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A latent-factor-driven endogenous regime-switching non-Gaussian model : evidence from simulation and application

Bu, Ruijun; Cheng, Jie; Jawadi, Fredj - In: International journal of finance & economics : IJFE 27 (2022) 4, pp. 3881-3896

Persistent link: https://www.econbiz.de/10013461280

On the effect of oil price in the context of Covid-19

Jawadi, Fredj; Sellami, Mohamed - In: International journal of finance & economics : IJFE 27 (2022) 4, pp. 3924-3933

Persistent link: https://www.econbiz.de/10013461287

Does the real business cycle help forecast the financial cycle?

Jawadi, Fredj; Ben Ameur, Hachmi; Bigou, Stephanie; … - In: Computational economics 60 (2022) 4, pp. 1529-1546

Persistent link: https://www.econbiz.de/10013447470

Trade fragmentation and volatility-of-volatility networks

Bastidon, Cécile; Jawadi, Fredj - In: Journal of international financial markets, … 91 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10014494806

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

Behavioral Finance and Asset Prices : The Influence of Investor's Emotions

Bourghelle, David (ed.); Grandin, Pascal (ed.); … - IEAP Meeting: Investor Emotions & Asset Pricing <1., … - 2023

Introduction -- Part I. Asset Pricing -- Chapter 1. Oil Price Uncertainty: Panel Evidence from the G7 and BRICS Countries -- Chapter 2. Climate Risk and the Volatility of Agricultural Commodity Price Fluctuations: A Forecasting Experiment -- Chapter 3. Linking the COVID-19 Epidemic and Emerging...

Persistent link: https://www.econbiz.de/10014248040

What drives the US stock market in the context of Covid-19 : fundamentals or investors' emotions?

Bourghelle, David; Grandin, Pascal; Jawadi, Fredj; … - In: Behavioral Finance and Asset Prices : The Influence of …, (pp. 195-214). 2023

Persistent link: https://www.econbiz.de/10014282559

Toward green central banking : proposing an augmented Taylor rule

Jawadi, Fredj; Rozin, Philippe; Cheffou, Abdoulkarim Idi - In: Energy economics 134 (2024), pp. 1-10

Persistent link: https://www.econbiz.de/10015047069

Sentiment and energy price volatility : a nonlinear high frequency analysis

Jawadi, Fredj; Bourghelle, David; Rozin, Philippe; … - In: Energy economics 133 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10015048288

Political uncertainty and macro-financial dynamics in the BRICS

Jawadi, Fredj; Pondie, Thierry Messie - In: International economics : the quarterly journal in … 179 (2024), pp. 1-10

Persistent link: https://www.econbiz.de/10015101591