Photo Fredj Jawadi

FREDJ JAWADI

PROFESSEUR(E)

CHERCHEUR ASSOCIÉ

Research interests

  • arrow_right Finance empirique
  • arrow_right Econométrie appliquée
  • arrow_right Marchés des commodités

Research group

    Macroéconomie internationale, finance, matières premières et économétrie financière

HAL open science


2023

Georges Prat, Jean-François Boulier, Catherine d'Hont, Fredj Jawadi, Philippe Rozin, et al.. How Do Investor’s Expectations and Emotions Drive Financial Asset Prices in Times Crises and Uncertainty: The Analysis of Experts' Opinion. Bankers Markets & Investors : an academic & professional review, 2023, 4 (175), pp.3-12. ⟨hal-04351228⟩

link https://hal.science/hal-04351228v1

2019

Balázs Egert, Jarmila Botev, Fredj Jawadi. The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies. International Economics , 2019, 160, pp.3-13. ⟨hal-03252917⟩

link https://hal.science/hal-03252917v1

2019

Fredj Jawadi. Understanding Oil Price Dynamics and their Effects over Recent Decades: An Interview with James Hamilton. Energy Journal, 2019. ⟨hal-01826058⟩

link https://hal.science/hal-01826058v1

2018

Gilles Dufrénot, Fredj Jawadi, Guillaume Khayat. A model of fiscal dominance under the “Reinhart Conjecture”. Journal of Economic Dynamics and Control, 2018, 93, pp.332 - 345. ⟨10.1016/j.jedc.2018.01.046⟩. ⟨hal-01890414⟩

link https://amu.hal.science/hal-01890414v1

2018

Fredj Jawadi. An interview with Timo Teräsvirta. Studies in Nonlinear Dynamics and Econometrics, 2018, 22 (5), ⟨10.1515/snde-2018-0021⟩. ⟨hal-01734768⟩

link https://hal.science/hal-01734768v1

2018

Gilles Dufrénot, Fredj Jawadi, Alexander Mihailov. Recent developments in macro-econometric modeling: theory and applications. Econometrics, 2018, 6 (2), pp.5. ⟨10.3390/econometrics6020025⟩. ⟨hal-01978664⟩

link https://amu.hal.science/hal-01978664v1

2018

Faten Ben Bouheni, Abdoulkarim Idi Cheffou, Fredj Jawadi. Analyzing the governance structure of French banking groups. Research in International Business and Finance, 2018, 44, pp.40-48. ⟨10.1016/j.ribaf.2017.05.016⟩. ⟨hal-03145169⟩

link https://hal.science/hal-03145169v1

2017

Fredj Jawadi, Georges Prat. Equity prices and fundamentals: a DDM–APT mixed approach. Review of Quantitative Finance and Accounting, 2017, 49, pp.661-695. ⟨10.1007/s11156-016-0604-y⟩. ⟨hal-01549758⟩

link https://hal.science/hal-01549758v1

2017

Gilles Dufrénot, Fredj Jawadi. Introduction: recent developments of switching models for financial data. Studies in Nonlinear Dynamics and Econometrics, 2017, 21 (1), pp.1-2. ⟨10.1515/snde-2017-5001⟩. ⟨hal-01589999⟩

link https://amu.hal.science/hal-01589999v1

2017

Fredj Jawadi, Richard Soparnot, Ricardo M. Sousa. Assessing financial and housing wealth effects through the lens of a nonlinear framework. Research in International Business and Finance, 2017, 39 (Part B), pp.840-850. ⟨10.1016/j.ribaf.2014.11.004⟩. ⟨hal-01650524⟩

link https://hal.science/hal-01650524v1

2016

Fredj Jawadi, Waël Louhichi, Abdoulkarim Idi Cheffou, Rivo Randrianarivony. Intraday jumps and trading volume: a nonlinear Tobit specification. Review of Quantitative Finance and Accounting, 2016, 47 (4), pp.1167-1186. ⟨10.1007/s11156-015-0534-0⟩. ⟨hal-02358454⟩

