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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Mensi, Walid"
~subject:"ARCH-Modell"
~subject:"Spillover effect"
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Kapitaleinkommen
ARCH-Modell
Spillover effect
Estimation
6
Schätzung
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Spillover-Effekt
4
Volatility
4
Volatilität
4
Hedging
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ARCH model
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Aktienmarkt
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Mensi, Walid
Gupta, Rangan
8
Todorov, Viktor
8
Kang, Sang Hoon
6
Bollerslev, Tim
5
Zakoïan, Jean-Michel
5
Francq, Christian
4
Xiu, Dacheng
4
Xuan Vinh Vo
4
Andersen, Torben
3
Dai, Zhifeng
3
Hau, Liya
3
Kim, Donggyu
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McAleer, Michael
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Paolella, Marc S.
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Pierdzioch, Christian
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Rombouts, Jeroen V. K.
3
Tauchen, George Eugene
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Ur Rehman, Mobeen
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Yang, Chunpeng
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Zhou, Liyun
3
Zhu, Huiming
3
Al-Yahyaee, Khamis Hamed
2
Andreou, Elena
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Asai, Manabu
2
Aït-Sahalia, Yacine
2
Caporin, Massimiliano
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Chang, Chia-Lin
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Chen, Na
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Cho, Hoon
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Guerello, Chiara
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Jin, Xiu
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Jung, Hojin
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Kim, Dong H.
2
Kim, Jong-Min
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Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
International review of economics & finance : IREF
2
Journal of international financial markets, institutions & money
2
Pacific-Basin finance journal
2
Australian economic papers
1
Borsa Istanbul Review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
1
International journal of emerging markets
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International review of financial analysis
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Research in international business and finance
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ECONIS (ZBW)
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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
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:
4
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:
5
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
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