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Latin American stock markets' volatility spillovers during the financial crises: a multivariate FIAPARCH-DCC framework
Aloui, Chaker - In: Macroeconomics and finance in emerging market economies 4 (2011) 2, pp. 289-326
Persistent link: https://www.econbiz.de/10009884094
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Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling
Jammazi, Rania; Aloui, Chaker - In: Energy economics 34 (2012) 3, pp. 828-842
Persistent link: https://www.econbiz.de/10009962032
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Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns
Jammazi, Rania; Aloui, Chaker - In: Energy policy 38 (2010) 3, pp. 1415-1436
Persistent link: https://www.econbiz.de/10008352571
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Performance des modèles d'estimation du ratio de Couverture Optimal: une nouvelle approche et application au contrat à terme sur CAC 40.
Mankai͏̈, Selim; Aloui, Chaker - In: Revue gestion 2000 : actualités perfectionnements 23 (2006) 4, pp. 21-56
Persistent link: https://www.econbiz.de/10007387595
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GARCH-class models estimations and value-at-risk analysis for exchange rate
Mabrouk, Samir; Aloui, Chaker - In: International journal of monetary economics and finance 4 (2011) 3, pp. 254-278
Persistent link: https://www.econbiz.de/10009925231
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Hurst exponent behavior and assessment of the MENA stock markets efficiency
Rejichi, Imen Zgueb; Aloui, Chaker - In: Research in international business and finance 26 (2012) 3, pp. 353-371
Persistent link: https://www.econbiz.de/10009976853
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Did the Securitization Contribute to the Release of the Subprime Crisis? Empirical Investigation of American Banks
El Gaied, Ons; Aloui, Chaker; Ben Salha, Ousama; Khuong … - In: International journal of business 17 (2012) 1, pp. 81-99
Persistent link: https://www.econbiz.de/10009829772
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Corrigendum to “Assessing the impacts of oil price fluctuations on stock returns in emerging markets” [Economic Modelling Volume 29/6 pages 2686–2695]
Aloui, Chaker; Nguyen, Duc Khuong; Njeh, Hassen - In: Economic modelling 31 (2013), pp. 818-818
Persistent link: https://www.econbiz.de/10010088164
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Equity home bias : investors' sentiments and views
Sendi, Imtithel; Aloui, Chaker; Bellalah, Makram - In: International journal of behavioural accounting and … 1 (2008/10) 2, pp. 167-178
Persistent link: https://www.econbiz.de/10009893089
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The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach
Aloui, Chaker; Jammazi, Rania - In: Energy economics 31 (2009) 5, pp. 789-800
Persistent link: https://www.econbiz.de/10008898856