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subject:"EU-Staaten"
subject:"Volatility"
~accessRights:"restricted"
~person:"Mensi, Walid"
~subject:"Capital income"
~subject:"Monetary policy"
~subject:"Stock market"
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EU-Staaten
Volatility
Capital income
Monetary policy
Stock market
Estimation
26
Schätzung
26
Spillover effect
17
Spillover-Effekt
17
Volatilität
15
Hedging
12
Aktienmarkt
10
Welt
10
World
10
Portfolio selection
6
Portfolio-Management
6
Spillovers
6
Oil price
5
Ölpreis
5
ARCH model
4
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Börsenkurs
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Kapitaleinkommen
4
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Arabische Golf-Staaten
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Coronavirus
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Rohstoffderivat
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USA
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Virtual currency
3
Virtuelle Währung
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English
21
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Mensi, Walid
Gupta, Rangan
91
Zaremba, Adam
50
Ma, Feng
32
Wohar, Mark E.
32
Tiwari, Aviral Kumar
31
Balcilar, Mehmet
29
Xuan Vinh Vo
28
Bouri, Elie
27
Gil-Alaña, Luis A.
26
Pierdzioch, Christian
26
Bahmani-Oskooee, Mohsen
24
Wang, Yudong
23
Zhang, Yaojie
23
Kang, Sang Hoon
21
Hammoudeh, Shawkat
20
Yoon, Seong-min
20
McMillan, David G.
18
Narayan, Paresh Kumar
18
Salisu, Afees A.
18
Todorov, Viktor
18
Caporale, Guglielmo Maria
17
Jawadi, Fredj
17
Sehgal, Sanjay
17
Demirer, Rıza
16
Lee, Chien-chiang
16
Apergēs, Nikolaos
15
Serletis, Apostolos
15
Zhu, Huiming
15
Kelly, Bryan T.
14
Long, Huaigang
14
Marcellino, Massimiliano
14
Wei, Yu
14
Yin, Libo
14
Bollerslev, Tim
13
Li, Jia
13
Nonejad, Nima
13
Shahbaz, Muhammad
13
Shahzad, Syed Jawad Hussain
13
Wu, Xinyu
13
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The North American journal of economics and finance : a journal of financial economics studies
5
International review of economics & finance : IREF
2
Pacific-Basin finance journal
2
The quarterly review of economics and finance
2
Applied economics
1
Australian economic papers
1
Emerging markets review
1
Energy economics
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
1
International journal of emerging markets
1
International review of financial analysis
1
Journal of international financial markets, institutions & money
1
Research in international business and finance
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ECONIS (ZBW)
21
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1
Oil, gold and international stock markets : extreme spillovers, connectedness and its determinants
Mensi, Walid
;
Ziadat, Salem Adel
;
Al Rababa'a, Abdel Razzaq
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014631290
Saved in:
2
Extreme downside risk connectedness and portfolio hedging among the G10 currencies
Abakah, Emmanuel Joel Aikins
;
Brahim, Mariem
;
Carlotti, …
- In:
International economics : the quarterly journal in …
178
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014578289
Saved in:
3
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
4
Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks
Alomari, Mohammed
;
Selmi, Refk
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
The quarterly review of economics and finance
93
(
2024
),
pp. 210-228
Persistent link: https://www.econbiz.de/10014494645
Saved in:
5
Switching spillovers and connectedness between Sukuk and international Islamic stock markets
Mensi, Walid
;
Lee, Yeonjeong
;
Al Kharusi, Sami
;
Yoon, …
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014534551
Saved in:
6
Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications
Mensi, Walid
;
Aslan, Aylin
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 219-232
Persistent link: https://www.econbiz.de/10014239971
Saved in:
7
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:
8
How macroeconomic factors drive the linkages between inflation and oil markets in global economies? : a multiscale analysis
Mensi, Walid
;
Ur Rehman, Mobeen
;
Hammoudeh, Shawkat
; …
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 212-232
Persistent link: https://www.econbiz.de/10014373763
Saved in:
9
Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets
Mensi, Walid
;
Jiang, Zhuhua
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
Australian economic papers
62
(
2023
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014443716
Saved in:
10
Good and bad high-frequency volatility spillovers among developed and emerging stock markets
Mensi, Walid
;
Nekhili, Ramzi
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International journal of emerging markets
18
(
2023
)
9
,
pp. 2107-2132
Persistent link: https://www.econbiz.de/10014449774
Saved in:
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