My research was published in different books, book chapters and papers in national and international journals.  Overall: I have co-edited 6 books (Springer, Emerald Publishing). I have coauthored 4 books (L’Harmattan, Springer, LaVoisier, Deboeck Supérieur). I have coauthored 16 book chapters. I have coauthored over 100 articles ranked by the CNRS, HCERES and FNEGE. I also published cases.

 

Cases: 

Bourghelle, D., Jawadi, F, Rozin, P, (2024), Cryptomonnaie : la fin du conte de fée ?  La faillite de FTX et ses conséquences, Etude de cas, CCMP, forthcoming, Paris.

 

Papers in peer review journals:

2024

[A135] Amman, H., Barnett, W., and Jawadi, F. (202’), “Remembering Marco Tucci”, Annals of Operations Research [HCERES A, ABS3*, FNEGE 2], forthcoming.

[A134] Bourghelle, D., Fay, P. and Jawadi, F. (2024), “Bitcoin Returns and Youtube News: A Behavioral Time Series Analysis”, Applied Economics, [HCERES A, CNRS 2, ABS 2*, FNEGE 3], forthcoming.

 

[A133] Jawadi, F., Rozin, P, Gnegne, Y. and Cheffou, A. (2024), “Geopolitical Risks and Business Fluctuations in Europe: A Sectorial Analysis”, European Journal of Political Economy, [HCERES A, CNU05 A, ABS 2, FNEGE 3], forthcoming.

[A132] Jawadi, F. and Pondie, T. (2024), “Political Uncertainty and Macro-Financial Dynamics in the BRICS”, International Economics, [HCERES B, CNRS 3], forthcoming.

[A131] Horvath, J., Jawadi, F., Rothman, P. (2024), “Off-Track Monetary Policy and Housing”, Macroeconomic Dynamics [HCERES A, CNRS 2, FNGE 3, ABS2*],, forthcoming.

[A130] Jawadi, F., Rozin, P., and Id Cheffou, A. (2024), “Toward green central banking: Proposing an augmented Taylor rule”, Energy Economics [HCERES A, FNGE 2, ABS3*, CNRS 2], forthcoming, https://doi.org/10.1016/j.eneco.2024.107539.

[A129] Jawadi, F., Bourghelle, D., Rozin, P., Cheffou, A., and Uddin, G. (2024), “Sentiment and Energy Price Volatility: A Nonlinear High Frequency Analysis”, Energy Economics  [HCERES A, FNGE 2, ABS3*, CNRS 2], Vol.133, https://doi.org/10.1016/j.eneco.2024.107465.

[A128] Bastidon, C., and Jawadi, F. (2024), “Trade Fragmentation and Volatility-of-Volatility Networks", Journal of International Financial Markets, Institutions & Money [HCERES A, FNGE 2, ABS3*, CNRS 2], Vol.91, https://doi.org/10.1016/j.intfin.2023.101908.

[A127]  Jawadi, F., Idi Cheffou, A. and Bu, R. (2024), “Revisiting the Linkages between Oil Prices and Macroeconomy for the Euro Area: Does Energy Inflation Still Matter?”, Energy Economics [HCERES A, FNGE 2, ABS3*], 127, Part A, https://doi.org/10.1016/j.eneco.2023.107058.

[A126] Boulier, J.F, D’Hont, C., Jawadi, F., Prat, G., Rozin, P. and Taffler, R. (2024), “How Do Investor’s Expectations and Emotions Drive Financial Asset Prices in Times of Crises and Uncertainty: The Analysis of Experts’ Opinions”, Bankers, Markets and Investors [HCERES B, FNEGE 3],4, 175, 3-12.

[A125] Jawadi, F., Ren, X., Li, Y., Sun, X., Bu, R., (2024), “Modeling extreme risk spillovers between crude oil and Chinese energy futures markets”, Energy Economics [HCERES A, ABS3*, FNEGE 2], Vol.126, https://doi.org/10.1016/j.eneco.2023.107007.

