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~isPartOf:"Applied economics letters"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~language:"ron"
~person:"Hamori, Shigeyuki"
~person:"Mensi, Walid"
~subject:"Commodity derivative"
~subject:"EU countries"
~subject:"Entwicklungsländer"
~subject:"Lieferkette"
~subject:"Panel study"
~subject:"Schätzung"
~subject:"Spillover effect"
~subject:"Theory"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Case study"
~type_genre:"Handbuch"
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Commodity derivative
EU countries
Entwicklungsländer
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Panel study
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Spillover effect
Theory
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Estimation
13
Spillover-Effekt
13
Volatility
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Volatilität
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Welt
9
World
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Hamori, Shigeyuki
Mensi, Walid
Chang, Tsangyao
40
Gupta, Rangan
24
Pierdzioch, Christian
15
Su, Chi-Wei
15
Afonso, António
14
Gil-Alaña, Luis A.
13
Kang, Sang Hoon
13
Sosvilla-Rivero, Simón
13
Apergēs, Nikolaos
11
Bahmani-Oskooee, Mohsen
11
Lee, Chien-chiang
11
Goel, Rajeev K.
10
Afonso, Oscar
9
Cook, Steven
9
Lee, Chia-hao
9
Wohar, Mark E.
9
Yoon, Seong-min
9
Zhu, Huiming
9
Bhaskara Rao, Buddhavarapu
8
Caporale, Guglielmo Maria
8
Chang, Hsu-Ling
8
Hammoudeh, Shawkat
8
Herzer, Dierk
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Tiwari, Aviral Kumar
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Xuan Vinh Vo
8
Chong, Terence Tai-Leung
7
Hatemi-J, Abdulnasser
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Huang, Ho-chuan
7
Ji, Qiang
7
Kinkyō, Takuji
7
Liu, Wen-chi
7
Weisman, Dennis L.
7
Yoon, Gawon
7
Zhuang, Xintian
7
Caporin, Massimiliano
6
Cuestas, Juan Carlos
6
Dai, Zhifeng
6
Hau, Liya
6
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Applied economics letters
The North American journal of economics and finance : a journal of financial economics studies
Energy economics
10
Applied financial economics
8
Applied economics
7
Finance research letters
7
Research in international business and finance
6
Economic modelling
5
International review of economics & finance : IREF
5
International review of financial analysis
5
Journal of international financial markets, institutions & money
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Journal of risk and financial management : JRFM
4
Kobe University economic review
4
Borsa Istanbul Review
3
Economic systems
3
Financial innovation : FIN
3
Japan and the world economy : international journal of theory and policy
3
Journal of Asian economics
3
Pacific-Basin finance journal
3
The quarterly review of economics and finance
3
Annals of financial economics
2
Asian economic and political issues
2
Current politics and economics of Asia
2
Econometric reviews
2
Economics letters
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Emerging markets review
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
2
International journal of emerging markets
2
International journal of financial research
2
Journal of banking & finance
2
Journal of economics and finance
2
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
2
The journal of futures markets
2
Asia-Pacific financial markets
1
Australian economic papers
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
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ECONIS (ZBW)
27
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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
Spillover and connectedness among G7 real estate investment trusts : the effects of investor sentiment and global factors
Mensi, Walid
;
Gubareva, Mariya
;
Teplova, Tamara V.
; …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014483749
Saved in:
3
Upside/downside spillovers between oil and Chinese stock sectors : from the global financial crisis to global pandemic
Mensi, Walid
;
Hanif, Waqas
;
Xuan Vinh Vo
;
Choi, Ki-hong
; …
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014484004
Saved in:
4
Asymmetric volatility connectedness among US stock sectors
Mensi, Walid
;
Nekhili, Ramzi
;
Xuan Vinh Vo
;
Suleman, Tahir
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012822000
Saved in:
5
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:
6
Dynamic effects of financial spillovers on bank lending : evidence from local projection-based impulse response analysis
Chen, Wang
;
Hamori, Shigeyuki
;
Kinkyō, Takuji
- In:
Applied economics letters
27
(
2020
)
5
,
pp. 400-405
Persistent link: https://www.econbiz.de/10012205499
Saved in:
7
Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Ur Rehman, Mobeen
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659807
Saved in:
8
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
9
Why cryptocurrency markets are inefficient : the impact of liquidity and volatility
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012654953
Saved in:
10
Asymmetric technological distance measure based on language model
Tanaka, Katsuyuki
;
Kinkyō, Takuji
;
Hamori, Shigeyuki
- In:
Applied economics letters
26
(
2019
)
18
,
pp. 1548-1551
Persistent link: https://www.econbiz.de/10012204839
Saved in:
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