Similar Search Results - EconBiz

Nonlinear mean reversion in oil and stock markets

Jawadi, Fredj; Bellalah, Mondher - In: Review of Accounting and Finance 10 (2011) 3, pp. 316-326

Purpose – While price studies such as Jawadi et al. generally focus on the relationships between oil and stock markets through the study of oil price on stock markets, this paper takes a different perspective to the linkages between oil and stock markets. This study sets out to investigate the...

Persistent link: https://www.econbiz.de/10014989625

Shadow costs of incomplete information and short sales in the valuation of the firm and its assets

Bellalah, Mondher - In: The North American journal of economics and finance : a … 37 (2016), pp. 406-419

Persistent link: https://www.econbiz.de/10011672986

On information costs, short sales and the pricing of extendible options, steps and Parisian options

Bellalah, Mondher - In: Risk management decisions and wealth management in …, (pp. 361-387). 2018

Persistent link: https://www.econbiz.de/10011871644

Pricing derivatives in the presence of shadow costs of incomplete information and short sales

Bellalah, Mondher - In: Risk management decisions and wealth management in …, (pp. 389-411). 2018

Persistent link: https://www.econbiz.de/10011871645

Introduction to recent insights into financial, housing, and monetary markets

Jawadi, Fredj - In: Macroeconomic dynamics 22 (2018) 7, pp. 1721-1726

Persistent link: https://www.econbiz.de/10011918160

What have we learned from the 2007-08 financial crisis? : papers presented at the Second International Workshop on Financial Markets and Nonlinear Dynamics (Paris, June 4-5, 2015)

Jawadi, Fredj - In: Open economies review 27 (2016) 5, pp. 819-823

Persistent link: https://www.econbiz.de/10011717013

Special issue : financial market dynamics, monetary policy, investment and trade. papers presented at the fourth international symposium in computational economics and finance (paris, april 14-16, 2016)

Jawadi, Fredj - In: Open economies review 29 (2018) 2, pp. 211-213

Persistent link: https://www.econbiz.de/10012041170

Introduction to topics in modelling financial and macroeconomic time series

Jawadi, Fredj - In: Computational economics 56 (2020) 1, pp. 1-3

Persistent link: https://www.econbiz.de/10012272013

Special issue: modelling financial and macroeconomic time series

Jawadi, Fredj (ed.) - 2020

Persistent link: https://www.econbiz.de/10012272051

Introduction to advanced statistical analyses for computational economics and finance

Jawadi, Fredj - In: Computational economics 54 (2019) 1, pp. 1-3

Persistent link: https://www.econbiz.de/10012134060

A service of the