Advanced Search
MyIDEAS: Login to follow this author

Chaker Aloui

Contents:

This is information that was supplied by Chaker Aloui in registering through RePEc. If you are Chaker Aloui , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Chaker
Middle Name:
Last Name: Aloui
Suffix:

RePEc Short-ID: pal451

Email:
Homepage: http://www.ksu.edu.sa
Postal Address: College of business administration , department of finance King said university
Phone: +966 0558580605

Affiliation

Department of Economics
King Saud University
Location: Riyadh, Saudi Arabia
Homepage: http://colleges.ksu.edu.sa/Arabic%20Colleges/AdministrativeSciences/Academic_Departments/Economic_Department/Pages/Department_Home.aspx
Email:
Phone: 966 - 1 - 4674149
Fax: 966 - 1 - 4674216
Postal: P.O Box 2459, Riyadh 11451
Handle: RePEc:edi:deksusa (more details at EDIRC)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Tunisian Economists

Works

as in new window

Working papers

  1. Chaker Aloui & Nawel Bouanani, 2003. "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," Working Papers 0316, Economic Research Forum, revised Jun 2003.
  2. Chaker Aloui, 2003. "Long-Range Dependence in Daily Volatility on Tunisian Stock Market," Working Papers 0340, Economic Research Forum, revised Dec 2003.
  3. Chaker Aloui, 2003. "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)," Working Papers 0315, Economic Research Forum, revised May 2003.

Articles

  1. Jammazi, Rania & Aloui, Chaker, 2012. "Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling," Energy Economics, Elsevier, vol. 34(3), pages 828-841.
  2. Walid Mensi & Chaker Alaoui & Khuong Nguyen, 2012. "Crude oil market efficiency: An empirical investigation via the Shannon entropy," Economie Internationale, CEPII research center, issue 129, pages 119-137.
  3. Aloui, Chaker & Nguyen, Duc Khuong & Njeh, Hassen, 2012. "Assessing the impacts of oil price fluctuations on stock returns in emerging markets," Economic Modelling, Elsevier, vol. 29(6), pages 2686-2695.
  4. Ben Salha Ousama & Bouazizi Tarek & Aloui Chaker, 2012. "Financial Liberalization, Banking Crises and Economic Growth: The Case of South Mediterranean Countries," Global Economy Journal, De Gruyter, vol. 12(3), pages 1-22, September.
  5. Walid, Chkili & Chaker, Aloui & Masood, Omar & Fry, John, 2011. "Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach," Emerging Markets Review, Elsevier, vol. 12(3), pages 272-292, September.
  6. Samir Mabrouk & Chaker Aloui, 2011. "GARCH-class models estimations and value-at-risk analysis for exchange rate," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 4(3), pages 254-278.
  7. Chaker Aloui & Ben hamida Hela, 2011. "Hurst's exponent behaviour, weak-form stock market efficiency and financial liberalization: the Tunisian case," Economics Bulletin, AccessEcon, vol. 31(1), pages 830-843.
  8. Chaker Aloui, 2011. "Latin American stock markets’ volatility spillovers during the financial crises: a multivariate FIAPARCH-DCC framework," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 4(2), pages 289-326, May.
  9. Aloui, Chaker & Mabrouk, Samir, 2010. "Value-at-risk estimations of energy commodities via long-memory, asymmetry and fat-tailed GARCH models," Energy Policy, Elsevier, vol. 38(5), pages 2326-2339, May.
  10. Jammazi, Rania & Aloui, Chaker, 2010. "Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns," Energy Policy, Elsevier, vol. 38(3), pages 1415-1435, March.
  11. Samir Mabrouk & Chaker Aloui, 2010. "One-day-ahead value-at-risk estimations with dual long-memory models: evidence from the Tunisian stock market," International Journal of Financial Services Management, Inderscience Enterprises Ltd, vol. 4(2), pages 77-94.
  12. Imtithel Sendi & Chaker Aloui & Makram Bellalah, 2009. "Equity home bias: investors' sentiments and views," International Journal of Behavioural Accounting and Finance, Inderscience Enterprises Ltd, vol. 1(2), pages 167-178.
  13. Aloui, Chaker & Jammazi, Rania, 2009. "The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach," Energy Economics, Elsevier, vol. 31(5), pages 789-799, September.
  14. Chaker Aloui, 2007. "Price and volatility spillovers between exchange rates and stock indexes for the pre- and post-euro period," Quantitative Finance, Taylor & Francis Journals, vol. 7(6), pages 669-685.
  15. Chaker Aloui & Haithem Sassi, 2005. "Regime de change et croissance economique : une investigation empirique," Economie Internationale, CEPII research center, issue 104, pages 97-134.

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Chaker Aloui should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.