Biblio

Sovereign bond market integration in the euro area: a new empirical conceptualizationJournal articleGilles Dufrénot, Fredj Jawadi and Zied Ftiti, Annals of Operations Research, Volume 318, Issue 1, pp. 147-161, 2022

Statistiques pour l'économie et la gestionBookFrédéric Bertrand, Christian Derquenne, Gilles Dufrénot, Fredj Jawadi and Myriam Maumy, Claire Borsenberger (Eds.), 2021-08, 680 pages, De Boeck Supérieur, 2021

Unconventional monetary policy reaction functions: evidence from the USJournal articleLuca Agnello, Vitor Castro, Gilles Dufrénot, Fredj Jawadi and Ricardo M. Sousa, Studies in Nonlinear Dynamics & Econometrics, Volume 24, Issue 4, pp. pp18, 2020

A model of fiscal dominance under the “Reinhart Conjecture”Journal articleGilles Dufrénot, Fredj Jawadi and Guillaume A. Khayat, Journal of Economic Dynamics and Control, Volume 93, Issue Special Issue, pp. 332-345, 2018

Recent Developments in Macro-Econometric Modeling: Theory and ApplicationsJournal articleGilles Dufrénot, Fredj Jawadi and Alexander Mihailov, Econometrics, Volume 6, Issue 2, pp. 25, 2018

Introduction: recent developments of switching models for financial dataJournal articleGilles Dufrénot and Fredj Jawadi, Studies in Nonlinear Dynamics & Econometrics, Volume 21, Issue 1, pp. 1-2, 2017

Advances and challenges in decision-making, monetary policy and financial marketsJournal articleGilles Dufrénot and Fredj Jawadi, Economic Modelling, Volume 52, Issue Part A, pp. 1-2, 2016

Anticipated Macroeconomic Fundamentals, Sovereign Spreads and Regime-Switching: The Case of the Euro AreaBook chapterGilles Dufrénot, Olivier Damette and Philippe Frouté, In: Market Microstructure and Nonlinear Dynamics, Gilles Dufrénot, Fredj Jawadi and Waël Louhichi (Eds.), 2014, pp. 205-234, Springer International Publishing, 2014

Market Microstructure and Nonlinear Dynamics - Keeping Financial Crisis in ContextBookGilles Dufrénot, Fredj Jawadi and Waël Louhichi (Eds.), 2014, 315 pages, Springer International Publishing, 2014

Shift-Volatility Transmission in East Asian Equity Markets: New IndicatorsBook chapterMarcel Aloy, Gilles de Truchis, Gilles Dufrénot and Benjamin Keddad, In: Market Microstructure and Nonlinear Dynamics, Gilles Dufrénot, Fredj Jawadi and Waël Louhichi (Eds.), 2014, pp. 273-291, Springer International Publishing, 2014

Computational tools in econometric modeling for macroeconomics and financeJournal articleGilles Dufrénot and Fredj Jawadi, Economic Modelling, Volume 34, Issue C, pp. 1-4, 2013