a. Articles (Selected)

2020

[A104] Jawadi, F., Ftiti, Z., Louhichi, W. and Midani, A. (2020), “Are Oil and Gas Futures Markets Efficient? A Multifractal Analysis”, Applied Economics [HCERES A, CNRS 2], forthcoming.

[A103] Jawadi, F., Jawadi, N. and Sener Tournus, P. (2020), “The convergence of ethical investment business models and their reliance on the conventional US investment market”, Applied Economics, [HCERES A, CNRS 2], forthcoming.

[A102] Jawadi, F, and Sellami, M. (2020), “Effects of Oil Price Volatility in the Covid-19 Context”, International Journal of Economics and Finance, [HCERES B, CNRS 3], forthcoming.

[A101] Jawadi, F., Jawadi, N. and Idi Cheffou, A. (2020), “Computing the Time-Varying Effects of Investor Attention in Islamic Stock Returns”, Computational Economics, [HCERES B, CNRS 3],forthcoming.

[A100] Bu, R., Cheng, J. and Jawadi, F. (2020), “A latent‐factor‐driven endogenous regime‐switching non‐Gaussian model: Evidence from simulation and application”, International Journal of Economics and Finance, [HCERES B, CNRS 3], forthcoming.

[A99] Jawadi, F., Jawadi, N. and Idi Cheffou, A. (2020), “Does investor attention to Islamic finance create spillover?”, Applied Economics, [HCERES A, CNRS 2], forthcoming.

[A98] Barnett, A., W., Jawadi, F. and Ftiti, Z. (2020), “Causal Relationships between Inflation and Inflation Uncertainty”, Studies in Nonlinear Dynamics and Econometrics, [HCERES B, CNRS 3], forthcoming.

[A97] Jawadi, F. (2020), “An interview with Howell Tong”, Studies in Nonlinear Dynamics and Econometrics, [HCERES B, CNRS 3], forthcoming.

[A96] Agnello, L., Castro, V., Jawadi, F., and Sousa, R. (2020), “How does monetary policy respond to the dynamics of the shadow banking sector?”, International Journal of Economics and Finance, [HCERES B, CNRS 3], forthcoming.

[A95] Agnello, L., Castro, V., Dufrénot, G., Jawadi, F., and Sousa, R. (2020), “Unconventional monetary policy reaction functions: evidence from the US”, Studies in Nonlinear Dynamics and Econometrics, [HCERES B, CNRS 3], forthcoming.

[A94] Ben Ameur, H., Jawadi, F., Jawadi, N. and Cheffou, K. (2020), “Assessing Downside and Upside Risk Spillovers Across Conventional and Socially Responsible Stock Markets”? Economic Modelling, [HCERES B, CNRS 3], forthcoming.

[A93] Bu, R., Jawadi, F. and Li, Y. (2020), A Multi-Factor Transformed Diffusion Model with Applications to VIX and VIX Futures. Econometric Reviews, [HCERES A, CNRS 2], forthcoming.

[A92] Jawadi, F., Mallick, S., Cheffou, K. and Augustine, A. (2020). "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.

2019

[A91] Jawadi, F. Louhichi, W., Ben Hameur, H. and Ftiti, Z. (2019), “Do Jumps and Co-jumps Improve Volatility Forecasting of Oil and Currency Markets?”, The Energy Journal, [HCERES A, CNRS 1], 41.

[A90] 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, https://www.iaee.org/energyjournal/article/3225 .

[A89] Jawadi, F., Ftiti, Z., and Louhichi, W. (2019), “Forecasting Energy Futures Volatility with Threshold Augmented Heterogeneous Autoregressive Jump Models”, Econometric Reviews, [HCERES A, CNRS 2], forthcoming.

[A88] Ftiti, Z. and Jawadi, F. (2019), “On the Oil Price Uncertainty”, The Energy Journal, [HCERES A, CNRS 1], 4, 1.

[A87] Jawadi, F., Jawadi, N. and Cheffou, A. (2019), "Wavelet Analysis of the Conventional and Islamic Stock Market Relationship Ten Years after the Global Financial Crisis", Applied Economics Letters, [HCERES C, CNRS 4], forthcoming.

[A86] Botev, J., Egert, B., and Jawadi, F. (2019), “The Nonlinear Relationship between Economic Growth and Financial Development: Evidence from Developing, Emerging and Advanced Economies”, International Economics, [HCERES B, CNRS 3], In Press.