2023

[A124] Jawadi, F., Idi Cheffou, A. and Jawadi, N. (2023), “Reexamining the oil price and islamic finance relationship: A Multicriteria time series analysis”, Annals of Operations Research [HCERES A, ABS3*, FNEGE 2, CNRS 2], forthcoming.

[A123] Jawadi, F. (2023), “Analyzing Commodity Prices in the Context of COVID-19, High Inflation, and the Ukrainian War: An Interview with James Hamilton”, The Energy Journal [CNRS 1, HCERES A, FNEGE2, ABS3*], forthcoming.

[A122] Xu, H., C., Wang, Z., Y., Jawadi, F. and Zhou, W., X. (2023), “Reconstruction of international energy trade networks with given marginal data: A comparative analysis », Chaos, Solitons & Fractals, Volume 167, [IF = 9.922], forthcoming, https://doi.org/10.1016/j.chaos.2022.113031

[A121] Bu, R., Jawadi, F., Li, J., Ren, X., and Wang, X. (2023), “Economic Policy Uncertainty and Dynamic Correlations in Energy Markets: Assessment and Solutions”, Energy Economics [HCERES A, FNEGE 2, ABS3*, CNRS 2), forthcoming.

[A120] Jawadi, F., Rozin, P. and Bourghelle, D. (2023), “Insights into CO2 emissions in Europe in the context of COVID-19: A panel data analysis », International Economics, [HCERES B, CNRS 3], forthcoming, https://doi.org/10.1016/j.inteco.2022.11.006.

[A119] Bourghelle, D., Jawadi, F., and Rozin, P. (2023), “Can Collective Emotions Improve Bitcoin Volatility Forecasts?”, Bankers, Markets and Investors, [HCERES B, FNEGE 3], forthcoming.

2022

[A118] Jawadi, F.  (2022), “Essays in modelling financial market dynamics: An overview”, International Journal of Finance & Economics, [HCERES B, FNEGE 3, ABS3*], forthcoming.

[A117] Chuan-Xu, H., Jawadi, F., Zhou, J. and Zhou, W, X. (2022), “Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework”, Empirical Economics, [HCERES C, ABS2*], https://doi.org/10.1007/s00181-022-02338-x , forthcoming.

[A116] Dufrénot, G., Jawadi, F., and Ftiti, Z.  (2022), “Sovereign Bond Market Integration in the Euro Area”, Annals of Operations Research, [HCERES A, FNEGE 2], forthcoming.

[A115] Ahmad, N., Jawadi, F., and Azam, M. (2022), “Do Multi-Market Institutions and Renewable Energy Matter for Sustainable Development: A Panel Data Investigation”, Computational Economics, [HCERES B], forthcoming.

[A114] Jawadi, F., Jawadi, N. and Chefou, K.  (2022), “Testing the Animal Spirits Theory for Ethical Investments: An Empirical Investigation”, Annals of Operations Research, [HCERES A, FNEGE 2], forthcoming.

[A113] Jana, R., K., Ghosh, I. Jawadi, F., Uddin, G., S. and Sousa, R. (2022), “COVID-19 News and the US Equity Market Interactions: An Inspection through Econometric and Machine Learning Lens”, Annals of Operations Research, [HCERES A, FNEGE 2], 10.1007/s10479-022-04744-x .

[A112] Bourghelle, D., Jawadi, F. and Rozin, P. (2022), “Do Collective Emotions Drive Bitcoin Volatility? A Triple-Regime Switching Vector Approach”, Journal of Economic Behavior and Organization, [HCERES A], Volume 196, April, Pages 294-306.

[A111]  Jawadi, F., Jawadi, N. and Idi Cheffou, A. (2022), “The COVID-19 Pandemic and Ethical Stock Markets: Further Evidence of Moral Shock”, Applied Economics, [HCERES A], https://doi.org/10.1080/00036846.2022.2038366.

 

2021

[A110] Bourghelle, D., Jawadi, F. and Rozin, P. (2021), “Oil price volatility in the context of Covid-19 », International Economics, [HCERES B, CNRS 3], 167, 39-49.

