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Details about Khaled Mokni

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Access statistics for papers by Khaled Mokni.

Last updated 2020-08-27. Update your information in the RePEc Author Service.

Short-id: pmo1146


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Journal Articles

2020

  1. 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) Downloads View citations (1)

2019

  1. Do Crude Oil Prices Drive the Relationship between Stock Markets of Oil-Importing and Oil-Exporting Countries?
    Economies, 2019, 7, (3), 1-22 Downloads View citations (1)
  2. 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 Downloads View citations (2)

2018

  1. EMPIRICAL ANALYSIS OF THE RELATIONSHIP BETWEEN OIL AND PRECIOUS METALS MARKETS
    Annals of Financial Economics (AFE), 2018, 13, (01), 1-20 Downloads View citations (1)
  2. 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 Downloads View citations (2)

2017

  1. Conditional dependence between international stock markets: A long memory GARCH-copula model approach
    Journal of Multinational Financial Management, 2017, 42-43, 116-131 Downloads View citations (4)

2015

  1. 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 Downloads
  2. Value-at-Risk estimation of energy commodities: A long-memory GARCH–EVT approach
    Energy Economics, 2015, 51, (C), 99-110 Downloads View citations (24)
 
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