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	0	1	61	2	7	15	132
Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries	0	0	0	88	2	2	4	254
Gold-oil prices co-movements and portfolio diversification implications	0	0	0	60	0	1	2	148
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	3	148
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory	0	0	1	40	1	1	3	130
Total Working Papers	0	0	3	292	5	11	27	830

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	0	1	56	1	3	6	193
Does bitcoin provide hedge to Islamic stock markets for pre- and during COVID-19 outbreak? A comparative analysis with gold	0	0	0	4	3	6	7	38
Dynamic correlations and hedging effectiveness between gold and stock markets: Evidence for BRICS countries	0	0	4	70	2	7	21	245
Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries	2	3	6	131	5	13	31	518
Goldâ€“oil prices co-movements and portfolio diversification implications	0	0	0	21	1	4	4	89
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	1	4	135
Is currency risk priced for emerging stock markets?	1	1	3	95	1	2	6	226
Is gold a hedge or safe haven for Islamic stock market movements? A Markov switching approach	0	1	4	29	1	4	10	121
Modeling Bitcoin price volatility: long memory vs Markov switching	0	2	4	15	2	14	17	55
Modeling the volatility of Mediterranean stock markets: a regime-switching approach	0	0	0	133	2	2	4	327
Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach	0	3	9	357	5	14	34	1,016
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory	1	2	3	104	1	5	11	374
Total Journal Articles	4	12	34	1,039	24	75	155	3,337

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage statistics for services based on the RePEc data set.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-12-06