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Co-movements of GCC emerging Asset Management – FIN 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 Use this form to add links between versions where the titles do not match.
New evidence from wav His principal research area is related to theoretical and quantitative finance.
Instabilities in the relationships and hedging strategies between College of business administrationdepartment of alouu King said university Workplace: Experimental evidence from wavelet decomposition and neural network modeling Energy Economics, 343View citations 46 Financial Liberalization, Banking Crises and Economic Growth: You can help correct errors and omissions.
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Chaker Aloui | IDEAS/RePEc
A wavelet based approach Physica A: Skip to main content. 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: Personal Details First Name: Derivatives – FIN Financial Management – FIN Assessing the effects of crude oil shocks on stock market returns Energy Policy, 383View citations 67 Equity home bias: Statistical Mechanics and its Applications cjaker, CView citations 8 Environment degradation, economic growth and energy consumption nexus: The course objectives are: How do the s differ from the 70s?
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Details about Chaker Aloui E-mail: There, details are also given on how to add or correct references and citations. Details about Chaker Aloui E-mail:. A time-frequency analysis Journal of International Financial Markets, Institutions and Money, 34CView citations 18 Dependence and risk assessment sloui oil prices and exchange rate portfolios: Publications Co-movements of GCC emerging stock markets: Please contact if a link is incorrect.
Chaker Aloui – Economic Research Forum (ERF)
Co-movement between sharia stocks and sukuk in the GCC markets: Do long memory and asymmetry matter? RePEc uses bibliographic data supplied by the zloui publishers. Corrections All material on this site has been provided by the respective publishers and authors.
The North American Journal of Economics and Finance, 29CView citations 4 On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: A wavelet-windowed cross correlation approach Physica A: Do long memory, structural breaks, chaer, and fat-tails 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. A Markov-state switching approach Emerging Markets Review, 123View citations 60 One-day-ahead value-at-risk estimations with dual long-memory models: Help us Corrections Found an error or omission?
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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: 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: If the author is listed in the directory of specialists for this field, a link is also provided.