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Details about Jamel JOUINI

E-mail:
Workplace:College of Business Administration, King Saud University, (more information at EDIRC)

Access statistics for papers by Jamel JOUINI.

Last updated 2019-08-08. Update your information in the RePEc Author Service.

Short-id: pjo68


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Working Papers

2017

  1. The contribution of Euro-Mediterranean Partnership to regional integration
    Post-Print, HAL

Journal Articles

2019

  1. Regime switching in the reactions of stock markets in Saudi Arabia to oil price variations
    The World Economy, 2019, 42, (8), 2467-2506 Downloads

2018

  1. Measuring the Macroeconomic Impacts of Fiscal Policy Shocks in the Saudi Economy: A Markov Switching Approach
    Journal for Economic Forecasting, 2018, (4), 55-70 Downloads

2017

  1. Linkages Between Equity and Global Food Markets: New Evidence from Including Structural Changes
    Czech Journal of Economics and Finance (Finance a uver), 2017, 67, (3), 166-198 Downloads

2016

  1. Economic growth and savings in Saudi Arabia: empirical evidence from cointegration and causality analysis
    Asia-Pacific Journal of Accounting & Economics, 2016, 23, (4), 478-495 Downloads
  2. Financial contagion between the US and selected developed and emerging countries: The case of the subprime crisis
    The Quarterly Review of Economics and Finance, 2016, 61, (C), 14-28 Downloads View citations (8)
  3. Market integration between conventional and Islamic stock prices
    The North American Journal of Economics and Finance, 2016, 37, (C), 436-457 Downloads View citations (7)

2015

  1. Economic growth and remittances in Tunisia: Bi-directional causal links
    Journal of Policy Modeling, 2015, 37, (2), 355-373 Downloads View citations (13)
  2. Linkage between international trade and economic growth in GCC countries: Empirical evidence from PMG estimation approach
    The Journal of International Trade & Economic Development, 2015, 24, (3), 341-372 Downloads View citations (3)
  3. New empirical evidence from assessing financial market integration, with application to Saudi Arabia
    Economic Modelling, 2015, 49, (C), 198-211 Downloads View citations (3)

2014

  1. Linkages between emerging and developed equity markets: Empirical evidence in the PMG framework
    The North American Journal of Economics and Finance, 2014, 29, (C), 322-335 Downloads View citations (8)
  2. Revisiting the shock and volatility transmissions among GCC stock and oil markets: A further investigation
    Economic Modelling, 2014, 38, (C), 486-494 Downloads View citations (17)

2013

  1. Return and volatility interaction between oil prices and stock markets in Saudi Arabia
    Journal of Policy Modeling, 2013, 35, (6), 1124-1144 Downloads View citations (31)
  2. Stock markets in GCC countries and global factors: A further investigation
    Economic Modelling, 2013, 31, (C), 80-86 Downloads View citations (13)

2010

  1. Bootstrap methods for single structural change tests: power versus corrected size and empirical illustration
    Statistical Papers, 2010, 51, (1), 85-109 Downloads View citations (4)
  2. The finite-sample properties of bootstrap tests in multiple structural change models
    Economics Bulletin, 2010, 30, (1), 55-66 Downloads

2009

  1. Analysis of structural break models based on the evolutionary spectrum: Monte Carlo study and application
    Journal of Applied Statistics, 2009, 36, (1), 91-110 Downloads
  2. Analysis of structural breaks in the stock market integration of mexico into world
    Economics Bulletin, 2009, 29, (2), 1380-1392 Downloads View citations (1)
  3. The Asian Crisis Contagion: A Dynamic Correlation Approach Analysis
    Panoeconomicus, 2009, 56, (2), 241-260 Downloads View citations (17)

2008

  1. Revisiting the decline in the exchange rate pass-through: further evidence from developing countries
    Economics Bulletin, 2008, 3, (20), 1-10 Downloads View citations (12)

2007

  1. Spuriousness of information criteria when selecting the number of breaks in stationary AR(p) process
    Economics Bulletin, 2007, 3, (38), 1-11 Downloads
  2. wrong estimation of the true number of shifts in structural break models: Theoretical and numerical evidence
    Economics Bulletin, 2007, 3, (3), 1-10 Downloads View citations (2)

2005

  1. Evidence on structural changes in U.S. time series
    Economic Modelling, 2005, 22, (3), 391-422 Downloads View citations (17)

2004

  1. Bai and Perron's and spectral density methods for structural change detection in the US inflation process
    Applied Economics Letters, 2004, 11, (2), 109-115 Downloads View citations (18)
  2. Detecting multiple breaks in time series covariance structure: a non-parametric approach based on the evolutionary spectral density
    Applied Economics, 2004, 36, (10), 1095-1101 Downloads View citations (2)
  3. Long-memory and shifts in the unconditional variance in the exchange rate euro/US dollar returns
    Applied Economics Letters, 2004, 11, (9), 591-594 Downloads View citations (8)

2003

  1. Structural breaks in the U.S. inflation process: a further investigation
    Applied Economics Letters, 2003, 10, (15), 985-988 Downloads View citations (15)
  2. Structural breaks in the US inflation process
    Applied Economics Letters, 2003, 10, (10), 633-636 Downloads View citations (19)
 
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