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 0 6 0 1 1 45
Cyclical components and dual long memory in the foreign exchange rate dynamics: the Tunisian case 0 0 0 51 0 0 1 89
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 34 0 0 2 224
Long-Range Dependence in Daily Volatility on Tunisian Stock Market 0 0 0 47 0 0 2 157
On the detection of extreme movements and persistent behavior in Mediterranean stock markets: a wavelet-based approach 0 0 0 26 0 0 0 110
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 20 0 0 0 134
Total Working Papers 0 0 0 184 0 1 6 759


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multiple and Partial Wavelet Analysis of the Oil Price, Inflation, Exchange Rate, and Economic Growth Nexus in Saudi Arabia 0 0 10 38 0 1 23 106
Are Islamic bonds a good safe haven for stocks? Implications for portfolio management in a time-varying regime-switching copula framework 0 0 1 10 0 0 2 37
Are Islamic gold-backed cryptocurrencies different? 0 1 3 18 0 1 7 80
Are Islamic indexes a safe haven for investors? An analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of crisis periods 1 1 2 30 1 1 3 147
Assessing the impacts of oil price fluctuations on stock returns in emerging markets 0 3 4 121 0 4 12 363
Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates 0 0 3 55 0 0 10 187
COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach 1 1 9 126 1 3 42 549
Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis 0 0 0 59 1 1 5 172
Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis 0 0 1 145 1 1 9 435
Comparing Functional Link Artificial Neural Network And Multilayer Feedforward Neural Network Model To Forecast Crude Oil Prices 1 1 3 99 2 2 7 413
Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling 0 0 1 102 1 1 4 380
Demand for audit quality in newly privatized firms in MENA region: Role of internal corporate governance mechanisms audit 0 0 1 27 2 4 9 121
Democratic transition, political risk, economic instability, and tourist inflows: The case of Tunisia 0 0 1 3 0 1 4 14
Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach 0 0 0 15 0 0 2 69
Dynamic efficiency of European credit sectors: A rolling-window multifractal detrended fluctuation analysis 0 0 0 9 0 0 0 51
Emerging Equity Markets Connectedness, Portfolio Hedging Strategies and Effectiveness 0 0 0 6 0 0 0 30
Environment degradation, economic growth and energy consumption nexus: A wavelet-windowed cross correlation approach 0 0 1 19 0 0 3 114
Equity home bias: investors' sentiments and views 0 0 0 80 0 0 2 273
Estimation and Performance Assessment of Value-at-Risk and Expected Shortfall Based on Long-Memory GARCH-Class Models 0 0 1 42 1 2 6 175
Financial Liberalization, Banking Crises and Economic Growth: The Case of South Mediterranean Countries 0 0 0 0 0 0 0 11
Financial Liberalization, Banking Crises and Economic Growth: The Case of South Mediterranean Countries 0 0 0 92 0 0 1 349
Forecasting Crude Oil Price Using Artificial Neural Networks: A Literature Survey 0 4 11 334 0 8 26 1,002
Forward Rate Unbiasedness Hypothesis in the Tunisian Exchange Rate Market 0 0 0 9 1 3 9 84
Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries 0 1 1 52 0 4 6 161
How world uncertainties and global pandemics destabilized food, energy and stock markets? Fresh evidence from quantile on quantile regressions 1 2 3 8 1 3 7 38
Hurst's exponent behaviour, weak-form stock market efficiency and financial liberalization: the Tunisian case 0 0 1 175 0 2 8 661
Information flow between stock return and trading volume: the Tunisian stock market 0 0 0 15 0 0 1 67
Information transmission across stock indices and stock index futures: International evidence using wavelet framework 0 0 0 5 0 1 2 36
Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter? 0 0 1 24 0 0 4 131
Investors’ sentiment and US Islamic and conventional indexes nexus: A time–frequency analysis 0 0 1 20 1 1 3 74
Latin American stock markets’ volatility spillovers during the financial crises: a multivariate FIAPARCH-DCC framework 0 0 0 30 0 0 1 100
Measuring Risk of Portfolio: GARCH-Copula Model 0 0 0 0 0 1 3 171
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 1 33 0 0 4 123
Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View 0 0 0 13 0 0 1 61
Oil-stock Nexus in an Oil-rich Country: Does Geopolitical Risk Matter in Terms of Investment Horizons? 0 2 6 6 0 3 9 18
On interactions between remittance outflows and Saudi Arabian macroeconomy: New evidence from wavelets 0 0 0 22 0 0 3 102
On the Interaction between the Crude Oil Market and the Macroeconomic Activity: How do the 2000s differ from the 70s? 0 0 0 10 0 0 0 33
On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: a wavelet-based approach 0 0 0 15 0 0 4 103
On the interplay between US sectoral CDS, stock and VIX indices: Fresh insights from wavelet approaches 0 0 2 10 0 1 4 26
On the interplay between energy consumption, economic growth and CO2 emission nexus in the GCC countries: A comparative analysis through wavelet approaches 0 0 0 32 2 5 13 143
On the investors' sentiments and the Islamic stock-bond interplay across investments' horizons 0 0 0 10 0 1 2 33
One-day-ahead value-at-risk estimations with dual long-memory models: evidence from the Tunisian stock market 0 0 0 41 0 0 2 161
Price and volatility spillovers between exchange rates and stock indexes for the pre- and post-euro period 0 1 3 226 0 1 8 497
Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk: A two-state Markov switching analysis 0 0 1 28 0 0 3 102
Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis 0 0 2 43 0 1 3 142
Regime de change et croissance economique: une investigation empirique 0 0 1 422 1 1 9 1,544
Sectoral energy consumption by source and output in the U.S.: New evidence from wavelet-based approach 0 1 1 9 0 1 5 51
Spillovers across European sovereign credit markets and role of surprise and uncertainty 0 0 1 3 0 0 1 14
Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach 1 2 7 350 2 4 15 985
Strength of co-movement between sector CDS indexes and relationship with major economic and financial variables over time and during investment horizons 0 1 1 3 0 1 6 15
The Interactive Relationship Between the US Economic Policy Uncertainty and BRIC Stock Markets 0 0 0 23 0 1 3 103
The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach 0 1 5 338 0 4 15 1,020
The guarantee option against the construction cost overruns of nuclear power plant: Monte Carlo simulation approach 0 0 1 3 1 1 2 17
The interactive relationship between the US economic policy uncertainty and BRIC stock markets 0 3 5 45 1 6 19 204
The interconnections between U.S. financial CDS spreads and control variables: New evidence using partial and multivariate wavelet coherences 0 0 0 9 0 0 2 38
Value-at-risk estimations of energy commodities via long-memory, asymmetry and fat-tailed GARCH models 0 1 3 230 0 1 6 629
Volatility forecasting and risk management in some MENA stock markets: a nonlinear framework 0 0 0 8 0 0 1 63
Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns 0 2 5 152 1 3 10 500
Total Journal Articles 5 28 104 3,852 21 80 371 13,328


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Volatility forecasting, value- at- risk and expected shortfall estimations under the Basel II Accord in GCC shariah stocks 0 0 0 21 0 0 0 78
Total Chapters 0 0 0 21 0 0 0 78


Statistics updated 2025-02-05