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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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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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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
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Is gold a hedge or safe haven for Islamic stock market movements? : a Markov switching approach
Chkili, Walid - In: Journal of multinational financial management 42/43 (2017), pp. 152-163
Persistent link: https://www.econbiz.de/10011927913
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Dynamic correlations and hedging effectiveness between gold and stock markets : evidence for BRICS countries
Chkili, Walid - In: Research in international business and finance 38 (2016), pp. 22-34
Persistent link: https://www.econbiz.de/10011640606
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The links between gold, oil prices and Islamic stock markets in a regime switching environment
Chkili, Walid - In: Eurasian economic review : a journal in applied … 12 (2022) 1, pp. 169-186
Persistent link: https://www.econbiz.de/10013175269
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Dynamic correlation and hedging strategy between Bitcoin prices and stock market during the Russo-Ukrainian war
Gaies, Mariem; Chkili, Walid - In: Eurasian economic review : a journal in applied … 13 (2023) 2, pp. 307-319
Persistent link: https://www.econbiz.de/10014315646
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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/10009510444
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One-day-ahead value-at-risk estimations with dual long-memory models: evidence from the Tunisian stock market
Mabrouk, Samir; Aloui, Chaker - In: International journal of financial services management … 4 (2009/10) 2, pp. 77-94
Persistent link: https://www.econbiz.de/10003970975