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~isPartOf:"Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Pacific-Basin finance journal"
~language:"eng"
~person:"Mensi, Walid"
~subject:"Artenvielfalt"
~subject:"China"
~subject:"Schätzung"
~subject:"Stock market"
~subject:"Ökosystem"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Handbuch"
~type_genre:"Konferenzschrift"
~type_genre:"Übersichtsarbeit"
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Artenvielfalt
China
Schätzung
Stock market
Ökosystem
Aktienmarkt
5
Volatility
5
Volatilität
5
Spillover effect
4
Spillover-Effekt
4
Welt
4
World
4
Estimation
3
ARCH model
2
ARCH-Modell
2
BRICS countries
2
BRICS-Staaten
2
Capital income
2
Commodity derivative
2
Hedging
2
Kapitaleinkommen
2
Oil price
2
Portfolio selection
2
Portfolio-Management
2
Rohstoffderivat
2
Structural break
2
Structural breaks
2
Strukturbruch
2
Time series analysis
2
VAR model
2
VAR-Modell
2
Zeitreihenanalyse
2
Ölpreis
2
ARFIMA-FIGARCH model
1
ARMA model
1
ARMA-Modell
1
Aktienindex
1
Ankündigungseffekt
1
Announcement effect
1
Arabische Golf-Staaten
1
Asymmetric spillovers
1
BRICS
1
Börsenkurs
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Aufsatz in Zeitschrift
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Konferenzschrift
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Article in journal
7
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English
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Mensi, Walid
Lien, Da-hsiang Donald
17
Fung, Hung-gay
15
Chan, Kam C.
14
Narayan, Paresh Kumar
14
Xuan Vinh Vo
12
Hammoudeh, Shawkat
11
Ko, Kuan-Cheng
11
Shen, Chung-hua
11
Zhang, Chengsi
10
Faff, Robert W.
9
Gupta, Rangan
9
Lee, Chien-chiang
9
Lin, Boqiang
9
Lin, Chaonan
9
Han, Liyan
8
Hanley, Nick
8
Huang, Ying
8
Kang, Sang Hoon
8
Su, Chi-Wei
8
Wohar, Mark E.
8
Chen, Jing
7
Narayan, Seema
7
Nartea, Gilbert V.
7
Pascual, Unai
7
Sharma, Susan Sunila
7
Wang, Hua
7
Yang, Nien-Tzu
7
Yin, Libo
7
Zhang, Wei
7
Zhao, Yang
7
Balcilar, Mehmet
6
Brooks, Robert
6
Chang, Tsangyao
6
Cheema, Muhammad A.
6
Chen, Xin
6
Drechsler, Martin
6
Ma, Feng
6
Salisu, Afees A.
6
Shi, Yanlin
6
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
International review of economics & finance : IREF
Pacific-Basin finance journal
The North American journal of economics and finance : a journal of financial economics studies
9
Emerging markets review
5
Finance research letters
5
Energy economics
3
Financial innovation : FIN
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of international financial markets, institutions & money
3
Borsa Istanbul Review
2
Economic modelling
2
International journal of emerging markets
2
Research in international business and finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied economics
1
Australian economic papers
1
Economic systems
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of commodity markets
1
The Journal of energy and development
1
The quarterly review of economics and finance
1
The world economy : the leading journal on international economic relations
1
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ECONIS (ZBW)
7
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1
Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications
Mensi, Walid
;
Aslan, Aylin
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 219-232
Persistent link: https://www.econbiz.de/10014239971
Saved in:
2
Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? : a portfolio risk analysis
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 96-113
Persistent link: https://www.econbiz.de/10013175750
Saved in:
3
Do Islamic stocks outperform conventional stock sectors during normal and crisis periods? : extreme co-movements and portfolio management analysis
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Ur Rehman, Mobeen
; …
- In:
Pacific-Basin finance journal
62
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012491782
Saved in:
4
Energy, precious metals, and GCC stock markets : is there any risk spillover?
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Sensoy, Ahmet
; …
- In:
Pacific-Basin finance journal
56
(
2019
),
pp. 45-70
Persistent link: https://www.econbiz.de/10012169554
Saved in:
5
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:
6
Global financial crisis and spillover effects among the U.S. and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 257-276
Persistent link: https://www.econbiz.de/10011625114
Saved in:
7
Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors
Hammoudeh, Shawkat
;
Mensi, Walid
;
Reboredo, Juan Carlos
; …
- In:
Pacific-Basin finance journal
30
(
2014
),
pp. 189-206
Persistent link: https://www.econbiz.de/10010496348
Saved in:
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