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? 0 0 0 61 0 0 15 138
Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries 1 1 1 89 1 3 25 277
Gold-oil prices co-movements and portfolio diversification implications 0 0 0 60 1 2 15 162
Long memory and asymmetry in the volatility of commodity markets and Basel Accord: choosing between models 1 1 1 4 1 2 12 30
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 0 0 0 40 0 2 17 165
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 0 0 0 40 0 0 7 136
Total Working Papers 2 2 2 294 3 9 91 908


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 0 56 1 2 16 204
Does bitcoin provide hedge to Islamic stock markets for pre- and during COVID-19 outbreak? A comparative analysis with gold 0 0 0 4 1 3 17 49
Dynamic correlations and hedging effectiveness between gold and stock markets: Evidence for BRICS countries 0 0 3 73 0 4 31 269
Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries 0 0 4 132 2 5 32 536
Gold–oil prices co-movements and portfolio diversification implications 0 0 0 21 2 2 15 100
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 3 19 150
Is currency risk priced for emerging stock markets? 0 0 2 96 2 3 9 233
Is gold a hedge or safe haven for Islamic stock market movements? A Markov switching approach 0 0 8 34 0 1 24 136
Modeling Bitcoin price volatility: long memory vs Markov switching 0 0 2 15 3 3 33 74
Modeling the volatility of Mediterranean stock markets: a regime-switching approach 0 0 0 133 1 2 16 341
Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach 0 0 9 361 1 3 45 1,039
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 0 2 7 109 1 3 24 393
Total Journal Articles 0 2 35 1,058 14 34 281 3,524


Statistics updated 2026-08-07