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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Chaker Aloui – Economic Research Forum (ERF)

Do long memory and asymmetry matter? A wavelet-windowed cross correlation approach Physica A: A Markov-state switching approach Emerging Markets Review, 123View citations 60 One-day-ahead value-at-risk estimations with dual long-memory models: College of business administrationdepartment of finance King said university Workplace: More information Research fields, statistics, top rankings, if available.

This paper addresses the question whether dual long memory LMasymmetry and structural chamer in stock market returns matter when forecasting the value at risk VaR and expected Co-movements of GCC emerging You can help correct errors and omissions. If the author is listed in the directory of specialists for this field, a link is also provided.

Chaker Aloui – Economic Research Forum (ERF)

How do the s differ from the 70s? Publications Co-movements of GCC emerging stock markets: Details about Chaker Aloui E-mail:. Co-movement between sharia stocks and sukuk in the GCC markets: Modelling and forecasting value at risk and expected shortfall fo 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: Financial Management – FIN All material on this site has been provided by the respective publishers and authors.


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: To link chaksr versions of the same work, where versions have a different title, use this form.

Instabilities in the relationships chakker hedging strategies between Skip to main content. Global factors driving structural changes in the co-movement betw Derivatives – FIN 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.

Help us Corrections Found an error or omission? We assess the co-movement between the sharia-compliant stocks and sukuk in the Gulf Cooperation Council GCC countries.

This author has had 3 papers announced in NEP. The course objectives are: Corrections All material on this site has been provided by the respective publishers and authors.

Details about Chaker Aloui

Statistical Mechanics and its Applications,CView citations 8 Environment degradation, economic growth and energy consumption nexus: Assessing the effects of crude oil shocks on stock market returns Energy Policy, 383View citations 67 Equity home bias: Asset 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: Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

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Do long memory, structural breaks, asymmetry, and fat-tails matter? His principal research area is related to theoretical and quantitative finance.

Chaker Aloui | KSU Faculty

Number alloui Citations, Discounted by Citation Age Betweenness measure in co-authorship network Wu-Index Co-authorship network on CollEc Featured entries This author fhaker featured on the following reading lists, publication compilations or Wikipedia entries: Here is how to contribute.

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: New evidence from wav Use this form to add links between versions where the titles do not match.

A wavelet based approach Physica A: Multifactor Models of risk and return Aloki 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: These are the fields, ordered by number of announcements, along with their dates.

There, details are also given on how to add or correct references and citations. Details about Chaker Aloui E-mail: The North American Journal of Economics and Finance, 29CView citations 4 On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: The wavelet squared coherency approach is applied to daily data The links between different versions of a paper are constructed automatically by matching on the titles.