Concepedia
Statistics
Publications
13
Citations
1.3K
H-Index
Active since
2011
Affiliations
Tunis El Manar University(Current)
University of Carthage
University of Monastir
IPAG Business School
Tunis University
Walid Chkili is an author at Tunis El Manar University specializing in business, finance, and asset pricing.
Top concepts
FinanceBusinessAsset PricingEconomicsFinancial EconomicsGlobal FinanceVolatility ModelingManagementExchange RateMultivariate Stochastic Volatility
Publications per year
2011–2022
Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries
Walid Chkili, Duc Khuong Nguyen · Research in International Business and Finance · 2013 · 267 citations
Economics, Exchange Rate Regimes, Financial Economics +10
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory
Walid Chkili, Shawkat Hammoudeh, Duc Khuong Nguyen · Energy Economics · 2013 · 226 citations
Economics, Multivariate Stochastic Volatility, Volatility Modeling +13
Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach
Walid Chkili, Chaker Aloui, Omar Masood et al. · Emerging Markets Review · 2011 · 226 citations · Full text
Volatility Modeling, Economics, Financial Economics +12
Dynamic correlations and hedging effectiveness between gold and stock markets: Evidence for BRICS countries
Walid Chkili · Research in International Business and Finance · 2016 · 170 citations
Empirical Finance, Economics, Financial Economics +9
Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates
Walid Chkili, Chaker Aloui, Duc Khuong Nguyen · Journal of International Financial Markets Institutions and Money · 2012 · 79 citations
Economics, Volatility Modeling, Multivariate Stochastic Volatility +9
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