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Walid Chkili

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Personal Details

First Name:Walid
Middle Name:
Last Name:Chkili
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RePEc Short-ID:pch1017
Email:[This author has chosen not to make the email address public]
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Location: Tunis, Tunisia
Homepage: http://www.fsegt.rnu.tn/
Email:
Phone: 71 872 277
Fax: 71 872 104
Postal: B.P 248 El Manar II 2092 Tunis
Handle: RePEc:edi:fsutetn (more details at EDIRC)
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  1. Walid Chkili & Chaker Aloui & Duc Khuong Nguyen, 2014. "Instabilities in the relationships and hedging strategies between crude oil and US stock markets: do long memory and asymmetry matter?," Working Papers 2014-549, Department of Research, Ipag Business School.
  2. Walid Chkili & Duc Khuong Nguyen, 2014. "Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries," Working Papers 2014-388, Department of Research, Ipag Business School.
  3. Walid Chkili & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014. "Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory," Working Papers 2014-325, Department of Research, Ipag Business School.
  4. Walid Chkili & Shawkat Hammoudeh & Duc Khuong Nguyen, 2013. "Long memory and asymmetry in the volatility of commodity markets and Basel Accord: choosing between models," Working Papers 2013-009, Department of Research, Ipag Business School.
  1. 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.
  2. Chkili, Walid & Hammoudeh, Shawkat & Nguyen, Duc Khuong, 2014. "Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory," Energy Economics, Elsevier, vol. 41(C), pages 1-18.
  3. Chkili, Walid & Nguyen, Duc Khuong, 2014. "Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries," Research in International Business and Finance, Elsevier, vol. 31(C), pages 46-56.
  4. 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.
  5. Walid Chkili, 2012. "Is currency risk priced for emerging stock markets?," Economics Bulletin, AccessEcon, vol. 32(3), pages 2267-2280.
  6. Walid Chkili & Duc Khuong Nguyen, 2011. "Modeling the volatility of Mediterranean stock markets: a regime-switching approach," Economics Bulletin, AccessEcon, vol. 31(2), pages 1105-1113.
  7. 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.
4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGR: Agricultural Economics (1) 2014-06-07. Author is listed
  2. NEP-CIS: Confederation of Independent States (1) 2014-07-13. Author is listed
  3. NEP-CSE: Economics of Strategic Management (1) 2014-06-07. Author is listed
  4. NEP-ENE: Energy Economics (1) 2014-09-08. Author is listed
  5. NEP-FMK: Financial Markets (1) 2014-09-08. Author is listed
  6. NEP-FOR: Forecasting (1) 2014-07-13. Author is listed
  7. NEP-RMG: Risk Management (2) 2014-07-13 2014-09-08. Author is listed

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