Axe de recherche : Macroéconomie Internationale, Banque et Econométrie Financière
Thèmes : Finance empirique econométrie appliquée marchés des commodités
Présentation
DOCUMENTS DE TRAVAIL
PUBLICATIONS
Fredj JAWADI Professeur des Universités Université de Lille 104 Avenue du Peuple Belge, 59043 Lille Cedex Email: fredj.jawadi@univ-lille.fr Site: https://sites.google.com/site/wwwfredjjawadicom/ Chercheur associé à EconomiX (UMR 7235) Directeur adjoint de l’équipe CAC (Cliometrics And Complexity)
The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies
2019
2019 – Vol.160 – pp.3-13
Balázs Egert, Jarmila Botev, Fredj Jawadi
International Economics
On the Relationship between Energy Returns and Trading Volume: A Multifractal Analysis
2019
2019
Fredj Jawadi, Wael Louhichi, Arbi Midani
Applied Economics
Understanding Oil Price Dynamics and their Effects over Recent Decades: An Interview with James Hamilton
2019
2019
Fredj Jawadi
Energy Journal
Forecasting Energy Futures Volatility with Threshold Augmented Heterogeneous Autoregressive Jump Models
2019
2019
Fredj Jawadi, Zied Ftiti, Wael Louhichi
Econometric Reviews
Can a Taylor rule better explain the Fed’s monetary policy through the 1920s and 1930s? A nonlinear cliometric analysis
2019
2019
Olivier Damette, Fredj Jawadi, Antoine Parent
Studies in Nonlinear Dynamics and Econometrics
Oil price collapse and challenges to economic transformation of Saudi Arabia: A time-series analysis
2019
2019 – Vol.80 – pp.12-19
Fredj Jawadi, Zied Ftiti
Energy Economics
An Interview with Timo Teräsvirta
2018
2018
Fredj Jawadi
Studies in Nonlinear Dynamics and Econometrics
Computing Stock Price Comovements with a Three-Regime Panel Smooth Transition Error Correction Model
2018
2018
Fredj Jawadi, Souhir Chlibi, Karim Cheffou
Annals of Operations Research
A Statistical Analysis of Uncertainty for Conventional and Ethical Stock Markets
2018
2018
Fredj Jawadi, Nabila Jawadi, Karim Chefou
Quarterly Review of Economics and Finance
A Model of Fiscal Dominance under the “Reinhart Conjecture
2018
2018
Gilles Dufrénot, Fredj Jawadi, Guillaume Khayat
Journal of Economic Dynamics and Control
Forecasting Inflation Uncertainty in the United States and Euro Area
2018
2018
Fredj Jawadi, Zied Ftiti
Computational Economics
Toward a New Deal for Saudi Arabia: Oil or Islamic Stock Market Investment?
2018
2018
Nabila Jawadi, Karim Chefou, Fredj Jawadi
Applied Economics
Uncertainty assessment in socially responsible and Islamic stock markets in the short and long terms: an ARDL approach
2018
2018
Fredj Jawadi, Nabila Jawadi, Abdoulkarim Idi Cheffou
Applied Economics
Modeling Time-Varying Beta in a Sustainable Stock Market with a Three-Regime Threshold GARCH Model
2017
2017
Hachmi BEN AMEUR, Wael Louhichi, Fredj Jawadi
Annals of Operations Research
An Analysis of the Effect of Investor Sentiment in a Heterogeneous Switching Transition Model for G7 Stock Markets
2017
2017
Fredj Jawadi, Hela Namouri, Zied Ftiti
Journal of Economic Dynamics and Control
Equity prices and fundamentals: a DDM
2017
2017 – Vol.49
Fredj Jawadi, Georges Prat
Review of Quantitative Finance and Accounting
On the Macroeconomic and Wealth Effects of Unconventional Monetary Policy
2017
2017
Fredj Jawadi, Ricardo Sousa, R Traverso
