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~accessRights:"restricted"
~language:"eng"
~language:"nor"
~language:"und"
~person:"Chan, Kam C."
~person:"Hammoudeh, Shawkat"
~person:"Mensi, Walid"
~person:"Tiwari, Aviral Kumar"
~source:"econis"
~subject:"Kapitaleinkommen"
~subject:"Portfolio selection"
~subject:"State space model"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles of several authors"
~type_genre:"Rezension"
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Kapitaleinkommen
Portfolio selection
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Welt
123
World
123
Volatility
119
Volatilität
119
Estimation
100
Schätzung
100
Stock market
96
Aktienmarkt
95
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95
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95
Spillover effect
83
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80
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Collection of articles of several authors
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Chan, Kam C.
Hammoudeh, Shawkat
Mensi, Walid
Tiwari, Aviral Kumar
Gupta, Rangan
122
Zaremba, Adam
85
Bouri, Elie
64
Fabozzi, Frank J.
42
Wohar, Mark E.
42
Kang, Sang Hoon
40
Ma, Feng
40
Narayan, Paresh Kumar
39
Wang, Yudong
39
Shahzad, Syed Jawad Hussain
38
Xuan Vinh Vo
36
Ur Rehman, Mobeen
34
Demirer, Rıza
33
Umar, Zaghum
33
Zhang, Wei
31
Zhang, Yaojie
30
Goodell, John W.
29
Lee, Cheng F.
29
Escobar, Marcos
27
Nguyen, Duc Khuong
27
Shen, Dehua
27
McMillan, David G.
26
Xiong, Xiong
26
Balcilar, Mehmet
25
Li, Bin
25
Yoon, Seong-min
25
Yin, Libo
24
Cakici, Nusret
23
Roubaud, David
23
Uddin, Mohammed Gazi Salah
23
Auer, Benjamin R.
22
Wong, Wing Keung
22
Zhong, Angel
22
Long, Huaigang
21
Pierdzioch, Christian
21
Salisu, Afees A.
21
Jawadi, Fredj
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Energy economics
14
The North American journal of economics and finance : a journal of financial economics studies
13
Applied economics
11
Finance research letters
10
International review of financial analysis
7
Research in international business and finance
5
Emerging markets review
4
International journal of finance & economics : IJFE
4
International review of economics & finance : IREF
4
Pacific-Basin finance journal
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied economics letters
3
Economic modelling
3
Journal of international financial markets, institutions & money
3
Computational economics
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
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Global finance journal
2
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2
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
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Studies in economics and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The quarterly review of economics and finance
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Australian economic papers
1
Economic systems
1
Financial modeling and risk management of energy and environmental instruments and derivates
1
International journal of emerging markets
1
Journal of economic behavior & organization : JEBO
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Journal of economics and finance
1
Journal of quantitative economics
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Macroeconomics and finance in emerging market economies
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Review of behavioral finance : RBF
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Structural change and economic dynamics : SC+ED
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Technological forecasting & social change : an international journal
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The journal of asset management
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The journal of financial research : the journal of the Southern Finance Association and the Southwestern Finance Association
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ECONIS (ZBW)
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1
Are clean energy markets hedges for stock markets? : a tail quantile connectedness regression
Ziadat, Salem Adel
;
Mensi, Walid
;
Al Kharusi, Sami
; …
- In:
Energy economics
136
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10015046934
Saved in:
2
The conditional impact of market conditions, volatility and liquidity shocks on the arbitrage opportunities during pre-COVID and COVID periods
Lakshmi, Vdmv
;
Sisodia, Garima
;
Joseph, Anto
;
Tiwari, …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
3
,
pp. 3007-3022
Persistent link: https://www.econbiz.de/10014635273
Saved in:
3
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:
4
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:
5
Frequency connectedness between DeFi and cryptocurrency markets
Mensi, Walid
;
Gubareva, Mariya
;
Kang, Sang Hoon
- In:
The quarterly review of economics and finance
93
(
2024
),
pp. 12-27
Persistent link: https://www.econbiz.de/10014494633
Saved in:
6
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:
7
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Tarchella, Salma
;
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451553
Saved in:
8
Tail risk intersection between tech-tokens and tech-stocks
Abdullah, Mohammad
;
Sarker, Provash Kumer
;
Abakah, …
- In:
Global finance journal
61
(
2024
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014635967
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
Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets
Ugolini, Andrea
;
Reboredo, Juan Carlos
;
Mensi, Walid
- In:
Finance research letters
53
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014472526
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