[A85] Bu, R., Fu, X. and Jawadi, F. (2019.), “Does the Volatility of Volatility Risk Forecast Future Stock Returns?”, Journal of International Financial Markets, Institutions and Money [HCERES B, CNRS 3], 61, 16-36.

[A84] Jawadi, F., Ftiti, Z. (2019), “Oil price collapse and challenges to economic transformation of Saudi Arabia: A time-series analysis”, Energy Economics, [HCERES A, CNRS 2], Volume 80, May, Pages 12-19.

[A83] Jawadi, F., Ftiti, Z., Louhichi, W. and Midani, A. (2019), “On the Relationship between Energy Returns and Trading Volume: A Multifractal Analysis”, Applied Economics [HCERES A, CNRS 2], 51, 21, 3122-3136.

2018

[A82] 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.

[A81] Damette, O., Jawadi, F. and Parent, A. (2018), “Can a Taylor Rule Better Explain the Fed’s Monetary Policy through the 1920s and 1930s? A Nonlinear Cliometrics Analysis”, Studies in Nonlinear Dynamics and Econometrics, [HCERES B, CNRS 3], Volume 22, Issue 5.

[A80] Jawadi, F. (2018), “An Interview with Timo Teräsvirta”, Studies in Nonlinear Dynamics & Econometrics, [HCERES B, CNRS 3], Volume 22, Issue 5.

[A79] Jawadi, F., Jawadi, N. and Cheffou, A. (2018), “Toward a New Deal for Saudi Arabia: Oil or Islamic Stock Market Investment?”, Applied Economics, [HCERES B, CNRS 3], Volume 50, 2018 - Issue 59, Pages 6355-6363.

[A78] Ftiti, Z. and Jawadi, F. (2018), « Forecasting Inflation Uncertainty in the United States and Euro Area », Computational Economics, [HCERES B, CNRS 3], pages 1-22.

[A77] Jawadi, F., El Goudi S., Ftiti, Z. and Kacem, A. (2018), “Assessing the Effect of Trade Openness on Health in the MENA Region: A Panel Data Analysis”, Open Economies Review, [HCERES B, CNRS 3], April, Volume 29, Issue 2, pp 469–479.

[A76] 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.

[A75] Ben Ameur, H., Jawadi, F., Cheffou, A., and Louhichi, W. (2018), “Modeling International Stock Price Co-movements with High Frequency Data”, Macroeconomic Dynamics [HCERES A, CNRS 2], October, pp. 1875-1903.

[A74] 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 Operations Research, [HCERES A, CNRS 2], SI, Pages 1-21.

[A73] Jawadi, F., Jawadi, N. and Cheffou, A. (2018), “Uncertainty Assessment in Socially Responsible and Islamic Stock Markets in the Short and Long terms: An ARDL Approach”, Applied Economics, [HCERES A, CNRS 2], Volume 50, Issue 39, Pages 4286-4294.

[A72] Jawadi, F. Chlibi, S. and Cheffou, A. (2018), “Computing Stock Price Comovements with a Three-Regime Panel Smooth Transition Error Correction Model”, Annals of Operations Research, [HCERES A, CNRS 2], Pages 1-15.

[A71] Jawadi, F., Jawadi, N. and Cheffou, K. (2018), “A Statistical Analysis of Uncertainty for Conventional and Ethical Stock Markets”, Quarterly Review of Economics and Finance, [HCERES B, CNRS 3], In Press: https://www.sciencedirect.com/science/article/abs/pii/S1062976917303642 .

2017

[A70] Nammouri, H., Jawadi, F., Ftiti, Z. and Hachicha, N. (2017), “Threshold effect in the relationship between investor sentiment and stock market returns: a PSTR specification, Applied Economics, Volume 50, 2018 - Issue 5, 559-573.

[A69] Jawadi, F. and Ftiti, Z. (2017), “Uncertainty and the US’s Election Effect on the Economy: Some Thoughts and Empirical Illustrations”, Applied Economics Letters, [HCERES C, CNRS 4], Volume 24, Issue 20, Pages 1472-1475.

