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 5 0 0 4 24
Cyclical components and dual long memory in the foreign exchange rate dynamics: the Tunisian case 0 0 1 46 1 2 5 72
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 0 0 30 1 2 6 175
Long-Range Dependence in Daily Volatility on Tunisian Stock Market 0 0 1 42 0 0 4 135
On the detection of extreme movements and persistent behavior in Mediterranean stock markets: a wavelet-based approach 1 1 2 20 1 3 5 66
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 1 19 0 2 3 123
Total Working Papers 1 1 6 162 3 9 27 595


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 1 4 91 1 3 17 268
Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates 0 2 8 32 1 5 19 115
Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis 0 4 8 41 1 9 22 113
Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis 0 2 11 108 2 6 29 299
Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling 0 0 3 84 1 2 11 307
Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach 0 0 0 14 2 2 3 50
Environment degradation, economic growth and energy consumption nexus: A wavelet-windowed cross correlation approach 0 0 1 17 0 0 1 96
Equity home bias: investors' sentiments and views 0 1 2 64 0 7 16 234
Estimation and Performance Assessment of Value-at-Risk and Expected Shortfall Based on Long-Memory GARCH-Class Models 0 1 3 33 1 4 16 134
Financial Liberalization, Banking Crises and Economic Growth: The Case of South Mediterranean Countries 0 0 3 88 0 1 8 322
Forecasting Crude Oil Price Using Artificial Neural Networks: A Literature Survey 1 14 34 208 11 42 139 573
Forward Rate Unbiasedness Hypothesis in the Tunisian Exchange Rate Market 0 0 0 5 1 1 2 37
GARCH-class models estimations and value-at-risk analysis for exchange rate 0 0 0 42 0 0 3 123
Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries 1 1 1 42 1 4 11 117
Hurst's exponent behaviour, weak-form stock market efficiency and financial liberalization: the Tunisian case 0 0 5 168 1 3 15 601
Information flow between stock return and trading volume: the Tunisian stock market 0 0 0 14 0 0 2 50
Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter? 0 0 0 19 0 1 12 83
Latin American stock markets’ volatility spillovers during the financial crises: a multivariate FIAPARCH-DCC framework 0 0 0 29 0 1 2 83
Measuring Risk of Portfolio: GARCH-Copula Model 0 0 0 0 1 3 14 111
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 3 25 0 2 9 90
On the Interaction between the Crude Oil Market and the Macroeconomic Activity: How do the 2000s differ from the 70s? 0 0 0 5 1 1 3 22
On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: a wavelet-based approach 0 0 0 13 1 2 6 70
On the interplay between energy consumption, economic growth and CO2 emission nexus in the GCC countries: A comparative analysis through wavelet approaches 0 0 8 23 1 3 20 72
One-day-ahead value-at-risk estimations with dual long-memory models: evidence from the Tunisian stock market 0 1 1 40 0 2 3 147
Price and volatility spillovers between exchange rates and stock indexes for the pre- and post-euro period 0 0 3 215 0 1 7 461
Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk: A two-state Markov switching analysis 0 0 1 16 1 3 7 58
Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis 0 0 4 32 1 4 13 104
Regime de change et croissance economique: une investigation empirique 1 5 8 399 4 18 34 1,413
Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach 2 5 11 291 6 15 40 834
The Interactive Relationship Between the US Economic Policy Uncertainty and BRIC Stock Markets 0 1 3 14 0 2 11 62
The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach 1 4 17 278 4 13 55 862
The interactive relationship between the US economic policy uncertainty and BRIC stock markets 1 1 6 13 1 7 32 76
Value-at-risk estimations of energy commodities via long-memory, asymmetry and fat-tailed GARCH models 1 4 9 199 3 9 26 535
Volatility forecasting and risk management in some MENA stock markets: a nonlinear framework 0 0 1 5 1 1 2 42
Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns 1 4 8 129 4 17 38 429
Total Journal Articles 10 51 166 2,796 52 194 648 8,993


Statistics updated 2019-06-03