Chaker Aloui
Names
| first: |
Chaker |
| last: |
Aloui |
Identifer
Contact
| homepage: |
http://www.psu.edu.sa |
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| postal address: |
College of Business Administration, Department of Finance
Prince Sultan University |
Affiliations
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Prince Sultan University
/ College of Business Administration
Research profile
author of:
- Financial Liberalization, Banking Crises and Economic Growth: The Case of South Mediterranean Countries (RePEc:bpj:glecon:v:12:y:2012:i:3:n:4)
by Ben Salha Ousama & Bouazizi Tarek & Aloui Chaker - Regime de change et croissance economique : une investigation empirique (RePEc:cii:cepiei:2005-4te)
by Chaker Aloui & Haithem Sassi - The Interactive Relationship Between the US Economic Policy Uncertainty and BRIC Stock Markets (RePEc:cii:cepiie:2016-q2-146-7)
by Imen Dakhlaoui & Chaker Aloui - Hurst's exponent behaviour, weak-form stock market efficiency and financial liberalization: the Tunisian case (RePEc:ebl:ecbull:eb-10-00194)
by Chaker Aloui & Ben hamida Hela - Forecasting Crude Oil Price Using Artificial Neural Networks: A Literature Survey (RePEc:ebl:ecbull:eb-14-00800)
by Manel Hamdi & Chaker Aloui - Comparing Functional Link Artificial Neural Network And Multilayer Feedforward Neural Network Model To Forecast Crude Oil Prices (RePEc:ebl:ecbull:eb-16-00159)
by Manel Hamdi & Chaker Aloui & Santosh kumar Nanda - Assessing the impacts of oil price fluctuations on stock returns in emerging markets (RePEc:eee:ecmode:v:29:y:2012:i:6:p:2686-2695)
by Aloui, Chaker & Nguyen, Duc Khuong & Njeh, Hassen - Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis (RePEc:eee:ecmode:v:36:y:2014:i:c:p:421-431)
by Aloui, Chaker & Hkiri, Besma - Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis (RePEc:eee:ecmode:v:52:y:2016:i:pb:p:322-331)
by Aloui, Chaker & Hkiri, Besma & Nguyen, Duc Khuong - On interactions between remittance outflows and Saudi Arabian macroeconomy: New evidence from wavelets (RePEc:eee:ecmode:v:59:y:2016:i:c:p:32-45)
by Hathroubi, Salem & Aloui, Chaker - Modelling and forecasting value at risk and expected shortfall for GCC stock markets: Do long memory, structural breaks, asymmetry, and fat-tails matter? (RePEc:eee:ecofin:v:29:y:2014:i:c:p:349-380)
by Aloui, Chaker & Hamida, Hela ben - Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries (RePEc:eee:ecofin:v:31:y:2015:i:c:p:311-329)
by Aloui, Chaker & Hammoudeh, Shawkat & Hamida, Hela ben - Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach (RePEc:eee:ememar:v:12:y:2011:i:3:p:272-292)
by Walid, Chkili & Chaker, Aloui & Masood, Omar & Fry, John - The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach (RePEc:eee:eneeco:v:31:y:2009:i:5:p:789-799)
by Aloui, Chaker & Jammazi, Rania - Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling (RePEc:eee:eneeco:v:34:y:2012:i:3:p:828-841)
by Jammazi, Rania & Aloui, Chaker - Sectoral energy consumption by source and output in the U.S.: New evidence from wavelet-based approach (RePEc:eee:eneeco:v:72:y:2018:i:c:p:75-96)
by Ben-Salha, Ousama & Hkiri, Besma & Aloui, Chaker - Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns (RePEc:eee:enepol:v:38:y:2010:i:3:p:1415-1435)
by Jammazi, Rania & Aloui, Chaker - Value-at-risk estimations of energy commodities via long-memory, asymmetry and fat-tailed GARCH models (RePEc:eee:enepol:v:38:y:2010:i:5:p:2326-2339)
by Aloui, Chaker & Mabrouk, Samir - COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (RePEc:eee:finana:v:70:y:2020:i:c:s105752192030140x)
by Sharif, Arshian & Aloui, Chaker & Yarovaya, Larisa - How world uncertainties and global pandemics destabilized food, energy and stock markets? Fresh evidence from quantile on quantile regressions (RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001009)
by Chowdhury, Mohammad Ashraful Ferdous & Meo, Muhammad Saeed & Aloui, Chaker - Investors’ sentiment and US Islamic and conventional indexes nexus: A time–frequency analysis (RePEc:eee:finlet:v:19:y:2016:i:c:p:54-59)
by Aloui, Chaker & Hkiri, Besma & Lau, Chi Keung Marco & Yarovaya, Larisa - On the interplay between US sectoral CDS, stock and VIX indices: Fresh insights from wavelet approaches (RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319300777)
