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Essay in dividend modelling and forecasting : does nonlinearity help?

Jawadi, Fredj - In: Applied financial economics 19 (2009) 16/18, pp. 1329-1343

This article develops a method of nonlinear modelling for the dividends of the Group of seven (G7) indexes using threshold techniques: Smooth Transition Autoregressive Models (STAR). First, smoothness and nonlinearity are justified by the presence of heterogeneous expectations and companies of...

Persistent link: https://www.econbiz.de/10003886171

Recent topics in applied financial economics

Jawadi, Fredj - In: Applied economics 47 (2015) 34/36, pp. 3613-3616

Persistent link: https://www.econbiz.de/10011293492

Money demand in the euro area, the US and the UK : assessing the role of nonlinearity

Jawadi, Fredj; Sousa, Ricardo M. - In: Economic modelling 32 (2013), pp. 507-512

Persistent link: https://www.econbiz.de/10009762065

Modelling money demand : further evidence from an international comparison

Jawadi, Fredj; Sousa, Ricardo M. - In: Applied economics letters 20 (2013) 10/12, pp. 1052-1055

Persistent link: https://www.econbiz.de/10010195935

Nonlinearity, cyclicity, and persistence in consumption and income relationships : research in honor of Melvin J. Hinich

Jawadi, Fredj; Leoni, Patrick Lucien - In: Macroeconomic dynamics 16 (2012), pp. 376-393

Persistent link: https://www.econbiz.de/10009746015

Do the US trends drive the UK-French market linkages? : empirical evidence from a threshold intraday analysis

Jawadi, Fredj; Louhichi, Waël; Ameur, Hachmi Ben - In: Applied economics letters 20 (2013) 4/6, pp. 499-503

Persistent link: https://www.econbiz.de/10009709356

Modeling hedge fund exposure to risk factors

Jawadi, Fredj; Khanniche, Sabrina - In: Economic modelling 29 (2012) 4, pp. 1003-1018

Persistent link: https://www.econbiz.de/10009667457

Stock market integration in Mexico and Argentina : are short- and long-term considerations different?

Jawadi, Fredj; Arouri, Mohamed; Nguyen, Duc Khuong - In: Applied economics letters 17 (2010) 13/15, pp. 1503-1507

Persistent link: https://www.econbiz.de/10008938896

Threshold stock market integration dynamics

Arouri, Mohamed; Jawadi, Fredj - In: International journal of economics 4 (2010) 2, pp. 213-222

Persistent link: https://www.econbiz.de/10008811312

The relationship between consumption and wealth : a quantile regression approach

Jawadi, Fredj; Sousa, Ricardo M. - In: Revue d'économie politique 124 (2014) 4, pp. 639-652

Persistent link: https://www.econbiz.de/10010486433