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Nonlinear mean reversion in oi...
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United States
Theorie
74
Theory
74
Estimation
48
Schätzung
48
Aktienmarkt
44
Börsenkurs
43
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43
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Optionspreistheorie
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Time series analysis
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Zeitreihenanalyse
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Geldpolitik
19
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Informationskosten
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Kapitaleinkommen
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Jawadi, Fredj
16
Arouri, Mohamed
4
Bellalah, Mondher
3
Nguyen, Duc Khuong
3
Ameur, Hachmi Ben
2
Ftiti, Zied
2
Leoni, Patrick Lucien
2
Louhichi, Waël
2
Agnello, Luca
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Arouri, Mohamed Hedi
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Bruneau, Catherine
1
Castro, Vítor
1
Cheffou, Abdoulkarim Idi
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Dubreuille, Stephane
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1
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1
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International journal of finance & economics : IJFE
1
Revue Gestion 2000 : management & prospective
1
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1
Nonlinear linkages between oil and stock markets in developed and emerging countries
Jawadi, Fredj
;
Arouri, Mohamed
;
Bellalah, Mondher
- In:
International journal of business
15
(
2010
)
1
,
pp. 19-31
Persistent link: https://www.econbiz.de/10003958959
Saved in:
2
Threshold mean reversion in stock prices
Jawadi, Fredj
- In:
Risk management and value : valuation and asset price
,
(pp. 477-493)
.
2008
Persistent link: https://www.econbiz.de/10003686202
Saved in:
3
Real options : an alternative valuation model for the U.S. REIT market
Dubreuille, Stephane
;
Cherif, Mondher
;
Bellalah, Mondher
- In:
International journal of business
21
(
2016
)
1
,
pp. 42-54
Persistent link: https://www.econbiz.de/10011457839
Saved in:
4
Impact of macroeconomic factors on stock exchange prices : evidence from USA, Japan and China
Masood, Omar
;
Habiba, Umie
;
Mardonez, Shirley
; …
- In:
6th International Finance Conference on Financial …
,
(pp. 120-134)
.
2011
Persistent link: https://www.econbiz.de/10009655289
Saved in:
5
Impact de la crise sur le coût du capital : une comparaison internationale de l'évolution de la prime de risque
Arouri, Mohamed
;
Jawadi, Fredj
;
Foulquier, Philippe
- In:
Revue Gestion 2000 : management & prospective
26
(
2009
)
6
,
pp. 51-62
Persistent link: https://www.econbiz.de/10003983313
Saved in:
6
Nonlinear cointegration relationships between non-life insurance premiums and financial markets
Jawadi, Fredj
;
Bruneau, Catherine
;
Sghaier, Nadia
- In:
The journal of risk and insurance : the journal of the …
76
(
2009
)
3
,
pp. 753-783
Persistent link: https://www.econbiz.de/10003877884
Saved in:
7
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
Saved in:
8
Nonlinearity, cyclicity, and persistence in consumption and income relationships : research in honor of Melvin J. Hinich
Jawadi, Fredj
;
Leoni, Patrick Lucien
- In:
Macroeconomic dynamics
16
(
2012
),
pp. 376-393
Persistent link: https://www.econbiz.de/10009746015
Saved in:
9
Do the US trends drive the UK-French market linkages? : empirical evidence from a threshold intraday analysis
Jawadi, Fredj
;
Louhichi, Waël
;
Ameur, Hachmi Ben
- In:
Applied economics letters
20
(
2013
)
4/6
,
pp. 499-503
Persistent link: https://www.econbiz.de/10009709356
Saved in:
10
Modeling nonlinear and heterogeneous dynamic links in international monetary markets
Arouri, Mohamed
;
Jawadi, Fredj
;
Nguyen, Duc Khuong
- In:
Macroeconomic dynamics
16
(
2012
),
pp. 232-251
Persistent link: https://www.econbiz.de/10009715427
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