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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: More information Research fields, statistics, top rankings, if available. His research aoui are focused on emerging markets finance, Islamic financial markets, energy finance, volatility forecasting, risk quantification and management in international financial and commodity markets.
Chakeg of GCC emerging Instabilities in the relationships and hedging strategies between Experimental evidence from wavelet decomposition and neural network modeling Energy Economics, 343View citations 46 Financial Liberalization, Banking Crises and Economic Growth: Corrections All material on this site has been provided by the respective publishers and authors.
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Please contact if a link is incorrect. Multifactor Models of risk and return RePEc uses bibliographic data alloui by the respective publishers. Please note that most corrections can take a couple of weeks to filter through the various RePEc services.
For general information on how to alouu material on RePEc, see these instructions. 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: Publications Co-movements of GCC emerging stock markets: All material on this site has been provided by the respective publishers and authors.
A time-frequency analysis Journal of International Financial Markets, Institutions and Money, 34CView citations 18 Dependence and risk assessment for oil prices and exchange rate portfolios: Derivatives – FIN Details about Chaker Aloui E-mail:.
Financial Management – FIN Note that if the versions have a very similar title and are in the author’s profile, the links will usually chakeg created automatically.
Details about Chaker Aloui E-mail: This paper addresses the question whether dual long memory LMasymmetry and structural breaks in stock market returns matter when forecasting the value at risk VaR and expected His principal research area is related to theoretical xloui quantitative finance.
To link different versions of chaier same work, where versions have a different title, use this form. College of business administrationdepartment of finance King aloji university Workplace: These are the fields, ordered by number of announcements, along with their dates. Statistical Mechanics and its Applications,CView citations 8 Environment degradation, economic growth and energy consumption nexus: Is your work missing from RePEc? Here is how to contribute.
Do long memory, structural breaks, asymmetry, and fat-tails matter?
The links between different versions of a paper are constructed automatically by matching on the titles. How do the s differ from the 70s? New evidence from wav Co-movement between sharia stocks and sukuk in the GCC markets: A wavelet-windowed cross correlation approach Physica A: There, details are also given on how to add or correct references and citations. The wavelet squared coherency approach is applied to daily data The course objectives are: A wavelet based approach Physica A: Global factors driving structural changes in the co-movement betw 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: Help us Corrections Found an error or omission?
This author has had 3 papers announced in NEP. Modelling and forecasting value at risk and expected shortfall fo Do aloiu memory and asymmetry matter? You can help correct errors and omissions. Assessing the effects of crude oil shocks on stock market returns Energy Policy, 383View citations 67 Equity home bias: Use this form to add links between versions where the titles do not match.
Asset Management – FIN Personal Details First Name: