Access Statistics for Walid Chkili

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
An artificial neural network augmented GARCH model for Islamic stock market volatility: Do asymmetry and long memory matter?	1	3	11	53	7	13	47	98
Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries	0	0	4	85	0	3	16	214
Gold-oil prices co-movements and portfolio diversification implications	0	0	4	58	1	3	16	126
Long memory and asymmetry in the volatility of commodity markets and Basel Accord: choosing between models	0	0	0	3	0	1	1	16
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory	0	2	3	35	1	5	17	130
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory	0	0	0	36	0	4	15	115
Total Working Papers	1	5	22	270	9	29	112	699

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates	0	3	8	46	0	5	16	159
Dynamic correlations and hedging effectiveness between gold and stock markets: Evidence for BRICS countries	0	0	9	44	2	6	27	160
Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries	2	2	13	114	4	10	40	413
Goldâ€“oil prices co-movements and portfolio diversification implications	0	0	0	17	0	0	2	75
Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter?	0	0	0	20	1	8	16	118
Is currency risk priced for emerging stock markets?	0	0	0	87	0	4	15	211
Is gold a hedge or safe haven for Islamic stock market movements? A Markov switching approach	0	2	4	19	0	6	19	83
Modeling the volatility of Mediterranean stock markets: a regime-switching approach	0	1	2	129	0	2	5	313
Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach	0	2	12	322	1	4	38	920
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory	0	1	4	90	0	5	31	309
Total Journal Articles	2	11	52	888	8	50	209	2,761

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Statistics updated 2021-10-04