link https://normandie-univ.hal.science/hal-02358454v1

2016

Gilles Dufrénot, Fredj Jawadi. Advances and challenges in decision-making, monetary policy and financial markets. Economic Modelling, 2016, Special Issue on Recent Developments in Decision-Making, Monetary Policy and Financial Markets, 52 (Part A), pp.1-2. ⟨10.1016/j.econmod.2015.11.004⟩. ⟨hal-01446195⟩

link https://amu.hal.science/hal-01446195v1

2013

Gilles Dufrénot, Fredj Jawadi. Computational tools in econometric modeling for macroeconomics and finance. Economic Modelling, 2013, Recent Developments in Computational Economics and Finance: 2nd ISECF Conference (Tunis, 2012), 34, pp.1-4. ⟨10.1016/j.econmod.2013.05.008⟩. ⟨hal-01499642⟩

link https://amu.hal.science/hal-01499642v1

2013

Mohamed El Hedi Arouri, Fredj Jawadi, Duc Khuong Nguyen. What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?. Journal of Macroeconomics, 2013, 36, pp.175-187. ⟨10.1016/j.jmacro.2012.11.006⟩. ⟨hal-01410577⟩

link https://hal.parisnanterre.fr/hal-01410577v1

2013

Mohamed El Hedi Arouri, Hachmi Ben Ameur, Nabila Jawadi, Fredj Jawadi, Waël Louhichi. Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations. Applied Economics, 2013, 45 (24), pp.3412-3420. ⟨10.1080/00036846.2012.707776⟩. ⟨halshs-00875595⟩

link https://shs.hal.science/halshs-00875595v1

2013

Fredj Jawadi, Waël Louhichi, Hachmi Ben Ameur. Do the US trends drive the UK-French market linkages?: empirical evidence from a threshold intraday analysis. Applied Economics Letters, 2013, 20 (5), pp.499-503. ⟨10.1080/13504851.2012.714064⟩. ⟨halshs-00875569⟩

link https://shs.hal.science/halshs-00875569v1

2012

Mohamed El Hedi Arouri, Fredj Jawadi. Evolution of the US Stock Market Risk Premium in Periods of Crisis. Bankers Markets & Investors : an academic & professional review, 2012. ⟨hal-01410572⟩

link https://hal.parisnanterre.fr/hal-01410572v1

2012

Fredj Jawadi, Georges Prat. Arbitrage Costs and Nonlinear Stock Price Adjustment in the G7 Countries. Applied Economics, 2012, 44, pp.1561 - 1582. ⟨hal-01385801⟩

link https://hal.parisnanterre.fr/hal-01385801v1

2012

Fredj Jawadi, Sabrina Khanniche. Are hedge fund clones attractive financial products for investors. Applied Economics Letters, 2012, 19, pp.739 - 743. ⟨hal-01410573⟩

link https://hal.parisnanterre.fr/hal-01410573v1

2012

Mohamed El Hedi Arouri, Fredj Jawadi. Sources d'inefficience et ajustement asymétrique des cours boursiers. La Revue des Sciences de Gestion, 2012, 258, pp.25-34. ⟨10.3917/rsg.258.0025⟩. ⟨hal-01410570⟩

link https://hal.parisnanterre.fr/hal-01410570v1

2012

Fredj Jawadi, Sabrina Khanniche. Modelling Hedge Fund Exposure to Risk Factors. Economic Modelling, 2012, 29, pp.1003 - 1018. ⟨hal-01410552⟩

link https://hal.parisnanterre.fr/hal-01410552v1

2012

Mohamed El Hedi Arouri, Fredj Jawadi, Duc Khuong Nguyen. Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS. Economic Modelling, 2012, 29, pp.884 - 892. ⟨hal-01410551⟩

link https://hal.parisnanterre.fr/hal-01410551v1

2011

Fredj Jawadi, Georges Prat. Arbitrage Costs and Nonlinear Adjustment in the G7 Stock Markets. Applied Economics, 2011, pp.1. ⟨10.1080/00036846.2010.543085⟩. ⟨hal-00677631⟩

link https://hal.science/hal-00677631v1

2009

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⟩

link https://hal.science/hal-00387110v1

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