Photo Fredj Jawadi

FREDJ JAWADI

PROFESSEUR(E)

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

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⟩

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⟩

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⟩

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⟩

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⟩

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⟩

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⟩

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

2018

Balázs Egert, Fredj Jawadi. The Nonlinear Relationship between Economic growth and Financial Development. 2018. ⟨hal-04141770⟩

https://hal.science/hal-04141770v1

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⟩

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⟩

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

2017

Fredj Jawadi, Wael Louhichi, Hachmi Ben Ameur, Abdoulkarim Idi Cheffou. On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis. 2017. ⟨hal-04141662⟩

https://hal.science/hal-04141662v1

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⟩

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⟩

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⟩

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

2015

Fredj Jawadi, Georges Prat. Equity Prices and Fundamentals: a DDM-APT Mixed Approach. 2015. ⟨hal-04141411⟩

https://hal.science/hal-04141411v1

2014

Gilles Dufrénot, Fredj Jawadi, Waël Louhichi. Market microstructure and nonlinear dynamics : keeping financial crisis in context. Gilles Dufrénot; Fredj Jawadi; Waël Louhichi. Springer International Publishing, pp.315, 2014, 978-3-319-05211-3. ⟨10.1007/978-3-319-05212-0⟩. ⟨hal-01474273⟩

https://amu.hal.science/hal-01474273v1

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⟩

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⟩

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⟩

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⟩

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⟩

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⟩

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

2012

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

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

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⟩

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

2012

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

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

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⟩

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

2011

Fredj Jawadi, Nabila Jawadi, Waël Louhichi. Does islamic finance outperform conventional finance? Further evidence from an international comparison. Workshop " Finance Ethique et Gouvernance ", Dec 2011, Paris, France. ⟨halshs-00657351⟩

https://shs.hal.science/halshs-00657351v1

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⟩

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

2011

Ydriss Ziane, Fredj Jawadi, Nabila Jawadi. Can information and communication technologies improve the performance of microfinance programs? Further evidence from developing and emergent financial markets. Advanced technologies for microfinance: solutions and challenges, , 2011, 9781615209934. ⟨hal-02325927⟩

https://hal.science/hal-02325927v1

2010

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⟩

https://hal.science/hal-00507824v1

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