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Fredj Jawadi

Personal Details

First Name:Fredj
Middle Name:
Last Name:Jawadi
Suffix:
RePEc Short-ID:pfr45
https://sites.google.com/site/wwwfredjjawadicom/
University of Evry Val d'Essonne 2, rue Facteur Cheval, Baîtment La Poste, Bureau 226 Evry 91025, France

Affiliation

EconomiX
Université Paris Ouest-Nanterre la Défense (Paris X)

Nanterre, France
http://economix.fr/

:

200 Avenue de la République, Bât. G - 92001 Nanterre Cedex
RePEc:edi:modemfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Fredj Jawadi, 2019. "Understanding Oil Price Dynamics and their Effects over Recent Decades: An Interview with James Hamilton," Post-Print hal-01826058, HAL.
  2. William Barnett & Zied Ftiti & Fredj Jawadi, 2018. "The Causal Relationships between Inflation and Inflation Uncertainty," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201803, University of Kansas, Department of Economics, revised Mar 2018.
  3. Balázs Egert & Fredj Jawadi, 2018. "The Nonlinear Relationship between Economic growth and Financial Development," EconomiX Working Papers 2018-26, University of Paris Nanterre, EconomiX.
  4. Fredj Jawadi, 2018. "An Interview with Timo Teräsvirta," Post-Print hal-01734768, HAL.
  5. Fredj Jawadi & Waël Louhichi & Hachmi Ben Ameur & Abdoulkarim Idi Cheffou, 2017. "On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis," EconomiX Working Papers 2017-11, University of Paris Nanterre, EconomiX.
  6. Fredj Jawadi & Richard Soparnot & Ricardo M. Sousa, 2017. "Assessing financial and housing wealth effects through the lens of a nonlinear framework
    [Le rôle de l’État dans les stratégies d’internationalisation des entreprises chinoises ? Une approche géoéc
    ," Post-Print hal-01650524, HAL.
  7. Gilles Dufrénot & Fredj Jawadi, 2017. "Introduction: recent developments of switching models for financial data," Post-Print hal-01589999, HAL.
  8. Christina Christou & Rangan Gupta & Fredj Jawadi, 2017. "Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries?," Working Papers 201720, University of Pretoria, Department of Economics.
  9. Gilles Dufrénot & Fredj Jawadi, 2016. "Advances and challenges in decision-making, monetary policy and financial markets," Post-Print hal-01446195, HAL.
  10. Fredj Jawadi & Georges Prat, 2016. "Equity prices and fundamentals: a DDM," Post-Print hal-01549758, HAL.
  11. Fredj Jawadi & Georges Prat, 2015. "Equity Prices and Fundamentals: a DDM-APT Mixed Approach," EconomiX Working Papers 2015-16, University of Paris Nanterre, EconomiX.
  12. Fredj Jawadi & Nabila Jawadi & Waël Louhichi, 2014. "Does Islamic Finance Outperform Conventional Finance ? Further Evidence from the recent financial crisis," Working Papers 2014-279, Department of Research, Ipag Business School.
  13. Gilles Dufrénot & Fredj Jawadi & Waël Louhichi, 2014. "Market Microstructure and Nonlinear Dynamics - Keeping Financial Crisis in Context," Post-Print hal-01474273, HAL.
  14. Gilles Dufrénot & Fredj Jawadi, 2013. "Computational tools in econometric modeling for macroeconomics and finance," Post-Print hal-01499642, HAL.
  15. Mohamed El Hedi Arouri & Hachmi Ben Ameur & Nabila Jawadi & Fredj Jawadi & Waël Louhichi, 2013. "Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations," Post-Print halshs-00875595, HAL.
  16. Fredj Jawadi & Waël Louhichi & Hachmi Ben Ameur, 2013. "Do the US trends drive the UK-French market linkages?: empirical evidence from a threshold intraday analysis," Post-Print halshs-00875569, HAL.
  17. Mohamed El Hedi Arouri & Fredj Jawadi, 2013. "Sources d’inefficience et ajustement asymétrique des cours boursiers," Post-Print hal-01410570, HAL.
  18. Fredj Jawadi & Ricardo M. Sousa, 2012. "Modelling Money Demand: Further Evidence from an International Comparison," NIPE Working Papers 23/2012, NIPE - Universidade do Minho.
  19. Fredj Jawadi & Sabrina Khanniche, 2012. "Are hedge fund clones attractive financial products for investors," Post-Print hal-01410573, HAL.
  20. Fredj Jawadi & Ricardo M. Sousa, 2012. "Money Demand in the euro area, the US and the UK:Assessing the Role of Nonlinearity," NIPE Working Papers 22/2012, NIPE - Universidade do Minho.
  21. Mohamed El Hedi Arouri & Fredj Jawadi & Duc Khuong Nguyen, 2012. "Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS," Post-Print hal-01410551, HAL.
  22. Mohamed El Hedi Arouri & Fredj Jawadi, 2012. "Evolution of the US Stock Market Risk Premium in Periods of Crisis," Post-Print hal-01410572, HAL.
  23. Fredj Jawadi & Ricardo M. Sousa, 2012. "Consumption and Wealth in the US, the UK and the Euro Area:A Nonlinear Investigation," NIPE Working Papers 24/2012, NIPE - Universidade do Minho.
  24. Fredj Jawadi & Ricardo M. Sousa, 2012. "Structural Breaks and Nonlinearity in US and UK Public Debt," NIPE Working Papers 25/2012, NIPE - Universidade do Minho.
  25. Fredj Jawadi & Georges Prat, 2012. "Arbitrage Costs and Nonlinear Stock Price Adjustment in the G7 Countries," Post-Print hal-01385801, HAL.
  26. Fredj Jawadi & Sabrina Khanniche, 2012. "Modelling Hedge Fund Exposure to Risk Factors," Post-Print hal-01410552, HAL.
  27. William Barnett & Fredj Jawadi, 2012. "Introduction to Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201237, University of Kansas, Department of Economics, revised Sep 2012.
  28. Fredj Jawadi & Nabila Jawadi & Waël Louhichi, 2011. "Does islamic finance outperform conventional finance? Further evidence from an international comparison," Post-Print halshs-00657351, HAL.
  29. Fredj Jawadi & Georges Prat, 2011. "Arbitrage Costs and Nonlinear Adjustment in the G7 Stock Markets," Post-Print hal-00677631, HAL.
  30. Fredj Jawadi & Sushanta K. Mallick & Ricardo M. Sousa, 2011. "Fiscal Policy in the BRICs," NIPE Working Papers 19/2011, NIPE - Universidade do Minho.
  31. Fredj Jawadi & Sushanta K. Mallick & Ricardo M. Sousa, 2011. "Monetary Policy Rules in the BRICS: How Important is Nonlinearity?," NIPE Working Papers 18/2011, NIPE - Universidade do Minho.
  32. M.H. Arouri & F. Jawadi & Waël Louhichi & D. K. Nguyen, 2011. "Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data," Post-Print halshs-00601428, HAL.
  33. Mohamed El Hedi Arouri & Fredj Jawadi, 2010. "On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM," Working Papers hal-00507824, HAL.
  34. Mohamed El Hedi Arouri & Duc Khuong Nguyen & Fredj Jawadi, 2010. "What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?," Working Papers hal-00507826, HAL.
  35. Mohamed El Hedi Arouri & Fredj Jawadi & Duc Khuong Nguyen, 2010. "Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions," Working Papers hal-00507821, HAL.
  36. Mohamed El Hedi Arouri & Fredj Jawadi & Khuong Nguyen Duc, 2010. "Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets," Working Papers 14, Development and Policies Research Center (DEPOCEN), Vietnam.
  37. Mohamed El Hedi Arouri & F. Jawadi & Duc Khuong Nguyen, 2010. "Synchronization and nonlinear interdependence of short-term interest rates:," Working Papers hal-00507820, HAL.
  38. Fredj Jawadi & Nicolas Million & Mohamed El Hedi Arouri, 2009. "Stock market integration in the Latin American markets: further evidence from nonlinear modeling," Papers 0905.3874, arXiv.org.
  39. Jawadi, Fredj & Leoni, Patrick, 2009. "Threshold cointegration relationships between oil and stock markets," Discussion Papers of Business and Economics 3/2009, University of Southern Denmark, Department of Business and Economics.
  40. Fredj Jawadi & Georges Prat, 2009. "Nonlinear Stock Price Adjustment in the G7 Countries," EconomiX Working Papers 2009-21, University of Paris Nanterre, EconomiX.
  41. Mohamed El Hedi Arouri & F. Jawadi, 2008. "Are American and French Stok Markets Integrated?," Post-Print halshs-00324235, HAL.
  42. Mohamed El Hedi Arouri & F. Jawadi, 2008. "Coûts de transaction, contagion, mimétisme et dynamique asymétriques des cours boursiers," Post-Print halshs-00324246, HAL.
  43. Mohamed El Hedi Arouri & Fredj Jawadi, 2008. "Stock Market Integration in the Emerging Countries," Post-Print halshs-00324253, HAL.
  44. Slim Chaouachi & Fredj Jawadi, 2006. "Coûts de transaction et dynamique non-linéaire des prix des actifs financiers : une note théorique," EconomiX Working Papers 2006-20, University of Paris Nanterre, EconomiX.
  45. Jawadi Fredj & Koubaa Yousra, 2004. "Threshold Cointegration between Stock Returns : An application of STECM Models," Econometrics 0412001, University Library of Munich, Germany.

Articles

  1. Jawadi, Fredj, 2018. "Introduction To Recent Insights Into Financial, Housing, And Monetary Markets," Macroeconomic Dynamics, Cambridge University Press, vol. 22(07), pages 1721-1726, October.
  2. Fredj Jawadi & Sami Gouddi & Zied Ftiti & Abdeljaoued Kacem, 2018. "Assessing the Effect of Trade Openness on Health in the MENA Region: a Panel Data Analysis," Open Economies Review, Springer, vol. 29(2), pages 469-479, April.
  3. Jawadi, Fredj & Namouri, Hela & Ftiti, Zied, 2018. "An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 469-484.
  4. Ben Ameur, Hachmi & Jawadi, Fredj & Louhichi, Wael & Idi Cheffou, Abdoulkarim, 2018. "Modeling International Stock Price Comovements With High-Frequency Data," Macroeconomic Dynamics, Cambridge University Press, vol. 22(07), pages 1875-1903, October.
  5. Hachmi Ben Ameur & Fredj Jawadi & Abdoulkarim Idi Cheffou & Wael Louhichi, 2018. "Measurement errors in stock markets," Annals of Operations Research, Springer, vol. 262(2), pages 287-306, March.
  6. Hela Namouri & Fredj Jawadi & Zied Ftiti & Néjib Hachicha, 2018. "Threshold effect in the relationship between investor sentiment and stock market returns: a PSTR specification," Applied Economics, Taylor & Francis Journals, vol. 50(5), pages 559-573, January.
  7. Fredj Jawadi & Nabila Jawadi & Abdoukarim Idi Cheffou, 2018. "Uncertainty assessment in socially responsible and Islamic stock markets in the short and long terms: an ARDL approach," Applied Economics, Taylor & Francis Journals, vol. 50(39), pages 4286-4294, August.
  8. Ben Bouheni, Faten & Idi Cheffou, Abdoulkarim & Jawadi, Fredj, 2018. "Analyzing the governance structure of French banking groups," Research in International Business and Finance, Elsevier, vol. 44(C), pages 40-48.
  9. Fredj Jawadi, 2018. "Special Issue: Financial Market Dynamics, Monetary Policy, Investment and Trade. Papers Presented at the Fourth International Symposium in Computational Economics and Finance (Paris, April 14–16, 2016," Open Economies Review, Springer, vol. 29(2), pages 211-213, April.
  10. Gilles Dufrénot & Fredj Jawadi & Alexander Mihailov, 2018. "Recent Developments in Macro-Econometric Modeling: Theory and Applications," Econometrics, MDPI, Open Access Journal, vol. 6(2), pages 1-5, May.
  11. Jawadi, Fredj & Soparnot, Richard & Sousa, Ricardo M., 2017. "Assessing financial and housing wealth effects through the lens of a nonlinear framework," Research in International Business and Finance, Elsevier, vol. 39(PB), pages 840-850.
  12. Jawadi, Fredj & Sousa, Ricardo M. & Traverso, Raffaella, 2017. "On The Macroeconomic And Wealth Effects Of Unconventional Monetary Policy," Macroeconomic Dynamics, Cambridge University Press, vol. 21(05), pages 1189-1204, July.
  13. Zied Ftiti & Fredj Jawadi & Waël Louhichi, 2017. "Modelling the relationship between future energy intraday volatility and trading volume with wavelet," Applied Economics, Taylor & Francis Journals, vol. 49(20), pages 1981-1993, April.
  14. Fredj Jawadi & Nabila Jawadi & Hachmi Ben Ameur & Abdoulkarim Idi Cheffou, 2017. "Does Islamic banking performance vary across regions? A new puzzle," Applied Economics Letters, Taylor & Francis Journals, vol. 24(8), pages 567-570, May.
  15. Chlibi Souhir & Jawadi Fredj & Sellami Mohamed, 2017. "Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(1), pages 47-63, February.
  16. Bu, Ruijun & Jawadi, Fredj & Li, Yuyi, 2017. "An empirical comparison of transformed diffusion models for VIX and VIX futures," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 46(C), pages 116-127.
  17. Jawadi, Fredj & Ftiti, Zied & Hdia, Mouna, 2017. "Assessing efficiency and investment opportunities in commodities: A time series and portfolio simulations approach," Economic Modelling, Elsevier, vol. 64(C), pages 567-588.
  18. Fredj Jawadi & Georges Prat, 2017. "Equity prices and fundamentals: a DDM–APT mixed approach," Review of Quantitative Finance and Accounting, Springer, vol. 49(3), pages 661-695, October.
  19. Dufrénot Gilles & Jawadi Fredj, 2017. "Introduction: recent developments of switching models for financial data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(1), pages 1-2, February.
  20. Jawadi, Fredj & Jawadi, Nabila & Idi Cheffou, Abdoulkarim & Ben Ameur, Hachmi & Louhichi, Wael, 2017. "Modelling the effect of the geographical environment on Islamic banking performance: A panel quantile regression analysis," Economic Modelling, Elsevier, vol. 67(C), pages 300-306.
  21. Fredj Jawadi & Zied Ftiti, 2017. "Uncertainty and the United States’ election effect on the economy: some thoughts and empirical illustrations," Applied Economics Letters, Taylor & Francis Journals, vol. 24(20), pages 1472-1475, November.
  22. Souhir Chlibi & Fredj Jawadi & Mohamed Sellami, 2016. "Analyzing Heterogeneous Stock Price Comovements Through Hybrid Approaches," Open Economies Review, Springer, vol. 27(3), pages 541-559, July.
  23. Jawadi, Fredj & Mallick, Sushanta K. & Sousa, Ricardo M., 2016. "Fiscal and monetary policies in the BRICS: A panel VAR approach," Economic Modelling, Elsevier, vol. 58(C), pages 535-542.
  24. Hemche, Omar & Jawadi, Fredj & Maliki, Samir B. & Cheffou, Abdoulkarim Idi, 2016. "On the study of contagion in the context of the subprime crisis: A dynamic conditional correlation–multivariate GARCH approach," Economic Modelling, Elsevier, vol. 52(PA), pages 292-299.
  25. Fredj Jawadi & Abdoulkarim Idi Cheffou & Nabila Jawadi & Wael Louhichi, 2016. "On the Reputation of Islamic Banks: a Panel Data Qualitative Econometrics Analysis," Open Economies Review, Springer, vol. 27(5), pages 987-998, November.
  26. Dufrénot, Gilles & Jawadi, Fredj, 2016. "Advances and challenges in decision-making, monetary policy and financial markets," Economic Modelling, Elsevier, vol. 52(PA), pages 1-2.
  27. Fredj Jawadi & Waël Louhichi & Abdoulkarim Idi Cheffou & Rivo Randrianarivony, 2016. "Intraday jumps and trading volume: a nonlinear Tobit specification," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 1167-1186, November.
  28. Fredj Jawadi & Abdoulkarim Idi Cheffou & Nabila Jawadi, 2016. "Can the Islamic bank be an emerging leader? A panel data causality analysis," Applied Economics Letters, Taylor & Francis Journals, vol. 23(14), pages 991-994, September.
  29. Jawadi, Fredj & Louhichi, Waël & Ameur, Hachmi Ben & Cheffou, Abdoulkarim Idi, 2016. "On oil-US exchange rate volatility relationships: An intraday analysis," Economic Modelling, Elsevier, vol. 59(C), pages 329-334.
  30. Fakhfekh, Mohamed & Hachicha, Nejib & Jawadi, Fredj & Selmi, Nadhem & Idi Cheffou, Abdoulkarim, 2016. "Measuring volatility persistence for conventional and Islamic banks: An FI-EGARCH approach," Emerging Markets Review, Elsevier, vol. 27(C), pages 84-99.
