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 0 1 3 44 1 3 8 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 0 1 3 27 0 2 9 162
Long-Range Dependence in Daily Volatility on Tunisian Stock Market 0 0 4 40 1 1 8 126
On the detection of extreme movements and persistent behavior in Mediterranean stock markets: a wavelet-based approach 0 0 3 17 3 4 14 53
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 0 2 14 148 5 10 49 532


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 3 11 77 2 7 35 228
Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates 0 1 3 19 2 5 23 73
Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis 0 1 9 27 3 6 33 82
Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis 1 1 8 91 5 8 33 245
Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling 1 2 6 73 2 4 27 272
Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach 0 0 2 11 2 2 11 42
Environment degradation, economic growth and energy consumption nexus: A wavelet-windowed cross correlation approach 0 0 5 16 0 1 18 92
Equity home bias: investors' sentiments and views 0 0 1 62 1 2 5 217
Estimation and Performance Assessment of Value-at-Risk and Expected Shortfall Based on Long-Memory GARCH-Class Models 0 0 1 28 0 5 27 109
Financial Liberalization, Banking Crises and Economic Growth: The Case of South Mediterranean Countries 0 0 3 79 2 2 9 295
Forecasting Crude Oil Price Using Artificial Neural Networks: A Literature Survey 5 24 73 119 14 55 173 275
Forward Rate Unbiasedness Hypothesis in the Tunisian Exchange Rate Market 0 0 0 4 0 0 6 33
GARCH-class models estimations and value-at-risk analysis for exchange rate 0 0 2 40 0 0 3 117
Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries 1 3 14 33 4 8 34 89
Hurst's exponent behaviour, weak-form stock market efficiency and financial liberalization: the Tunisian case 0 1 9 159 0 6 36 574
Information flow between stock return and trading volume: the Tunisian stock market 2 2 3 14 2 2 11 46
Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter? 0 1 4 16 1 3 16 53
Latin American stock markets’ volatility spillovers during the financial crises: a multivariate FIAPARCH-DCC framework 0 0 5 28 1 1 6 79
Measuring Risk of Portfolio: GARCH-Copula Model 0 0 0 0 0 5 21 79
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 2 20 71
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 1 8 16
On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: a wavelet-based approach 0 0 2 11 0 0 13 56
On the interplay between energy consumption, economic growth and CO2 emission nexus in the GCC countries: A comparative analysis through wavelet approaches 0 0 7 12 5 7 26 43
One-day-ahead value-at-risk estimations with dual long-memory models: evidence from the Tunisian stock market 0 0 2 39 0 0 9 141
Price and volatility spillovers between exchange rates and stock indexes for the pre- and post-euro period 1 3 14 209 1 4 24 448
Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk: A two-state Markov switching analysis 1 1 4 11 4 5 17 44
Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis 0 0 11 22 2 4 35 70
Regime de change et croissance economique: une investigation empirique 1 1 7 387 2 3 18 1,358
Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach 0 1 12 264 5 10 58 756
The Interactive Relationship Between the US Economic Policy Uncertainty and BRIC Stock Markets 0 1 6 6 2 4 24 30
The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach 0 5 19 237 3 13 78 754
The interactive relationship between the US economic policy uncertainty and BRIC stock markets 0 0 3 3 1 5 22 23
Value-at-risk estimations of energy commodities via long-memory, asymmetry and fat-tailed GARCH models 3 3 17 187 5 8 40 486
Volatility forecasting and risk management in some MENA stock markets: a nonlinear framework 0 0 3 4 1 1 16 37
Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns 0 1 5 114 1 5 19 372
Total Journal Articles 17 55 277 2,423 74 194 954 7,705


Statistics updated 2017-08-03