Zobrazeno 1 - 10
of 17
pro vyhledávání: '"Walid Chkili"'
Autor:
Walid Chkili
Publikováno v:
Eurasian Economic Review. 12:169-186
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::16a48665f177142428a6cb8189314041
https://doi.org/10.1007/s40822-022-00202-y
https://doi.org/10.1007/s40822-022-00202-y
Autor:
Walid Chkili
Publikováno v:
Eurasian Economic Review. 11:433-448
The aim of this paper is to identify the best model to describe the volatility dynamics of Bitcoin prices for the turbulent period 2013–2020. We use two types of models namely the long memory model and Markov switching model. Empirical results poin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::629453abcfe94c9f1f7b03b0254402d5
https://doi.org/10.1007/s40822-021-00180-7
https://doi.org/10.1007/s40822-021-00180-7
Autor:
Walid Chkili, Manel Hamdi
Publikováno v:
International Journal of Islamic and Middle Eastern Finance and Management. 14:853-873
Purpose The purpose of this study is to investigate the volatility and forecast accuracy of the Islamic stock market for the period 1999–2017. This period is characterized by the occurrence of several economic and political events such as the Septe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e621e8254abdd953da96fc37a5920382
https://doi.org/10.1108/imefm-05-2019-0204
https://doi.org/10.1108/imefm-05-2019-0204
Publikováno v:
In Emerging Markets Review 2011 12(3):272-292
Publikováno v:
The Journal of Economic Asymmetries. 25:e00244
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::98bcf2940f71caf4ec6648a3c778920a
https://doi.org/10.1016/j.jeca.2022.e00244
https://doi.org/10.1016/j.jeca.2022.e00244
Publikováno v:
Resources Policy
This paper applies the DCC-FIGARCH model to investigate the role of Bitcoin as a hedge and safe haven for Islamic stock markets in comparison with gold. We use daily data for the period January 2010-May 2020, which covers the recent COVID-19 pandemic
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bc24e0d8f89c1c8e6be5338a731a5f5e
http://europepmc.org/articles/PMC8502762
http://europepmc.org/articles/PMC8502762
Autor:
Walid Chkili
Publikováno v:
Journal of Multinational Financial Management. :152-163
This paper uses the Markov switching approach to investigate the role of gold as a hedge or safe haven for Islamic stock market risk. Empirical results reveal on the one hand, the presence of two distinct regimes for all the considered markets, namel
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ff54cd6bf608e4fdefccaf0ca0f2d4c9
https://doi.org/10.1016/j.mulfin.2017.10.001
https://doi.org/10.1016/j.mulfin.2017.10.001
Autor:
Walid Chkili
Publikováno v:
Research in International Business and Finance. 38:22-34
This paper examines the dynamic relationships between gold and stock markets using data for the BRICS counties. For this purpose, we estimate the Asymmetric DCC model for weekly stock and gold data. Our main objective is to examine the time-varying c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6a599f2741de2b4a06c9c9e01854ee6a
https://doi.org/10.1016/j.ribaf.2016.03.005
https://doi.org/10.1016/j.ribaf.2016.03.005
Autor:
Duc Khuong Nguyen, Walid Chkili
Publikováno v:
Research in International Business and Finance. 31:46-56
We use a regime-switching model approach to investigate the dynamic linkages between the exchange rates and stock market returns for the BRICS countries (Brazil, Russia, India, China and South Africa). The univariate analysis indicates that stock ret
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a3a3cd7cac8e47c5e24d05ad7a190a1e
https://doi.org/10.1016/j.ribaf.2013.11.007
https://doi.org/10.1016/j.ribaf.2013.11.007
Publikováno v:
Journal of International Financial Markets, Institutions and Money. 22:738-757
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 dolla
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5fc7f27f3fef597868a467a07a1f88f8
https://doi.org/10.1016/j.intfin.2012.04.009
https://doi.org/10.1016/j.intfin.2012.04.009