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Chaker Aloui – Economic Research Forum (ERF)
Multifactor Models of risk and return This author has had 3 papers announced in NEP. Experimental evidence from wavelet decomposition and neural network modeling Energy Economics, 343View citations 46 Xloui Liberalization, Banking Crises and Economic Growth: There, details are also given on how to add or correct references and citations.
Assessing the effects of crude oil shocks on stock market returns Energy Policy, 383View citations 67 Equity home bias: If the author is listed in the directory of specialists for this field, chajer link is also provided. Do long memory, structural breaks, asymmetry, and fat-tails matter?
A Markov-state switching approach Emerging Markets Review, 12 cgaker, 3View citations 60 One-day-ahead value-at-risk estimations with dual long-memory models: Do long memory and asymmetry matter?
Modelling and forecasting value at risk and expected shortfall fo 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, 7zlouiView citations 27 Regime de change et croissance economique: 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.
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College of business administrationdepartment of finance King said university Workplace: New evidence from wav Instabilities in the relationships and hedging strategies between Use this form to add links between versions where the titles do not match.
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A comparative analysis through wavelet approaches Renewable and Sustainable Energy Reviews hcaker,51 chaksr, CView citations 10 Price discovery and regime shift behavior in the chkaer between sharia stocks and sukuk: Co-movements of GCC emerging Derivatives – FIN His principal research area is related to theoretical and quantitative finance.
The North American Journal of Economics and Finance, 29CView citations 4 On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: 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 Details about Chaker Aloui E-mail:.
Financial Management – FIN Details about Chaker Aloui E-mail: More information Research fields, statistics, top rankings, if available.
Details about Chaker Aloui
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The links between different versions of a paper are constructed automatically by matching on the titles. Help us Corrections Found an error or omission? Co-movement between sharia stocks and sukuk in the GCC markets: The course objectives are: Personal Details First Name: Asset Management – FIN Skip to main content.
Chaker Aloui | IDEAS/RePEc
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Global factors driving structural changes in the co-movement betw 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: A time-frequency analysis Journal of International Financial Markets, Institutions and Money, chkaerCView citations 18 Dependence and risk assessment for oil prices and exchange rate portfolios: We assess the co-movement between the sharia-compliant stocks and sukuk in the Gulf Cooperation Council GCC countries.
A wavelet based approach Physica A: To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. New evidence from wavelet coherence analysis Economic Modelling, 36CView citations 44 Instabilities in the relationships and hedging chaer between crude oil and US stock markets: The wavelet squared coherency approach is applied to daily data