M.H. Arouri, Fredj Jawadi, Waël Louhichi, D. K. Nguyen. Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data. G.N. Gregoriou and R. Pascalau (Eds.). Financial Econometrics Handbook, Palgrav Macmillan London, pp.143-160, 2011. ⟨halshs-00601428⟩
Mohamed El Hedi Arouri, Duc Khuong Nguyen, Fredj Jawadi. What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?. 2010. ⟨hal-00507826⟩
Mohamed El Hedi Arouri, Fredj Jawadi. On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM. 2010. ⟨hal-00507824⟩
Mohamed El Hedi Arouri, Fredj Jawadi, Duc Khuong Nguyen. Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions. 2010. ⟨hal-00507821⟩
Mohamed El Hedi Arouri, Fredj Jawadi, Duc Khuong Nguyen. Synchronization and nonlinear interdependence of short-term interest rates:. 2010. ⟨hal-00507820⟩
Fredj Jawadi, Georges Prat. Nonlinear Stock Price Adjustment in the G7 Countries. 2009. ⟨hal-04140874⟩
Fredj Jawadi, Nicolas Million, Mohamed El Hedi Arouri. Stock market integration in the Latin American markets: further evidence from nonlinear modeling. Economics Bulletin, 2009, 29 (1), pp.162-168. ⟨hal-00387110⟩
Georges Prat, Fredj Jawadi. Nonlinear stock prices adjustment in the G7 countries. 2007. ⟨halshs-00172896⟩
Fredj Jawadi, Slim Chaouachi. Coûts de transaction et dynamique non-linéaire des prix des actifs financiers : une note théorique. 2006. ⟨hal-04138865⟩
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