[A68] Jawadi, F., Sousa, R. and Traverso, R. (2017), “On the Macroeconomic and Wealth Effects of Unconventional Monetary Policy”, Macroeconomic Dynamics, [HCERES A, CNRS 2], Volume 21, Issue 5, July, pp. 1189-1204.

[A67] Ftiti, Z., Jawadi, F. and Hdia, M. (2017), “Assessing Efficiency and Investment Opportunities in Commodities: A Time Series and Portfolio Simulations Approach”, Economic Modelling, [HCERES A, CNRS 2], Volume 64, August, Pages 567-588.

[A66] Ftiti, Z., Jawadi, F. and Louhichi, W. (2017), “Modelling the Relationship between Future Energy Intraday Volatility and Trading Volume with Wavelet”, Applied Economics [HCERES A, CNRS 2], Volume 49, Issue 20, Pages 1981-1993.

[A65] Jawadi, F., Nammouri, 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.

[A64] 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, Volume 49, Issue 3, pp 661–695.

[A63] Bu, R., Jawadi, F., and Li, Y. (2017), "An Empirical Comparison of Transformed Diffusion Models for VIX and VIX Futures", Journal of International Financial Markets, Institutions and Money, [HCERES B, CNRS 3], Volume 46, January, Pages 116-127.

[A62] Jawadi, F., Ben Ameur, H., Cheffou, A. and Louhichi, W. (2017), “Modelling the Effect of the Geographical Environment on Islamic Banking Performance: A Panel Quantile Regression Analysis”, Economic Modelling, [HCERES A, CNRS 2], Volume 67, December, Pages 300-306.

[A61] Jawadi, F., Jawadi, N;, Ben Ameur, H. and Cheffou, A. (2017), “Does Islamic Banking Performance Vary Across Regions? A New Puzzle”, Applied Economics Letters, [HCERES C, CNRS 4], Volume 24, 2017 - Issue 8, Pages 567-570.

[A60] Jawadi, F., Soparnot, R., and Sousa, R. (2017), “Assessing Financial and Housing Wealth Effects through the Lens of a Nonlinear Framework”, Research in International Business and Finance, [HCERES C, FNEGE 4, CNRS 4], Volume 39, Part B, S.I, January, Pages 840-850.

2016

[A59] Jawadi F., Louhichi, W., Ben Ameur, H., and Cheffou (2016), “On Oil-US Exchange Rate Volatility Relationships: An Intraday Analysis”, Economic Modelling [HCERES A, CNRS 2], Volume 59, December, Pages 329-334.

[A58] Jawadi, F., Mallick, S. and Sousa, R. (2016), “Fiscal and Monetary Policies in the BRICs: A Panel VAR Approach”, Economic Modelling, [HCERES A, CNRS 2], Volume 58, November, Pages 535-542.

[A57] Jawadi, F., Cheffou, A., Jawadi, N., and Louhichi, W. (2016), “On the Reputation of Islamic Banks: A Panel Data Qualitative Econometrics Analysis”, Open Economies Review, [HCERES B, CNRS 3], November, Volume 27, Issue 5, pp 987–998.

[A56] Chlibi, S., Jawadi, F. and Sellami, M. (2016), “Modeling Threshold Effects in Stock Price Co-movements: A Vector Nonlinear Cointegration Approach”, Studies in Nonlinear Dynamics and Econometrics, [HCERES B, CNRS 3], Volume 2, Issue 1.

[A55] Chlibi, S., Jawadi, F. and Sellami, M. (2016), “Analyzing Heterogeneous Stock Price Comovements through Hybrid Approaches”, Open Economies Review, [HCERES B, CNRS 3], July, Volume 27, Issue 3, pp 541–559.

[A54] Hachicha, N., Fakhfakh, Jawadi, F., Selmi, N. and Cheffou, A. (2016), “Measuring Volatility Persistence for Conventional and Islamic Banks: A FI-EGARCH Approach”, Emerging Markets Review, [HCERES B, CNRS 3], Volume 27, June, Pages 84-99.

[A53] Jawadi, F., Louhichi, W., Cheffou, A., and Randrianarivony, R. (2016), “Intraday jumps and trading volume: a nonlinear Tobit specification”, Review of Quantitative Finance and Accounting, [HCERES B, FNEGE 3, CNRS 3], November, Volume 47, Issue 4, pp 1167–1186.

