g. Working Papers

21. Barnett, W., and Jawadi, F. (2012), "Introduction to Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications,"WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS201237, University of Kansas, Department of Economics, USA.

20. Jawadi, F. and Sousa, R., M. (2012), "Structural Breaks and Nonlinearity in US and UK Public Debt,",NIPE Working Papers 25/2012, Universidade do Minho, Portugal.

19. Jawadi, F. and Sousa, R., M. (2012), "Consumption and Wealth in the US, the UK and the Euro Area:A Nonlinear Investigation, NIPE Working Papers 24/2012, Universidade do Minho, Portugal.

18. Jawadi, F. and Sousa, R., M. (2012), "Modelling Money Demand: Further Evidence from an International Comparison, NIPE Working Papers 23/2012, Universidade do Minho, Portugal.

17. Jawadi, F. and Sousa, R., M. (2012), "Money Demand in the euro area, the US and the UK:Assessing the Role of Nonlinearity, NIPE Working Papers 22/2012, Universidade do Minho, Portugal.

16. Jawadi, F., Shushanta, M., and Sousa, R. (2011), "Fiscal Policy in the BRICs,"," NIPE Working Papers 19/2011, Universidade do Minho, Portugal.

15. Jawadi, F., Shushanta, M., and Sousa, R. (2011), Monetary Policy Rules in the BRICS: How Important is Nonlinearity?," NIPE Working Papers 18/2011, Universidade do Minho.

14. Arouri, M. et Jawadi, F. (2010), “On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM”, Working Papers hal-00507824, HAL.

13. Arouri, M., Jawadi, F. et Nguyen, D. (2010), "What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?," Working Papers hal-00507826, HAL.

12. Arouri, M., Jawadi, F. et Nguyen, D. (2010), "Synchronization and nonlinear interdependence of short-term interest rates", Working Papers hal-00507820, HAL.

11. Arouri, M., Jawadi, F. et Nguyen, D. (2010), "Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions," Working Papers hal-00507821, HAL.

10. Arouri, M., Jawadi, F. et Nguyen, D. (2010), "Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets," Working Papers 14, Development and Policies Research Center (DEPOCEN), Vietnam.

9. Jawadi, F. etLéoni, P. (2009), “Threshold Cointegration Relationships between Oil and Stock Markets”, Discussion Papers on Business and Economics No. 3, ISBN 978-87-91657-31-3, Faculty of Social Sciences, University of Southern Denmark

8. Jawadi, F., Million, N. et Arouri, M. (2009), "Stock market integration in the Latin American markets: further evidence from nonlinear modeling," Quantitative Finance Papers 0905.3874,arXiv.org.

7. Jawadi, F. et Prat, G. (2009), “Nonlinear Stock Price Adjustment in the G7 Countries” , Document de travail EconomiX, n°21, Université de Paris 10 Nanterre.

6. Chaouachi, S. et Jawadi, F. (2006), « Coûts de transaction et dynamique non-linéaire des prix des actifs financiers : Une note théorique », EconomiX Working Paper, n°20, Université de Paris 10 Nanterre.

5. Jawadi, F. (2005), « Modelling the Standard Poor's Fundamental Value Using STAR Models », MODEM Working Paper, n°20, Université de Paris 10 Nanterre.

4. Jawadi, F. (2005), « Une nouvelle estimation non linéaire de la valeur fondamentale des actions », MODEM Working Paper, n°11, Université de Paris 10 Nanterre.

3. Jawadi, F. et Koubaa, Y. (2004). “Threshold Cointegration between Stock Returns: An application of STECM Models," Econometrics 0412001, EconWPA.

2. Jawadi, F. (2004), « Fondements théoriques et manifestations empiriques de la non linéarité », MODEM Working Paper, n°9, Université de Paris 10 Nanterre.

1. Jawadi, F. (2004), « Une mesure non linéaire de l’ajustement des cours boursiers à l’équilibre : Estimation d’un modèle ESTECM » MODEM Working Paper, n°10, Université de Paris 10 Nanterre.