Walid Chkili : Citation Profile


Are you Walid Chkili?

Université de Tunis El Manar

8

H index

8

i10 index

609

Citations

RESEARCH PRODUCTION:

12

Articles

6

Papers

RESEARCH ACTIVITY:

   10 years (2011 - 2021). See details.
   Cites by year: 60
   Journals where Walid Chkili has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 13 (2.09 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch1017
   Updated: 2024-01-16    RAS profile: 2021-12-28    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Walid Chkili.

Is cited by:

Salisu, Afees (19)

GUPTA, RANGAN (11)

Filis, George (11)

Degiannakis, Stavros (10)

Yoon, Seong-Min (8)

Bouri, Elie (8)

Shahzad, Syed Jawad Hussain (8)

Nguyen, Duc Khuong (7)

Tiwari, Aviral (7)

Cuestas, Juan (6)

Tang, Bo (6)

Cites to:

Hammoudeh, Shawkat (66)

Nguyen, Duc Khuong (62)

Aloui, Chaker (31)

Chang, Chia-Lin (24)

Tansuchat, Roengchai (23)

Bollerslev, Tim (21)

AROURI, Mohamed (20)

lucey, brian (16)

Lahiani, Amine (16)

Mensi, walid (15)

Baur, Dirk (14)

Main data


Where Walid Chkili has published?


Journals with more than one article published# docs
Economics Bulletin3
Journal of International Financial Markets, Institutions and Money2
Research in International Business and Finance2

Working Papers Series with more than one paper published# docs
Working Papers / Department of Research, Ipag Business School4

Recent works citing Walid Chkili (2024 and 2023)


YearTitle of citing document
2023The Impact of COVID-19 and the Russia-Ukraine Conflict on the Relationship Between the US Islamic Stock Index, Bitcoin, and Commodities. (2023). Abdullah, Ahmad Monir. In: Asian Economics Letters. RePEc:ayb:jrnael:88.

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2023.

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2023Examination of the impacts of the immediate interest rate of the United States and the VIX on the Dow Jones Islamic Market Index. (2023). Perezmontiel, Jose A ; Ozcelebi, Oguzhan. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1157-1180.

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2023How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? Evidence from major currencies. (2023). Huang, Jianglu ; Qi, Zikang ; Wang, Xinyu. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003923.

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2023Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method. (2023). Zhang, Shuguang ; Huang, Qian ; Wang, Xiangning. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000621.

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2023Following the leaders? A study of co-movement and volatility spillover in BRICS currencies. (2023). Roy, Saikat Sinha ; Das, Suman. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000425.

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2023State transformation of information spillover in asset markets and effective dynamic hedging strategies. (2023). Tsai, I-Chun ; Lin, Che-Chun ; Wang, Yu-Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002880.

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2023Understanding interconnections among steel, coal, iron ore, and financial assets in the US and China using an advanced methodology. (2023). Tiwari, Aviral ; Roubaud, David ; Ghasemi, Hamid Reza ; Gholami, Samad ; Asadi, Mehrad. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003058.

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2023Gold and CoVid-19: Uncovering the safe haven hypothesis with dynamic MSR modeling. (2023). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Goutte, Stéphane ; Xidonas, Panos. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003745.

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2023How do stock prices respond to the leading economic indicators? Analysis of large and small shocks. (2023). Chen, Zhonglu ; Liu, Jing. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006079.

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2023Global economic policy uncertainty and oil futures volatility prediction. (2023). Zhao, Ling. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000673.

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2023The Chinese oil futures volatility: Evidence from high-low estimator information. (2023). Song, Juan ; Wang, Yubao ; Huang, Xiaozhou. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004804.

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2023Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model. (2023). Lee, Hsiang-Tai. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028323000030.

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2023The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies. (2023). Alshater, Muneer M ; el Khoury, Rim ; Tian, Maoxi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001846.

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2023Hedging effectiveness of bitcoin and gold: Evidence from G7 stock markets. (2023). Kinkyo, Takuji ; Xu, Lei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s104244312300032x.

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2023Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic. (2023). Stankov, Petar ; Mensi, Walid ; Enilov, Martin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000642.

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2023Dynamic linkages between Islamic equity indices, oil prices, gold prices, and news-based uncertainty: New insights from partial and multiple wavelet coherence. (2023). Suleman, Muhammad Tahir ; Sharif, Arshian ; Khan, Farhad. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006560.

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2023Diversification, hedge, and safe-haven properties of gold and bitcoin with portfolio implications during the Russia–Ukraine war. (2023). Ustaoglu, Erkan. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723005020.