[A52] Jawadi, F., Cheffou, A., and Jawadi, N., (2016), “Do Islamic and Conventional Banks Really Differ? A Panel Data Statistical Analysis”, Open Economies Review, [HCERES B, CNRS 3], April, Volume 27, Issue 2, pp 293–302.

[A51] Ben Ameur, H., Ben Bouheni, F., Cheffou, A., and Jawadi, F. (2016), “Do Regulatory and Supervisory Reforms Affect European Bank Stability: Further Evidence from Panel Data”, Bankers, Markets & Investors, [HCERES B, FNEGE 3, CNRS 4], n°141, Mars-Avril, pages 58-70.

[A50] Hemeche, O., Cheffou, A., Jawadi, F. and Maliki, S., B. (2016), “On the Study of Contagion in Context of the Subprime Crisis: A Dynamic Conditional Correlation –Multivariate GARCH Approach”, Economic Modelling, [HCERES A, CNRS 2], Volume 52, Part A, January, Pages 292-299.

2015

[A49] Ben Ameur, H., Hdia, M., Idi Cheffou, A., Jawadi, F. and Louhichi, W. (2015), “Assessing for Time Variation in Oil Risk Premia: an ADCC-GARCH-CAPM Investigation”, Energy Studies Review, [HCERES B, CNRS 3], Volume 21, n°2.

[A48] Jawadi, F., Louhichi, W. and 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, Pages 64-84.

[A47] Jawadi, F., Jawadi, N. and Cheffou, A. (2015), “Can the Islamic Bank Be an Emerging Leader? A Panel Data Causality Analysis”, Applied Economics Letters, [HCERES C, CNRS 4], Volume 23, Issue 14, Pages 991-994.

[A46] Jawadi, F., Jawadi, N. and Cheffou, A. (2015), “Are Islamic Stock Markets Efficient? A Time-Series Analysis”, Applied Economics, [HCERES A, CNRS 2], Volume 47, 2015 - Issue 16, pages 1686-1697.

[A45] Cheffou, A., Jawadi, F., and Louhichi, W. (2015), “Intraday Bidirectional Volatility Spillover across International Stock Markets: Does the Global Financial Crisis Matter?”, Applied Economics, [HCERES A, CNRS 2], 47, Issue 34-35, 3633-3650.

2014

[A44] Jawadi, F., and Sousa, R. (2014), “The Relationship between Consumption and Wealth: A Quantile Regression Approach”, Revue d'Economie Politique, [HCERES A, CNRS 2], 124, 639-652.

[A43] Jawadi, F., Sousa, R. and Mallick, S. (2014), “Nonlinear Monetary Policy Reaction Functions in Large Emerging Economies: The Case of Brazil and China”, Applied Economics, [HCERES A, CNRS 2], Volume 46, Issue 9, Pages 973-984.

[A42] Jawadi, F., Jawadi, N. et Louhichi, W. (2014), “Conventional and Islamic Stock Price Performance: An Empirical Investigation”, International Economics, [HCERES B, CNRS 3, AERES B], Volume 137, May, Pages 73-87.

2013

[A41] Arouri, M., Jawadi, F. and Nguyen, D. (2013), “What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?”, Journal of Macroeconomics, [HCERES A, CNRS 2], Vol. 36, pp. 175-187.

[A40] Jawadi, F. and Léoni, P. (2013), “Nonlinearity, Cyclicity and Persistence in Consumption and Income Relationships: Research in Honor of Melvin J. Hinich”, Macroeconomic Dynamics, [HCERES A, CNRS 2], Vol.16, S3, pp. 376-393.

[A39] Jawadi, F. and Sousa, R. (2013), “Money Demand in the Euro Area, the US and the UK: Assessing the Role of Nonlinearity”, Economic Modelling, [HCERES A, CNRS 2] Vol. 32, pp. 507-515.

[A38] Jawadi, F., Sousa, R. and Mallick, S. (2013), “Fiscal Rules in the BRICs”, Studies in Nonlinear Dynamics and Econometrics, [HCERES B, CNRS 3], 18, 2, 201-215.

[A37] Gnégné, Y. and Jawadi, F. (2013), “Boundedness and Nonlinearities in Public Debt Dynamics: A TAR Assessment”, Economic Modelling, [HCERES A, CNRS 2], 34, 154-160.

