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Real growth co-movements and business cycle synchronization in the GCC countries : evidence from time-frequency analysis

Aloui, Chaker; Hkiri, Besma; Nguyen, Duc Khuong - In: Economic modelling 52 (2016), pp. 322-331

Persistent link: https://www.econbiz.de/10011642762

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

Aloui, Chaker; Nguyen, Duc Khuong - In: Applied economics 46 (2014) 22/24, pp. 2611-2622

Persistent link: https://www.econbiz.de/10010417178

Instabilities in the relationships and hedging strategies between crude oil and US stock markets : do long memory and asymmetry matter?

Chkili, Walid; Aloui, Chaker; Nguyen, Duc Khuong - In: Journal of international financial markets, … 33 (2014), pp. 354-366

Persistent link: https://www.econbiz.de/10011299818

Did the securitization contribute to the release of the subprime crisis? : empirical investigation of American banks

Gaied, Ons El; Aloui, Chaker; Ben Salha, Ousama; … - In: International journal of business 17 (2012) 1, pp. 81-97

Persistent link: https://www.econbiz.de/10009508597

Crude oil market efficiency : an empirical investigation via the Shannon Entropy

Mensi, Walid; Aloui, Chaker; Hamdi, Manel; Nguyen, Duc … - In: International economics : a journal published by CEPII … 129 (2012) 1, pp. 119-137

Persistent link: https://www.econbiz.de/10009765186

Assessing the impacts of oil price fluctuations on stock returns in emerging markets

Aloui, Chaker; Nguyen, Duc Khuong; Njeh, Hassen - In: Economic modelling 29 (2012) 6, pp. 2686-2695

Persistent link: https://www.econbiz.de/10009673622

Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates

Chkili, Walid; Aloui, Chaker; Nguyen, Duc Khuong - In: Journal of international financial markets, … 22 (2012) 4, pp. 738-757

Persistent link: https://www.econbiz.de/10009582536

Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates

Chkili, Walid; Aloui, Chaker; Nguyen, Duc Khuong - In: Journal of International Financial Markets, … 22 (2012) 4, pp. 738-757

We use univariate and multivariate GARCH-type models to investigate the properties of conditional volatilities of stock returns and exchange rates, as well as their empirical relationships. Taking three European stock markets and two popular US dollar exchange rates as case study, our results...

Persistent link: https://www.econbiz.de/10010702741

Assessing the efficiency of the MENA emerging stock markets: A sectoral perspective

Rejichi, Imen Zgueb; Aloui, Chaker; Nguyen, Duc Khuong - Institut de Préparation à l'Administration et à la … - 2014

Market efficiency is among the foremost criteria for making investment decisions when foreign investors attempt to allocate their funds to emerging market assets. If the markets under consideration are efficient, quoted prices of the assets will serve as useful and reliable signals for capital...

Persistent link: https://www.econbiz.de/10010860539

Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter?

Chkili, Walid; Aloui, Chaker; Nguyen, Duc Khuong - In: Journal of International Financial Markets, … 33 (2014) C, pp. 354-366

This article uses the DCC–FIAPARCH model to examine the time-varying properties of conditional return and volatility of crude oil and US stock markets as well as their dynamic correlations over the period 1988–2013. Our results indicate that both the long memory and asymmetric behavior...

Persistent link: https://www.econbiz.de/10011189451