Access Statistics for Walid Chkili

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
An artificial neural network augmented GARCH model for Islamic stock market volatility: Do asymmetry and long memory matter? 1 1 1 61 3 5 7 123
Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries 0 0 0 88 1 1 3 252
Gold-oil prices co-movements and portfolio diversification implications 0 0 0 60 1 1 1 147
Long memory and asymmetry in the volatility of commodity markets and Basel Accord: choosing between models 0 0 0 3 0 0 0 18
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 0 0 1 40 0 0 3 148
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 0 0 1 40 0 1 2 129
Total Working Papers 1 1 3 292 5 8 16 817


Journal Article File Downloads Abstract Views
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 0 1 55 0 0 3 187
Does bitcoin provide hedge to Islamic stock markets for pre- and during COVID-19 outbreak? A comparative analysis with gold 0 0 0 4 0 0 5 32
Dynamic correlations and hedging effectiveness between gold and stock markets: Evidence for BRICS countries 0 3 7 70 1 7 19 237
Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries 2 2 4 128 3 5 25 503
Gold–oil prices co-movements and portfolio diversification implications 0 0 0 21 0 0 2 85
Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter? 0 0 0 24 0 0 1 131
Is currency risk priced for emerging stock markets? 0 1 2 94 0 2 5 224
Is gold a hedge or safe haven for Islamic stock market movements? A Markov switching approach 0 0 1 26 0 0 2 112
Modeling Bitcoin price volatility: long memory vs Markov switching 0 1 3 13 0 1 4 40
Modeling the volatility of Mediterranean stock markets: a regime-switching approach 0 0 0 133 0 1 2 325
Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach 1 1 5 351 2 5 12 990
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 1 1 2 102 1 3 12 369
Total Journal Articles 4 9 25 1,021 7 24 92 3,235


Statistics updated 2025-07-04