[A36] Jawadi, F. and Sousa, R. (2013), “Modelling Money Demand: Further Evidence from an International Comparison”, Applied Economics Letters, [HCERES C, CNRS 4], Vol. 20, n°11, pp.1052-1055.

[A35] Jawadi, F., and Sousa, R. (2013), “Structural Breaks and Nonlinearity in US and UK Public Debt”, Applied Economics Letters, [HCERES C, CNRS 4], Vol. 20, n° 7, pp. 653-657.

[A34] Ben Ameur, H., Gnegne, Y. et Jawadi, F. (2013), “Measuring Time-Varying Equity Risk Premium in the Context of Financial Crisis: Do Developed and Emerging Markets Differ?”, Applied Economics Letters, [HCERES C, CNRS 4], Volume 20, Issue 18, 1673-1677.

[A33] Arouri, M., Hammoudeh, S., Jawadi, F. and Nguyen, D. (2013), “Financial Linkages between U.S. Sector Credit Default Swaps Markets”, Journal of International Financial Markets, Institutions and Money, [HCERES B, CNRS 3], 33, November, 223-243.

[A32] Jawadi, F. and Ureche-Rangau, L. (2013), “Threshold Linkages between Volatility and Trading Volume: Evidence from Developed and Emerging Markets”, Studies in Nonlinear Dynamics and Econometrics, [HCERES B, CNRS 3], Vol. 17, n° 3, pp. 313-333.

[A31] Jawadi, F., Jawadi, N., Nguyen, D., and Obeid, H. (2013), “Information Technology Sector and Equity markets: An Empirical Investigation”, Applied Financial Economics [HCERES C, FNEGE 4, CNRS 4], Vol. 23, n° 9, pp. 729-737.

[A30] Arouri, M., Ben Ameur, H., Jawadi, F., Jawadi, N. et Louhichi, W. (2013), “Are Islamic Finance Innovations Enough for Investors to Escape from a Financial Downturn? Further Evidence from Portfolio Simulations”, Applied Economics, [HCERES A, CNRS 2], Vol. 45, n°24, pp. 3412-3420.

[A29] Jawadi, F., Louhichi, W. and Ben Ameur, H., (2013), “Do the US Trends Drive the UK–French Market Linkages?: Empirical Evidence from a Threshold Intraday Analysis”, Applied Economics Letters, [HCERES C, CNRS 4], Vol. 20, n°5, pp. 499-503.

2012

[A28] Jawadi, F. (2012), « Financer autrement » est-il possible ?, La Revue des Sciences de Gestion, [HCERES C, FNEGE 4], 3-4, n° 255-256, pages 71-73.

[A27] Jawadi, F. et Arouri, M. (2012), « Sources d'inefficience et ajustement asymétrique des cours boursiers », La Revue des Sciences de Gestion , [HCERES C, FNEGE 4], 6, n° 258, pages 25-34.

[A26] Jawadi, F. (2012), « La finance islamique est-elle à l'abri de la crise financière globalisée ? », La Revue des Sciences de Gestion, [HCERES C, FNEGE 4], 3-4, n° 255-256, pages 123-132.

[A25] Arouri, M., Jawadi, F., et Nguyen, D., K. (2012), “Modeling Nonlinear and Heterogeneous Dynamic Linkages in International Monetary Markets”, Macroeconomic Dynamics, [HCERES A, CNRS 2], Vol. 16, S2, pp. 232-251.

[A24] Arouri, M., Jawadi, F., et Nguyen, D. (2012), “Nonlinearities in Carbon Spot-Futures Price Relationships During Phase II of the EU ETS”, Economic Modelling, [HCERES A, CNRS 2], Vol. 29, n°3, pp. 884-892.

[A23] Jawadi, F. and Khanniche, S. (2012), “Modelling Hedge Fund Exposure to Risk Factors”, Economic Modelling, [HCERES A, CNRS 2], Vol. 29, n°4, pp. 1003-1018.

[A22] Jawadi, F. et Prat, G. (2012), “Arbitrage Costs and Nonlinear Stock Price Adjustment in the G7 Countries”, Applied Economics, [HCERES A, CNRS 2], Vol. 44, n°12, pp. 1561-1582.

[A21] Arouri, M. et Jawadi, F. (2012), “Evolution of the US Stock Market Risk Premium in Periods of Crisis”, Bankers, Markets & Investors , [HCERES B, FNEGE 3, CNRS 4], n°120, September-October, pp. 5-12.

