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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

Persistent link: https://www.econbiz.de/10011477277

Nonlinear modeling of economic and financial time-series

Jawadi, Fredj (ed.) - 2010

Within the subprime crisis (2007) and the recent global financial crisis of 2008-2009, we have observed significant decline, corrections and structural changes in most US and European financial markets. Furthermore, it seems that this crisis has been rapidly transmitted toward the most developed...

Persistent link: https://www.econbiz.de/10012050056

Forecasting inflation uncertainty in the United States and Euro area

Ftiti, Zied; Jawadi, Fredj - In: Computational economics 54 (2019) 1, pp. 455-476

Persistent link: https://www.econbiz.de/10012134205

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

Persistent link: https://www.econbiz.de/10012134816

Are Islamic stock markets efficient? : a time-series analysis

Jawadi, Fredj; Jawadi, Nabila; Cheffou, Abdoulkarim Idi - In: Applied economics 47 (2015) 16/18, pp. 1686-1697

Persistent link: https://www.econbiz.de/10010511990

A multifactor transformed diffusion model with applications to VIX and VIX futures

Bu, Ruijun; Jawadi, Fredj; Li, Yuyi - In: Econometric reviews 39 (2020) 1, pp. 27-53

Persistent link: https://www.econbiz.de/10012181537

Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models

Jawadi, Fredj; Ftiti, Zied; Louhichi, Waël - In: Econometric reviews 39 (2020) 1, pp. 54-70

Persistent link: https://www.econbiz.de/10012181540

Oil price collapse and challenges to economic transformation of Saudi Arabia : a time-series analysis

Jawadi, Fredj; Ftiti, Zied - In: Energy economics 80 (2019), pp. 12-19

Persistent link: https://www.econbiz.de/10012172289

Assessing efficiency and investment opportunities in commodities : a time series and portfolio simulations approach

Jawadi, Fredj; Ftiti, Zied; Hdia, Mouna - In: Economic modelling 64 (2017), pp. 567-588

Persistent link: https://www.econbiz.de/10011761313

Modelling the relationship between future energy intraday volatility and trading volume with wavelet

Ftiti, Zied; Jawadi, Fredj; Louhichi, Waël - In: Applied economics 49 (2017) 20, pp. 1981-1993

Persistent link: https://www.econbiz.de/10011817029