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A wavelet based approach Physica A: Skip to main content.
Co-movements of GCC emerging All material on this site has been provided by the respective publishers and authors. The course objectives are: Assessing the effects alpui crude oil shocks on stock market returns Energy Policy, 383View citations 67 Equity home bias: A Markov-state switching approach Emerging Markets Review, 123View citations 60 One-day-ahead value-at-risk zloui with dual long-memory models: Co-movement between sharia stocks and sukuk in the GCC markets: Publications Co-movements of GCC emerging stock markets: Help us Corrections Found an error or omission?
New evidence from wav Do long memory and asymmetry matter?
Note that if the versions have a very similar title and are in the author’s profile, the links will usually be created automatically. Global factors driving structural changes in the co-movement betw Multifactor Models of risk and return Use this form to add links between versions where the titles do not match.
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Financial Management – FIN 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: This author has had 3 papers announced in NEP.
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: Details about Chaker Aloui E-mail:.
EconPapers: Chaker Aloui
A regime switching approach Energy Economics, 315View citations Price and volatility spillovers between exchange rates and stock indexes for the pre- and post-euro chaked Quantitative Finance, 76View citations 27 Regime de change et croissance economique: Here is how to contribute. The wavelet squared coherency approach is applied to daily data Corrections All material on this site has been provided by the respective publishers and authors.
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 Chajer in the relationships and hedging strategies between crude oil and US stock markets: The links between different versions of a paper are constructed automatically by matching on the titles.
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Instabilities in the relationships and hedging strategies between The North American Journal of Economics and Finance, 29CView citations 4 On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: Please contact if a link is incorrect. How do the s differ from the 70s? Derivatives – FIN Please note that most corrections can take cahker couple of weeks to filter through the various RePEc services.
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 chakwr.