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~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The journal of business : B"
~isPartOf:"The review of financial studies"
~language:"eng"
~language:"hin"
~language:"ita"
~language:"nor"
~language:"und"
~person:"Kang, Sang Hoon"
~person:"Parsons, Christopher A."
~subject:"Kapitaleinkommen"
~subject:"Share price"
~subject:"Volatility"
~subject:"Wertpapierhandel"
~subject:"Wirkungsanalyse"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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Kapitaleinkommen
Share price
Volatility
Wertpapierhandel
Wirkungsanalyse
Spillover effect
15
Spillover-Effekt
15
Estimation
11
Portfolio selection
11
Portfolio-Management
11
Schätzung
11
Volatilität
11
Aktienmarkt
8
Börsenkurs
8
Capital income
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Hedging
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Stock market
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Risikomaß
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Risk measure
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USA
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United States
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ARCH model
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ARCH-Modell
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Welt
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World
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Virtual currency
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Virtuelle Währung
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COVID-19
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Coronavirus
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Risikomanagement
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Risk management
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Aktienindex
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Bitcoin
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Cryptocurrency
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Devisenmarkt
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Downside risk
3
Edelmetall
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Foreign exchange market
3
Precious metal
3
Rohstoffderivat
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Spillovers
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Article in journal
Collection of articles of several authors
Aufsatz in Zeitschrift
19
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Author
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Kang, Sang Hoon
Parsons, Christopher A.
Gupta, Rangan
25
Narayan, Paresh Kumar
23
Xuan Vinh Vo
21
Subrahmanyam, Avanidhar
19
Ma, Feng
17
Titman, Sheridan
17
Xiong, Xiong
17
Bouri, Elie
16
Hammoudeh, Shawkat
16
Mensi, Walid
14
Stulz, René M.
14
Wei, K. C. John
14
Dinh Hoang Bach Phan
12
Lien, Da-hsiang Donald
12
Michaely, Roni
12
Ryu, Doojin
12
Wohar, Mark E.
12
Yin, Libo
12
Zhu, Huiming
12
Brooks, Robert
11
Faff, Robert W.
11
Kalev, Petko S.
11
Ko, Kuan-Cheng
11
Sharma, Susan Sunila
11
Ur Rehman, Mobeen
11
Zhong, Angel
11
Bali, Turan G.
10
Bekaert, Geert
10
Umar, Zaghum
10
Zaremba, Adam
10
Dai, Zhifeng
9
Frino, Alex
9
Ji, Qiang
9
Lee, Chien-chiang
9
Lin, Chaonan
9
Massa, Massimo
9
O'Hara, Maureen
9
Chiah, Mardy
8
Da, Zhi
8
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International review of financial analysis
Journal of financial and quantitative analysis : JFQA
Pacific-Basin finance journal
The North American journal of economics and finance : a journal of financial economics studies
The journal of business : B
The review of financial studies
Energy economics
11
International review of economics & finance : IREF
4
Finance research letters
3
Financial innovation : FIN
3
Korea and the world economy
3
The Korean economic review
3
Applied economics
2
Borsa Istanbul Review
2
International journal of emerging markets
2
Research in international business and finance
2
The journal of the Korean economy
2
Dae oe gyeong je yeon gu
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Global finance journal
1
International Journal of Financial Studies : open access journal
1
Journal of commodity markets
1
Journal of economics and finance : JEF
1
Journal of international financial markets, institutions & money
1
Journal of multinational financial management
1
Modern economy
1
Risk management : an international journal
1
The journal of finance : the journal of the American Finance Association
1
The quarterly review of economics and finance
1
The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
19
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10
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19
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date (oldest first)
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
The geography of value creation
Dougal, Casey
;
Parsons, Christopher A.
;
Titman, Sheridan
- In:
The review of financial studies
35
(
2022
)
9
,
pp. 4201-4248
Persistent link: https://www.econbiz.de/10013350145
Saved in:
3
Pricing efficiency and asymmetric multifractality of major asset classes before and during COVID-19 crisis
Mensi, Walid
;
Sensoy, Ahmet
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013539024
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
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:
6
Spillovers and connectedness between major precious metals and major currency markets : the role of frequency factor
Mensi, Walid
;
Hernandez, Jose Arroeola
;
Yoon, Seong-min
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012803817
Saved in:
7
Do Islamic indices provide diversification to bitcoin? : a time-varying copulas and value at risk application
Ur Rehman, Mobeen
;
Asghar, Nadia
;
Kang, Sang Hoon
- In:
Pacific-Basin finance journal
61
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012494418
Saved in:
8
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:
9
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:
10
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:
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