[A20] Arouri, M., Jawadi, F. and Nguyen, D. (2012), “Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration”, Economics Bulletin, [HCERES B, CNRS 3],Vol. 32, n°3, pp. 2481-2489.

2011

[A19] Arouri, M., Jawadi, F., et Mouak, P. (2011), “The speculative efficiency of the aluminum market: A nonlinear investigation”, Economie Internationale, [HCERES B, CNRS 3], 2-3, n°126, 73-90. Reprinted in Applied Financial Economics? Vol. 23, n°. 6, pp. 483-493.

[A18] Jawadi, F. et Khanniche, S. (2011), “Are hedge fund clones attractive financial products for investors”, Applied Economics Letters, [HCERES C, CNRS 4], Vol. 19, n°8, pp. 739-743.

[A17] Arouri M. et Jawadi F. (2011), "Do On/Off Time Series Models Reproduce Emerging Stock Market Comovements?'', Economics Bulletin, [HCERES B, CNRS 3], Vol. 31, n°1, pp. 960-968.

[A16] Jawadi, F. and Arouri, M. (2011), “The current international financial crisis in ten questions: some lessons”, Applied Economics Letters, [HCERES B, CNRS 3], Vol.18, n°3, pp279-283.

[A15] Jawadi, F., et Bellalah, M. (2011), “Nonlinear Mean Reversion in Oil Markets”, Review of Accounting and Finance, [HCERES C, FNEGE 4, CNRS 4], Vol. 10, n°3, pp. 316-326.

2010

[A14] Arouri M., et Jawadi F. (2010), “Short and Long Term Linkages between Oil Prices and Stock Markets in Europe: A Sector Perspective”, Economics Bulletin, [HCERES B, CNRS 3], Vol. 30 no.1 pp.817-828.

[A13] Arouri M. H. et Jawadi F. (2010), “On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM”, Economics Bulletin, [HCERES B, CNRS 3], vol. 30, n°2, pp. 1032-1043.

[A12] Arouri, M., Jawadi, F., and Foulquier, Ph. (2010), “Impact de la crise sur le coût du capital: une comparaison internationale de l’évolution de la prime de risque”, Gestion 2000 [HCERES C, FNEGE 4], Vol.26, N°6, pp.51-65.

[A11] Jawadi, F., Arouri, M. and Nguyen, D., K. (2010), “Global Financial Crisis, Liquidity Pressure in Stock Markets and Efficiency of Central Bank Interventions”, Applied Financial Economics, [HCERES C, FNEGE 4, CNRS 4], Vol. 20, n° 8, pp. 669-680.

[A10] Jawadi, F., Arouri, M. and Nguyen, D., K. (2010), “Efficiency and Threshold Stock Price Adjustment: The American Stock Market Case”, Bankers, Markets & Investors, [HCERES B, FNEGE 3, CNRS 4], n°105, pp. 39-46.

[A9] Jawadi, F., Arouri, M., and Nguyen, D., K. (2010), “Stock Market Integration in Mexico and Argentina: Are Short and Long-term Considerations Different?”,Applied Economics Letters, [HCERES C, CNRS 4], Vol.17, n°15, pp.1503-1507.

2009

[A8] Jawadi F., Bruneau C. and Sgahier N. (2009), “Nonlinear Cointegration Relationships between Non-Life Insurance Premium and Financial Markets”, Journal of Risk and Insurance, [HCERES A, FNEGE 2, CNRS 2], Vol. 76, Issue 3, pp. 753-783.

[A7] Jawadi F. (2009), “Essay in Dividend Modelling and Forecasting: Does Nonlinearity Help ?, Applied Financial Economics, [HCERES C, FNEGE 4, CNRS 4], vol. 19, issue 16, pp. 1329-1343.

[A6] Jawadi, F., Arouri, M.E. and Million, N. (2009), “Stock Market Integration in the Latin American Markets: Further Evidence from Nonlinear Modeling”, Economics Bulletin, [HCERES B, CNRS 3], Vol. 29, n°.1 pp. 162-168.

[A5] Jawadi, F. (2009), “Financial Crises, Bank Losses, Risk Management and Audit: What Happened?”, Applied Economics Letters, [HCERES C, CNRS 4], Vol.17, n°12, pp.1019-1022.

