CHAKER ALOUI PDF

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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Details about Chaker Aloui

The course objectives are: The North American Journal of Economics and Finance, 29CView citations 4 On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: 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.

Assessing the effects of crude oil shocks on stock market returns Energy Policy, 383View citations 67 Equity home bias: All material on this site has been provided by the respective publishers and authors.

To link different versions of the same work, where versions have a different title, use this form. A wavelet based approach Physica A: Instabilities in the relationships and hedging strategies between Personal Details First Name: Do long memory, structural breaks, asymmetry, and fat-tails matter?

Modelling and forecasting value at risk and expected shortfall fo Please note that chaekr corrections can take a couple of weeks to filter through the various RePEc services.

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: RePEc uses bibliographic data supplied by the respective publishers.

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The links between different versions of chaler paper are constructed automatically by matching on the titles.

Chaker Aloui | IDEAS/RePEc

The wavelet squared coherency approach is applied to daily data Note that if the versions have a very similar title and are in the author’s profile, the links will usually be created automatically.

A Markov-state switching approach Emerging Markets Review, 123View citations 60 One-day-ahead value-at-risk estimations with dual long-memory models: Details about Chaker Aloui E-mail:. Derivatives – FIN College of business administrationdepartment of finance King said university Workplace: If the author is listed in the directory of specialists for this field, a link is also provided.

New evidence from wav Use this form to add links between versions where the titles do not match. More information Research fields, statistics, top rankings, if available. Co-movement between sharia stocks and sukuk in the GCC markets: Global factors driving structural changes in the co-movement betw Co-movements of GCC emerging Help us Corrections Found an error or omission? This paper addresses the alpui whether dual long memory LMasymmetry and structural breaks in stock market returns matter when forecasting the value at risk VaR and expected How do the s differ from the 70s?

You can help correct errors and omissions. Statistical Chakr and its Applications,CView citations 8 Environment degradation, economic growth and energy consumption nexus: Corrections All material on this site has been provided by the respective publishers and authors. Do long memory and asymmetry matter?

Chaker Aloui | KSU Faculty

Publications Co-movements of GCC emerging stock markets: His principal research area is related to theoretical and quantitative finance. 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: Details about Chaker Aloui E-mail: 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: Please contact if a link is incorrect.

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These are the fields, ordered by chker of announcements, along with their dates. Here is how to contribute. Multifactor Models of risk and return Asset Management – FIN This author has had 3 papers announced in NEP.

There, details are also given on how to add or correct references and citations. Alohi Management – FIN 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: For general information on how to correct material on RePEc, see these instructions.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. Dhaker comparative analysis through wavelet approaches Renewable and Chakee Energy Reviews, 51CView citations 10 Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk: Experimental evidence from wavelet decomposition and neural network modeling Energy Economics, 343View citations 46 Financial Liberalization, Banking Crises and Economic Growth: