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 2 19 137
Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries 0 0 0 88 0 9 20 271
Gold-oil prices co-movements and portfolio diversification implications 0 0 0 60 3 8 11 157
Long memory and asymmetry in the volatility of commodity markets and Basel Accord: choosing between models 0 0 0 3 0 5 8 26
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 0 0 0 40 1 9 9 157
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 0 0 0 40 0 3 5 133
Total Working Papers 0 0 1 292 4 36 72 881


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 6 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 1 6 13 45
Dynamic correlations and hedging effectiveness between gold and stock markets: Evidence for BRICS countries 1 2 6 73 4 8 26 256
Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries 0 1 6 132 4 13 33 531
Gold–oil prices co-movements and portfolio diversification implications 0 0 0 21 1 4 8 93
Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter? 0 0 0 24 2 10 15 146
Is currency risk priced for emerging stock markets? 0 0 3 96 0 2 7 229
Is gold a hedge or safe haven for Islamic stock market movements? A Markov switching approach 0 5 8 34 2 8 20 132
Modeling Bitcoin price volatility: long memory vs Markov switching 0 0 3 15 3 10 27 66
Modeling the volatility of Mediterranean stock markets: a regime-switching approach 0 0 0 133 1 5 10 334
Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach 0 1 10 360 5 11 46 1,031
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 2 3 6 107 4 8 20 386
Total Journal Articles 3 12 43 1,055 27 91 239 3,450


Statistics updated 2026-04-09