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	1	6	18	136
Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries	0	0	0	88	8	18	19	270
Gold-oil prices co-movements and portfolio diversification implications	0	0	0	60	4	5	7	153
Long memory and asymmetry in the volatility of commodity markets and Basel Accord: choosing between models	0	0	0	3	5	8	8	26
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory	0	0	0	40	6	6	8	154
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory	0	0	0	40	2	3	4	132
Total Working Papers	0	0	1	292	26	46	64	871

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	6	9	14	201
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	7	10	42
Dynamic correlations and hedging effectiveness between gold and stock markets: Evidence for BRICS countries	0	1	5	71	3	8	24	251
Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries	1	3	7	132	6	11	30	524
Goldâ€“oil prices co-movements and portfolio diversification implications	0	0	0	21	2	3	6	91
Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter?	0	0	0	24	5	6	10	141
Is currency risk priced for emerging stock markets?	0	2	4	96	2	4	9	229
Is gold a hedge or safe haven for Islamic stock market movements? A Markov switching approach	2	2	6	31	2	6	15	126
Modeling Bitcoin price volatility: long memory vs Markov switching	0	0	4	15	7	10	25	63
Modeling the volatility of Mediterranean stock markets: a regime-switching approach	0	0	0	133	4	8	10	333
Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach	1	3	10	360	6	15	41	1,026
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory	0	1	3	104	2	7	14	380
Total Journal Articles	4	12	40	1,047	48	94	208	3,407

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Statistics updated 2026-02-12