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 5 1 1 1 25
Cyclical components and dual long memory in the foreign exchange rate dynamics: the Tunisian case 0 0 1 46 0 0 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 0 2 7 177
Long-Range Dependence in Daily Volatility on Tunisian Stock Market 0 0 1 42 0 1 5 136
On the detection of extreme movements and persistent behavior in Mediterranean stock markets: a wavelet-based approach 0 1 2 21 1 2 5 68
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 0 3 123
Total Working Papers 0 1 5 163 2 6 26 601


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 2 5 93 0 3 16 271
Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates 0 0 6 32 2 5 20 120
Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis 0 0 7 41 1 3 22 116
Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis 0 0 8 108 2 4 26 303
Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling 0 0 3 84 0 3 12 310
Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach 0 0 0 14 1 2 5 52
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 2 4 66 0 3 18 237
Estimation and Performance Assessment of Value-at-Risk and Expected Shortfall Based on Long-Memory GARCH-Class Models 0 0 2 33 2 3 12 137
Financial Liberalization, Banking Crises and Economic Growth: The Case of South Mediterranean Countries 0 2 4 90 2 5 10 327
Forecasting Crude Oil Price Using Artificial Neural Networks: A Literature Survey 2 10 36 218 14 38 145 611
Forward Rate Unbiasedness Hypothesis in the Tunisian Exchange Rate Market 0 1 1 6 2 4 6 41
Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries 0 0 1 42 1 3 12 120
Hurst's exponent behaviour, weak-form stock market efficiency and financial liberalization: the Tunisian case 0 0 2 168 2 4 14 605
Information flow between stock return and trading volume: the Tunisian stock market 1 1 1 15 1 2 4 52
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 7 84
Latin American stock markets’ volatility spillovers during the financial crises: a multivariate FIAPARCH-DCC framework 0 0 0 29 0 0 2 83
Measuring Risk of Portfolio: GARCH-Copula Model 0 0 0 0 4 8 19 119
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 3 26 1 4 9 94
On the Interaction between the Crude Oil Market and the Macroeconomic Activity: How do the 2000s differ from the 70s? 0 0 0 5 0 1 4 23
On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: a wavelet-based approach 0 1 1 14 0 3 7 73
On the interplay between energy consumption, economic growth and CO2 emission nexus in the GCC countries: A comparative analysis through wavelet approaches 0 3 9 26 0 3 19 75
One-day-ahead value-at-risk estimations with dual long-memory models: evidence from the Tunisian stock market 0 0 1 40 0 0 2 147
Price and volatility spillovers between exchange rates and stock indexes for the pre- and post-euro period 0 0 3 215 1 1 7 462
Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk: A two-state Markov switching analysis 0 1 2 17 1 2 8 60
Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis 0 0 4 32 3 3 12 107
Regime de change et croissance economique: une investigation empirique 0 1 8 400 0 10 39 1,423
Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach 3 4 12 295 5 9 39 843
The Interactive Relationship Between the US Economic Policy Uncertainty and BRIC Stock Markets 0 0 2 14 0 0 8 62
The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach 3 7 19 285 4 16 58 878
The interactive relationship between the US economic policy uncertainty and BRIC stock markets 3 4 9 17 4 8 34 84
Value-at-risk estimations of energy commodities via long-memory, asymmetry and fat-tailed GARCH models 0 2 11 201 0 4 27 539
Volatility forecasting and risk management in some MENA stock markets: a nonlinear framework 0 0 1 5 0 0 2 42
Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns 0 2 6 131 0 8 35 437
Total Journal Articles 12 44 172 2,798 53 163 661 9,033


Statistics updated 2019-09-09