CHAKER ALOUI PDF

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Spillovers across European sovereign credit markets and role of surprise and uncertainty. Democratic transition, political risk, economic instability, and tourist inflows: The case of Tunisia. Are Islamic bonds a good safe haven for stocks? Implications for portfolio management in a time-varying regime-switching copula framework.

Renewable and Sustainable Energy Reviews Research in International Business and Finance Demand for audit quality in newly privatized firms in MENA region: Role of internal corporate governance mechanisms audit.

Statistical Mechanics and its Applications Dynamic efficiency of European credit sectors: A rolling-window multifractal detrended fluctuation analysis. International Review of Economics and Finance The interconnections between U.

Sectoral energy consumption by source and output in the U. Information transmission across stock indices and stock index futures: International evidence using wavelet framework. Emerging Markets Finance and Trade Are Islamic indexes a safe haven for investors? An analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of crisis periods. On interactions between remittance outflows and Saudi Arabian macroeconomy: New evidence from wavelets.

Strength of co-movement between sector CDS indexes and relationship with major economic and financial variables over time and during investment horizons. Comparing functional link artificial neural network and multilayer feedforward neural network model to forecast crude oil prices. Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis.

Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach. On the interplay between energy consumption, economic growth and CO 2 emission nexus in the GCC countries: A comparative analysis through wavelet approaches.

Environment degradation, economic growth and energy consumption nexus: A wavelet-windowed cross correlation approach. Afro-Asian Journal of Finance and Accounting Forecasting crude oil price using artificial neural networks: A literature survey.

Journal of Economic Integration International Journal of Business Research Corporate governance and credit ratings in Canada. Journal of Applied Business Research Commonality in liquidity: Lessons from an emerging stock market. Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk: A two-state Markov switching analysis. North American Journal of Economics and Finance Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries.

Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis. Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter?

Public and private information: Lessons from the emerging Tunisian stock market. Modelling and forecasting value at risk and expected shortfall for GCC stock markets: Do long memory, structural breaks, asymmetry, and fat-tails matter? Keeping Financial Crisis in Context Impact of anti-crisis measures on the volatility of the stock market stress index in the euro zone.

On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: a wavelet-based approach.

Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis. The US oil spot market: A deterministic chaotic process or a stochastic process? Crude oil market efficiency: An empirical investigation via the Shannon entropy.

International Journal of Business Did the securitization contribute to the release of the subprime crisis? Empirical investigation of American banks. Assessing the impacts of oil price fluctuations on stock returns in emerging markets.

Hurst exponent behavior and assessment of the MENA stock markets efficiency. Financial liberalization, banking crises and economic growth: The case of South Mediterranean countries. Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates. Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling. Board effectiveness, conglomerate diversification, and firm performance: The tunisian case.

Further evidence on the time-varying efficiency of crude oil markets. Macroeconomics and Finance in Emerging Market Economies International Journal of Monetary Economics and Finance GARCH-class models estimations and value-at-risk analysis for exchange rate. Value-at-risk estimations of energy commodities via long-memory, asymmetry and fat-tailed GARCH models.

The role of nuclear power in reducing risk of the fossil fuel prices and diversity of electricity generation in Tunisia: A portfolio approach.

Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns. The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach. A real options approach to investing in the first nuclear power plant under cost uncertainty: Comparison with natural gas power plant for the Tunisian case.

Price and volatility spillovers between exchange rates and stock indexes for the pre- and post-euro period. Toggle navigation Faculty Portal. Home Faculty Profiles. Chaker M. FIN International Finance. FIN Cooperative Education. FIN Financial Management. Stelios Bekiros Bekiros S. Applied Economics Spillovers across European sovereign credit markets and role of surprise and uncertainty. Chaker Aloui Aloui C. Tourism Economics Democratic transition, political risk, economic instability, and tourist inflows: The case of Tunisia.

Applied Economics Are Islamic bonds a good safe haven for stocks? Rania Jammazi Jammazi R. Research in International Business and Finance Demand for audit quality in newly privatized firms in MENA region: Role of internal corporate governance mechanisms audit.

Statistical Mechanics and its Applications Dynamic efficiency of European credit sectors: A rolling-window multifractal detrended fluctuation analysis.

Besma Hkiri Hkiri B. Energy Economics Sectoral energy consumption by source and output in the U. Research in International Business and Finance Information transmission across stock indices and stock index futures: International evidence using wavelet framework.

Salem Hathroubi Hathroubi S. Economic Modelling On interactions between remittance outflows and Saudi Arabian macroeconomy: New evidence from wavelets. Applied Economics Strength of co-movement between sector CDS indexes and relationship with major economic and financial variables over time and during investment horizons. Imen Dakhlaoui Dakhlaoui I. Manel Hamdi Hamdi M. Economics Bulletin Comparing functional link artificial neural network and multilayer feedforward neural network model to forecast crude oil prices.

Economic Modelling Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis. Statistical Mechanics and its Applications Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach.

Renewable and Sustainable Energy Reviews On the interplay between energy consumption, economic growth and CO 2 emission nexus in the GCC countries: A comparative analysis through wavelet approaches. Statistical Mechanics and its Applications Environment degradation, economic growth and energy consumption nexus: A wavelet-windowed cross correlation approach.

Economics Bulletin Forecasting crude oil price using artificial neural networks: A literature survey. Samia Ben Messaoud Messaoud S.

Nadia Hermassi Hermassi N. International Journal of Business Research Corporate governance and credit ratings in Canada. Kais Tissaoui Tissaoui K. Journal of Applied Business Research Commonality in liquidity: Lessons from an emerging stock market. Pacific Basin Finance Journal Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk: A two-state Markov switching analysis.

North American Journal of Economics and Finance Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries. Walid Chkili Chkili W. Journal of International Financial Markets, Institutions and Money Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter?

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Chaker Aloui

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