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	3	7	18	135
Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries	0	0	0	88	8	10	11	262
Gold-oil prices co-movements and portfolio diversification implications	0	0	0	60	1	2	3	149
Long memory and asymmetry in the volatility of commodity markets and Basel Accord: choosing between models	0	0	0	3	3	3	3	21
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory	0	0	1	40	0	1	3	130
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory	0	0	1	40	0	0	3	148
Total Working Papers	0	0	3	292	15	23	41	845

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	2	3	8	195
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	5	8	39
Dynamic correlations and hedging effectiveness between gold and stock markets: Evidence for BRICS countries	1	1	5	71	3	8	21	248
Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries	0	3	6	131	0	9	27	518
Goldâ€“oil prices co-movements and portfolio diversification implications	0	0	0	21	0	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	1	2	5	136
Is currency risk priced for emerging stock markets?	1	2	4	96	1	3	7	227
Is gold a hedge or safe haven for Islamic stock market movements? A Markov switching approach	0	1	4	29	3	6	13	124
Modeling Bitcoin price volatility: long memory vs Markov switching	0	2	4	15	1	14	18	56
Modeling the volatility of Mediterranean stock markets: a regime-switching approach	0	0	0	133	2	4	6	329
Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach	2	5	10	359	4	14	37	1,020
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory	0	2	3	104	4	8	15	378
Total Journal Articles	4	16	37	1,043	22	80	169	3,359

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Statistics updated 2026-01-09