2008

[A4] Jawadi F. (2008), “Estimating the S&P Fundamental Value Using Star Models”, Global Journal of Business Research, v. 2(1) p. 137-146;

[A3] Jawadi F. (2008), “Does Nonlinear Econometrics Confirm the Macroeconomic Models of Consumption?”, Economics Bulletin, [HCERES B, CNRS 3], Vol. 5, No. 17 pp. 1-11.

2007

[A2] Arouri, M. and Jawadi, F. (2007), “Co-mouvement des marchés boursiers des pays émergents : intégration ou contagion ?", Brussels Economic Review, [HCERES C, CNRS 4], vol. 50, n°3, 315-333.

[A1] Jawadi, F. et Koubaa, Y. (2007), “Dynamique non-linéaire des marchés boursiers du G7 : Une application des modèles STAR”, Finance, [HCERES A, FNEGE 2, CNRS 2], Vol.28, n°1, pp. 29-74.

EDITORIALS

[E17] Jawadi, F. (2020), “Introduction to Essays in Modelling Financial Market Dynamics”, International Journal of Finance and Economics [HCERES B, CNRS 3].

[E16] Jawadi, F. (2020), “Introduction to Topics in Modelling Financial and Macroeconomic Time Series”, Computational Economics [ HCERES B, CNRS 3].

[E15] Jawadi, F. and Serletis, A. (2019), “Introduction to Topics on “Uncertainty and Recent Challenges in Oil and Commodity Markets”, The Energy Journal [ HCERES A, CNRS 1].

[E14] Dufrénot, G. Jawadi, F. and Mihailov, A. (2018), “Recent Developments in Macro-Econometric Modeling: Theory and Applications”, Econometrics [ HCERES C, CNRS 4], Volume 6, Issue 2.

[E13] Jawadi, F. (2018), “Introduction to Financial Market Dynamics, Monetary Policy, Investment and Trade”, Open Economies Review [CNRS 3], forthcoming.

[E12] Jawadi, F. (2018), “Introduction to Advanced Statistical Analyses for Computational Economics and Finance”, Computational Economics, [CNRS 3], forthcoming.

[E11] Jawadi, F. and McGouh, B. (2017), “Introduction to the Symposium on Inequality, Uncertainty and Macro-financial Dynamics”, Economic Inquiry, [CNRS 2], forthcoming.

[E10] Jawadi, F. (2017), “Recent Insights in Financial, Housing and Monetary Markets”, Macroeconomic Dynamics [CNRS 2], forthcoming.

[E9] Dufrénot, G. and Jawadi, F. (2017), “Recent Developments of Switching Models for Financial Data”, Studies in Nonlinear Dynamics and Econometrics [CNRS 3], forthcoming.

[E8] Jawadi, F. (2016), “What Have We Learned from the 2007-08 Financial Crisis?", Open Economies Review [CNRS 3], forthcoming.

[E7] Jawadi, F. and Louhichi, B. (2016), “Overview on the Recent Developments of Banking and Risk Management”, Research in International Business and Finance [CNRS 4], forthcoming.

[E6] Dufrénot, G. and Jawadi, F. (2015), “How Important Is Nonlinearity?”, Studies in Nonlinear Dynamics and Econometrics [CNRS 3], forthcoming.

[E5] Dufrénot, G. and Jawadi, F. (2015), “Advances and Challenges in Decision-Making, Monetary Policy and Financial Markets”, Economic Modelling,[CNRS 2], forthcoming.

[E4] Jawadi, F. and Sévi, B. (2015), “Introduction to Recent Research Topics in Banking and Finance”, Research in International Business and Finance,[CNRS 4], forthcoming.

[E3] Jawadi, F. (2015), “Recent Topics in Applied Financial Economics”, Applied Economics, [CNRS 2], 47, 34, 3613-3616.

[E2] Dufrénot, G. and Jawadi, F. (2013), “Computational Tools in Econometric Modelling for Macroeconomics and Finance”, Economic Modelling [CNRS 2], 34, 1-4.

[E1] Jawadi, F. (2012), “Introduction to Time-Varying Modeling with Macroeconomic and Financial Data”, Macroeconomic Dynamics [CNRS 2], Vol. 16, S2, pp.167-175.

Economics, [CNRS 2], 47, 34, 3613-3616.