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~language:"eng"
~person:"Jawadi, Fredj"
~subject:"Ansteckungseffekt"
~type_genre:"Aufsatz in Zeitschrift"
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Jawadi, Fredj
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Economic modelling
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Testing and modeling jump contagion across international stock markets : a nonparametric intraday approach
Jawadi, Fredj
;
Louhichi, Waël
;
Cheffou, Abdoulkarim Idi
- In:
Journal of financial markets
26
(
2015
),
pp. 64-84
Persistent link: https://www.econbiz.de/10011477277
Saved in:
2
Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework
Xu, Hai-Chuan
;
Jawadi, Fredj
;
Zhou, Jie
;
Zhou, Wei-Xing
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
1
,
pp. 93-110
Persistent link: https://www.econbiz.de/10014329036
Saved in:
3
On the study of contagion in the context of the subprime crisis : a dynamic conditional correlation-multivariate GARCH approach
Hemche, Omar
;
Jawadi, Fredj
;
Maliki, Samir B.
;
Cheffou, …
- In:
Economic modelling
52
(
2016
),
pp. 292-299
Persistent link: https://www.econbiz.de/10011645655
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