I am a Professor of Econometrics and Finance (Professeur des Universités) and the Director of the Master CGAO at the University of Lille (France), and I was an Associate Professor at the University of Evry-Paris Saclay from 2010 to 2018, and an Assistant Professor at Amiens School of Management from 2006 to 2010. Currently, I am an Associate Researcher at EconomiX-CNRS (University of Paris Nanterre)  and a Deputy Director for CAC (Cliometrics and Complexity Team at IXXI Complex Systems Institute, in France.  In addition, I’m an Officer of the Society for Economic Measurement in the U.S. ( ), and a Research Fellow at the Economic Research Forum (ERF) in Egypt. I am a Fellow of the Society for Economic Measurement (elected in June 2018) I 'm also a Charter Fellow at the Institute for Nonlinear Dynamical Inference (INDI) in Russia since 2015. I have been a Visiting Scholar or Professor at the University of Chicago, Emory University, University of Kansas,  University of Liverpool,  University of Ljubljana, University of Greenwich, and University of Gent since 2009.

My research interests are: Empirical Finance and Applied Econometrics. I’ve over 100 papers published in various International Journals including: Annals of Operational Research, Applied Economics, Computational Economics, Econometric Reviews, Economic Modelling, Finance, Journal of Economic Dynamics and Control, Journal of International Financial Markets Institutions and Money, Journal of Financial Markets, Journal of Macroeconomics, Journal of Risk and Insurance, Macroeconomic Dynamics, Quaterly Review of Economics and Finance, Review of Quantitative Finance and Accounting, Revue d'Economie Politique, Studies in Nonlinear Dynamics and Econometrics, The Energy Journal, etc.  I’ve co-authored and co-edited several books and  book chapters for Chapman Hall / Francis and Taylor, Emerald Group Publishing, Elsevier, McGraw-Hill, Palgrave Macmillan, Springer, World Scientific, etc.

I have also served as an Associate Editor or a Subject Editor to the following Journals: Computational Economics (since 2016), Emerging Market Review (since 2016), Journal of International Financial Markets, Institutions and Money (since 2015), Macroeconomic Dynamics (since 2014), Research in International Business and Finance (since 2014), and Economic Modelling (since 2013). Additionally, I’ve co-edited several special issues for different national and international journals in Economics and Finance. 

Lastly, I’m the Co-Organizer of two International Conferences: The first one covers topics on Computational Economics (International Symposium in Computational Economics and Finance ( ), while the second one looks at the recent developments in financial and nonlinear econometrics: International Workshop on Financial Markets and Nonlinear Dynamics ( was also the Co-Chair of  the SEM (Society for Economic Measurement) 's Second Conference (Paris,  July 22-24, 2015).   I was the Co-chair the 25th Annual Symposium of the Society for Nonlinear Dynamics & Econometrics: that was organized in Paris on March 30-31, 2017, with  ESSEC.

Recent Published Papers:

Jawadi, F. (2020), “An interview with Howell Tong”, Studies in Nonlinear Dynamics and Econometrics, [HCERES B, CNRS 3], forthcoming.

Ben Ameur, H., Jawadi, F.,  and Louhichi, W. (2020), “Measuring Extreme Risk Dependence between the Oil and Gas Markets”, Annals of Operations Research [HCERES A, CNRS 2, FNEGE 2], forthcoming.

Jawadi, F., Mallick, S., Cheffou, K. and Augustine, A. (2019). "Does Higher Unemployment Lead to Greater Criminality? Revisiting the Debate over the Business Cycle”, Journal of Economic Behavior and Organization, [HCERES A, CNRS 2], forthcoming.

Bu, R., Jawadi, F. and Li, Y. (2019.). A Multi-Factor Transformed Diffusion Model with Applications to VIX and VIX Futures. Econometric Reviews,[HCERES A, CNRS 2], forthcoming.

Jawadi, F. (2019), “Understanding Oil Price Dynamics and their Effects over Recent Decades: An Interview with James Hamilton”, The Energy Journal, [HCERES A, CNRS 1], forthcoming.

Jawadi, F. (2018), “An Interview with Timo Teräsvirta”, Studies in Nonlinear Dynamics & Econometrics, [HCERES B, CNRS 3], Volume 22, Issue 5.

Dufrénot, G., Jawadi, F. and Khayat, A. (2018), “A Model of Fiscal Dominance under the “Reinhart Conjecture””’, Journal of Economic Dynamics and Control, [HCERES A, CNRS 1], Volume 93, August, Pages 332-345.

Ben Ameur, H., Jawadi, F., Cheffou, K. and Louhichi, W. (2018), “Measurement Errors in Stock Markets”, Annals of Operations Research, [HCERES A, CNRS 2], March, Volume 262, Issue 2, pp 287–306.

Jawadi, F., Namouri, H. and Ftiti, Z. (2017), “An Analysis of the Effect of Investor Sentiment in a Heterogeneous Switching Transition Model for G7 Stock Markets”, Journal of Economic Dynamics and Control, [HCERES A, CNRS 1], Volume 91, June, Pages 469-484.

Jawadi, F. and Prat, G. (2017), “Equity Prices and Fundamentals: A DDM Mixed Approach”, Review of Quantitative Finance and Accounting, [HCERES B, FNEGE 3, CNRS 3], October 2017, Volume 49, Issue 3, pp 661–695.

Jawadi, F., Louhichi, W. and Idi Cheffou, A. (2015), “Testing and Modeling Jump Contagion across International Stock Markets: A Nonparametric Intraday Approach”, Journal of Financial Markets, [HCERES A, FNEGE 2, CNRS 2], Volume 26, November 2015, Pages 64-84.



Professional Address

University of Lille

Office B 655,

104 Avenue du Peuple Belge,

59043 Lille Cedex


compteur pour blog