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~isPartOf:"Games and economic behavior"
~isPartOf:"Hacienda pública española : review of public economics"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of international economics"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The journal of futures markets"
~isPartOf:"Working paper / Foerder Institute for Economic Research"
~isPartOf:"Working paper"
~isPartOf:"Working papers in economics"
~person:"Allouch, Nizar"
~person:"Bacchetta, Philippe"
~person:"Cacciatore, Matteo"
~person:"Chandra, Vandana"
~person:"Chatelain, Jean-Bernard"
~person:"Dickhaut, John W."
~person:"Giles, David E. A."
~person:"Hammoudeh, Shawkat"
~person:"Karanassou, Marika"
~person:"Kit, Pong Wong"
~person:"Lahiri, Sajal"
~person:"Ornelas, Emanuel"
~person:"Panagariya, Arvind"
~person:"Van Wincoop, Eric"
~person:"Wang, Leonard F. S."
~person:"Xuan Vinh Vo"
~source:"econis"
~subject:"Spillover effect"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzschrift"
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Spillover effect
Volatility
Theorie
81
Theory
81
Volatilität
24
Estimation
18
Schätzung
18
Hedging
17
Portfolio selection
17
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Spillover-Effekt
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Aufsatz in Zeitschrift
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29
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5
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5
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29
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Allouch, Nizar
Bacchetta, Philippe
Cacciatore, Matteo
Chandra, Vandana
Chatelain, Jean-Bernard
Dickhaut, John W.
Giles, David E. A.
Hammoudeh, Shawkat
Karanassou, Marika
Kit, Pong Wong
Lahiri, Sajal
Ornelas, Emanuel
Panagariya, Arvind
Van Wincoop, Eric
Wang, Leonard F. S.
Xuan Vinh Vo
Gupta, Rangan
21
Kang, Sang Hoon
20
Mensi, Walid
17
Wohar, Mark E.
11
McAleer, Michael
10
Balcilar, Mehmet
8
Ma, Feng
8
Tiwari, Aviral Kumar
8
Yoon, Seong-min
8
Zhu, Huiming
8
Pierdzioch, Christian
7
Uddin, Mohammed Gazi Salah
7
Al-Yahyaee, Khamis Hamed
6
Balli, Faruk
6
Bouri, Elie
6
Caporin, Massimiliano
6
Chang, Chia-Lin
6
Hamori, Shigeyuki
6
Ho, Kin-Yip
6
Kinkyō, Takuji
6
Lien, Da-hsiang Donald
6
Ur Rehman, Mobeen
6
Yin, Libo
6
Zhang, Zhaoyong
6
Zhuang, Xintian
6
Abakah, Emmanuel Joel Aikins
5
Arize, Augustine Chuck
5
Chang, Kuang-Liang
5
Dai, Zhifeng
5
Ji, Qiang
5
Malik, Farooq
5
Qiao, Gaoxiu
5
Shi, Yanlin
5
Wu, Xinyu
5
Aizenman, Joshua
4
Allen, David E.
4
Chen, Wang
4
Forbes, Kristin
4
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Games and economic behavior
Hacienda pública española : review of public economics
International review of economics & finance : IREF
Journal of international economics
Journal of quantitative economics : official journal of the Indian Econometric Society
The North American journal of economics and finance : a journal of financial economics studies
The journal of futures markets
Working paper / Foerder Institute for Economic Research
Working paper
Working papers in economics
Energy economics
22
Applied economics
6
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International journal of finance & economics : IJFE
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
The North American journal of economics and finance : a journal of theory and practice
2
Applied financial economics
1
Applied financial economics letters
1
Cogent economics & finance
1
Defence and peace economics
1
Economics and Business Letters : EBL
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International review of financial analysis
1
Journal of monetary economics
1
Managerial and decision economics : MDE ; the international journal of research and progress in management economics
1
Review of international economics
1
Small business economics : an international journal
1
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ECONIS (ZBW)
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1
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:
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
Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging
Trabelsi, Nader
;
Tiwari, Aviral Kumar
;
Hammoudeh, Shawkat
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-35
Persistent link: https://www.econbiz.de/10013534076
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
Sensitivity of US equity returns to economic policy uncertainty and investor sentiments
Ur Rehman, Mobeen
;
Sensoy, Ahmet
;
Eraslan, Veysel
; …
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012822120
Saved in:
7
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:
8
The impact of COVID-19 on the G7 stock markets : a time-frequency analysis
Ur Rehman, Mobeen
;
Kang, Sang Hoon
;
Ahmad, Nasir
;
Xuan …
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013187657
Saved in:
9
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:
10
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
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