Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure? R Aloui, MSB Aïssa, DK Nguyen Journal of Banking & Finance 35 (1), 130-141, 2011 | 729 | 2011 |
Conditional dependence structure between oil prices and exchange rates: a copula-GARCH approach R Aloui, MSB Aïssa, DK Nguyen Journal of International Money and Finance 32, 719-738, 2013 | 392 | 2013 |
A time-varying copula approach to oil and stock market dependence: The case of transition economies R Aloui, S Hammoudeh, DK Nguyen Energy Economics 39, 208-221, 2013 | 270 | 2013 |
Uncertainty and crude oil returns R Aloui, R Gupta, SM Miller Energy Economics 55, 92-100, 2016 | 253 | 2016 |
Relationship between oil, stock prices and exchange rates: A vine copula based GARCH method R Aloui, MSB Aïssa The North American Journal of Economics and Finance 37, 458-471, 2016 | 132 | 2016 |
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management R Aloui, MSB Aïssa, S Hammoudeh, DK Nguyen Energy Economics 42, 332-342, 2014 | 85 | 2014 |
Machine learning models and cost-sensitive decision trees for bond rating prediction SB Jabeur, A Sadaaoui, A Sghaier, R Aloui Journal of the Operational Research Society 71 (8), 1161-1179, 2020 | 55 | 2020 |
Tail risk spillovers from China to G7 stock market returns during the COVID-19 outbreak: A market and sectoral analysis R Aloui, S Ben Jabeur, W Mefteh Salma Research in International Business and Finance, https://doi.org/10.1016/j …, 2022 | 16 | 2022 |
A wavelet-based copula approach for modeling market risk in agricultural commodity markets R Aloui, MSB Aissa, DK Nguyen Department of Research, Ipag Business School Working Papers, 2014 | 5 | 2014 |
A Copula Approach to Dependence Structure in Petroleum Markets R Aloui, MSB Aïssa, DK Nguyen Rethinking Valuation and Pricing Models, 317-329, 2013 | 1 | 2013 |
Journal of International Money and Finance R Aloui, MSB Aïssa, DK Nguyen Journal of International Money and Finance 32, 719-738, 2013 | | 2013 |