Macroeconomic Dynamics
An Empirical Comparison of Transformed Diffusion Models for VIX and VIX Futures
2017
2017 – Vol.46 – pp.116-127
Fredj Jawadi, Ruijun Bu, Yuyi Li
Journal of International Financial Markets, Institutions and Money
Measurement Errors in Stock Markets
2017
2017
Fredj Jawadi, Wael Louhichi, Hachmi BEN AMEUR, Karim Cheffou
Annals of Operations Research
Assessing Efficiency and Investment Opportunities in Commodities: A Time Series and Portfolio Simulations Approach
2017
2017
Fredj Jawadi, Zied Ftiti, Mouna Hdia
Economic Modelling
Analyzing Governance Structure of French Banking Groups
2017
2017
Fredj Jawadi, Abdoulkarim Idi Cheffou, Faten Ben Bouheni
Research in International Business and Finance
Threshold Effect in the Relationship between Investor Sentiment and Stock Market Returns: A PSTR specification
2017
2017
Fredj Jawadi, Zied Ftiti, Hela Namouri, N?jib Hachicha
Applied Economics
Fiscal and Monetary Policies in the BRICs: A Panel VAR Approach
2016
2016 – Vol.58 – pp.535-542
Fredj Jawadi, Ricardo Sousa, Sushanta Mallick
Economic Modelling
Analyzing Heterogeneous Stock Price Comovements through Hybrid Approaches
2016
2016 – Vol.27 – pp.541-559
Fredj Jawadi, Mohamed Sellami, Souhir Chlibi
Open Economies Review
Intraday jumps and trading volume: a nonlinear Tobit specification
2016
2016 – Vol.47 – pp.1167-1186
Fredj Jawadi, Wael Louhichi, Karim Cheffou, R Randrianarivony
Review of Quantitative Finance and Accounting
On Oil-US Exchange Rate Volatility Relationships: an Intraday Analysis
2016
2016 – Vol.59 – pp.329-334
Fredj Jawadi, Wael Louhichi, Hachmi BEN AMEUR
Economic Modelling
Testing and Modeling Jump Contagion across International Stock Markets: A Nonparametric Intraday Approach
2015
2015 – Vol.26 – pp.64-84
Fredj Jawadi, Wael Louhichi, Karim Cheffou
Journal of Financial Markets
Advances and Challenges in Decision-Making, Monetary Policy and Financial Markets
2015
2015 – Vol.52
Fredj Jawadi, Gilles Dufrénot
Economic Modelling
The Relationship between Consumption and Wealth: A Quantile Regression Approach
2014
2014 – Vol.124 – pp.639-652
Fredj Jawadi, Ricardo Sousa, Sushanta Mallick
Revue d’Economie Politique
Nonlinear Monetary Policy Reaction Functions in Large Emerging Economies: The Case of Brazil and China
2014
2014 – Vol.46
Fredj Jawadi, Ricardo Sousa, Sushanta Mallick
Applied Economics
Sources d’inefficience et ajustement asymétrique des cours boursiers
2013
2013
Fredj Jawadi, Mohamed El Hedi Arouri
Revue Sciences de Gestion
Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations
2013
2013
Fredj Jawadi, Mohamed El Hedi Arouri, Nabila Jawadi, Wael Louhichi, Hachmi BEN AMEUR
Applied Economics
Threshold Linkages between Volatility and Trading Volume: Evidence from Developed and Emerging Markets
2013
2013
Fredj Jawadi, Loredana Ureche-Rangau
Studies in Nonlinear Dynamics and Econometrics
What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?
2013
2013
Fredj Jawadi, Mohamed El Hedi Arouri, Duc Khuong Nguyen
Journal of Macroeconomics
Arbitrage Costs and Nonlinear Stock Price Adjustment in the G7 Countries
2012
2012 – Vol.44 – pp.1561-1582
Fredj Jawadi, Georges Prat
Applied Economics
La finance islamique est-elle à l’abri de la crise financière globalisée?