by Shahzad, Syed Jawad Hussain & Aloui, Chaker & Jammazi, Rania - Are Islamic gold-backed cryptocurrencies different? (RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320302907)
by Aloui, Chaker & Hamida, Hela ben & Yarovaya, Larisa - The interactive relationship between the US economic policy uncertainty and BRIC stock markets (RePEc:eee:inteco:v:146:y:2016:i:c:p:141-157)
by Dakhlaoui, Imen & Aloui, Chaker - Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates (RePEc:eee:intfin:v:22:y:2012:i:4:p:738-757)
by Chkili, Walid & Aloui, Chaker & Nguyen, Duc Khuong - Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter? (RePEc:eee:intfin:v:33:y:2014:i:c:p:354-366)
by Chkili, Walid & Aloui, Chaker & Nguyen, Duc Khuong - Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis (RePEc:eee:intfin:v:34:y:2015:i:c:p:69-79)
by Aloui, Chaker & Hammoudeh, Shawkat & Hamida, Hela Ben - Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk: A two-state Markov switching analysis (RePEc:eee:pacfin:v:34:y:2015:i:c:p:121-135)
by Aloui, Chaker & Hammoudeh, Shawkat & Hamida, Hela Ben - 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 (RePEc:eee:pacfin:v:43:y:2017:i:c:p:124-150)
by Hkiri, Besma & Hammoudeh, Shawkat & Aloui, Chaker & Yarovaya, Larisa - On the investors' sentiments and the Islamic stock-bond interplay across investments' horizons (RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20307034)
by Aloui, Chaker & Shahzad, Syed Jawad Hussain & Hkiri, Besma & Hela, Ben Hamida & Khan, Muhammad Asif - Environment degradation, economic growth and energy consumption nexus: A wavelet-windowed cross correlation approach (RePEc:eee:phsmap:v:436:y:2015:i:c:p:110-125)
by Jammazi, Rania & Aloui, Chaker - Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach (RePEc:eee:phsmap:v:436:y:2015:i:c:p:62-86)
by Aloui, Chaker & Jammazi, Rania - Dynamic efficiency of European credit sectors: A rolling-window multifractal detrended fluctuation analysis (RePEc:eee:phsmap:v:506:y:2018:i:c:p:337-349)
by Aloui, Chaker & Shahzad, Syed Jawad Hussain & Jammazi, Rania - On the interplay between energy consumption, economic growth and CO2 emission nexus in the GCC countries: A comparative analysis through wavelet approaches (RePEc:eee:rensus:v:51:y:2015:i:c:p:1737-1751)
by Jammazi, Rania & Aloui, Chaker - The interconnections between U.S. financial CDS spreads and control variables: New evidence using partial and multivariate wavelet coherences (RePEc:eee:reveco:v:57:y:2018:i:c:p:237-257)
by Hkiri, Besma & Hammoudeh, Shawkat & Aloui, Chaker & Shahbaz, Muhammad - Information transmission across stock indices and stock index futures: International evidence using wavelet framework (RePEc:eee:riibaf:v:44:y:2018:i:c:p:411-421)
by Aloui, Chaker & Hkiri, Besma & Lau, Marco Chi Keung & Yarovaya, Larisa - Demand for audit quality in newly privatized firms in MENA region: Role of internal corporate governance mechanisms audit (RePEc:eee:riibaf:v:45:y:2018:i:c:p:334-348)
by Ben-Hassoun, Amira & Aloui, Chaker & Ben-Nasr, Hamdi - Volatility forecasting, value- at- risk and expected shortfall estimations under the Basel II Accord in GCC shariah stocks (RePEc:elg:eechap:16049_21)
by Chaker Aloui & M. Kabir Hassan & Hela Ben Hamida - Phénomène De Dépendance De Court Et De Long Terme De La Volatilité Des Cours De Change: Cas Du Marché Interbancaire Tunisien (Mars 1994- Mars 2004) (RePEc:erg:wpaper:0315)
by Chaker Aloui - Interdépendance Et Co-Mouvements Des Marchés De Capitaux Des Pays Arabes De La Région Du Moyen Orient Et D’afrique Du Nord: Un Essai D’investigation Empirique (RePEc:erg:wpaper:0316)
by Chaker Aloui & Nawel Bouanani - Long-Range Dependence in Daily Volatility on Tunisian Stock Market (RePEc:erg:wpaper:0340)
by Chaker Aloui - Estimation and Performance Assessment of Value-at-Risk and Expected Shortfall Based on Long-Memory GARCH-Class Models (RePEc:fau:fauart:v:65:y:2015:i:1:p:30-54)
by Chaker Aloui & Hela BEN HAMIDA - Forward Rate Unbiasedness Hypothesis in the Tunisian Exchange Rate Market (RePEc:hur:ijarbs:v:1:y:2011:i:2:p:17-44)
