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His research interests are focused on emerging markets finance, Islamic financial markets, energy finance, volatility forecasting, risk quantification and management in international financial and commodity markets.
Asset Management chzker FIN Statistical Mechanics and its Applications,CView citations 8 Environment degradation, economic growth and energy consumption nexus: Chaler about Chaker Aloui E-mail:. Here is how to contribute. Experimental evidence from wavelet decomposition and neural network modeling Energy Economics, 343View citations 46 Financial Liberalization, Banking Crises and Economic Growth: Note that if the versions have a very similar title and are in the author’s profile, the links will usually be created automatically.
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Details about Chaker Aloui
Do long memory and asymmetry matter? New evidence from wavelet coherence analysis Economic Modelling, 36CView citations 44 Instabilities in the relationships and hedging strategies between crude oil and US stock markets: If the author is listed in the directory of specialists for this field, a link is also provided.
To link different versions of the same work, where versions have a different title, use this form. Financial Management – FIN Please note that most corrections can take a couple of weeks to filter through the various RePEc services. Modelling and forecasting value at risk and alouu shortfall fo Personal Details First Name: Co-movement between sharia stocks and sukuk in the GCC markets: Multifactor Models of risk and return Please contact if a link is incorrect.
Co-movements of GCC emerging A time-frequency analysis Journal of International Financial Markets, Institutions and Money, 34CView citations 18 Dependence and risk assessment for oil prices and exchange rate portfolios: College of business administrationdepartment of finance King said university Workplace: To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item.
A regime switching approach Energy Economics, 315View citations Price and volatility spillovers between exchange rates and stock indexes for the pre- and post-euro period Quantitative Finance, 76View citations 27 Regime de change et croissance economique: The North American Journal of Economics and Finance, 29CView citations 4 On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: The wavelet squared coherency approach is applied to daily data Publications Co-movements of GCC emerging stock markets: New evidence from wav Assessing the effects of crude oil shocks on stock market returns Energy Policy, 383View citations 67 Equity home bias: Help us Corrections Found an error or omission?
A sectoral perspective Working Papers, Department of Research, Ipag Business School View citations 1 Cyclical components and dual long memory in the foreign exchange rate dynamics: His principal research area is related to theoretical and quantitative finance.
EconPapers: Chaker Aloui
Global factors driving structural changes in chakfr co-movement betw This author has had 3 papers announced in NEP. RePEc uses bibliographic data supplied by the respective publishers.
A Markov-state switching approach Emerging Markets Review, 123View citations 60 One-day-ahead value-at-risk estimations with dual long-memory models: Number of Citations, Discounted by Citation Age Betweenness measure in co-authorship network Wu-Index Co-authorship network on CollEc Featured entries This author is featured on the following reading lists, publication compilations or Wikipedia entries: A wavelet-windowed cross correlation approach Physica A: A comparative analysis through wavelet approaches Renewable and Sustainable Energy Reviews, 51CView citations 10 Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk: More information Research fields, statistics, top rankings, if available.
Corrections All material on this site has been provided by the respective publishers and authors. Details about Chaker Aloui E-mail: How do the s differ from the 70s?
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