  31. Hachmi Ben Ameur & Faten Ben Bouheni & Abdoulkarim Idi Chefou & Fredj Jawadi, 2016. "Do Regulatory and Supervisory Reforms Affect European Bank Stability: Further Evidence from Panel Data," Bankers, Markets & Investors, ESKA Publishing, issue 141, pages 58-70, March-Apr.
  32. Fredj Jawadi, 2016. "What Have We Learned from the 2007-08 Financial Crisis? Papers Presented at the Second International Workshop on Financial Markets and Nonlinear Dynamics (Paris, June 4-5, 2015)," Open Economies Review, Springer, vol. 27(5), pages 819-823, November.
  33. Fredj Jawadi & Abdoulkarim Idi Cheffou & Nabila Jawadi, 2016. "Do Islamic and Conventional Banks Really Differ? A Panel Data Statistical Analysis," Open Economies Review, Springer, vol. 27(2), pages 293-302, April.
  34. Fredj Jawadi & Nabila Jawadi & Abdoulkarim Idi Cheffou, 2015. "Are Islamic stock markets efficient? A time-series analysis," Applied Economics, Taylor & Francis Journals, vol. 47(16), pages 1686-1697, April.
  35. Jawadi, Fredj & Louhichi, Waël & Idi Cheffou, Abdoulkarim, 2015. "Testing and modeling jump contagion across international stock markets: A nonparametric intraday approach," Journal of Financial Markets, Elsevier, vol. 26(C), pages 64-84.
  36. Jawadi Fredj & Mallick Sushanta K. & Sousa Ricardo M., 2014. "Fiscal policy in the BRICs," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(2), pages 1-15, April.
  37. Fredj Jawadi & Nabila Jawadi & Waël Louhichi, 2014. "Conventional and Islamic stock price performance: An empirical investigation," International Economics, CEPII research center, issue 137, pages 73-87.
  38. Arouri, Mohamed & Hammoudeh, Shawkat & Jawadi, Fredj & Nguyen, Duc Khuong, 2014. "Financial linkages between US sector credit default swaps markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 223-243.
  39. Fredj Jawadi & Sushanta Kumar Mallick & Ricardo Magalhães Sousa, 2014. "Nonlinear monetary policy reaction functions in large emerging economies: the case of Brazil and China," Applied Economics, Taylor & Francis Journals, vol. 46(9), pages 973-984, March.
  40. Fredj Jawadi & Ricardo M. Sousa, 2014. "The Relationship between Consumption and Wealth: A Quantile Regression Approach," Revue d'économie politique, Dalloz, vol. 124(4), pages 639-652.
  41. Fredj Jawadi & Waël Louhichi & Hachmi Ben Ameur, 2013. "Do the US trends drive the UK--French market linkages?: empirical evidence from a threshold intraday analysis," Applied Economics Letters, Taylor & Francis Journals, vol. 20(5), pages 499-503, March.
  42. Jawadi Fredj & Ureche-Rangau Loredana, 2013. "Threshold linkages between volatility and trading volume: evidence from developed and emerging markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(3), pages 313-333, May.
  43. Mohamed El Hedi Arouri & Fredj Jawadi & Prosper Mouak, 2013. "Testing the efficiency of the aluminium market: evidence from London metal exchange," Applied Financial Economics, Taylor & Francis Journals, vol. 23(6), pages 483-493, March.
  44. Dufrénot, Gilles & Jawadi, Fredj, 2013. "Computational tools in econometric modeling for macroeconomics and finance," Economic Modelling, Elsevier, vol. 34(C), pages 1-4.
  45. Fredj Jawadi & Ricardo M. Sousa, 2013. "Structural breaks and nonlinearity in US and UK public debts," Applied Economics Letters, Taylor & Francis Journals, vol. 20(7), pages 653-657, May.
  46. Hachmi Ben Ameur & Yacouba Gnégné & Fredj Jawadi, 2013. "Measuring time-varying equity risk premium in the context of financial crisis: do developed and emerging markets differ?," Applied Economics Letters, Taylor & Francis Journals, vol. 20(18), pages 1673-1677, December.
  47. Fredj Jawadi & Ricardo M. Sousa, 2013. "Modelling money demand: further evidence from an international comparison," Applied Economics Letters, Taylor & Francis Journals, vol. 20(11), pages 1052-1055, July.
  48. Arouri, Mohamed & Jawadi, Fredj & Nguyen, Duc Khuong, 2013. "What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis?," Journal of Macroeconomics, Elsevier, vol. 36(C), pages 175-187.
  49. Fredj Jawadi & Nabila Jawadi & Duc Khuong Nguyen & Hassan Obeid, 2013. "Information technology sector and equity markets: an empirical investigation," Applied Financial Economics, Taylor & Francis Journals, vol. 23(9), pages 729-737, May.
  50. Jawadi, Fredj & Sousa, Ricardo M., 2013. "Money demand in the euro area, the US and the UK: Assessing the role of nonlinearity," Economic Modelling, Elsevier, vol. 32(C), pages 507-515.
  51. M. E. Arouri & H. Ben Ameur & N. Jawadi & F. Jawadi & W. Louhichi, 2013. "Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations," Applied Economics, Taylor & Francis Journals, vol. 45(24), pages 3412-3420, August.
  52. Gnegne, Yacouba & Jawadi, Fredj, 2013. "Boundedness and nonlinearities in public debt dynamics: A TAR assessment," Economic Modelling, Elsevier, vol. 34(C), pages 154-160.
  53. Fredj Jawadi & Sabrina Khanniche, 2012. "Are hedge fund clones attractive financial products for investors?," Applied Economics Letters, Taylor & Francis Journals, vol. 19(8), pages 739-743, May.
  54. Arouri, Mohamed El Hédi & Jawadi, Fredj & Nguyen, Duc Khuong, 2012. "Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS," Economic Modelling, Elsevier, vol. 29(3), pages 884-892.
  55. Jawadi, Fredj & Khanniche, Sabrina, 2012. "Modeling hedge fund exposure to risk factors," Economic Modelling, Elsevier, vol. 29(4), pages 1003-1018.
  56. Jawadi, Fredj & Leoni, Patrick, 2012. "Nonlinearity, Cyclicity, And Persistence In Consumption And Income Relationships: Research In Honor Of Melvin J. Hinich," Macroeconomic Dynamics, Cambridge University Press, vol. 16(S3), pages 376-393, November.
  57. Jawadi, Fredj, 2012. "Introduction To Time-Varying Modeling With Macroeconomic And Financial Data," Macroeconomic Dynamics, Cambridge University Press, vol. 16(S2), pages 167-175, September.
  58. Arouri, Mohamed El Hedi & Jawadi, Fredj & Nguyen, Duc Khuong, 2012. "Modeling Nonlinear And Heterogeneous Dynamic Links In International Monetary Markets," Macroeconomic Dynamics, Cambridge University Press, vol. 16(S2), pages 232-251, September.
  59. Mohamed E AROURI & Fredj JAWADI & Duc K NGUYEN, 2012. "Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration?," Economics Bulletin, AccessEcon, vol. 32(3), pages 2481-2489.
  60. Fredj Jawadi & Iscef Iscef, 2012. "Second International Symposium in Computational Economics and Finance," Economics Bulletin, AccessEcon, vol. 32(1), pages 1-6.
  61. Fredj Jawadi & Georges Prat, 2012. "Arbitrage costs and nonlinear adjustment in the G7 stock markets," Applied Economics, Taylor & Francis Journals, vol. 44(12), pages 1561-1582, April.
  62. Fredj Jawadi & Mondher Bellalah, 2011. "Nonlinear mean reversion in oil and stock markets," Review of Accounting and Finance, Emerald Group Publishing, vol. 10(3), pages 316-326, August.
  63. Fredj Jawadi & Mohamed Hedi Arouri, 2011. "The current international financial crisis in 10 questions: some lessons," Applied Economics Letters, Taylor & Francis Journals, vol. 18(3), pages 279-283.
  64. Mohamed el hédi Arouri & Fredj Jawadi, 2011. "Do on/off time series models reproduce emerging stock market comovements?," Economics Bulletin, AccessEcon, vol. 31(1), pages 960-968.
  65. Mohamed El Hedi Arouri & Fredj Jawadi & Prosper Mouak, 2011. "The speculative efficiency of the aluminum market: A nonlinear Investigation," International Economics, CEPII research center, issue 126-127, pages 73-89.
  66. Fredj Jawadi, 2010. "Financial crises, bank losses, risk management and audit: what happened?," Applied Economics Letters, Taylor & Francis Journals, vol. 17(10), pages 1019-1022.
  67. Arouri Mohamed El Hédi & Jawadi Fredj, 2010. "On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM," Economics Bulletin, AccessEcon, vol. 30(2), pages 1032-1043.
  68. Arouri Mohamed El Hedi & Jawadi Fredj, 2010. "Short and long-term links between oil prices and stock markets in Europe," Economics Bulletin, AccessEcon, vol. 30(1), pages 817-828.
  69. Fredj Jawadi & Nabila Jawadi & Virginie Dechamps, 2010. "European Microfinance Institutions and Information and Communication Technologies: An Empirical Qualitative Investigation in the French Context," Journal of Electronic Commerce in Organizations (JECO), IGI Global, vol. 8(3), pages 38-48, July.
  70. Fredj Jawadi & Mohamed El Hedi Arouri & Duc Khuong Nguyen, 2010. "Stock market integration in Mexico and Argentina: are short- and long-term considerations different?," Applied Economics Letters, Taylor & Francis Journals, vol. 17(15), pages 1503-1507.
  71. Fredj Jawadi & Mohamed Hedi Arouri & Duc Khuong Nguyen, 2010. "Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions," Applied Financial Economics, Taylor & Francis Journals, vol. 20(8), pages 669-680.
  72. Fredj JAWADI & Nicolas MILLION & Mohamed El hédi Arouri, 2009. "Stock market integration in the Latin American markets: further evidence from nonlinear modeling," Economics Bulletin, AccessEcon, vol. 29(1), pages 162-168.
  73. Fredj Jawadi, 2009. "Essay in dividend modelling and forecasting: does nonlinearity help?," Applied Financial Economics, Taylor & Francis Journals, vol. 19(16), pages 1329-1343.
  74. Fredj Jawadi & Catherine Bruneau & Nadia Sghaier, 2009. "Nonlinear Cointegration Relationships Between Non-Life Insurance Premiums and Financial Markets," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(3), pages 753-783.
  75. Fredj Jawadi & Mohamed El Hédi Arouri, 2008. "Are American And French Stock Markets Integrated?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 2(2), pages 107-116.
  76. JAWADI Fredj, 2008. "Does nonlinear econometrics confirm the macroeconomic models of consumption?," Economics Bulletin, AccessEcon, vol. 5(17), pages 1-11.
  77. Fredj Jawadi, 2008. "Estimating The S&P Fundamental Value Using Star Models," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 2(1), pages 137-146.
  78. Fredj Jawadi & Yosra Koubbaa, 2007. "Dynamique non-linéaire des marchés boursiers du G7 : une application des modèles STAR," Finance, Presses universitaires de Grenoble, vol. 28(1), pages 29-74.
  79. Mohamed El Hedi Arouri & Fredj Jawadi, 2007. "Co-Mouvements des marchés boursiers émergents :Intégration ou contagion ?," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 50(3), pages 315-333.

