Access Statistics for Walid Chkili

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
An artificial neural network augmented GARCH model for Islamic stock market volatility: Do asymmetry and long memory matter?	0	0	0	60	1	1	4	119
Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries	0	0	0	88	0	0	2	251
Gold-oil prices co-movements and portfolio diversification implications	0	0	0	60	0	0	1	146
Long memory and asymmetry in the volatility of commodity markets and Basel Accord: choosing between models	0	0	0	3	0	0	0	18
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory	0	0	1	40	0	2	4	148
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory	0	0	1	40	0	0	1	128
Total Working Papers	0	0	2	291	1	3	12	810

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates	0	0	2	55	0	0	7	187
Does bitcoin provide hedge to Islamic stock markets for pre- and during COVID-19 outbreak? A comparative analysis with gold	0	0	0	4	0	0	5	32
Dynamic correlations and hedging effectiveness between gold and stock markets: Evidence for BRICS countries	1	2	6	68	2	5	18	232
Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries	0	1	2	126	2	6	26	500
Goldâ€“oil prices co-movements and portfolio diversification implications	0	0	0	21	0	0	2	85
Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter?	0	0	0	24	0	0	2	131
Is currency risk priced for emerging stock markets?	1	2	2	94	2	4	5	224
Is gold a hedge or safe haven for Islamic stock market movements? A Markov switching approach	0	1	2	26	0	1	3	112
Modeling Bitcoin price volatility: long memory vs Markov switching	0	1	2	12	0	1	3	39
Modeling the volatility of Mediterranean stock markets: a regime-switching approach	0	0	0	133	1	2	2	325
Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach	0	0	6	350	2	2	13	987
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory	0	0	1	101	2	2	13	368
Total Journal Articles	2	7	23	1,014	11	23	99	3,222

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Statistics updated 2025-05-12