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 2 2 1 1 11 11
Cyclical components and dual long memory in the foreign exchange rate dynamics: the Tunisian case 0 0 1 42 0 0 10 57
On the detection of extreme movements and persistent behavior in Mediterranean stock markets: a wavelet-based approach 0 0 7 16 1 2 17 48
Total Working Papers 0 0 10 60 2 3 38 116
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 0 2 11 71 3 10 45 216
Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates 0 1 3 17 2 8 21 65
Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis 0 1 4 21 2 8 28 66
Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis 1 4 15 89 1 9 46 233
Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling 2 3 6 70 5 7 32 263
Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach 0 0 5 11 1 1 19 40
Environment degradation, economic growth and energy consumption nexus: A wavelet-windowed cross correlation approach 1 1 8 16 2 4 25 88
Equity home bias: investors' sentiments and views 0 1 8 62 0 1 13 215
Estimation and Performance Assessment of Value-at-Risk and Expected Shortfall Based on Long-Memory GARCH-Class Models 1 1 7 28 4 6 32 96
Financial Liberalization, Banking Crises and Economic Growth: The Case of South Mediterranean Countries 0 0 4 77 0 0 10 289
Forecasting Crude Oil Price Using Artificial Neural Networks: A Literature Survey 8 17 39 73 19 46 107 179
Forward Rate Unbiasedness Hypothesis in the Tunisian Exchange Rate Market 0 0 0 4 0 1 10 32
GARCH-class models estimations and value-at-risk analysis for exchange rate 0 2 6 40 0 2 12 117
Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries 0 3 18 29 2 7 36 76
Hurst's exponent behaviour, weak-form stock market efficiency and financial liberalization: the Tunisian case 0 1 12 156 4 8 46 561
Information flow between stock return and trading volume: the Tunisian stock market 0 0 4 12 1 2 17 43
Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter? 0 0 8 14 0 1 27 48
Latin American stock markets’ volatility spillovers during the financial crises: a multivariate FIAPARCH-DCC framework 3 3 4 27 3 3 13 77
Measuring Risk of Portfolio: GARCH-Copula Model 0 0 0 0 4 8 32 72
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 2 5 21 65
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 0 13 13
On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: a wavelet-based approach 0 0 3 11 2 6 17 55
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 11 0 3 21 29
One-day-ahead value-at-risk estimations with dual long-memory models: evidence from the Tunisian stock market 1 2 5 39 1 2 12 137
Price and volatility spillovers between exchange rates and stock indexes for the pre- and post-euro period 2 2 16 203 3 3 29 438
Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk: A two-state Markov switching analysis 0 0 7 10 0 3 18 35
Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis 1 6 16 21 2 11 47 63
Regime de change et croissance economique: une investigation empirique 1 3 5 384 1 5 20 1,351
Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach 1 3 20 261 4 14 69 741
The Interactive Relationship Between the US Economic Policy Uncertainty and BRIC Stock Markets 2 3 3 3 3 10 22 22
The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach 0 4 19 227 1 14 81 726
The interactive relationship between the US economic policy uncertainty and BRIC stock markets 0 0 2 2 1 4 14 14
Value-at-risk estimations of energy commodities via long-memory, asymmetry and fat-tailed GARCH models 1 2 16 180 2 4 43 468
Volatility forecasting and risk management in some MENA stock markets: a nonlinear framework 1 2 4 4 1 3 19 34
Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns 0 0 7 113 0 3 20 364
Total Journal Articles 26 69 303 2,307 76 222 1,037 7,331


Statistics updated 2017-03-07