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isPartOf:"Jahrbücher für Nationalökonomie und Statistik"
subject:"Schätzung"
~accessRights:"restricted"
~isPartOf:"Economic modelling"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working paper"
~person:"Chang, Chia-Lin"
~person:"Kang, Sang Hoon"
~person:"Lahrèche-Révil, Amina"
~person:"Uddin, Mohammed Gazi Salah"
~subject:"Factor models"
~subject:"Immobilienpreis"
~subject:"Portfolio-Management"
~subject:"Taiwan"
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Schätzung
Factor models
Immobilienpreis
Portfolio-Management
Taiwan
Estimation
11
Portfolio selection
5
Spillover effect
5
Spillover-Effekt
5
Volatility
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Chang, Chia-Lin
Kang, Sang Hoon
Lahrèche-Révil, Amina
Uddin, Mohammed Gazi Salah
Gupta, Rangan
12
Zhu, Huiming
8
Chen, Shyh-Wei
6
Hau, Liya
6
Mensi, Walid
6
Pierdzioch, Christian
6
Salisu, Afees A.
6
Yoon, Seong-min
6
Apergēs, Nikolaos
5
Jiang, Cuixia
5
Lee, Chien-chiang
5
Xu, Qifa
5
Arčabić, Vladimir
4
Chen, Mei-Ping
4
Dai, Zhifeng
4
Nonejad, Nima
4
Panagiōtidēs, Theodōros
4
Wagner, Joachim
4
Xuan Vinh Vo
4
Yang, Chunpeng
4
Zaremba, Adam
4
Al-Yahyaee, Khamis Hamed
3
Balcilar, Mehmet
3
Belke, Ansgar
3
Chang, Chun Ping
3
Dong, Xiyong
3
Hamori, Shigeyuki
3
Holtemöller, Oliver
3
Hur, Joonyoung
3
Jawadi, Fredj
3
Ji, Qiang
3
Jin, Xiu
3
Jung, Hojin
3
Kim, Jong-Min
3
Klose, Jens
3
Liu, Li
3
Louhichi, Waël
3
Lucey, Brian M.
3
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Jahrbücher für Nationalökonomie und Statistik
Economic modelling
The North American journal of economics and finance : a journal of financial economics studies
Working paper
Energy economics
4
International review of economics & finance : IREF
4
Asian economic papers
3
Pacific-Basin finance journal
3
Applied economics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
International journal of emerging markets
1
International review of financial analysis
1
Journal of financial stability
1
Journal of international financial markets, institutions & money
1
Journal of multinational financial management
1
Research in international business and finance
1
Review of international economics
1
Risk management : an international journal
1
The quarterly review of economics and finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
11
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1
Spillover and connectedness among G7 real estate investment trusts : the effects of investor sentiment and global factors
Mensi, Walid
;
Gubareva, Mariya
;
Teplova, Tamara V.
; …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014483749
Saved in:
2
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
3
Do cryptocurrencies provide better hedging? : Evidence from major equity markets during COVID-19 pandemic
Maitra, Debasish
;
Ur Rehman, Mobeen
;
Dash, Saumya Ranjan
; …
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013539022
Saved in:
4
Dynamic spillover and connectedness between oil futures and European bonds
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Xuan Vinh Vo
; …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012822033
Saved in:
5
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
6
Why cryptocurrency markets are inefficient : the impact of liquidity and volatility
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012654953
Saved in:
7
Multi-scale causality and extreme tail inter-dependence among housing prices
Kang, Sang Hoon
;
Uddin, Mohammed Gazi Salah
;
Ahmed, Ali M.
- In:
Economic modelling
70
(
2018
),
pp. 301-309
Persistent link: https://www.econbiz.de/10012027930
Saved in:
8
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
Saved in:
9
Herding behavior, market sentiment and volatility : will the bubble resume?
Bekiros, Stelios
;
Jlassi, Mouna
;
Lucey, Brian M.
; …
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 107-131
Persistent link: https://www.econbiz.de/10011938084
Saved in:
10
The short-term persistence of international mutual fund performance
Vidal-García, Javier
;
Vidal, Marta
;
Boubaker, Sabri
; …
- In:
Economic modelling
52
(
2016
),
pp. 926-938
Persistent link: https://www.econbiz.de/10011643109
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