Fredj JAWADI


 I’m an Associate Professor of Finance (MCF-HDR) at the University of Evry (Paris Saclay), 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, http://www.ixxi.fr/?p=3219) in France.  In addition, I’m an Officer of the Society for Economic Measurement in the U.S. (http://sem.society.cmu.edu/home.html ), 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) https://sem.society.cmu.edu/SEM_Fellows.asp. 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, 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 seventy papers published in various International Journals including: Annals of Operational Research, Applied Economics, Computational Economics, 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, Review of Quantitative Finance and Accounting, Revue d'Economie Politique, Studies in Nonlinear Dynamics and Econometrics, 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 (www.iscef.com ), while the second one looks at the recent developments in financial and nonlinear econometrics: International Workshop on Financial Markets and Nonlinear Dynamics (www.fmnd.fr).I 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: http://snde2017.essec.edu/home that was organized in Paris on March 30-31, 2017, with  ESSEC.



Recent Published Papers:


Jawadi, F. (2018), "An Interview with Timo Teräsvirta", Studies in Nonlinear Dynamics & Econometrics [CNRS 3], forthcoming.


Dufrénot, G., Jawadi, F. and Khayat, A. (2018), “A Model of Fiscal Dominance under the “Reinhart Conjecture””’, Journal of Economic Dynamics and Control, [CNRS 1], forthcoming

Jawadi, F., Louhichi, W., Ben Ameur, H. and Cheffou, K. (2018), “Modeling Time-Varying Beta in a Sustainable Stock Market with a Three-Regime Threshold GARCH Model”, Annals of Operation Research, forthcoming.


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,[CNRS 1],forthcoming.

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

Ben Ameur, H., Jawadi, F. and Louhichi, W. (2016), Measurement Errors in Stock Markets, Annals of Operations Research, [CNRS 2], in print.

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, [CNRS 2], Volume 26, November 2015, Pages 64-84.

 

                                             
 
 



Professional Address
 

University of Evry, Batiment La poste, Office 226

2, rue du Facteur Cheval - 91025 Évry, France.

Email: fredj.jawadi@univ-evry.fr


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