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Details about Walid Chkili

Workplace:Faculté des Sciences Économiques et de Gestion (Faculty of Economics and Management), Université de Tunis El Manar (University of Tunis El Manar), (more information at EDIRC)

Access statistics for papers by Walid Chkili.

Last updated 2021-05-20. Update your information in the RePEc Author Service.

Short-id: pch1017


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Working Papers

2019

  1. An artificial neural network augmented GARCH model for Islamic stock market volatility: Do asymmetry and long memory matter?
    Working Papers, Economic Research Forum Downloads

2015

  1. Gold-oil prices co-movements and portfolio diversification implications
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)

2014

  1. Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries
    Working Papers, Department of Research, Ipag Business School Downloads View citations (47)
    See also Journal Article in Research in International Business and Finance (2014)
  2. Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory
    Working Papers, Department of Research, Ipag Business School Downloads View citations (139)
    Also in Working Papers, Department of Research, Ipag Business School (2014) Downloads View citations (137)

    See also Journal Article in Energy Economics (2014)

2013

  1. Long memory and asymmetry in the volatility of commodity markets and Basel Accord: choosing between models
    Working Papers, Department of Research, Ipag Business School Downloads

Journal Articles

2017

  1. Is gold a hedge or safe haven for Islamic stock market movements? A Markov switching approach
    Journal of Multinational Financial Management, 2017, 42-43, 152-163 Downloads View citations (10)

2016

  1. Dynamic correlations and hedging effectiveness between gold and stock markets: Evidence for BRICS countries
    Research in International Business and Finance, 2016, 38, (C), 22-34 Downloads View citations (38)

2015

  1. Gold–oil prices co-movements and portfolio diversification implications
    Economics Bulletin, 2015, 35, (4), 2832-2845 Downloads View citations (1)

2014

  1. Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries
    Research in International Business and Finance, 2014, 31, (C), 46-56 Downloads View citations (58)
    See also Working Paper (2014)
  2. Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter?
    Journal of International Financial Markets, Institutions and Money, 2014, 33, (C), 354-366 Downloads View citations (30)
  3. Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory
    Energy Economics, 2014, 41, (C), 1-18 Downloads View citations (149)
    See also Working Paper (2014)

2012

  1. Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates
    Journal of International Financial Markets, Institutions and Money, 2012, 22, (4), 738-757 Downloads View citations (35)
  2. Is currency risk priced for emerging stock markets?
    Economics Bulletin, 2012, 32, (3), 2267-2280 Downloads

2011

  1. Modeling the volatility of Mediterranean stock markets: a regime-switching approach
    Economics Bulletin, 2011, 31, (2), 1105-1113 Downloads View citations (7)
  2. Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach
    Emerging Markets Review, 2011, 12, (3), 272-292 Downloads View citations (80)
 
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