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Introduction to topics in modelling financial and macroeconomic time series

Jawadi, Fredj - In: Computational economics 56 (2020) 1, pp. 1-3

Persistent link: https://www.econbiz.de/10012272013

Special issue: modelling financial and macroeconomic time series

Jawadi, Fredj (ed.) - 2020

Persistent link: https://www.econbiz.de/10012272051

Stock market liberalization, structural breaks and dynamic changes in emerging market volatility

Nguyen, Duc Khuong; Bellalah, Mondher - In: Review of accounting & finance 7 (2008) 4, pp. 396-411

Persistent link: https://www.econbiz.de/10003799140

Long-range dependence in daily volatility on Tunisian stock market

Bellalah, Mondher; Aloui, Chaker; Abaoub, Ezzeddine - In: International journal of business 10 (2005) 3, pp. 191-216

Persistent link: https://www.econbiz.de/10003176517

Modeling transmissions of volatility shocks : application to CDS spreads during the euro area sovereign crisis

Bellalah, Makram; Bellalah, Mondher; Boussada, Haifa - In: International journal of business 21 (2016) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10011457828

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