[A109] Alphonse, P., Bourghelle, D., Jawadi, F. and Rozin, P. (2021), “Time-Varying Financial Performance of Green and Traditional Energy Indices with Special Reference to the COVID-19 Context”, Bankers, Markets & Investors, [HCERES B, FNEGE 3], 44-55.

[A108]  Jawadi, F., Ben Ameur, H., Bigou, S., and Flageollet, A. (2021), “Does the Real Business Cycle Help Forecast the Financial Cycle? ”, Computational Economics, [HCERES B], 1-18.

[A107]  Jawadi, F., Idi Cheffou, A. Jawadi, N., and Ben Ameur, H. (2021), “Conventional and Islamic stock market liquidity and volatility during COVID 19”, Applied Economics, [HCERES A], 1-20.

[A106] Christou, C., Gupta, R. and Jawadi, F. (2021), “Does inequality help in forecasting equity premium in a panel of G7 countries? ”, The North American Journal of Economics and Finance, [ABS 2], 57, 101456.

 

2020

[A105] Ben Ameur, H., Jawadi, F., Ftiti, Z., and Louhichi, W. (2020), “Measuring Extreme Risk Dependence between the Oil and Gas Markets”, Annals of Operations Research [HCERES A, CNRS 2, FNEGE 2], in press.

[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], 53, 2, 164-184.

[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], 52(2):1-12.

[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], https://onlinelibrary.wiley.com/doi/10.1002/ijfe.2195.

[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], 56, 1, 10.1007/s10614-020-09988-y.

[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],  10.1002/ijfe.2192.

[A99] Jawadi, F., Jawadi, N. and Idi Cheffou, A. (2020), “Does investor attention to Islamic finance create spillover?”, Applied Economics, [HCERES A, CNRS 2], 52(59):1-5,  10.1080/00036846.2020.1796912.

[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], 24, 5, https://doi.org/10.1515/snde-2019-0094.

[A97] Jawadi, F. (2020), “An interview with Howell Tong”, Studies in Nonlinear Dynamics and Econometrics, [HCERES B, CNRS 3], 24, 5, https://doi.org/10.1515/snde-2019-0097.

 [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], 25, 2, 228-247, https://doi.org/10.1002/ijfe.1748.

[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], 24, 4, https://doi.org/10.1515/snde-2018-0088.

[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], Volume 88, June 2020, Pages 200-210, https://doi.org/10.1016/j.econmod.2019.09.023.

[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], 39, 1, 27-53, https://doi.org/10.1080/07474938.2019.1690195.

[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], Volume 182, February 2021, Pages 448-471, https://doi.org/10.1016/j.jebo.2019.03.025.

 

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], vol. 39, issue 1, 54-70, https://doi.org/10.1080/07474938.2019.1690190.

[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], 7, 6, 466-472, https://doi.org/10.1080/13504851.2019.1631438.

[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], Volume 160, December 2019, Pages 3-13, https://doi.org/10.1016/j.inteco.2019.06.004.

[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.

 

Books:

As Editor:

[B6]  Bourghelle, D., Grandin, P., Jawadi, F. and Rozin, P. (2023), Behavioral Finance and Asset Prices: The Influence of Investor's Emotions”, Ed.  Springer, forthcoming.

[B5] Jawadi, F. (2018), Uncertainty, Expectations and Asset Price Dynamics: Essays in the Honor of Georges Prat, Ed. Springer, 192 pages.

[B4] Barnett, W. and Jawadi, F. (2015), Monetary Policy in the Context of the Financial Crisis, Monograph series: International Symposia in Economic Theory and Econometrics, Ed. Emerald Group Publishing Limited, March, Vol.24, Bingley.

[B3] Dufrénot, G., Jawadi, F. and Louhichi, W. (2014), Market Microstructure and Nonlinear Dynamics: Keeping Financial Crisis in Context , Ed. Springer, 350 pages, Berlin.

[B2] Barnett, W. and Jawadi, F. (2013), Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications, Monograph series: International Symposia in Economic Theory and Econometrics, Ed. Emerald Group Publishing Limited, December, Vol.22, Bingley.

