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 1 1 11 139
Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries 0 1 1 89 0 1 25 277
Gold-oil prices co-movements and portfolio diversification implications 0 0 0 60 1 3 17 164
Long memory and asymmetry in the volatility of commodity markets and Basel Accord: choosing between models 0 1 1 4 0 2 13 31
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 0 0 0 40 1 1 18 166
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 0 0 0 40 1 2 9 138
Total Working Papers 0 2 2 294 4 10 93 915


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 0 1 12 204
Does bitcoin provide hedge to Islamic stock markets for pre- and during COVID-19 outbreak? A comparative analysis with gold 1 1 1 5 4 5 19 53
Dynamic correlations and hedging effectiveness between gold and stock markets: Evidence for BRICS countries 0 0 3 73 0 0 29 269
Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries 0 0 4 132 1 4 29 538
Gold–oil prices co-movements and portfolio diversification implications 0 0 0 21 1 4 17 102
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 16 150
Is currency risk priced for emerging stock markets? 0 0 2 96 0 2 9 233
Is gold a hedge or safe haven for Islamic stock market movements? A Markov switching approach 0 1 7 35 1 3 21 139
Modeling Bitcoin price volatility: long memory vs Markov switching 0 0 2 15 1 4 33 75
Modeling the volatility of Mediterranean stock markets: a regime-switching approach 0 0 0 133 0 1 16 341
Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach 1 1 8 362 2 3 35 1,041
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 0 0 7 109 0 1 23 393
Total Journal Articles 2 3 34 1,061 10 28 259 3,538


Statistics updated 2026-10-11