by Dhekra Azouzi & Rohit Vishal Kumar & Chaker Aloui - Volatility forecasting and risk management in some MENA stock markets: a nonlinear framework (RePEc:ids:afasfa:v:5:y:2015:i:2:p:160-192)
by Chaker Aloui - The guarantee option against the construction cost overruns of nuclear power plant: Monte Carlo simulation approach (RePEc:ids:ijbcrm:v:1:y:2010:i:3:p:271-282)
by Mohamed Ben Abdelhamid & Chaker Aloui - Equity home bias: investors' sentiments and views (RePEc:ids:ijbeaf:v:1:y:2009:i:2:p:167-178)
by Imtithel Sendi & Chaker Aloui & Makram Bellalah - One-day-ahead value-at-risk estimations with dual long-memory models: evidence from the Tunisian stock market (RePEc:ids:ijfsmg:v:4:y:2010:i:2:p:77-94)
by Samir Mabrouk & Chaker Aloui - Information flow between stock return and trading volume: the Tunisian stock market (RePEc:ids:ijfsmg:v:5:y:2011:i:1:p:52-82)
by Kais Tissaoui & Chaker Aloui - On the detection of extreme movements and persistent behavior in Mediterranean stock markets: a wavelet-based approach (RePEc:ipg:wpaper:2014-184)
by Chaker Aloui & Duc Khuong Nguyen - Cyclical components and dual long memory in the foreign exchange rate dynamics: the Tunisian case (RePEc:ipg:wpaper:2014-198)
by Rania Jammazi & Chaker Aloui - Assessing the efficiency of the MENA emerging stock markets: A sectoral perspective (RePEc:ipg:wpaper:2014-78)
by Imen Zgueb Rejichi & Chaker Aloui & Duc Khuong Nguyen - Emerging Equity Markets Connectedness, Portfolio Hedging Strategies and Effectiveness (RePEc:jfr:ijfr11:v:7:y:2016:i:2:p:189-201)
by Nizar Harrathi & Chaker Aloui & Mohamed Ali Houfi & Jihed Majdoub - Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View (RePEc:kap:compec:v:52:y:2018:i:2:d:10.1007_s10614-017-9703-7)
by Chaker Aloui & Rania Jammazi & Hela Ben Hamida - A Multiple and Partial Wavelet Analysis of the Oil Price, Inflation, Exchange Rate, and Economic Growth Nexus in Saudi Arabia (RePEc:mes:emfitr:v:54:y:2018:i:4:p:935-956)
by Chaker Aloui & Besma Hkiri & Shawkat Hammoudeh & Muhammad Shahbaz - Measuring Risk of Portfolio : GARCH-Copula Model (RePEc:ris:integr:0656)
by Aloui, Chaker & Messaoud, Samia Ben - Democratic transition, political risk, economic instability, and tourist inflows: The case of Tunisia (RePEc:sae:toueco:v:27:y:2021:i:5:p:1157-1165)
by Chaker Aloui & Hela Ben Hamida & Besma Hkiri - On the Interaction between the Crude Oil Market and the Macroeconomic Activity: How do the 2000s differ from the 70s? (RePEc:spt:apfiba:v:5:y:2015:i:6:f:5_6_1)
by Chaker Aloui & Imen Dakhlaoui - On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: a wavelet-based approach (RePEc:taf:applec:v:46:y:2014:i:22:p:2611-2622)
by Chaker Aloui & Duc Khuong Nguyen - Strength of co-movement between sector CDS indexes and relationship with major economic and financial variables over time and during investment horizons (RePEc:taf:applec:v:48:y:2016:i:48:p:4635-4654)
by Besma Hkiri & Shawkat Hammoudeh & Chaker Aloui - Are Islamic bonds a good safe haven for stocks? Implications for portfolio management in a time-varying regime-switching copula framework (RePEc:taf:applec:v:51:y:2019:i:3:p:219-238)
by Syed Jawad Hussain Shahzad & Chaker Aloui & Rania Jammazi & Muhammad Shahbaz - Spillovers across European sovereign credit markets and role of surprise and uncertainty (RePEc:taf:applec:v:52:y:2020:i:8:p:851-865)
by Stelios Bekiros & Syed Jawad Hussain Shahzad & Rania Jammazi & Chaker Aloui - Oil-stock Nexus in an Oil-rich Country: Does Geopolitical Risk Matter in Terms of Investment Horizons? (RePEc:taf:defpea:v:32:y:2021:i:4:p:468-488)
by Chaker Aloui & Hela Ben Hamida - Latin American stock markets’ volatility spillovers during the financial crises: a multivariate FIAPARCH-DCC framework (RePEc:taf:macfem:v:4:y:2011:i:2:p:289-326)
by Chaker Aloui - Price and volatility spillovers between exchange rates and stock indexes for the pre- and post-euro period (RePEc:taf:quantf:v:7:y:2007:i:6:p:669-685)
by Chaker Aloui - Financial Liberalization, Banking Crises and Economic Growth: The Case of South Mediterranean Countries (RePEc:wsi:gejxxx:v:12:y:2012:i:03:n:1524-5861.1816)
by Ousama Ben Salha & Tarek Bouazizi & Chaker Aloui