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2023In search of hedges and safe havens during the COVID?19 pandemic: Gold versus Bitcoin, oil, and oil uncertainty. (2023). Makram, Beljid ; Chaibi, Anis ; Boubaker, Sabri ; Al-Nassar, Nassar S. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:318-332.

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2023Connectedness between Defi assets and equity markets during COVID-19: A sector analysis. (2023). Yousaf, Imran ; Tolentino, Marta ; Jareo, Francisco. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:187:y:2023:i:c:s0040162522006953.

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2023Is Cross-Hedging Effective for Mitigating Equity Investment Risks in the Indian Banking Sector?. (2023). Jose, Nithin. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09383-7.

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2023Hedging the Risks of MENA Stock Markets with Gold: Evidence from the Spectral Approach. (2023). Essaadi, Essahbi ; Bouri, Elie ; Ourir, Awatef. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10204-8.

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2023The words have power: the impact of news on exchange rates. (2023). Shugliashvili, Teona. In: FFA Working Papers. RePEc:prg:jnlwps:v:5:y:2023:id:5.006.

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2023Asymmetric Effects of Commodity Prices on Stock Returns of BRICS Countries. (2023). Singla, Ravi ; Kaur, Parminder. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2023:i:1:p:145-164.

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2023Dynamic correlation and hedging strategy between Bitcoin prices and stock market during the Russo-Ukrainian war. (2023). Chkili, Walid ; Gaies, Mariem. In: Eurasian Economic Review. RePEc:spr:eurase:v:13:y:2023:i:2:d:10.1007_s40822-023-00231-1.

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2023Diversification evidence of bitcoin and gold from wavelet analysis. (2023). Zhang, Changyong ; Husain, Afzol ; Bhuiyan, Rubaiyat Ahsan. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00495-1.

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2023World pandemic uncertainty and German stock market: evidence from Markov regime-switching and Fourier based approaches. (2023). Kirikkaleli, Dervis ; Adebayo, Tomiwa Sunday ; Athari, Seyed Alireza. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:2:d:10.1007_s11135-022-01435-4.

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2023Hedging against risks associated with travel and tourism stocks during COVID?19 pandemic: The role of gold. (2023). Salisu, Afees ; Sikiru, Abdulsalam Abidemi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1872-1882.

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2023Co?movement of foreign exchange rate returns and stock market returns in an emerging market: Evidence from the wavelet coherence approach. (2023). Kirikkaleli, Dervis ; Abbas, Syed Kumail ; Gokmenoglu, Korhan K ; He, Xingxing. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1994-2005.

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2023The euro to dollar exchange rate in the Covid?19 era: Evidence from spectral causality and Markov?switching estimation. (2023). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Daglis, Theodoros ; Melissaropoulos, Ioannis G. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2037-2055.

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2023Stock market reaction to macroeconomic variables: An assessment with dynamic autoregressive distributed lag simulations. (2023). Khan, Muhammad Fayaz ; Teng, Jianzhou. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2436-2448.

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Works by Walid Chkili:


YearTitleTypeCited
2011Modeling the volatility of Mediterranean stock markets: a regime-switching approach In: Economics Bulletin.
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article5
2012Is currency risk priced for emerging stock markets? In: Economics Bulletin.
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article0
2015Gold–oil prices co-movements and portfolio diversification implications In: Economics Bulletin.
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article1
2011Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach In: Emerging Markets Review.
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article103
2014Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory In: Energy Economics.
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article175
2014Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 175
paper
2014Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 175
paper
2012Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates In: Journal of International Financial Markets, Institutions and Money.
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article43
2014Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter? In: Journal of International Financial Markets, Institutions and Money.
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article35
2021Does bitcoin provide hedge to Islamic stock markets for pre- and during COVID-19 outbreak? A comparative analysis with gold In: Resources Policy.
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article14
2017Is gold a hedge or safe haven for Islamic stock market movements? A Markov switching approach In: Journal of Multinational Financial Management.
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article20
2014Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries In: Research in International Business and Finance.
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article112
2014Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 112
paper
2016Dynamic correlations and hedging effectiveness between gold and stock markets: Evidence for BRICS countries In: Research in International Business and Finance.
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article86
2019An artificial neural network augmented GARCH model for Islamic stock market volatility: Do asymmetry and long memory matter? In: Working Papers.
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2013Long memory and asymmetry in the volatility of commodity markets and Basel Accord: choosing between models In: Working Papers.
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2015Gold-oil prices co-movements and portfolio diversification implications In: MPRA Paper.
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paper4
2021Modeling Bitcoin price volatility: long memory vs Markov switching In: Eurasian Economic Review.
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article3

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