[B1] Barnett, W. and Jawadi, F. (2010), Nonlinear Modeling of Economic and Financial Time-Series, Monograph series: International Symposia in Economic Theory and Econometrics, Ed. Emerald Group Publishing Limited, December, Vol. 20, 220 pages, Bingley.

 

As Author:

[B4] Bertrand, F., Derquenne, C., Dufrénot, G., Jawadi, F. and Maumy-Bertrand, M. (2021), Statistiques pour l'économie et la gestion : Théorie et applications en entreprise, De Boeck Supérieur, 1st Edition, 680 pages.

[B3] Arouri, M., Jawadi, F. and Nguyen, D. (2010), The Dynamics of Emerging Stock Markets: Empirical assessments and implications, Book Series Contributions to Management Sciences, Ed. Springer, February, 205 pages, Berlin.

[B2] Arouri, M., Jawadi, F. and Nguyen, D. (2010), Intégration financière et évaluation des actifs financiers, Collection Finance, Ed. Hermès Sciences Publishing,  225 pages, Paris.

[B1] Jawadi, F. and  Sahut, J.M. (2009), Inefficience et dynamique des marchés boursiers, Ed. L’Harmattan, March, 218 pages, Paris.

 

Book Chapters:

[Chap18] Bourghelle, D., Grandin, P. and Jawadi, F. (2023), “What drives the US stock market in the context of COVID-19: fundamentals or investors’ emotions?   ”, in Behavioral Finance and Asset Prices: The Influence of Investor's Emotions”, edited by David Bourghelle, Pascal Grandin, Fredj Jawadi and Philippe Rozin, Springer, forthcoming.

[Chap17] Bourghelle, D., Grandin, P. and Jawadi, F. (2023), “Introduction ”, in Behavioral Finance and Asset Prices: The Influence of Investor's Emotions”, edited by David Bourghelle, Pascal Grandin, Fredj Jawadi and Philippe Rozin, Springer, forthcoming.

[Chap16] Damette, O. and Jawadi, F. (2020), “Revisiting Wealth Effects in France: A Double-Nonlinearity Approach ”, in Recent Econometric Techniques for Macroeconomic and Financial Data, edited by Gilles Dufrénot and Takashi Matsuki, Springer, 147-169- https://link.springer.com/chapter/10.1007/978-3-030-54252-8_6.

[Chap15] Jawadi, F. (2018), “Preface”, in Uncertainty, Expectations and Asset Price Dynamics: Essays in the Honor of Georges Prat, edited by Fredj Jawadi (Ed),  Springer.

[Chap14] Barnett, W. and Jawadi, F. (2015), “Introduction”, in Monetary Policy in the Context of the Financial Crisis, Monograph series: International Symposia in Economic Theory and Econometrics, edited by William A Barnett and Fredj Jawadi (Eds). Emerald Group Publishing Limited, March, Vol.24, Bingley.

[Chap13] Dufrénot, G., Jawadi, F. and Louhichi, W. (2014), “Introduction”, in Market Microstructure and Nonlinear Dynamics: Keeping Financial Crisis in Context, edited by Gilles Dufrénot, Fredj Jawadi and Wael Louhichi (Eds). Springer, 350 pages, Berlin.

[Chap12] Barnett, W. and Jawadi, F. (2013), “Introduction” in Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications, Monograph series: International Symposia in Economic Theory and Econometrics, edited by William A Barnett and Fredj Jawadi (Eds). Emerald Group Publishing Limited, December, Vol.22, Bingley.

[Chap11] Arouri, M., H., Jawadi, F. and Nguyen, D., K.  (2011), "Are Restrictions on Short Selling Good? A Look on European Markets”, in Handbook of Short Selling, edited by G.N. Gregoriou and R. Pascalau (Eds.), Elsevier, UK.

[Chap10] Arouri, M., H. and Jawadi, F. (2010), "Oil Prices and Exchange Rates: Some New Evidence using Linear and Nonlinear Models", in Nonlinear Modeling of Economic and Financial Time-Series, edited by W. Barnett and F. Jawadi (Eds), Emerald Group Publishing Limited, UK.

[Chap9] Arouri, M., H. and Jawadi, F. (2010), "Nonlinear Stock Market Links between Mexico and the World", in Nonlinear Modeling of Economic and Financial Time-Series, edited by W. Barnett and F. Jawadi (Eds), Emerald Group Publishing Limited,UK.

[Chap8] Arouri, M., H. and Jawadi, F. (2010), "Essay in Nonlinear Financial Integration Modeling: The Philippine Stock Market Case", in Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models, edited by G.N. Gregoriou and R. Pascalau (Eds.), Palgrave Macmillan, UK.

[Chap7] Jawadi, F., Jawadi, N. and Ziane, Y. (2010), “Can Information and Communication Technologies Improve the Performance of Microfinance Programs? Further Evidence from Developing and Emerging Financial Markets”, in Advanced Technologies for Microfinance: Solutions and Challenges, sous la direction de A. Ashta (Ed), IGI Global, USA.

[Chap6] Arouri, M., H., Jawadi, F. and Nguyen, D., K.  (2010), “Nonlinear Cointegration and Nonlinear Error Correction Models: Theory and Empirical Applications for Oil and Stock Markets”, in Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration, edited by G.N. Gregoriou and R. Pascalau (Eds.), Palgrave Macmillan, UK.

[Chap5] Arouri, M., H.,Jawadi, F., Louhichi, W. and Nguyen, D., K.  (2010), “Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data”, in Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models, edited by G.N. Gregoriou and R. Pascalau (Eds.), Palgrave Macmillan, UK.

[Chap4] Arouri, M., H., Jawadi F. and Nguyen D., K.  (2010), “Technical Analysis in Turbulent Financial Markets: Does Nonlinearity Assist”, in Handbook of Trading: Strategies for Navigating and Profiting from Currency, Bond, and Stock Markets, edited by G.N Gregoriou, McGraw-Hill, USA.

[Chap3] Arouri M., H.,Jawadi, F. and Nguyen, D., K.  (2010), “Emerging Stock Markets and the Current Financial Crisis: Emergence of a New Puzzle”, in Banking Crisis Handbook, edited by G.N Gregoriou, Chapman Hall/Francis and Taylor, UK.

[Chap2] Jawadi, F. (2009), “Threshold Stock Price Adjustment” in Advances in Econometrics: Measurement Error: Consequences, Applications and Solutions, Vol.24, pp.183-198, edited by J., M. Binner, D., L. Edgerton and Th. Elger (Eds), Emerald Group Publishing Limited, UK.

[Chap1] Jawadi, F. (2008), “Threshold Mean Reversion in Stock Prices” in Risk Management and Value: Valuation and Asset Pricing, edited by M. Bellalah, J.L. Prigent and J. M. Sahut (Eds), E. World Scientific, USA.

 

EDITORIALS

[E18] Jawadi, F. and Serletis, A. (2020), “Introduction to Topics on “Uncertainty and Recent Challenges in Oil and Commodity Markets », The Energy Journal, [HCERES A, CNRS 1].

[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].

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

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

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

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

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

[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].

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

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

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

[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.

 

Working Papers (selection):

25. Barnett, A, W, Ftiti, Z. and Jawadi, F. (2018), “The Causal Relationships between Inflation and Inflation Uncertainty, Munich Personal RePEc Archive (MPRA), MPRA Paper No. 86478. https://mpra.ub.uni-muenchen.de/86478/1/MPRA_paper_86478.pdf

24. Egert, B. and Jawadi, F. (2018), “The Nonlinear Relationship between Economic growth and Financial Development”, EconomiX’s Working Paper n°2018-26, University of Paris Nanterre.

23. Jawadi, F., Louhichi, W., Ben Ameur H. and Cheffoou, K. (2017), “On Oil-US Exchange Rate Volatility Relationship: an Intradaily Analysis », EconomiX Working paper n°11, http://economix.fr/pdf/dt/2017/WP_EcoX_2017-11.pdf

22. Barnett, A., W. and Jawadi, F. (2015), “Introduction to Monetary Policy in the Context of the Financial Crisis”, WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS201237, University of Kansas, Department of Economics, USA.

21. Barnett, A., 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. and 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. and 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. and Nguyen, D. (2010), "Synchronization and nonlinear interdependence of short-term interest rates", Working Papers hal-00507820, HAL.

11. Arouri, M., Jawadi, F. and 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. and 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. and Léoni, 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. and 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. and Prat, G. (2009), “Nonlinear Stock Price Adjustment in the G7 Countries” , Document de travail EconomiX, n°21, University of Paris 10 Nanterre.

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

5. Jawadi, F. (2005), “Modelling the Standard Poor's Fundamental Value Using STAR Models”, MODEM Working Paper, n°20, University of Paris 10 Nanterre.

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

3. Jawadi, F. and 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, University of 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, University of Paris  10 Nanterre.

 

Conferences (selection):

Invited / Keynote Speaker (Seminar / Conference):

20. University of London, London, The 16th International Conference on Computational and Financial Econometrics (CFE 2022), 17-19 Dec. 2022, Invited Speaker.

19. Aix-Marseille University, Marseille, 6^th December, 2022, Invited Speaker.

18. University of South California, LA,  18^th November, 2022, Invited Speaker.

17. HEC Tunis, Financial Economics Meeting, Hammamet, Dec. 2019, Keynote Speaker.

16. University of London, CFE19, Dec. 2019, Invited Speaker.

15. Koc University (Turkey), Oct. 2019, Invited Speaker.

14. Sun Yat-Sen University, China, June 2019, Invited Speaker.

13. East China University of Science and Technology, China, June 2019, Keynote Speaker.

12. University of Montpellier, IFC, France, May. 2018, Keynote Speaker.

11. Statistics Norway, Norway, Jan. 2018, Invited Speaker.

10. University of London, CFE17, The UK, Dec. 2017, Invited Speaker.

9. University of Granada, ITISE2017, Spain (Sep.2017), Keynote Speaker.

8. Liverpool Business School, the UK (Feb. 2015), Invited Speaker.

7. University of Bordeaux, (March 2015), Invited Speaker.

6. University of Paris Nanterre, France (May 2015, April 2017).

5. University of Paris Nord, France (April 2015).

4. University of Sfax, Tunisia (April 2014), ASMAFE2014, Keynote Speaker.

3. University of Tlemcen, Algeria (March 2012), PJE2012, Keynote Speaker.

2. University of Greenwich, the UK (March 2011), Invited Speaker.

1.University of Gent, Belgium (November 2010), Invited Speaker.

 

Selected presentations (Conferences):

50. “Do Collective Emotions Drive Bitcoin Volatility?”, The 38th International Conference of the French Finance Association (AFFI), Saint-Malo on May 23-25, 2022.

49. “A Multivariate Nonlinear Analysis of Quarterly China's GDP and World Oil Price and Its Implications”, 6^th Society for Economic Measurement, August 14 – 16, 2019, Goethe University, Frankfurt, Germany.

48. “A Multivariate Nonlinear Analysis of Quarterly China's GDP and World Oil Price and Its Implications”, 2019 Asian Meeting of the Econometric Society, June 14 – 16, 2019, Xiamen University, Xiamen, China.

47. “A Nonlinear Transformed Multifactor Diffusion Model with Applications to VIX and VIX Futures”, 2018 Asian Meeting of the Econometric Society, June 21 – 23, 2018, Sogang University, Seoul, Korea.

46. “Forecasting Energy Futures Volatility with Threshold Augmented Heterogeneous Autoregressive Jump Models”, 26^th SNDE (Society for Nonlinear Dynamics and Econometrics Meeting, March 19-20, 2018, Keio University, Tokyo.

45. “Arbitrage Costs and Individual Stock Price Adjustment in a VSTECM”, 4^th SEM Conference, July 26^th- 28^th, 2018, MIT, Boston, USA.

44. “Co-Jumps between Crude Oil and the US Dollar Exchange Rate”, 3^rd International Workshop on Financial Markets and Nonlinear Dynamics (FMND), June 1-2, 2017, Paris.

43. “Could Fiscal Dominance Reduce the High Public Debts during the Seven Years of the Post Financial Crisis?”, 21^st International Conference on Macroeconomic Analysis and International Finance , 25-27^th May, 2017, Rethymno, Greece.

42. “Co-jump between crude oil market and exchange rate market: An intraday analysis”, 24th Annual Global Finance Conference, Hofstra University, May 4-6, 2017, Hempstead, NY, USA -

41. “Testing Co-Jumps with HFD”, 25^th SNDE (Society for Nonlinear Dynamics and Econometrics Meeting, March 30-31, 2017, Paris.

40. “Co-Jumps between Crude Oil and the US Dollar Exchange Rate”, 10^th International Conference on Computational and Financial Econometrics”, December 9-11, 2016, Seville, Spain.

39. “Modeling Intraday Energy Future Volatility and Trading Volume Relationship with Wavelet”, 14^th INFINITI Conference on International Finance, 13-14 June, 2016, Trinity College Dublin, Ireland,

38. “Co-Jumps between Crude Oil and the US Dollar Exchange Rate”, 24^th SNDE (Society for Nonlinear Dynamics and Econometrics) Conference, March 10 & 11, 2016, University of Alabama, Tuscaloosa, Alabama, the USA.

37. “Co-Jumps between the Crude Oil Price and the US dollar/Euro Exchange Rate”, 1^st Applied Financial Modelling Conference, February 4-5, 2016, Deakin University, Australia.

36. “On the Instability of Market Beta”, 9^th International Conference on Computational and Financial Econometrics”, December 12-14, 2015, London, UK.

35. “Unconventional Monetary Policy?”, (with Gilles Dufrénot, Ricardo Sousa), 2^nd  SEM (Society for Economic Measurement) International Conference, OECD, July 22-24, 2015, Paris, France.

34. “Did the Fed miss the build-up of financial imbalances before the Great recession?”, (with Gilles Dufrénot and Anwar Khayat), 1^st SEM International Conference, The Becker Friedman Institute at the University of Chicago,  August 18-20, 2014, Chicago, USA.

33. “Intraday bidirectional volatility spillover across international stock markets: does the global financial crisis matter?”, 3^rd ISCEF, www.iscef.com, April 10-12, 2014, Paris.

32. «Modelling Consumption and Wealth Relationships”, 62^nd congress of the AFSE, 24-26 June 2013, Aix en Provence.

31. “Modelling Consumption and Wealth Relationships”, Journée d'Économétrie Appliquée à la macroeconomics, 21 June 2013, University of Paris 13.

30. “Do the US Trend Drive the UK-French Market Linkages?”, 11^th Journée d'Économétrie: Développements Récents de l'Econométrie Appliquée à la Finance, 21 November 2012, Université Paris Ouest - Nanterre.

29. “Measuring Performance for Conventional and Stock Prices”, JEBO Islamic Finance Conference, September 29- October 1, 2012, Birmingham.

28. “Monetary Rules in the BRICS”, 61 AFSE Congress, July 2-4, 2012, Paris.

27. “Modelling Consumption and Wealth Relationships”, 2^nd International Symposium in Computational Economics and Finance, March 15-17, 2012, Tunis.

26. “What Can We Tell about Monetary Policy Synchronization?”, 72^nd International Atlantic Economic Conference, 20-23 October, 2011, Washington, USA.

25. “Global Financial Crisis, Liquidity Pressure in Stock Markets and Efficiency of Central Bank Interventions”, Cambridge Business & Economics Conference, June 27-28^th, 2011, University of Cambridge, Cambridge, UK.

24. “Global Financial Crisis, Liquidity Pressure in Stock Markets and Efficiency of Central Bank Interventions”, 27^th Symposium on Money, Banking and Finance, 17, 18^th June 2010, Bordeaux, France.

23. “Global Financial Crisis, Liquidity Pressure in Stock Markets and Efficiency of Central Bank Interventions”, Journées de l'AFSE, 3-4 June 2010, Orleans, France.

