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~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."
~person:"Subrahmanyam, Avanidhar"
~subject:"Estimation"
~subject:"Kapitaleinkommen"
~subject:"Volatility"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles of several authors"
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Estimation
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10
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Kang, Sang Hoon
Parsons, Christopher A.
Subrahmanyam, Avanidhar
Gupta, Rangan
19
Mensi, Walid
11
Wohar, Mark E.
9
Xuan Vinh Vo
9
Zhu, Huiming
9
Bekaert, Geert
8
Richardson, Matthew
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Stulz, René M.
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Hammoudeh, Shawkat
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Ur Rehman, Mobeen
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Yoon, Seong-min
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Dai, Zhifeng
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Hau, Liya
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McAleer, Michael
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Pierdzioch, Christian
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Ryu, Doojin
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Salisu, Afees A.
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Titman, Sheridan
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Zhuang, Xintian
6
Caporin, Massimiliano
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Chen, Mei-Ping
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Cho, Hoon
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Ang, Andrew
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Beckmann, Joscha
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4
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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
12
Journal of financial and quantitative analysis : JFQA
6
Journal of financial economics
6
Pacific-Basin finance journal
6
The journal of finance : the journal of the American Finance Association
5
International review of economics & finance : IREF
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Journal of banking & finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
4
Financial innovation : FIN
3
Korea and the world economy
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The Korean economic review
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Borsa Istanbul Review
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European financial management : the journal of the European Financial Management Association
2
Finance research letters
2
International journal of emerging markets
2
Journal of international financial markets, institutions & money
2
Research in international business and finance
2
Stock market liquidity : implications for market microstructure and asset pricing
2
The journal of the Korean economy
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Cuadernos de economía
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Dae oe gyeong je yeon gu
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Economic modelling
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International Journal of Financial Studies : open access journal
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International review of finance
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International review of financial analysis
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Journal of accounting & economics
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Journal of commodity markets
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Journal of economics and finance : JEF
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Journal of empirical finance
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Modern economy
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Review of asset pricing studies
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Review of financial economics : RFE
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ECONIS (ZBW)
17
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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
Do cryptocurrencies provide better hedging? : Evidence from major equity markets during COVID-19 pandemic
Maitra, Debasish
;
Ur Rehman, Mobeen
;
Dash, Saumya Ranjan
; …
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013539022
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
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:
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
Geographic lead-lag effects
Parsons, Christopher A.
;
Sabbatucci, Riccardo
;
Titman, …
- In:
The review of financial studies
33
(
2020
)
10
,
pp. 4721-4770
Persistent link: https://www.econbiz.de/10012387396
Saved in:
10
Spillovers and diversification potential of bank equity returns from developed and emerging America
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Shahzad, Syed …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012663713
Saved in:
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