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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Is your work missing from RePEc? Statistical Mechanics and its Applications,CView citations 8 Environment degradation, economic growth and energy consumption nexus: Multifactor Models of risk and return 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: 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: Here is how to contribute.
A wavelet based approach Physica A: For general information on how to correct material on RePEc, see these instructions.
Help us Corrections Found an error or omission? College of business administrationdepartment of finance King said university Workplace: Personal Details First Name: All material on this site has been provided by the respective publishers and authors.
Instabilities in the relationships and hedging strategies between A comparative analysis through wavelet approaches Renewable and Sustainable Energy Reviews, 51CView citations 10 Price chker and regime shift behavior in the relationship between sharia stocks and sukuk: Please note that most corrections can take a couple of weeks to filter through the various RePEc services. To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item.
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Chaker Aloui | IDEAS/RePEc
Please contact if a link is incorrect. The wavelet squared coherency approach is applied to daily data His principal research area is related to theoretical and quantitative finance.
Skip to main content. Financial Management – FIN The links between different versions sloui a paper are constructed automatically by matching on the titles. 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: This author has had 3 papers announced in NEP.
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 Modelling and forecasting value at risk and expected shortfall fo Co-movements of GCC emerging A wavelet-windowed cross correlation approach Physica A: Global factors driving structural changes in the co-movement betw Co-movement between sharia stocks and sukuk in the GCC markets: Experimental evidence from wavelet decomposition and neural network modeling Energy Economics, 343View citations 46 Financial Liberalization, Banking Crises and Economic Growth: Do long memory, structural breaks, asymmetry, and fat-tails matter?
New evidence from wav Do long memory and asymmetry matter?