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 7 11
Cyclical components and dual long memory in the foreign exchange rate dynamics: the Tunisian case 1 2 3 44 2 3 10 60
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 1 3 27 2 2 17 162
Long-Range Dependence in Daily Volatility on Tunisian Stock Market 0 0 5 40 0 0 9 125
On the detection of extreme movements and persistent behavior in Mediterranean stock markets: a wavelet-based approach 0 1 4 17 0 1 12 49
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 1 18 0 2 7 119
Total Working Papers 2 4 17 148 4 8 62 526


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 1 4 13 75 3 8 39 224
Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates 0 1 3 18 0 3 21 68
Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis 0 5 8 26 0 10 32 76
Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis 0 1 9 90 2 6 35 239
Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling 0 1 5 71 1 6 26 269
Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach 0 0 4 11 0 0 14 40
Environment degradation, economic growth and energy consumption nexus: A wavelet-windowed cross correlation approach 0 0 6 16 1 4 24 92
Equity home bias: investors' sentiments and views 0 0 1 62 1 1 6 216
Estimation and Performance Assessment of Value-at-Risk and Expected Shortfall Based on Long-Memory GARCH-Class Models 0 0 1 28 2 10 29 106
Financial Liberalization, Banking Crises and Economic Growth: The Case of South Mediterranean Countries 0 2 3 79 0 4 10 293
Forecasting Crude Oil Price Using Artificial Neural Networks: A Literature Survey 7 29 63 102 19 60 150 239
Forward Rate Unbiasedness Hypothesis in the Tunisian Exchange Rate Market 0 0 0 4 0 1 6 33
GARCH-class models estimations and value-at-risk analysis for exchange rate 0 0 3 40 0 0 5 117
Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries 1 2 16 31 3 8 35 84
Hurst's exponent behaviour, weak-form stock market efficiency and financial liberalization: the Tunisian case 0 2 11 158 3 10 41 571
Information flow between stock return and trading volume: the Tunisian stock market 0 0 2 12 0 1 11 44
Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter? 0 1 4 15 1 3 23 51
Latin American stock markets’ volatility spillovers during the financial crises: a multivariate FIAPARCH-DCC framework 0 1 5 28 0 1 11 78
Measuring Risk of Portfolio: GARCH-Copula Model 0 0 0 0 3 5 25 77
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 4 19 1 5 22 70
On the Interaction between the Crude Oil Market and the Macroeconomic Activity: How do the 2000s differ from the 70s? 0 0 2 2 0 2 14 15
On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: a wavelet-based approach 0 0 3 11 0 1 16 56
On the interplay between energy consumption, economic growth and CO2 emission nexus in the GCC countries: A comparative analysis through wavelet approaches 0 1 9 12 2 9 27 38
One-day-ahead value-at-risk estimations with dual long-memory models: evidence from the Tunisian stock market 0 0 3 39 0 4 11 141
Price and volatility spillovers between exchange rates and stock indexes for the pre- and post-euro period 2 5 17 208 3 9 30 447
Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk: A two-state Markov switching analysis 0 0 4 10 1 5 17 40
Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis 0 1 13 22 2 5 39 68
Regime de change et croissance economique: une investigation empirique 0 2 6 386 0 4 21 1,355
Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach 0 2 15 263 1 6 56 747
The Interactive Relationship Between the US Economic Policy Uncertainty and BRIC Stock Markets 1 3 6 6 2 6 28 28
The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach 3 8 17 235 5 20 75 746
The interactive relationship between the US economic policy uncertainty and BRIC stock markets 0 1 3 3 3 7 21 21
Value-at-risk estimations of energy commodities via long-memory, asymmetry and fat-tailed GARCH models 0 4 16 184 3 13 43 481
Volatility forecasting and risk management in some MENA stock markets: a nonlinear framework 0 0 3 4 0 2 18 36
Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns 1 1 5 114 2 5 18 369
Total Journal Articles 16 77 283 2,384 64 244 999 7,575


Statistics updated 2017-06-02