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~accessRights:"restricted"
~language:"eng"
~language:"ita"
~language:"lit"
~person:"Goodhart, Charles A. E."
~person:"Machin, Stephen"
~person:"Mensi, Walid"
~subject:"Geldpolitik"
~subject:"Volatility"
~subject:"Ölpreis"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Geldpolitik
Volatility
Ölpreis
Spillover effect
42
Spillover-Effekt
42
Volatilität
41
Aktienmarkt
38
Stock market
38
Welt
34
World
34
Estimation
27
Schätzung
27
Oil price
26
Hedging
23
Portfolio selection
23
Portfolio-Management
23
Börsenkurs
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Share price
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Coronavirus
14
Risikomaß
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Risk measure
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USA
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ARCH model
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Gold
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Großbritannien
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Theorie
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COVID-19
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Article
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52
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Goodhart, Charles A. E.
Machin, Stephen
Mensi, Walid
Gupta, Rangan
173
Ma, Feng
93
Bouri, Elie
86
Tiwari, Aviral Kumar
73
Hammoudeh, Shawkat
58
Wang, Yudong
54
Wohar, Mark E.
50
Zhang, Yaojie
50
Ji, Qiang
49
Lucey, Brian M.
46
Xuan Vinh Vo
45
Kang, Sang Hoon
43
Serletis, Apostolos
43
Balcilar, Mehmet
41
Demirer, Rıza
41
Bahmani-Oskooee, Mohsen
38
Corbet, Shaen
38
Liang, Chao
38
Salisu, Afees A.
38
Wei, Yu
35
Roubaud, David
34
Jawadi, Fredj
33
Shahzad, Syed Jawad Hussain
33
Wen, Fenghua
33
Apergēs, Nikolaos
32
Yin, Libo
32
Lee, Chien-chiang
31
Lau, Chi Keung
30
Pierdzioch, Christian
30
Shahbaz, Muhammad
30
Umar, Zaghum
30
McAleer, Michael
27
Ryu, Doojin
27
Wang, Shouyang
27
Zhu, Huiming
27
Filis, George
26
Narayan, Paresh Kumar
26
Belke, Ansgar
25
Gillas, Konstantinos Gkillas
25
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The North American journal of economics and finance : a journal of financial economics studies
12
Energy economics
6
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
6
Finance research letters
5
International review of economics & finance : IREF
4
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
2
Journal of international financial markets, institutions & money
2
Australian economic papers
1
Economic modelling
1
Emerging markets review
1
Financial history review
1
International journal of emerging markets
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of financial stability
1
Open economies review
1
Research in international business and finance
1
Studies in economics and finance
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
The world economy : the leading journal on international economic relations
1
Topics in macroeconomics
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ECONIS (ZBW)
52
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1
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:
2
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:
3
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:
4
Frequency interdependence and portfolio management between gold, oil and sustainability stock markets
Nekhili, Ramzi
;
Ziadat, Salem Adel
;
Mensi, Walid
- In:
International economics : the quarterly journal in …
178
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014578360
Saved in:
5
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:
6
Bank credit, inflation, and default risks over an infinite horizon
Goodhart, Charles A. E.
;
Tsomocos, Dimitrios P.
;
Wang, Xuan
- In:
Journal of financial stability
67
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014455477
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
Frequency interdependence and portfolio management between gold, oil and sustainability stock markets
Nekhili, Ramzi
;
Ziadat, Salem Adel
;
Mensi, Walid
- In:
International economics : a journal published by CEPII …
176
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014468604
Saved in:
9
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:
10
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:
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