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Chaker Aloui – Economic Research Forum (ERF)
You can help correct errors and omissions. His research interests are focused on emerging markets finance, Islamic financial markets, energy finance, volatility forecasting, risk quantification and management in international financial and commodity markets.
New evidence from wavelet coherence analysis Economic Modelling, 36CView citations 44 Instabilities in the relationships and hedging strategies between crude oil and US stock markets: RePEc uses bibliographic data supplied by the respective publishers.
Note that if the versions have a very similar title and are in the author’s profile, the links will usually be created automatically.
For general information on how to correct material on RePEc, see these instructions. Statistical Mechanics and its Applications,CView citations 8 Environment degradation, economic growth and energy consumption nexus: A comparative analysis through wavelet approaches Renewable and Sustainable Energy Reviews, 51CView citations 10 Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk: All material on this site has been provided by the respective publishers and authors.
Asset Management – FIN Multifactor Models of risk and return Modelling and forecasting value at risk and expected shortfall fo We assess the co-movement between the sharia-compliant stocks and sukuk in the Gulf Cooperation Council GCC countries. Please contact if a link is incorrect.
EconPapers: Chaker Aloui
Do long memory and asymmetry matter? To link different versions of the same work, where versions have a different title, use this form. Derivatives – FIN Co-movements of GCC emerging Use this form to add links between versions where the titles do not match. The North American Journal of Economics and Finance, 29CView citations 4 On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: A sectoral perspective Working Papers, Department of Research, Ipag Business School View citations 1 Cyclical components and dual long memory in the foreign exchange rate dynamics: Instabilities in the relationships and hedging strategies between Skip to main content.
Number of Citations, Discounted by Citation Age Betweenness measure in co-authorship network Wu-Index Co-authorship network on CollEc Featured entries This author is featured on the following reading lists, publication compilations or Wikipedia entries: More information Research fields, statistics, top rankings, if available. Corrections All material on this site has been provided by the respective publishers and authors. Financial Management – FIN There, details are also given on how to add or correct alloui and citations.
Chaker Aloui | KSU Faculty
Assessing the effects of crude oil shocks on stock market returns Energy Policy, 383View citations 67 Equity home bias: A regime switching approach Energy Economics, 315View citations Price and volatility spillovers between exchange rates and stock indexes for the pre- and post-euro period Quantitative Finance, 76View citations 27 Regime de change et croissance economique: The wavelet squared coherency approach is applied to daily data Do long memory, structural breaks, asymmetry, and fat-tails matter?
A Markov-state switching approach Emerging Markets Review, 123View citations 60 One-day-ahead value-at-risk estimations with dual long-memory models: Global factors driving structural changes in the co-movement betw The links between different versions of a paper are constructed automatically by matching on the titles.
Help us Corrections Found an error or omission? Experimental evidence from wavelet decomposition and neural network modeling Energy Economics, 343View citations 46 Financial Liberalization, Banking Crises and Economic Growth: A wavelet based approach Physica A: This paper addresses the question whether dual long memory LMasymmetry and structural breaks in stock market returns matter when forecasting sloui value at risk VaR and expected