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Essays in modelling financial market dynamics : an overview

Jawadi, Fredj - In: International journal of finance & economics : IJFE 27 (2022) 4, pp. 3803-3804

Persistent link: https://www.econbiz.de/10013461274

Market Volatility, Monetary Policy and the Term Premium

Mallick, Sushanta Kumar - 2017

Based on empirical VAR models, we investigate the role of (option-implied) stock and bond market volatilities and monetary policy in the determination of the US 10-year term premium. Our preliminary findings are that an unexpected loosening of monetary policy - through a cut in the federal funds...

Persistent link: https://www.econbiz.de/10012965322

Market volatility, monetary policy and the term premium

Mallick, Sushanta Kumar; Mohanty, M. S.; Zampolli, Fabrizio - 2017

Persistent link: https://www.econbiz.de/10011613347

Market volatility, monetary policy and the term premium

Kumar, Abhishek; Mallick, Sushanta Kumar; Mohanty, M. S.; … - In: Oxford bulletin of economics and statistics 85 (2023) 1, pp. 208-237

Persistent link: https://www.econbiz.de/10014304364

The dynamics of emerging stock markets : empirical assessments and implications

Arouri, Mohamed; Jawadi, Fredj; Nguyen, Duc Khuong - 2010

Persistent link: https://www.econbiz.de/10003888269

Nonlinear mean reversion in oil and stock markets

Jawadi, Fredj; Bellalah, Mondher - In: Review of accounting & finance 10 (2011) 3, pp. 316-326

Persistent link: https://www.econbiz.de/10009311645

Threshold linkages between volatility and trading volume : evidence from developed and emerging markets

Jawadi, Fredj; Ureche-Rangau, Loredana - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 3, pp. 313-333

Persistent link: https://www.econbiz.de/10009740776

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

Intraday bidirectional volatility spillover across international stock markets : does the global financial crisis matter?

Jawadi, Fredj; Louhichi, Waël; Cheffou, Abdoulkarim Idi - In: Applied economics 47 (2015) 34/36, pp. 3633-3650

Persistent link: https://www.econbiz.de/10011293475

Modeling international stock price comovements with high-frequency data

Ben Ameur, Hachmi; Jawadi, Fredj; Louhichi, Wael; … - In: Macroeconomic dynamics 22 (2018) 7, pp. 1875-1903

Persistent link: https://www.econbiz.de/10011918211