Chapters

  1. Fredj Jawadi, 2008. "Threshold Mean Reversion In Stock Prices," World Scientific Book Chapters,in: Risk Management And Value Valuation and Asset Pricing, chapter 18, pages 477-493 World Scientific Publishing Co. Pte. Ltd..

Books

  1. William A. Barnett & Fredj Jawadi (ed.), 2015. "Monetary Policy in the Context of the Financial Crisis: New Challenges and Lessons," International Symposia in Economic Theory and Econometrics, Emerald Publishing Ltd, volume 24, number isete.2015.24.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Works
  2. Number of Distinct Works
  3. Number of Distinct Works, Weighted by Number of Authors
  4. Number of Journal Pages
  5. Number of Journal Pages, Weighted by Number of Authors
  6. Number of Abstract Views in RePEc Services over the past 12 months
  7. Number of Downloads through RePEc Services over the past 12 months
  8. Betweenness measure in co-authorship network

Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Tunisian Economists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 20 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (6) 2011-07-21 2011-07-21 2012-09-09 2013-01-19 2018-05-21 2018-05-21. Author is listed
  2. NEP-MON: Monetary Economics (5) 2010-12-04 2011-07-21 2013-01-19 2013-01-19 2018-05-21. Author is listed
  3. NEP-CBA: Central Banking (4) 2010-12-04 2011-07-21 2011-07-21 2018-05-21
  4. NEP-FMK: Financial Markets (3) 2004-12-12 2009-05-30 2009-09-26
  5. NEP-EEC: European Economics (2) 2013-01-19 2013-01-19
  6. NEP-FDG: Financial Development & Growth (2) 2014-05-04 2018-06-11
  7. NEP-FIN: Finance (2) 2004-12-12 2004-12-15
  8. NEP-AFR: Africa (1) 2011-07-21
  9. NEP-ARA: MENA - Middle East & North Africa (1) 2014-05-04
  10. NEP-CFN: Corporate Finance (1) 2015-07-18
  11. NEP-ENE: Energy Economics (1) 2017-03-12
  12. NEP-ETS: Econometric Time Series (1) 2004-12-12
  13. NEP-FOR: Forecasting (1) 2017-04-02
  14. NEP-HPE: History & Philosophy of Economics (1) 2012-09-09
  15. NEP-LAM: Central & South America (1) 2009-05-30
  16. NEP-ORE: Operations Research (1) 2017-04-02
  17. NEP-RMG: Risk Management (1) 2009-05-30
  18. NEP-URE: Urban & Real Estate Economics (1) 2013-01-19

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