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Instabilities in the relationships and hedging strategies between crude oil and US stock markets : do long memory and asymmetry matter?

Chkili, Walid; Aloui, Chaker; Nguyen, Duc Khuong - In: Journal of international financial markets, … 33 (2014), pp. 354-366

Persistent link: https://www.econbiz.de/10011299818

Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates

Chkili, Walid; Aloui, Chaker; Nguyen, Duc Khuong - In: Journal of international financial markets, … 22 (2012) 4, pp. 738-757

Persistent link: https://www.econbiz.de/10009582536

Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory

Chkili, Walid; Hammoudeh, Shawkat; Nguyen, Duc Khuong - In: Energy economics 41 (2014), pp. 1-18

Persistent link: https://www.econbiz.de/10010374635

Exchange rate movements and stock market returns in a regime-switching environment : evidence for BRICS countries

Chkili, Walid; Nguyen, Duc Khuong - In: Research in international business and finance 31 (2014), pp. 46-56

Persistent link: https://www.econbiz.de/10010434020

Modeling the volatility of Mediterranean stock markets: a regime-switching approach

Chkili, Walid; Nguyen, Duc Khuong - In: Economics Bulletin 31 (2011) 2, pp. 1105-1113

In this paper we use the Markov regime-switching model to investigate the volatility behavior of six Mediterranean stock markets (France, Spain, Greece, Egypt, Tunisia, and Turkey) over the turbulent period 1995-2010. Our results show strong evidence of regime shifts in each of these markets. We...

Persistent link: https://www.econbiz.de/10009643089

Did the securitization contribute to the release of the subprime crisis? : empirical investigation of American banks

Gaied, Ons El; Aloui, Chaker; Ben Salha, Ousama; … - In: International journal of business 17 (2012) 1, pp. 81-97

Persistent link: https://www.econbiz.de/10009508597

Crude oil market efficiency : an empirical investigation via the Shannon Entropy

Mensi, Walid; Aloui, Chaker; Hamdi, Manel; Nguyen, Duc … - In: International economics : a journal published by CEPII … 129 (2012) 1, pp. 119-137

Persistent link: https://www.econbiz.de/10009765186

Assessing the impacts of oil price fluctuations on stock returns in emerging markets

Aloui, Chaker; Nguyen, Duc Khuong; Njeh, Hassen - In: Economic modelling 29 (2012) 6, pp. 2686-2695

Persistent link: https://www.econbiz.de/10009673622

On the detection of extreme movements and persistent behaviour in Mediterranean stock markets : a wavelet-based approach

Aloui, Chaker; Nguyen, Duc Khuong - In: Applied economics 46 (2014) 22/24, pp. 2611-2622

Persistent link: https://www.econbiz.de/10010417178

Real growth co-movements and business cycle synchronization in the GCC countries : evidence from time-frequency analysis

Aloui, Chaker; Hkiri, Besma; Nguyen, Duc Khuong - In: Economic modelling 52 (2016), pp. 322-331

Persistent link: https://www.econbiz.de/10011642762