Access Statistics for Chaker Aloui

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Assessing the efficiency of the MENA emerging stock markets: A sectoral perspective 0 0 1 2 0 0 6 11
Cyclical components and dual long memory in the foreign exchange rate dynamics: the Tunisian case 0 0 3 44 0 1 7 61
Interdépendance Et Co-Mouvements Des Marchés De Capitaux Des Pays Arabes De La Région Du Moyen Orient Et D’afrique Du Nord: Un Essai D’investigation Empirique 1 2 3 29 2 3 9 165
Long-Range Dependence in Daily Volatility on Tunisian Stock Market 0 1 4 41 1 3 9 128
On the detection of extreme movements and persistent behavior in Mediterranean stock markets: a wavelet-based approach 0 0 1 17 0 4 10 54
Phénomène De Dépendance De Court Et De Long Terme De La Volatilité Des Cours De Change: Cas Du Marché Interbancaire Tunisien (Mars 1994- Mars 2004) 0 0 0 18 0 0 3 119
Total Working Papers 1 3 12 151 3 11 44 538


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Assessing the impacts of oil price fluctuations on stock returns in emerging markets 0 1 8 77 2 5 26 231
Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates 0 0 3 19 2 4 20 75
Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis 1 1 9 28 1 5 32 84
Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis 1 2 8 92 3 8 30 248
Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling 2 4 9 76 3 8 29 278
Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach 1 1 2 12 2 4 9 44
Environment degradation, economic growth and energy consumption nexus: A wavelet-windowed cross correlation approach 0 0 4 16 0 0 14 92
Equity home bias: investors' sentiments and views 0 0 1 62 0 1 3 217
Estimation and Performance Assessment of Value-at-Risk and Expected Shortfall Based on Long-Memory GARCH-Class Models 0 0 1 28 1 1 23 110
Financial Liberalization, Banking Crises and Economic Growth: The Case of South Mediterranean Countries 0 0 3 79 1 6 11 299
Forecasting Crude Oil Price Using Artificial Neural Networks: A Literature Survey 4 14 80 128 14 37 185 298
Forward Rate Unbiasedness Hypothesis in the Tunisian Exchange Rate Market 0 0 0 4 0 0 4 33
GARCH-class models estimations and value-at-risk analysis for exchange rate 0 0 2 40 0 0 2 117
Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries 1 2 9 34 3 7 25 92
Hurst's exponent behaviour, weak-form stock market efficiency and financial liberalization: the Tunisian case 0 0 8 159 2 2 32 576
Information flow between stock return and trading volume: the Tunisian stock market 0 2 3 14 0 3 8 47
Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter? 0 0 3 16 3 5 14 57
Latin American stock markets’ volatility spillovers during the financial crises: a multivariate FIAPARCH-DCC framework 1 1 5 29 1 2 6 80
Measuring Risk of Portfolio: GARCH-Copula Model 0 0 0 0 0 1 18 80
Modelling and forecasting value at risk and expected shortfall for GCC stock markets: Do long memory, structural breaks, asymmetry, and fat-tails matter? 0 0 2 19 2 4 16 74
On the Interaction between the Crude Oil Market and the Macroeconomic Activity: How do the 2000s differ from the 70s? 1 1 1 3 1 1 5 17
On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: a wavelet-based approach 0 0 1 11 1 3 13 59
On the interplay between energy consumption, economic growth and CO2 emission nexus in the GCC countries: A comparative analysis through wavelet approaches 0 0 5 12 1 6 21 44
One-day-ahead value-at-risk estimations with dual long-memory models: evidence from the Tunisian stock market 0 0 2 39 0 0 8 141
Price and volatility spillovers between exchange rates and stock indexes for the pre- and post-euro period 0 2 12 210 1 4 22 451
Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk: A two-state Markov switching analysis 0 2 4 12 1 7 18 47
Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis 0 0 9 22 1 3 25 71
Regime de change et croissance economique: une investigation empirique 0 2 8 388 1 4 20 1,360
Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach 1 6 14 270 4 15 53 766
The Interactive Relationship Between the US Economic Policy Uncertainty and BRIC Stock Markets 0 1 7 7 0 5 25 33
The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach 2 9 25 246 4 17 74 768
The interactive relationship between the US economic policy uncertainty and BRIC stock markets 0 0 1 3 1 6 21 28
Value-at-risk estimations of energy commodities via long-memory, asymmetry and fat-tailed GARCH models 0 3 13 187 1 9 34 490
Volatility forecasting and risk management in some MENA stock markets: a nonlinear framework 0 0 2 4 0 3 12 39
Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns 0 1 3 115 1 4 16 375
Total Journal Articles 15 55 267 2,461 58 190 874 7,821


Statistics updated 2017-10-05