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Chaker Aloui

Personal Details

First Name:Chaker
Middle Name:
Last Name:Aloui
Suffix:
RePEc Short-ID:pal451
http://www.psu.edu.sa
College of Business Administration, Department of Finance Prince Sultan University

Affiliation

College of Business Administration
Prince Sultan University

Riyadh, Saudi Arabia
https://www.psu.edu.sa/ar/CBA
RePEc:edi:cbpsusa (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Chaker Aloui & Duc Khuong Nguyen, 2014. "On the detection of extreme movements and persistent behavior in Mediterranean stock markets: a wavelet-based approach," Working Papers 2014-184, Department of Research, Ipag Business School.
  2. Rania Jammazi & Chaker Aloui, 2014. "Cyclical components and dual long memory in the foreign exchange rate dynamics: the Tunisian case," Working Papers 2014-198, Department of Research, Ipag Business School.
  3. Imen Zgueb Rejichi & Chaker Aloui & Duc Khuong Nguyen, 2014. "Assessing the efficiency of the MENA emerging stock markets: A sectoral perspective," Working Papers 2014-78, Department of Research, Ipag Business School.
  4. 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 06 May 2003.
  5. 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 05 2003.
  6. Chaker Aloui, 2003. "Long-Range Dependence in Daily Volatility on Tunisian Stock Market," Working Papers 0340, Economic Research Forum, revised 12 2003.

