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person:"Vespignani, Joaquin L."
~person:"Hammoudeh, Shawkat"
~person:"Mensi, Walid"
~subject:"VAR-Modell"
~subject:"Volatility"
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Search: subject_exact:"BRICS-Länder"
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VAR-Modell
Volatility
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Vespignani, Joaquin L.
Hammoudeh, Shawkat
Mensi, Walid
Gupta, Rangan
7
Kang, Sang Hoon
6
Amanjot Singh
5
Belke, Ansgar
5
Dreger, Christian
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Dubova, Irina
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Bouri, Elie
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Caporale, Guglielmo Maria
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Naeem, Muhammad Abubakr
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Panda, Pradiptarathi
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Ji, Qiang
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Kaur, Parneet
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Nguyen, Duc Khuong
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Pérez Amaral, Teodosio
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Roy, Saikat Sinha
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Salisu, Afees A.
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Al-Mohamad, Somar
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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The world economy : the leading journal on international economic relations
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1
Spillovers and connectedness among BRICS stock markets, cryptocurrencies, and uncertainty : evidence from the quantile vector autoregression network
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
;
Rehman, Mohd Ziaur
- In:
Emerging markets review
54
(
2023
),
pp. 1-41
Persistent link: https://www.econbiz.de/10014337165
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2
Analysing systemic risk and time-frequency quantile dependence between crude oil prices and BRICS equity markets indices : a new look
Tiwari, Aviral Kumar
;
Trabelsi, Nader
;
Alqahtani, Faisal
; …
- In:
Energy economics
83
(
2019
),
pp. 445-466
Persistent link: https://www.econbiz.de/10012176162
Saved in:
3
Analyzing time-frequency co-movements across gold and oil prices with BRICS stock markets : a VaR based on wavelet approach
Mensi, Walid
;
Hkiri, Besma
;
Al-Yahyaee, Khamis Hamed
; …
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 74-102
Persistent link: https://www.econbiz.de/10012033348
Saved in:
4
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:
5
Global financial crisis and spillover effects among the U.S. and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 257-276
Persistent link: https://www.econbiz.de/10011625114
Saved in:
6
Dynamic global linkages of the brics stock markets with the United States and Europe under external crisis shocks : implications for portfolio risk forecasting
Hammoudeh, Shawkat
;
Kang, Sang Hoon
;
Mensi, Walid
; …
- In:
The world economy : the leading journal on …
39
(
2016
)
11
,
pp. 1703-1727
Persistent link: https://www.econbiz.de/10011584204
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