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?	0	1	1	61	2	5	9	125
Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries	0	0	0	88	0	1	3	252
Gold-oil prices co-movements and portfolio diversification implications	0	0	0	60	0	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	2	129
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory	0	0	1	40	0	0	3	148
Total Working Papers	0	1	3	292	2	7	18	819

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	1	2	56	2	3	5	190
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	2	32
Dynamic correlations and hedging effectiveness between gold and stock markets: Evidence for BRICS countries	0	0	6	70	0	2	18	238
Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries	0	2	4	128	1	5	25	505
Goldâ€“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	3	3	4	134
Is currency risk priced for emerging stock markets?	0	0	2	94	0	0	5	224
Is gold a hedge or safe haven for Islamic stock market movements? A Markov switching approach	2	2	3	28	5	5	7	117
Modeling Bitcoin price volatility: long memory vs Markov switching	0	0	2	13	0	1	4	41
Modeling the volatility of Mediterranean stock markets: a regime-switching approach	0	0	0	133	0	0	2	325
Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach	2	4	8	354	8	14	23	1,002
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory	0	1	1	102	0	1	9	369
Total Journal Articles	4	10	28	1,027	19	34	106	3,262

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Statistics updated 2025-09-05