Articles

  1. Chaker Aloui & Hela Ben Hamida & Besma Hkiri, 2021. "Democratic transition, political risk, economic instability, and tourist inflows: The case of Tunisia," Tourism Economics, , vol. 27(5), pages 1157-1165, August.
  2. Chaker Aloui & Hela Ben Hamida, 2021. "Oil-stock Nexus in an Oil-rich Country: Does Geopolitical Risk Matter in Terms of Investment Horizons?," Defence and Peace Economics, Taylor & Francis Journals, vol. 32(4), pages 468-488, May.
  3. Aloui, Chaker & Hamida, Hela ben & Yarovaya, Larisa, 2021. "Are Islamic gold-backed cryptocurrencies different?," Finance Research Letters, Elsevier, vol. 39(C).
  4. Chowdhury, Mohammad Ashraful Ferdous & Meo, Muhammad Saeed & Aloui, Chaker, 2021. "How world uncertainties and global pandemics destabilized food, energy and stock markets? Fresh evidence from quantile on quantile regressions," International Review of Financial Analysis, Elsevier, vol. 76(C).
  5. Aloui, Chaker & Shahzad, Syed Jawad Hussain & Hkiri, Besma & Hela, Ben Hamida & Khan, Muhammad Asif, 2021. "On the investors' sentiments and the Islamic stock-bond interplay across investments' horizons," Pacific-Basin Finance Journal, Elsevier, vol. 65(C).
  6. Stelios Bekiros & Syed Jawad Hussain Shahzad & Rania Jammazi & Chaker Aloui, 2020. "Spillovers across European sovereign credit markets and role of surprise and uncertainty," Applied Economics, Taylor & Francis Journals, vol. 52(8), pages 851-865, February.
  7. Sharif, Arshian & Aloui, Chaker & Yarovaya, Larisa, 2020. "COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach," International Review of Financial Analysis, Elsevier, vol. 70(C).
  8. Shahzad, Syed Jawad Hussain & Aloui, Chaker & Jammazi, Rania, 2020. "On the interplay between US sectoral CDS, stock and VIX indices: Fresh insights from wavelet approaches," Finance Research Letters, Elsevier, vol. 33(C).
  9. Syed Jawad Hussain Shahzad & Chaker Aloui & Rania Jammazi & Muhammad Shahbaz, 2019. "Are Islamic bonds a good safe haven for stocks? Implications for portfolio management in a time-varying regime-switching copula framework," Applied Economics, Taylor & Francis Journals, vol. 51(3), pages 219-238, January.
  10. Chaker Aloui & Besma Hkiri & Shawkat Hammoudeh & Muhammad Shahbaz, 2018. "A Multiple and Partial Wavelet Analysis of the Oil Price, Inflation, Exchange Rate, and Economic Growth Nexus in Saudi Arabia," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 54(4), pages 935-956, March.
  11. Ben-Salha, Ousama & Hkiri, Besma & Aloui, Chaker, 2018. "Sectoral energy consumption by source and output in the U.S.: New evidence from wavelet-based approach," Energy Economics, Elsevier, vol. 72(C), pages 75-96.
  12. Aloui, Chaker & Hkiri, Besma & Lau, Marco Chi Keung & Yarovaya, Larisa, 2018. "Information transmission across stock indices and stock index futures: International evidence using wavelet framework," Research in International Business and Finance, Elsevier, vol. 44(C), pages 411-421.
  13. Hkiri, Besma & Hammoudeh, Shawkat & Aloui, Chaker & Shahbaz, Muhammad, 2018. "The interconnections between U.S. financial CDS spreads and control variables: New evidence using partial and multivariate wavelet coherences," International Review of Economics & Finance, Elsevier, vol. 57(C), pages 237-257.
  14. Aloui, Chaker & Shahzad, Syed Jawad Hussain & Jammazi, Rania, 2018. "Dynamic efficiency of European credit sectors: A rolling-window multifractal detrended fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 506(C), pages 337-349.
  15. Chaker Aloui & Rania Jammazi & Hela Ben Hamida, 2018. "Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View," Computational Economics, Springer;Society for Computational Economics, vol. 52(2), pages 603-626, August.
  16. Ben-Hassoun, Amira & Aloui, Chaker & Ben-Nasr, Hamdi, 2018. "Demand for audit quality in newly privatized firms in MENA region: Role of internal corporate governance mechanisms audit," Research in International Business and Finance, Elsevier, vol. 45(C), pages 334-348.
  17. Hkiri, Besma & Hammoudeh, Shawkat & Aloui, Chaker & Yarovaya, Larisa, 2017. "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," Pacific-Basin Finance Journal, Elsevier, vol. 43(C), pages 124-150.
  18. Aloui, Chaker & Hkiri, Besma & Lau, Chi Keung Marco & Yarovaya, Larisa, 2016. "Investors’ sentiment and US Islamic and conventional indexes nexus: A time–frequency analysis," Finance Research Letters, Elsevier, vol. 19(C), pages 54-59.
  19. Manel Hamdi & Chaker Aloui & Santosh kumar Nanda, 2016. "Comparing Functional Link Artificial Neural Network And Multilayer Feedforward Neural Network Model To Forecast Crude Oil Prices," Economics Bulletin, AccessEcon, vol. 36(4), pages 2430-2442.
  20. Nizar Harrathi & Chaker Aloui & Mohamed Ali Houfi & Jihed Majdoub, 2016. "Emerging Equity Markets Connectedness, Portfolio Hedging Strategies and Effectiveness," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 7(2), pages 189-201, April.
  21. Aloui, Chaker & Hkiri, Besma & Nguyen, Duc Khuong, 2016. "Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis," Economic Modelling, Elsevier, vol. 52(PB), pages 322-331.
  22. Imen Dakhlaoui & Chaker Aloui, 2016. "The Interactive Relationship Between the US Economic Policy Uncertainty and BRIC Stock Markets," International Economics, CEPII research center, issue 146, pages 141-157.
  23. Hathroubi, Salem & Aloui, Chaker, 2016. "On interactions between remittance outflows and Saudi Arabian macroeconomy: New evidence from wavelets," Economic Modelling, Elsevier, vol. 59(C), pages 32-45.
  24. Besma Hkiri & Shawkat Hammoudeh & Chaker Aloui, 2016. "Strength of co-movement between sector CDS indexes and relationship with major economic and financial variables over time and during investment horizons," Applied Economics, Taylor & Francis Journals, vol. 48(48), pages 4635-4654, October.
