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 1 5 19 137
Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries 0 0 0 88 1 17 20 271
Gold-oil prices co-movements and portfolio diversification implications 0 0 0 60 1 6 8 154
Long memory and asymmetry in the volatility of commodity markets and Basel Accord: choosing between models 0 0 0 3 0 8 8 26
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 0 0 0 40 1 3 5 133
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 0 0 0 40 2 8 8 156
Total Working Papers 0 0 1 292 6 47 68 877


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 0 8 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 2 6 12 44
Dynamic correlations and hedging effectiveness between gold and stock markets: Evidence for BRICS countries 1 2 6 72 1 7 24 252
Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries 0 1 7 132 3 9 31 527
Gold–oil prices co-movements and portfolio diversification implications 0 0 0 21 1 3 7 92
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 9 13 144
Is currency risk priced for emerging stock markets? 0 1 3 96 0 3 7 229
Is gold a hedge or safe haven for Islamic stock market movements? A Markov switching approach 3 5 8 34 4 9 18 130
Modeling Bitcoin price volatility: long memory vs Markov switching 0 0 4 15 0 8 25 63
Modeling the volatility of Mediterranean stock markets: a regime-switching approach 0 0 0 133 0 6 9 333
Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach 0 3 10 360 0 10 41 1,026
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 1 1 4 105 2 8 16 382
Total Journal Articles 5 13 43 1,052 16 86 217 3,423


Statistics updated 2026-03-04