22. “Nonlinearity, Cyclicity and Persistence in Consumption and Income Relationships”, 1^st International Symposium in Computational Economics and Finance (ISCEF2010), February 25-27, 2010, Sousse, Tunisia.

21. “Modeling Nonlinear and Heterogeneous Dynamic Linkages in International Money Markets”, 68^th International Atlantic Economic Conference, 8-11 October, 2009, Boston, USA.

20. “Modeling Nonlinear and Heterogeneous Dynamic Linkages in International Money Markets”, Annual London Conference on “Money, Economy and Management, July 9-10, 2009, London, UK.

19. “Arbitrage Costs and Nonlinear Stock Price Adjustment in the G7 Countries”, 15^th International Conference on Computing in Economics and Finance, July 15-17, 2009, Sydney, Australia.

18. “Modeling Nonlinear and Heterogeneous Dynamic Linkages in International Money Markets”, Oxford Business & Economics Conference, June 24-26, 2009, Oxford, UK.

17. “Arbitrage Costs and Nonlinear Stock Price Adjustment in the G7 Countries”, Congrès annuel de l’AFFI, March 14-15, 2009, Brest, France.

16. “Arbitrage Costs and Nonlinear Stock Price Adjustment in the G7 Countries”, 21^st Australian conference in Banking and Finance, December 16 – 18, 2008, Sydney, Australia.

15. “Fiscal Rules in the BRICS”, Journée d’Econométrie, Développements Récents de l’Econométrie appliquée à la Finance, 22 November 2008, University of Paris X-Nanterre, France.

14. “Mimétisme, Contagion et Dynamique des prix”, 25^th Journées Internationales d’Economie Monétaire : (Monnaie, Banque et Finance), June 18-20, 2008 – Luxembourg.

13. “Estimating Fundamental Value with STAR Models”, Global Conference on Business and Finance, IBFR, January 9-12, 2008, Hawaii, USA.

12. “Threshold Stock Price Adjustement”, 56^th AFSE Congress, Septembre 19-21, 2007, Paris, France.

11. “Nonlinear Cointegration Relationships between Non-Life Insurance Premium and Financial Markets”, The SCOR-Journal of Risk and Insurance Conference on“New Forms of Risk Sharing and Risk Engineering”, September 20-21, 2007, Paris, France.

10. “Threshold Stock Price Adjustment”, International Conference: Measurement Error Econometrics and Practice, July 9-11, 2007 – Birmingham, UK.

9. “Essay in Dividend Modelling and Forecasting”, 13^th International Conference Computing in Economics and Finance, June 14-16, 2007, HEC Montréal, Canada.

8. “Essay in Dividend Modelling and Forecasting”, 55^ème Congrès de l’AFSE,  14-15 September 2006, Paris, France.

7. “Dynamique non-linéaire des cours boursiers”, Congrès annuel de l’AFFI, 24-26 June 2004, Paris, France.

6. “Threshold Cointegration between Stock Returns”, Colloque International de l’Association d’Econométrie Appliquée, 1-2 April 2004, Paris, France.

5. “Threshold Stock Price Adjustment”, IEFS – UK Chapter International Conference in Finance AND Economy, November 27-28, 2003, London, UK.

4. “Threshold Cointegration between Stock Returns”, 8^th Annual Workshop on Economics with Heterogeneous Interacting Agents WEHIA, 29-31 May 2003, Kiel, Germany.

3. “Dynamique non-linéaire des cours boursiers”, Conférence Internationale de Finance, IFC2, 13-15 March 2003, Hammamet, Tunisia.

2. “Dynamique non-linéaire des cours boursiers”, 1^st Journée d’Econométrie 'Développements Récents de l’Econométrie appliquée à la Finance', 16 January 2003, Université Paris X-Nanterre, France.

1. “Dynamique non-linéaire des cours boursiers”, 3^rd Doctorales d’Economie et de Finances Internationales, 18-19 December 2002, University of Paris X-Nanterre, France.