  25. Aloui, Chaker & Hammoudeh, Shawkat & Hamida, Hela Ben, 2015. "Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk: A two-state Markov switching analysis," Pacific-Basin Finance Journal, Elsevier, vol. 34(C), pages 121-135.
  26. Aloui, Chaker & Jammazi, Rania, 2015. "Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 436(C), pages 62-86.
  27. Chaker Aloui & Hela BEN HAMIDA, 2015. "Estimation and Performance Assessment of Value-at-Risk and Expected Shortfall Based on Long-Memory GARCH-Class Models," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(1), pages 30-54, January.
  28. Aloui, Chaker & Hammoudeh, Shawkat & Hamida, Hela ben, 2015. "Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries," The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 311-329.
  29. Jammazi, Rania & Aloui, Chaker, 2015. "Environment degradation, economic growth and energy consumption nexus: A wavelet-windowed cross correlation approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 436(C), pages 110-125.
  30. Jammazi, Rania & Aloui, Chaker, 2015. "On the interplay between energy consumption, economic growth and CO2 emission nexus in the GCC countries: A comparative analysis through wavelet approaches," Renewable and Sustainable Energy Reviews, Elsevier, vol. 51(C), pages 1737-1751.
  31. Aloui, Chaker & Messaoud, Samia Ben, 2015. "Measuring Risk of Portfolio : GARCH-Copula Model," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 30, pages 172-205.
  32. Chaker Aloui & Imen Dakhlaoui, 2015. "On the Interaction between the Crude Oil Market and the Macroeconomic Activity: How do the 2000s differ from the 70s?," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 5(6), pages 1-1.
  33. Manel Hamdi & Chaker Aloui, 2015. "Forecasting Crude Oil Price Using Artificial Neural Networks: A Literature Survey," Economics Bulletin, AccessEcon, vol. 35(2), pages 1339-1359.
  34. Aloui, Chaker & Hammoudeh, Shawkat & Hamida, Hela Ben, 2015. "Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 69-79.
  35. Chaker Aloui, 2015. "Volatility forecasting and risk management in some MENA stock markets: a nonlinear framework," Afro-Asian Journal of Finance and Accounting, Inderscience Enterprises Ltd, vol. 5(2), pages 160-192.
  36. Aloui, Chaker & Hkiri, Besma, 2014. "Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis," Economic Modelling, Elsevier, vol. 36(C), pages 421-431.
  37. Aloui, Chaker & Hamida, Hela ben, 2014. "Modelling and forecasting value at risk and expected shortfall for GCC stock markets: Do long memory, structural breaks, asymmetry, and fat-tails matter?," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 349-380.
  38. Chkili, Walid & Aloui, Chaker & Nguyen, Duc Khuong, 2014. "Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 354-366.
  39. Chaker Aloui & Duc Khuong Nguyen, 2014. "On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: a wavelet-based approach," Applied Economics, Taylor & Francis Journals, vol. 46(22), pages 2611-2622, August.
  40. Chkili, Walid & Aloui, Chaker & Nguyen, Duc Khuong, 2012. "Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(4), pages 738-757.
  41. 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.
  42. 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.
  43. 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.
  44. Dhekra Azouzi & Rohit Vishal Kumar & Chaker Aloui, 2011. "Forward Rate Unbiasedness Hypothesis in the Tunisian Exchange Rate Market," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 1(2), pages 17-44, July.
  45. 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.
  46. 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.
  47. Kais Tissaoui & Chaker Aloui, 2011. "Information flow between stock return and trading volume: the Tunisian stock market," International Journal of Financial Services Management, Inderscience Enterprises Ltd, vol. 5(1), pages 52-82.
  48. 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.
  49. 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.
  50. 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.
  51. 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.
  52. Mohamed Ben Abdelhamid & Chaker Aloui, 2010. "The guarantee option against the construction cost overruns of nuclear power plant: Monte Carlo simulation approach," International Journal of Business Continuity and Risk Management, Inderscience Enterprises Ltd, vol. 1(3), pages 271-282.
  53. 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.
  54. 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.
  55. 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.
  56. Chaker Aloui & Haithem Sassi, 2005. "Regime de change et croissance economique : une investigation empirique," Economie Internationale, CEPII research center, issue 104, pages 97-134.

Chapters

  1. Chaker Aloui & M. Kabir Hassan & Hela Ben Hamida, 2017. "Volatility forecasting, value- at- risk and expected shortfall estimations under the Basel II Accord in GCC shariah stocks," Chapters, in: M. Kabir Hassan (ed.), Handbook of Empirical Research on Islam and Economic Life, chapter 21, pages 485-508, Edward Elgar Publishing.

More information

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Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations
  2. Number of Citations, Discounted by Citation Age
  3. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  4. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  5. h-index
  6. Number of Journal Pages
  7. Number of Journal Pages, Weighted by Number of Authors
  8. Betweenness measure in co-authorship network
  9. Wu-Index

Co-authorship network on CollEc

Featured entries

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

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ARA: MENA - Middle East & North Africa (2) 2014-04-11 2016-03-17
  2. NEP-CBA: Central Banking (1) 2014-04-11
  3. NEP-GER: German Papers (1) 2014-04-11
  4. NEP-MAC: Macroeconomics (1) 2014-04-11

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