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~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working papers / Federal Reserve Bank of Philadelphia, Research Department"
~person:"Mensi, Walid"
~subject:"Arbeitsmarkt"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Arbeitsmarkt
Volatility
Volatilität
9
ARCH model
5
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5
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4
Estimation
4
Portfolio selection
4
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4
Schätzung
4
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Mensi, Walid
Gupta, Rangan
11
Kang, Sang Hoon
9
Hammoudeh, Shawkat
7
Zhu, Huiming
7
McAleer, Michael
6
Wohar, Mark E.
6
Xuan Vinh Vo
6
Pierdzioch, Christian
5
Zhuang, Xintian
5
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4
Chang, Chia-Lin
4
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4
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4
Hau, Liya
4
Qiao, Gaoxiu
4
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4
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4
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3
Allen, David E.
3
Ho, Kin-Yip
3
Jung, Hojin
3
Kim, Dong H.
3
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3
Kinkyō, Takuji
3
Labuschagne, Coenraad C. A.
3
Li, Shaoyu
3
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3
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3
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3
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3
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3
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3
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3
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3
Yoon, Seong-min
3
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3
Zhang, Zhaoyong
3
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2
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2
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Discussion paper / Tinbergen Institute
The North American journal of economics and finance : a journal of financial economics studies
Working papers / Federal Reserve Bank of Philadelphia, Research Department
Energy economics
7
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
6
International review of economics & finance : IREF
5
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3
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3
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2
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2
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ECONIS (ZBW)
9
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1
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:
2
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:
3
High-frequency asymmetric
volatility
connectedness between Bitcoin and major precious metals markets
Mensi, Walid
;
Sensoy, Ahmet
;
Aslan, Aylin
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012203700
Saved in:
4
Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? : Evidence from an asymmetric MF-DFA approach
Mensi, Walid
;
Lee, Yun-Jung
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012822250
Saved in:
5
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:
6
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:
7
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:
8
Volatility
forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets : a comparative analysis with yellow metal
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 104-120
Persistent link: https://www.econbiz.de/10012269157
Saved in:
9
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:
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