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 1 60 0 1 4 118
Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries 0 0 1 88 0 1 4 251
Gold-oil prices co-movements and portfolio diversification implications 0 0 1 60 0 0 6 146
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 1 2 40 0 1 3 128
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 0 1 1 40 2 3 5 148
Total Working Papers 0 2 6 291 2 6 22 809


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 3 55 0 0 10 187
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 1 7 32
Dynamic correlations and hedging effectiveness between gold and stock markets: Evidence for BRICS countries 0 0 4 66 1 4 21 228
Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries 0 0 1 125 2 9 24 496
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 1 24 0 0 4 131
Is currency risk priced for emerging stock markets? 1 1 1 93 2 2 3 222
Is gold a hedge or safe haven for Islamic stock market movements? A Markov switching approach 1 1 2 26 1 1 3 112
Modeling Bitcoin price volatility: long memory vs Markov switching 0 0 1 11 0 0 3 38
Modeling the volatility of Mediterranean stock markets: a regime-switching approach 0 0 0 133 1 1 2 324
Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach 0 2 7 350 0 3 15 985
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 0 0 1 101 0 3 11 366
Total Journal Articles 2 4 21 1,009 7 24 105 3,206


Statistics updated 2025-03-03