Details about Khaled Mokni
Access statistics for papers by Khaled Mokni.
Last updated 2020-08-27. Update your information in the RePEc Author Service.
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- Modeling the relationship between oil and USD exchange rates: Evidence from a regime-switching-quantile regression approach
Journal of Multinational Financial Management, 2020, 55, (C) View citations (1)
- Do Crude Oil Prices Drive the Relationship between Stock Markets of Oil-Importing and Oil-Exporting Countries?
Economies, 2019, 7, (3), 1-22 View citations (1)
- Measuring persistence of dependence between crude oil prices and GCC stock markets: A copula approach
The Quarterly Review of Economics and Finance, 2019, 72, (C), 14-33 View citations (2)
- EMPIRICAL ANALYSIS OF THE RELATIONSHIP BETWEEN OIL AND PRECIOUS METALS MARKETS
Annals of Financial Economics (AFE), 2018, 13, (01), 1-20 View citations (1)
- On the effect of herding behavior on dependence structure between stock markets: Evidence from GCC countries
Journal of Behavioral and Experimental Finance, 2018, 20, (C), 52-63 View citations (2)
- Conditional dependence between international stock markets: A long memory GARCH-copula model approach
Journal of Multinational Financial Management, 2017, 42-43, 116-131 View citations (4)
- Extreme Value Theory and long-memory-GARCH Framework: Application to Stock Market
International Journal of Economics and Empirical Research (IJEER), 2015, 3, (8), 371-388
- Value-at-Risk estimation of energy commodities: A long-memory GARCH–EVT approach
Energy Economics, 2015, 51, (C), 99-110 View citations (24)
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