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~accessRights:"restricted"
~person:"Mensi, Walid"
~subject:"BRICS-Staaten"
~subject:"Risk"
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BRICS-Staaten
Risk
Volatility
30
Volatilität
29
Spillover effect
25
Spillover-Effekt
25
Oil price
19
Ölpreis
19
Welt
18
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18
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17
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17
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16
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BRICS countries
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Mensi, Walid
Gupta, Rangan
48
Hammoudeh, Shawkat
15
Balcilar, Mehmet
14
Wohar, Mark E.
14
Tiwari, Aviral Kumar
13
Balli, Faruk
11
Demirer, Rıza
11
Lee, Chien-chiang
11
Acharya, Viral V.
10
Marcellino, Massimiliano
10
Salisu, Afees A.
10
Yin, Libo
10
Boonen, Tim J.
9
Gollier, Christian
9
Ji, Qiang
9
Bouri, Elie
8
Gozgor, Giray
8
Shahzad, Syed Jawad Hussain
8
Uddin, Mohammed Gazi Salah
8
Wang, Ruodu
8
Gil-Alaña, Luis A.
7
Kang, Sang Hoon
7
Kelly, Bryan T.
7
Kit, Pong Wong
7
Liu, Yang
7
Mao, Tiantian
7
Sheng, Xin
7
Abakah, Emmanuel Joel Aikins
6
Cai, Jun
6
Chavas, Jean-Paul
6
Demir, Ender
6
Fernández-Villaverde, Jesús
6
Ghossoub, Mario
6
Giglio, Stefano
6
O'Donnell, Rod M.
6
Pistaferri, Luigi
6
Schreyer, Dominik
6
Timmermann, Allan
6
Wong, Wing Keung
6
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The North American journal of economics and finance : a journal of financial economics studies
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of economics & finance : IREF
2
Studies in economics and finance
2
Review of international economics
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
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ECONIS (ZBW)
12
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1
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:
2
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:
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
Can COVID-19 deaths and confirmed cases predict the uncertainty indexes? : a multiscale analysis
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Studies in economics and finance
40
(
2023
)
3
,
pp. 569-587
Persistent link: https://www.econbiz.de/10014252637
Saved in:
5
Dynamic frequency relationships between bitcoin, oil, gold and economic policy uncertainty index
Hazgui, Samah
;
Sebai, Saber
;
Mensi, Walid
- In:
Studies in economics and finance
39
(
2022
)
3
,
pp. 419-443
Persistent link: https://www.econbiz.de/10013355177
Saved in:
6
Green bonds and oil price shocks and uncertainty : a safe haven analysis
Mokni, Khaled
;
Mensi, Walid
;
Hammoudeh, Shawkat
;
Ajmi, …
- In:
International economics : a journal published by CEPII …
172
(
2022
),
pp. 238-254
Persistent link: https://www.econbiz.de/10014339415
Saved in:
7
Can uncertainty indices predict Bitcoin prices? : a revisited analysis using partial and multivariate wavelet approaches
Al-Yahyaee, Khamis Hamed
;
Ur Rehman, Mobeen
;
Mensi, Walid
; …
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 47-56
Persistent link: https://www.econbiz.de/10012269150
Saved in:
8
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
Saved in:
9
Tail dependence structures between economic policy uncertainty and foreign exchange markets : nonparametric quantiles methods
Al-Yahyaee, Khamis Hamed
;
Shahzad, Syed Jawad Hussain
; …
- In:
International economics : a journal published by CEPII …
161
(
2020
),
pp. 66-82
Persistent link: https://www.econbiz.de/10012642528
Saved in:
10
Analyzing time-frequency co-movements across gold and oil prices with BRICS stock markets : a VaR based on wavelet approach
Mensi, Walid
;
Hkiri, Besma
;
Al-Yahyaee, Khamis Hamed
; …
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 74-102
Persistent link: https://www.econbiz.de/10012033348
Saved in:
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