut for Virksomhedsledelse og Økonomi, Syddansk … - 2009
The aim of this paper is to study the oil price adjustment dynamics and to implicitly test the efficiency hypothesis for the oil market. Thus, we propose to study the oil price evolution in a nonlinear framework while testing the interdependence hypothesis between oil and stock markets. Four...
Persistent link: https://www.econbiz.de/10009225869
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Are American and French Stock Markets Integrated?
Jawadi, Fredj - 2010
Within a nonlinear framework, this article studies the market integration hypothesis between the French and American stock markets, on a short- and long-term basis. We use two nonlinear Error Correction Models (ECM): the Exponential Switching Transition ECM (ESTECM) and the nonlinear...
Persistent link: https://www.econbiz.de/10013148446
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Intraday bidirectional volatility spillover across international stock markets : does the global financial crisis matter?
Jawadi, Fredj; Louhichi, Waël; Cheffou, Abdoulkarim Idi - In: Applied economics 47 (2015) 34/36, pp. 3633-3650
Persistent link: https://www.econbiz.de/10011293475
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Co-mouvements des marchés boursiers émergents : intégration ou contagion?
Arouri, Mohamed; Jawadi, Fredj - In: Brussels economic review 50 (2007) 3, pp. 315-333
Persistent link: https://www.econbiz.de/10003983244
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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
Persistent link: https://www.econbiz.de/10009740776
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ARE AMERICAN AND FRENCH STOCK MARKETS INTEGRATED?
Jawadi, Fredj; Arouri, Mohamed El Hédi - In: The International Journal of Business and Finance Research 2 (2008) 2, pp. 107-116
Within a nonlinear framework, this article studies the market integration hypothesis between the French and American stock markets, on a short- and long-term basis. We use two nonlinear Error Correction Models (ECM): the Exponential Switching Transition ECM (ESTECM) and the nonlinear...
Persistent link: https://www.econbiz.de/10011206159
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Co-Mouvements des marchés boursiers émergents :Intégration ou contagion ?
El Hedi Arouri, Mohamed; Jawadi, Fredj - In: Brussels Economic Review 50 (2007) 3, pp. 315-333
’intégration et la contagion. Nous avons mis en évidence que les cas extrêmes de segmentation stricte, d’intégration globale parfaite … rejeter l’hypothèse de contagion au cours de la crise mexicaine et de la crise asiatique. / In this article, co …-movements between emerging stock markets are investigated in their double dimension: integration and contagion. We show that strict …
Persistent link: https://www.econbiz.de/10008868103
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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
Persistent link: https://www.econbiz.de/10010347288