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 61 0 1 18 138
Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries 0 0 0 88 1 4 24 275
Gold-oil prices co-movements and portfolio diversification implications 0 0 0 60 1 7 15 161
Long memory and asymmetry in the volatility of commodity markets and Basel Accord: choosing between models 0 0 0 3 1 3 11 29
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 0 0 0 40 0 7 15 163
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 0 0 0 40 0 3 7 136
Total Working Papers 0 0 1 292 3 25 90 902


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 1 56 1 2 16 203
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 2 14 46
Dynamic correlations and hedging effectiveness between gold and stock markets: Evidence for BRICS countries 0 1 3 73 3 16 32 268
Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries 0 0 6 132 3 7 34 534
Gold–oil prices co-movements and portfolio diversification implications 0 0 0 21 0 6 13 98
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 6 19 150
Is currency risk priced for emerging stock markets? 0 0 2 96 1 2 7 231
Is gold a hedge or safe haven for Islamic stock market movements? A Markov switching approach 0 0 8 34 1 6 24 136
Modeling Bitcoin price volatility: long memory vs Markov switching 0 0 2 15 0 8 31 71
Modeling the volatility of Mediterranean stock markets: a regime-switching approach 0 0 0 133 0 6 14 339
Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach 0 1 11 361 1 11 49 1,037
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 0 2 6 107 0 8 22 390
Total Journal Articles 0 4 39 1,056 13 80 275 3,503


Statistics updated 2026-06-04