2012
2012
Fredj Jawadi
Revue Sciences de Gestion
Evolution of the US Stock Market Risk Premium in Periods of Crisis
2012
2012
Fredj Jawadi, Mohamed El Hedi Arouri
Bankers, Markets & Investors (ex-Banque et Marchés)
Are hedge fund clones attractive financial products for investors
2012
2012 – Vol.19 – pp.739-743
Fredj Jawadi, Sabrina Khanniche
Applied Economics Letters
Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS
2012
2012 – Vol.29 – pp.884-892
Fredj Jawadi, Mohamed El Hedi Arouri, Duc Khuong Nguyen
Economic Modelling
Introduction to Time-Varying Modeling with Macroeconomic and Financial Data
2012
2012 – Vol.16 – pp.1-9
Fredj Jawadi
Macroeconomic Dynamics
Modelling Hedge Fund Exposure to Risk Factors
2012
2012 – Vol.29 – pp.1003-1018
Fredj Jawadi, Sabrina Khanniche
Economic Modelling
Nonlinearity, Cyclicity and Persistence in Consumption and Income Relationships: Research in Honor of Melvin J. Hinich
2011
2011 – Vol.16
Fredj Jawadi, Patrick Léoni
Macroeconomic Dynamics
Nonlinear Mean Reversion in Oil and Stock Markets
2011
2011 – Vol.10 – pp.316-326
Fredj Jawadi, Mondher Bellalah
Review of Accounting and Finance
Modeling Nonlinear and Heterogeneous Dynamic Linkages in International Monetary Markets
2011
2011
Fredj Jawadi, Mohamed El Hedi Arouri, Duc Khuong Nguyen
Macroeconomic Dynamics
Do on/off time series models reproduce emerging stock market comovements?
2011
2011 – Vol.31 – pp.960-968
Fredj Jawadi, Mohamed El Hedi Arouri
Economics Bulletin
The Speculative Efficiency of the Aluminum Market: A Nonlinear Investigation
2011
2011 – Vol.2
Fredj Jawadi, Mohamed El Hedi Arouri, Porsper Mouak
International Economics
Nonlinear Stock Market Integration in Emerging Countries
2011
2011 – Vol.2 – pp.79-90
Fredj Jawadi, Mohamed El Hedi Arouri
International Journal of Economics and Finance
Informatique et innovation financière
2010
2010
Fredj Jawadi
Finance Grandes Ecoles
Nonlinear Linkages between Oil and Stock Markets in Developed and Emerging Countries
2010
2010 – Vol.15 – pp.19-31
Fredj Jawadi, Mohamed El Hedi Arouri, Mondher Bellalah
International Journal of Business
Global Financial Crisis, Stock Markets and Efficiency of Central Banks Interventions
2010
2010 – Vol.20 – pp.669-680
Fredj Jawadi, Mohamed El Hedi Arouri, Duc Khuong Nguyen
Applied Financial Economics
The current international financial crisis in ten questions: some lessons
2010
2010
Fredj Jawadi, Mohamed El Hedi Arouri
Applied Economics Letters
Efficiency and Threshold Stock Price Adjustment: The American Stock Market Case
2010
2010 – Vol.105 – pp.39-46
Fredj Jawadi, Mohamed El Hedi Arouri, Duc Khuong Nguyen
Bankers, Markets & Investors (ex-Banque et Marchés)
European Microfinance Institutions and Information and Communication Technologies: An Empirical Qualitative Investigation in the French Context
2010
2010 – Vol.8 – pp.38-48
Fredj Jawadi, Nabila Jawadi, Virginie Dechamp
Journal of Electronic Commerce in Organizations
Stock Market Integration in the EURO Area: Segmentation or Linear Modelling Misspecification?
2010
2010 – Vol.15 – pp.307-317
Fredj Jawadi, Mohamed El Hedi Arouri, Duc Khuong Nguyen
International Journal of Business
Short and long-term links between oil prices and stock markets in Europe
2010
2010 – Vol.30 – pp.817-818
Fredj Jawadi, Mohamed El Hedi Arouri
Economics Bulletin
On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM
2010
2010 – Vol.30 – pp.1032-1043
Fredj Jawadi, Mohamed El Hedi Arouri
Economics Bulletin
Threshold Stock Market Integration Dynamics
2010
2010 – Vol.4
Fredj Jawadi, Mohamed El Hedi Arouri
International Journal of Economics
Threshold Stock Price Adjustment
2009
2009 – Vol.24 – pp.183-198
Fredj Jawadi
Advances in Econometrics
Stock market integration in the Latin American markets: further evidence from nonlinear modeling
2009
2009 – Vol.29 – pp.162-168
Fredj Jawadi, Mohamed El Hedi Arouri, Nicolas Million
Economics Bulletin
Financial Crises, Bank Losses, Risk Management and Audit: What Happened?
2009
2009 – Vol.17 – pp.1019-1022
Fredj Jawadi
Applied Economics Letters
Nonlinear Cointegration Relationships between Non-Life Insurance Premium and Financial Markets
2009
2009 – Vol.76 – pp.753-783
Fredj Jawadi, Catherine Bruneau, Nadia Sghaier
Journal of Risk and Insurance
Stock Market Integration in Mexico and Argentina: Are Short and Long-term Considerations Different?
