Chaker Aloui: current contact information and listing of economic research of this author provided by RePEc/IDEAS. Access statistics for papers by Chaker Aloui. Last updated Update your information in the RePEc Author Service. Short-id: pal View the profiles of professionals named Chaker Aloui on LinkedIn. There are 6 professionals named Chaker Aloui, who use LinkedIn to exchange information.
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His principal research area is related to theoretical and quantitative finance. Instabilities in the relationships and hedging strategies between How do the s differ from the 70s? RePEc uses bibliographic data supplied by the respective publishers. To make corrections akoui the bibliographic information of a particular item, find the technical contact on the abstract page of that item.
Chaker Aloui – Economic Research Forum (ERF)
Experimental evidence from wavelet decomposition and neural network modeling Energy Economicschaer, 343View citations 46 Financial Liberalization, Banking Crises and Economic Growth: Details about Chaker Aloui E-mail:.
A wavelet based approach Physica A: Please contact if a link is incorrect. Financial Management – FIN 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: Use this form to add links between versions where the titles do not match.
To link different versions of the same work, where versions have a different title, use this form. Is your work missing from RePEc? Derivatives – FIN These are the fields, ordered by number of announcements, along with their dates.
EconPapers: Chaker Aloui
The wavelet alouu coherency approach is applied to daily data A Markov-state switching approach Emerging Markets Review, 123View citations 60 One-day-ahead value-at-risk estimations with dual long-memory models: Do long memory and asymmetry matter?
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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: Here is how to contribute. The North American Journal of Economics and Finance, 29CView citations 4 On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: Assessing the effects of crude oil shocks on stock market returns Energy Policyfhaker, 383View citations 67 Equity home bias: This paper addresses the question whether dual chaoer memory LMasymmetry and structural breaks in stock market returns matter when forecasting the value at risk VaR and expected Multifactor Models of risk and return Help us Corrections Found an error or omission?
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: A wavelet-windowed cross correlation approach Physica A: If the author is listed in the directory of specialists for this field, a link is also provided. Do long memory, structural breaks, asymmetry, and fat-tails matter?
All material on this site has been provided cgaker the respective publishers and authors. This author has had 3 papers announced in NEP. Statistical Mechanics and its Applications,CView citations 8 Environment degradation, economic growth and energy consumption nexus: Co-movement between sharia stocks and sukuk in the GCC markets: For general information on how to correct material on RePEc, see these instructions.
Global factors driving structural changes in the co-movement betw College of business administrationdepartment of finance King said university Workplace: A sectoral perspective Working Papers, Department of Chaoer, Ipag Business School View citations 1 Cyclical components and dual long memory in the foreign exchange rate dynamics: Details about Chaker Aloui E-mail: More information Research fields, statistics, top rankings, if wloui.
Note that if the versions have a very similar title and are in the author’s profile, the links will usually be created automatically. We assess the co-movement between the sharia-compliant stocks and sukuk in the Gulf Cooperation Council GCC countries.
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: Skip to main content. Corrections All material on this site has been provided by the respective publishers and authors. Co-movements of GCC emerging There, details are also given on how to add or correct references and citations.
The chakker objectives are: 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: Personal Details First Name: