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Threshold mean reversion in stock prices

Jawadi, Fredj - In: Risk management and value : valuation and asset price, (pp. 477-493). 2008

Persistent link: https://www.econbiz.de/10003686202

Nonlinear mean reversion in oil and stock markets

Jawadi, Fredj; Bellalah, Mondher - In: Review of Accounting and Finance 10 (2011) August, 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/10009367089

Nonlinear mean reversion in oil and stock markets

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

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

Impact de la crise sur le coût du capital : une comparaison internationale de l'évolution de la prime de risque

Arouri, Mohamed; Jawadi, Fredj; Foulquier, Philippe - In: Revue Gestion 2000 : management & prospective 26 (2009) 6, pp. 51-62

Persistent link: https://www.econbiz.de/10003983313

European microfinance institution and information and communication technologies : an empirical qualitative investigation in the French context

Jawadi, Fredj; Jawadi, Nabila; Dechamps, Virginie - In: Journal of electronic commerce in organizations : the … 8 (2010) 3, pp. 38-48

Persistent link: https://www.econbiz.de/10008650326

Are American and French stock markets integrated?

Jawadi, Fredj; Arouri, Mohamed - In: The international journal of business and finance … 2 (2008) 2, pp. 107-116

Persistent link: https://www.econbiz.de/10003952008

Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions

Jawadi, Fredj; Arouri, Mohamed Hedi; Nguyen, Duc Khuong - In: Applied financial economics 20 (2010) 7/9, pp. 669-680

Persistent link: https://www.econbiz.de/10009009314

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

Modeling nonlinear and heterogeneous dynamic links in international monetary markets

Arouri, Mohamed; Jawadi, Fredj; Nguyen, Duc Khuong - In: Macroeconomic dynamics 16 (2012), pp. 232-251

Persistent link: https://www.econbiz.de/10009715427

Threshold cointegration relationships between oil and stock markets

Jawadi, Fredj; Leoni, Patrick Lucien - 2009

Persistent link: https://www.econbiz.de/10003826433