2009
2009 – Vol.17 – pp.1503-1507
Fredj Jawadi, Mohamed El Hedi Arouri, Duc Khuong Nguyen
Applied Economics Letters
Impact de la crise sur le coût du capital : une comparaison internationale de l’évolution de la prime de risque
2009
2009 – Vol.6 – pp.51-64
Fredj Jawadi, Mohamed El Hedi Arouri, Philippe Foulquier
Gestion 2000
Essay in Dividend Modelling and Forecasting : Does Nonlinearity Help ?
2009
2009 – Vol.19 – pp.1329-1343
Fredj Jawadi
Applied Financial Economics
International Stock Return Linkages: Evidence from Latin American Markets
2009
2009 – Vol.11 – pp.57-65
Fredj Jawadi, Mohamed El Hedi Arouri, Duc Khuong Nguyen
European Journal of Economics, Finance and Administrative Sciences
Estimating the S&P Fundamental Value Using STAR Models
2008
2008 – Vol.1
Fredj Jawadi
Global Journal of Business Research
Does Nonlinear Econometrics Confirm the Macroeconomic Models of Consumption?
2008
2008 – Vol.5 – pp.1-11
Fredj Jawadi
Economics Bulletin
Are American and French Stock Markets Integrated?
2008
2008 – Vol.2
Fredj Jawadi, Mohamed El Hedi Arouri
International Journal of Business and Finance Research
Dynamique non-linéaire des marchés boursiers du G7 : Une application des modèles STAR
2007
2007 – Vol.28 – pp.29-74
Fredj Jawadi, Yosra Koubbaa
Finance
Co-mouvements des marchés boursiers : intégration ou contagion ?
2007
2007 – Vol.50 – pp.315-333
Fredj Jawadi, Mohamed El Hedi Arouri
Brussels Economic Review / Cahiers Economiques de Bruxelles
Coûts de transaction et dynamique non-linéaire des prix des actifs financiers
2006
2006 – Vol.1 – pp.161-176
Fredj Jawadi, Slim Chaouachi
Euro-Mediterranean Economics and Finance Review
Dynamique d’ajustement à seuil des rentabilités boursières des pays G7 : Application des modèles STECM
2006
2006 – Vol.1 – pp.151-163
Fredj Jawadi, Yosra Koubbaa
Euro-Mediterranean Economics and Finance Review
Édition d’un numéro spécial d’une revue
Aucune publication trouvée.
Contributions à un ouvrage collectif
Nonlinear Stock Market Links between Mexico and the World
2011
2011
Fredj Jawadi, Mohamed El Hedi Arouri
International Symposia in Economic Theory and Econometrics : Nonlinear Modeling of Economic and Financial Time-Series
Emerald Publishing
William, BARNETT; Fredj, JAWADI
Oil Prices and Exchange Rates: Some New Evidence using Linear and Nonlinear Models
2011
2011
Fredj Jawadi, Mohamed El Hedi Arouri
International Symposia in Economic Theory and Econometrics : Nonlinear Modeling of Economic and Financial Time-Series
Emerald Publishing, Winner of the 2010 Outstanding Paper Award from the Emerald Literati Network
William, BARNETT; Fredj, JAWADI
Emerging Stock Markets and the Current Financial Crisis: Emergence of a New Puzzle
2010
2010
Fredj Jawadi, Mohamed El Hedi Arouri, Duc Khuong Nguyen
Handbook of Financial Crises
Chapman Hall / Francis and Taylor London
G.N, Gregoriou
Nonlinear Cointegration and Nonlinear Error Correction Models: Theory and Empirical Applications for Oil and Stock Markets
2010
2010
Fredj Jawadi, Mohamed El Hedi Arouri, Duc Khuong Nguyen
Financial Econometrics Handbook
G.N. Gregoriou and R. Pascalau (Eds.)
