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~accessRights:"restricted"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Mensi, Walid"
~person:"Regan, Aidan"
~subject:"Volatility"
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Volatility
Volatilität
60
Estimation
57
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57
Aktienmarkt
55
Stock market
55
Spillover effect
47
Spillover-Effekt
47
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Caporale, Guglielmo Maria
Mensi, Walid
Regan, Aidan
Gupta, Rangan
137
Ma, Feng
89
Bouri, Elie
85
Tiwari, Aviral Kumar
60
Zhang, Yaojie
42
Hammoudeh, Shawkat
41
Wohar, Mark E.
39
Wang, Yudong
38
Kang, Sang Hoon
37
Liang, Chao
37
Xuan Vinh Vo
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Lucey, Brian M.
35
Wei, Yu
35
Bahmani-Oskooee, Mohsen
34
Balcilar, Mehmet
34
Demirer, Rıza
34
Ji, Qiang
34
Roubaud, David
34
Corbet, Shaen
33
Pierdzioch, Christian
33
McAleer, Michael
28
Salisu, Afees A.
28
Shahzad, Syed Jawad Hussain
27
Yin, Libo
27
Kumar, Dilip
26
Jawadi, Fredj
25
Lau, Chi Keung
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Umar, Zaghum
24
Gillas, Konstantinos Gkillas
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Serletis, Apostolos
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22
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Zhu, Huiming
22
Bollerslev, Tim
21
Degiannakis, Stavros
21
Ryu, Doojin
21
Wang, Jiqian
21
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The North American journal of economics and finance : a journal of financial economics studies
9
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
7
Finance research letters
6
Energy economics
5
International review of economics & finance : IREF
4
Journal of international financial markets, institutions & money
4
Research in international business and finance
4
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
2
International review of financial analysis
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Journal of international money and finance
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China economic review : an international journal
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ECONIS (ZBW)
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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
Aggregate insider trading and stock market volatility in the UK
Caporale, Guglielmo Maria
;
Kyriacou, Kyriacos
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014490042
Saved in:
6
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:
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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