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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: To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item.
Derivatives – FIN cuaker This author has had 3 papers announced in NEP.
Details about Chaker Aloui
Assessing the effects of crude oil shocks on stock market returns Energy Policy, 383View citations 67 Equity home bias: RePEc uses bibliographic data supplied by the respective publishers. A Markov-state switching approach Emerging Markets Review, 123View citations 60 One-day-ahead value-at-risk estimations with dual long-memory models: These are the fields, ordered by number of announcements, along with their dates.
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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 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: Asset Management xloui FIN For general information on how to correct material on RePEc, see these instructions.
Chaker Aloui | IDEAS/RePEc
A wavelet-windowed cross correlation approach Physica A: Details about Chaker Aloui E-mail:. Corrections All material on this site has been provided by the respective publishers and authors. Here is how to cuaker. Number of Citations, Discounted by Citation Age Betweenness measure chakef 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: The course objectives are: Personal Details First Name: 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. Details about Chaker Aloui E-mail: Do long memory, structural breaks, asymmetry, and fat-tails matter?
Modelling and forecasting value at risk and expected shortfall fo Please note that most corrections can take a couple of weeks to filter through the various RePEc services. A regime qloui 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: The links between different versions of a paper are constructed automatically by chajer on the titles.
Use this form to add links between versions where the titles do not match. 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: Co-movement between sharia stocks and sukuk in the GCC markets: The wavelet squared coherency approach is applied to daily data There, details are also given on how to add or correct references and citations.
Statistical Mechanics and its Applications,CView citations 8 Environment degradation, economic growth and energy consumption nexus: Is your work missing from RePEc? Global factors driving structural changes in the co-movement betw Please contact if a link is incorrect. His principal research area is related to theoretical and quantitative finance. 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: How do the s differ from the 70s?
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.
Experimental evidence from wavelet decomposition and neural network modeling Energy Economics, 343View citations 46 Financial Liberalization, Banking Crises and Economic Growth: Do long memory and asymmetry matter?
Financial Management – FIN Instabilities in the relationships and hedging strategies between Skip to main content. New evidence from wav Multifactor Models of risk and return A wavelet based approach Physica A: Publications Co-movements of GCC emerging stock markets: chake