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 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
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
Gold–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


Statistics updated 2021-10-04