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 6 0 1 5 31
Cyclical components and dual long memory in the foreign exchange rate dynamics: the Tunisian case 0 0 2 49 0 1 8 82
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 1 31 1 4 19 198
Long-Range Dependence in Daily Volatility on Tunisian Stock Market 0 1 3 45 0 4 9 145
On the detection of extreme movements and persistent behavior in Mediterranean stock markets: a wavelet-based approach 0 0 1 22 1 2 5 75
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 19 0 0 1 126
Total Working Papers 0 2 8 172 2 12 47 657


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 1 10 105 3 5 24 303
Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates 0 0 6 38 0 2 20 143
Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis 1 2 5 48 2 4 19 140
Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis 0 4 9 117 0 5 24 329
Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling 0 0 2 86 3 4 16 326
Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach 0 0 0 14 0 1 7 61
Environment degradation, economic growth and energy consumption nexus: A wavelet-windowed cross correlation approach 0 0 0 17 0 1 4 102
Equity home bias: investors' sentiments and views 0 3 7 75 0 6 16 255
Estimation and Performance Assessment of Value-at-Risk and Expected Shortfall Based on Long-Memory GARCH-Class Models 0 0 2 35 1 2 13 155
Financial Liberalization, Banking Crises and Economic Growth: The Case of South Mediterranean Countries 0 0 1 91 2 2 12 341
Forecasting Crude Oil Price Using Artificial Neural Networks: A Literature Survey 1 6 35 257 4 13 89 723
Forward Rate Unbiasedness Hypothesis in the Tunisian Exchange Rate Market 0 0 1 7 0 0 10 53
Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries 1 1 2 47 1 1 8 134
Hurst's exponent behaviour, weak-form stock market efficiency and financial liberalization: the Tunisian case 0 1 1 169 0 3 10 616
Information flow between stock return and trading volume: the Tunisian stock market 0 0 0 15 1 1 4 56
Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter? 0 0 1 20 2 4 14 104
Latin American stock markets’ volatility spillovers during the financial crises: a multivariate FIAPARCH-DCC framework 0 0 0 29 0 2 5 89
Measuring Risk of Portfolio: GARCH-Copula Model 0 0 0 0 4 7 22 145
Modelling and forecasting value at risk and expected shortfall for GCC stock markets: Do long memory, structural breaks, asymmetry, and fat-tails matter? 1 2 4 31 1 2 8 104
On the Interaction between the Crude Oil Market and the Macroeconomic Activity: How do the 2000s differ from the 70s? 1 1 1 6 1 1 2 27
On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: a wavelet-based approach 0 0 0 14 0 1 4 80
On the interplay between energy consumption, economic growth and CO2 emission nexus in the GCC countries: A comparative analysis through wavelet approaches 0 1 4 30 1 6 21 97
One-day-ahead value-at-risk estimations with dual long-memory models: evidence from the Tunisian stock market 0 0 0 40 0 0 2 149
Price and volatility spillovers between exchange rates and stock indexes for the pre- and post-euro period 0 0 1 216 0 0 3 466
Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk: A two-state Markov switching analysis 0 0 3 20 1 2 8 71
Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis 0 0 1 35 1 2 7 117
Regime de change et croissance economique: une investigation empirique 0 1 6 406 1 5 40 1,467
Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach 0 1 12 310 2 9 35 884
The Interactive Relationship Between the US Economic Policy Uncertainty and BRIC Stock Markets 0 0 0 14 0 2 15 79
The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach 0 2 20 307 1 5 44 933
The interactive relationship between the US economic policy uncertainty and BRIC stock markets 0 0 4 23 2 6 32 123
Value-at-risk estimations of energy commodities via long-memory, asymmetry and fat-tailed GARCH models 1 1 6 208 3 6 28 572
Volatility forecasting and risk management in some MENA stock markets: a nonlinear framework 0 0 0 6 0 1 8 53
Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns 1 1 3 135 2 3 18 457
Total Journal Articles 7 28 147 2,971 39 114 592 9,754


Statistics updated 2020-11-03