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~accessRights:"free"
~accessRights:"restricted"
~person:"Al-Yahyaee, Khamis Hamed"
~subject:"Impact assessment"
~subject:"Spillover-Effekt"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Impact assessment
Spillover-Effekt
Spillover effect
9
Aktienmarkt
4
Estimation
4
Schätzung
4
Stock market
4
Volatility
4
Volatilität
4
Commodity derivative
3
Hedging
3
Oil price
3
Risikomanagement
3
Risk management
3
Rohstoffderivat
3
Spillover index
3
Welt
3
World
3
Ölpreis
3
Anleihe
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Arabische Golf-Staaten
2
Bond
2
Börsenkurs
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Capital income
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Connectedness network
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Copula
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Emerging economies
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Gulf countries
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Hedging effectiveness
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Islamic finance
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Islamisches Finanzsystem
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Kapitaleinkommen
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Multivariate Verteilung
2
Multivariate distribution
2
Oil prices
2
Portfolio selection
2
Portfolio-Management
2
Risikomaß
2
Risk measure
2
Risk spillovers
2
Schwellenländer
2
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Article
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Article in journal
Aufsatz in Zeitschrift
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English
9
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Al-Yahyaee, Khamis Hamed
Kang, Sang Hoon
61
Mensi, Walid
49
Xuan Vinh Vo
48
Bouri, Elie
39
Tiwari, Aviral Kumar
35
Gupta, Rangan
32
Umar, Zaghum
32
Yousaf, Imran
28
Yoon, Seong-min
26
Balli, Faruk
24
Hammoudeh, Shawkat
24
Shahzad, Syed Jawad Hussain
24
Lucey, Brian M.
21
Ji, Qiang
20
Uddin, Mohammed Gazi Salah
20
Audretsch, David B.
19
Gubareva, Mariya
19
Naeem, Muhammad Abubakr
19
Wang, Gang-Jin
19
Yarovaya, Larisa
18
Gabauer, David
17
Lau, Chi Keung
17
Goodell, John W.
16
Ur Rehman, Mobeen
16
Abakah, Emmanuel Joel Aikins
15
Syed Mabruk Billah
15
Roubaud, David
14
Hamori, Shigeyuki
13
Hernandez, Jose Arreola
13
Belitski, Maksim
12
Corbet, Shaen
12
Maitra, Debasish
12
Teplova, Tamara V.
12
Wohar, Mark E.
12
Aldieri, Luigi
11
Chi, Xie
11
El Khoury, Rim
11
Lee, Chien-chiang
11
Ngo Thai Hung
11
Vinci, Concetto Paolo
11
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Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Finance research letters
1
International review of economics & finance : IREF
1
Journal of international financial markets, institutions & money
1
Pacific-Basin finance journal
1
The North American journal of economics and finance : a journal of financial economics studies
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
9
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1
Frequency spillovers and portfolio risk implications between Sukuk, Islamic stock and emerging stock markets
Mensi, Walid
;
Ur Rehman, Mobeen
;
Maitra, Debasish
; …
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 139-157
Persistent link: https://www.econbiz.de/10014461547
Saved in:
2
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:
3
Is the Korean housing market following Gangnam style?
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
4
,
pp. 2041-2072
Persistent link: https://www.econbiz.de/10012622462
Saved in:
4
Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? : a portfolio risk analysis
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 96-113
Persistent link: https://www.econbiz.de/10013175750
Saved in:
5
Risk spillovers and hedging effectiveness between major commodities, and Islamic and conventional GCC banks
Mensi, Walid
;
Hammoudeh, Shawkat
;
Al-Jarrah, Idries …
- In:
Journal of international financial markets, …
60
(
2019
),
pp. 68-88
Persistent link: https://www.econbiz.de/10012127964
Saved in:
6
Energy, precious metals, and GCC stock markets : is there any risk spillover?
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Sensoy, Ahmet
; …
- In:
Pacific-Basin finance journal
56
(
2019
),
pp. 45-70
Persistent link: https://www.econbiz.de/10012169554
Saved in:
7
Dynamic volatility spillovers and connectedness between global, regional, and GIPSI stock markets
Mensi, Walid
;
Boubaker, Ferihane Zaraa
;
Al-Yahyaee, …
- In:
Finance research letters
25
(
2018
),
pp. 230-238
Persistent link: https://www.econbiz.de/10012003543
Saved in:
8
Extreme dependence and risk spillovers between oil and Islamic stock markets
Shahzad, Syed Jawad Hussain
;
Mensi, Walid
;
Hammoudeh, …
- In:
Emerging markets review
34
(
2018
),
pp. 42-63
Persistent link: https://www.econbiz.de/10012114666
Saved in:
9
Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Energy economics
67
(
2017
),
pp. 476-495
Persistent link: https://www.econbiz.de/10011897955
Saved in:
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