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Estimation
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ECONIS (ZBW)
21
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
On the asymmetrical connectedness between cryptocurrencies and foreign exchange markets : evidence from the nonparametric quantile on quantile approach
Raza, Syed Ali
;
Ahmed, Maiyra
;
Aloui, Chaker
- In:
Research in international business and finance
61
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014240052
Saved in:
6
Estimation and performance assessment of value-at-risk and expected shortfall based on long-memory GARCH-class models
Aloui, Chaker
;
Ben Hamida, Hela
- In:
Finance a úvěr
65
(
2015
)
1
,
pp. 30-54
Persistent link: https://www.econbiz.de/10010474200
Saved in:
7
Régime de change et croissance économique : une investigation empirique
Aloui, Chaker
;
Sassi, Hai͏̈them
- In:
International economics : a journal published by CEPII …
(
2005
)
4
,
pp. 97-134
Persistent link: https://www.econbiz.de/10003357831
Saved in:
8
Emerging equity markets connectedness, portfolio hedging strategies and effectiveness
Harrathi, Nizar
;
Aloui, Chaker
;
Houfi, Mohamed Ali
; …
- In:
International journal of financial research
7
(
2016
)
2
,
pp. 189-201
Persistent link: https://www.econbiz.de/10011577189
Saved in:
9
Democratic transition, political risk, economic instability, and tourist inflows : the case of Tunisia
Aloui, Chaker
;
Ben Hamida, Hela
;
Hkiri, Besma
- In:
Tourism economics : the business and finance of tourism …
27
(
2021
)
5
,
pp. 1157-1165
Persistent link: https://www.econbiz.de/10012625948
Saved in:
10
On the interplay between US sectoral CDS, stock and VIX indices : fresh insights from wavelet approaches
Shahzad, Syed Jawad Hussain
;
Aloui, Chaker
;
Jammazi, Rania
- In:
Finance research letters
33
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012430932
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