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 2 0 1 2 12
Cyclical components and dual long memory in the foreign exchange rate dynamics: the Tunisian case 0 0 2 44 1 3 7 64
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 3 29 0 3 9 166
Long-Range Dependence in Daily Volatility on Tunisian Stock Market 0 0 3 41 0 2 8 129
On the detection of extreme movements and persistent behavior in Mediterranean stock markets: a wavelet-based approach 0 0 1 17 0 1 9 55
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 18 1 1 4 120
Total Working Papers 0 1 9 151 2 11 39 546


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 3 5 13 82 5 10 33 239
Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates 1 1 4 20 5 8 24 81
Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis 0 2 9 29 1 4 29 87
Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis 3 4 10 95 6 10 31 255
Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling 0 3 10 77 2 11 30 286
Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach 0 2 2 13 1 4 7 46
Environment degradation, economic growth and energy consumption nexus: A wavelet-windowed cross correlation approach 0 0 1 16 2 2 10 94
Equity home bias: investors' sentiments and views 0 0 1 62 1 1 4 218
Estimation and Performance Assessment of Value-at-Risk and Expected Shortfall Based on Long-Memory GARCH-Class Models 0 0 1 28 1 2 21 111
Financial Liberalization, Banking Crises and Economic Growth: The Case of South Mediterranean Countries 0 0 2 79 1 3 12 301
Forecasting Crude Oil Price Using Artificial Neural Networks: A Literature Survey 4 16 84 140 17 62 213 346
Forward Rate Unbiasedness Hypothesis in the Tunisian Exchange Rate Market 0 0 0 4 0 0 2 33
GARCH-class models estimations and value-at-risk analysis for exchange rate 0 0 2 40 0 0 2 117
Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries 2 7 14 40 3 11 31 100
Hurst's exponent behaviour, weak-form stock market efficiency and financial liberalization: the Tunisian case 1 2 6 161 2 6 27 580
Information flow between stock return and trading volume: the Tunisian stock market 0 0 2 14 0 0 6 47
Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter? 1 1 3 17 3 8 15 62
Latin American stock markets’ volatility spillovers during the financial crises: a multivariate FIAPARCH-DCC framework 0 1 5 29 1 2 7 81
Measuring Risk of Portfolio: GARCH-Copula Model 0 0 0 0 4 7 23 87
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 2 20 2 6 18 78
On the Interaction between the Crude Oil Market and the Macroeconomic Activity: How do the 2000s differ from the 70s? 1 2 2 4 1 2 5 18
On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: a wavelet-based approach 0 0 0 11 2 3 12 61
On the interplay between energy consumption, economic growth and CO2 emission nexus in the GCC countries: A comparative analysis through wavelet approaches 0 1 3 13 1 3 20 46
One-day-ahead value-at-risk estimations with dual long-memory models: evidence from the Tunisian stock market 0 0 2 39 0 1 7 142
Price and volatility spillovers between exchange rates and stock indexes for the pre- and post-euro period 0 1 10 211 0 2 17 452
Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk: A two-state Markov switching analysis 1 2 4 14 1 3 17 49
Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis 1 3 10 25 4 7 25 77
Regime de change et croissance economique: une investigation empirique 0 0 7 388 2 5 18 1,364
Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach 2 6 17 275 5 14 49 776
The Interactive Relationship Between the US Economic Policy Uncertainty and BRIC Stock Markets 0 1 8 8 1 2 23 35
The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach 0 2 23 246 2 12 64 776
The interactive relationship between the US economic policy uncertainty and BRIC stock markets 1 2 3 5 3 5 22 32
Value-at-risk estimations of energy commodities via long-memory, asymmetry and fat-tailed GARCH models 0 1 10 188 2 5 30 494
Volatility forecasting and risk management in some MENA stock markets: a nonlinear framework 0 0 2 4 1 1 9 40
Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns 0 2 4 117 3 8 21 382
Total Journal Articles 21 68 276 2,514 85 230 884 7,993


Statistics updated 2017-12-03