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 1 10 11
Cyclical components and dual long memory in the foreign exchange rate dynamics: the Tunisian case 1 1 2 43 1 1 9 58
On the detection of extreme movements and persistent behavior in Mediterranean stock markets: a wavelet-based approach 0 0 7 16 0 2 15 48
Total Working Papers 1 1 10 61 1 4 34 117
3 registered items for which data could not be found


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 2 10 72 2 9 40 218
Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates 0 1 3 17 0 7 21 65
Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis 1 1 5 22 6 9 31 72
Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis 0 2 14 89 1 6 43 234
Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling 1 4 7 71 5 12 30 268
Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach 0 0 5 11 0 1 17 40
Environment degradation, economic growth and energy consumption nexus: A wavelet-windowed cross correlation approach 0 1 7 16 2 6 24 90
Equity home bias: investors' sentiments and views 0 0 6 62 0 0 10 215
Estimation and Performance Assessment of Value-at-Risk and Expected Shortfall Based on Long-Memory GARCH-Class Models 0 1 6 28 7 12 35 103
Financial Liberalization, Banking Crises and Economic Growth: The Case of South Mediterranean Countries 1 1 5 78 1 1 10 290
Forecasting Crude Oil Price Using Artificial Neural Networks: A Literature Survey 12 27 51 85 25 57 126 204
Forward Rate Unbiasedness Hypothesis in the Tunisian Exchange Rate Market 0 0 0 4 1 2 8 33
GARCH-class models estimations and value-at-risk analysis for exchange rate 0 2 6 40 0 2 10 117
Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries 1 3 17 30 4 9 35 80
Hurst's exponent behaviour, weak-form stock market efficiency and financial liberalization: the Tunisian case 1 2 13 157 6 13 49 567
Information flow between stock return and trading volume: the Tunisian stock market 0 0 4 12 0 1 17 43
Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter? 0 0 7 14 1 1 27 49
Latin American stock markets’ volatility spillovers during the financial crises: a multivariate FIAPARCH-DCC framework 0 3 4 27 0 3 13 77
Measuring Risk of Portfolio: GARCH-Copula Model 0 0 0 0 1 6 28 73
Modelling and forecasting value at risk and expected shortfall for GCC stock markets: Do long memory, structural breaks, asymmetry, and fat-tails matter? 0 1 7 19 4 8 25 69
On the Interaction between the Crude Oil Market and the Macroeconomic Activity: How do the 2000s differ from the 70s? 0 0 2 2 1 1 14 14
On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: a wavelet-based approach 0 0 3 11 1 7 17 56
On the interplay between energy consumption, economic growth and CO2 emission nexus in the GCC countries: A comparative analysis through wavelet approaches 1 2 10 12 6 9 27 35
One-day-ahead value-at-risk estimations with dual long-memory models: evidence from the Tunisian stock market 0 2 5 39 4 6 13 141
Price and volatility spillovers between exchange rates and stock indexes for the pre- and post-euro period 1 3 16 204 1 4 27 439
Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk: A two-state Markov switching analysis 0 0 7 10 4 5 22 39
Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis 0 3 13 21 0 7 42 63
Regime de change et croissance economique: une investigation empirique 1 4 6 385 3 8 23 1,354
Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach 1 4 19 262 4 15 67 745
The Interactive Relationship Between the US Economic Policy Uncertainty and BRIC Stock Markets 2 5 5 5 3 9 25 25
The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach 3 6 17 230 8 17 80 734
The interactive relationship between the US economic policy uncertainty and BRIC stock markets 1 1 3 3 3 4 17 17
Value-at-risk estimations of energy commodities via long-memory, asymmetry and fat-tailed GARCH models 2 4 17 182 5 8 43 473
Volatility forecasting and risk management in some MENA stock markets: a nonlinear framework 0 2 3 4 2 5 20 36
Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns 0 0 6 113 3 4 21 367
Total Journal Articles 30 87 309 2,337 114 274 1,057 7,445


Statistics updated 2017-04-03