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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
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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
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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
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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
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A time-varying copula approach to oil and stock market dependence : the case of transition economies
Aloui, Riadh; Hammoudeh, Shawkat; Nguyen, Duc Khuong - In: Energy economics 39 (2013), pp. 208-221
Persistent link: https://www.econbiz.de/10010234959
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Long memory and structural breaks in modeling the return and volatility dynamics of precious metals
Arouri, Mohamed; Hammoudeh, Shawkat; Lahiani, Amine; … - In: The quarterly review of economics and finance : journal … 52 (2012) 2, pp. 207-218
Persistent link: https://www.econbiz.de/10009700518
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On the short- and long-run efficiency of energy and precious metal markets
Arouri, Mohamed; Hammoudeh, Shawkat; Lahiani, Amine; … - In: Energy economics 40 (2013), pp. 832-844
Persistent link: https://www.econbiz.de/10010355559
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How strong are the causal relationships between Islamic stock markets and conventional financial systems? : evidence from linear and nonlinear tests
Ajmi, Ahdi Noomen; Hammoudeh, Shawkat; Nguyen, Duc Khuong; … - In: Journal of international financial markets, … 28 (2014), pp. 213-227
Persistent link: https://www.econbiz.de/10010411562
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Oil prices and MENA stock markets : new evidence from nonlinear and asymmetric causalities during and after the crisis period
Ajmi, Ahdi Noomen; El Montasser, Ghassen; Hammoudeh, Shawkat - In: Applied economics 46 (2014) 16/18, pp. 2167-2177
Persistent link: https://www.econbiz.de/10010413309
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Do global factors impact BRICS stock markets? : a quantile regression approach
Mensi, Walid; Hammoudeh, Shawkat; Reboredo, Juan Carlos; … - In: Emerging markets review 19 (2014), pp. 1-17
Persistent link: https://www.econbiz.de/10010418057