Chapman Hall / Francis and Taylor London, United Kingdom
Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data
2010
2010
Fredj Jawadi, Mohamed El Hedi Arouri, Duc Khuong Nguyen
Financial Econometrics Handbook
in G.N. Gregoriou and R. Pascalau (Eds.), coécrit avec W. Louhichi
Chapman Hall / Francis and Taylor London, United Kingdom
Can Information and Communication Technologies Improve the Performance of Microfinance Programs? Further Evidence from Developing and Emerging Financial Markets
2010
2010
Fredj Jawadi, Ydriss Ziane, Nabila Jawadi
Advanced Technologies for Microfinance
IGI Global
Arvind, Ashta
Technical Analysis in Turbulent Financial Markets: Does Nonlinearity Assist
2010
2010
Fredj Jawadi, Mohamed El Hedi Arouri, Duc Khuong Nguyen
Handbook of Trading: Strategies for Navigating and Profiting from Currency, Bond, and Stock Markets
McGraw-Hill, USA
G.N. Gregoriou
Essay in Nonlinear Financial Integration Modeling: The Philippine Stock Market Case
2010
2010
Fredj Jawadi, Mohamed El Hedi Arouri
Financial Econometrics Handbook
Palgrave Macmillan
G.N. Gregoriou and R. Pascalau (Eds.)
Threshold Mean Reversion in Stock Prices
2008
2008
Fredj Jawadi
RISK MANAGEMENT AND VALUE Valuation and Asset Pricing
World Scientific
Jean Luc Prigent et al.
Ouvrages (comme auteur)
The Dynamics of Emerging Stock Markets: Empirical Assessments and Implications
2010
2010
Fredj Jawadi, Mohamed El Hedi Arouri, Duc Khuong Nguyen
Springer
Intégration Internationale et Evaluation des Actifs Financiers
2010
2010
Fredj Jawadi, Mohamed El Hedi Arouri, Duc Khuong Nguyen
Hermès Science Publishing
Inefficience et dynamique des marchés financiers
2009
2009
Fredj Jawadi, Jean-Michel Sahut
L’Harmattan
Ouvrages (comme éditeur)
Monetary Policy in the Context of the Financial Crisis,
2015
2015
Fredj Jawadi, William Barnett
Emerald
Market Microstructure and Nonlinear Dynamics : Keeping Financial Crisis in Context
2014
2014
Fredj Jawadi, Gilles Dufrénot, Wael Louhichi
Springer
Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications
2012
2012
Fredj Jawadi, William Barnett
Emerald
Nonlinear Modeling of Economic and Financial Time-series
2011
2011
Fredj Jawadi, William Barnett
Emerald Group Publishing Limited
International Journal of Economics and Finance
2010
2010
Fredj Jawadi, William Barnett, Makram Bellalah, Gabriel Talmain
Canadian Center of Science and Education
Autres documents de travail
Nonlinear Stock Price Adjustment in the G7 Countries
2009
2009
Fredj Jawadi, Georges Prat
Coûts de transaction et dynamique non-linéaire des prix des actifs financiers : Une note théorique
2006
2006
Fredj Jawadi, Slim Chaouachi
Modelling the Standard Poor’s Fundamental Value Using STAR Models
2005
2005
Fredj Jawadi
Une nouvelle estimation non linéaire de la valeur fondamentale des actions
2005
2005
Fredj Jawadi
Une mesure non linéaire de l’ajustement des cours boursiers à l’équilibre : Estimation d’un modèle ESTECM
2004
2004
Fredj Jawadi
Fondements théoriques et manifestations empiriques de la non linéarité
2004
2004
Fredj Jawadi
Rapports
Aucune publication trouvée.
Communications dans une conférence
Equity Risk Premium and International Integration: Theory and Empirical Evidence
2010
2010 – February, 25-27
Fredj Jawadi, Mohamed El Hedi Arouri, Philippe Foulquier
February, 25-27
1st International Symposium in Computational Economics and Finance
Essays in Nonlinear Interest Rate Dynamic Modeling
2010
2010 – February, 25-27
Fredj Jawadi, Mohamed El Hedi Arouri, Duc Khuong Nguyen
February, 25-27
1st International Symposium in Computational Economics and Finance
Oil Prices and Exchange Rates
2010
2010 – February, 25-27
Fredj Jawadi, Mohamed El Hedi Arouri
February, 25-27
1st International Symposium in Computational Economics and Finance
European Microfinance Institutions and Information and Communication Technologies: An Empirical Qualitative Investigation in the French Context
2010
2010 – Feb 25-27
Fredj Jawadi, Nabila Jawadi, Virginie Dechamp
Feb 25-27
First International Symposium in Computational Economics and Finance
