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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~language:"ron"
~person:"Hamori, Shigeyuki"
~person:"Mensi, Walid"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Case study"
~type_genre:"Handbuch"
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Volatility
11
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10
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Hamori, Shigeyuki
Mensi, Walid
Gupta, Rangan
27
Kang, Sang Hoon
16
Lee, Chien-chiang
15
Lien, Da-hsiang Donald
15
Hammoudeh, Shawkat
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The North American journal of economics and finance : a journal of financial economics studies
Applied economics letters
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Journal of risk and financial management : JRFM
11
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Energy economics
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International review of financial analysis
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International review of economics & finance : IREF
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ECONIS (ZBW)
25
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11
Oil, gas, or financial conditions-which one has a stronger link with growth?
Zhang, Yulian
;
He, Xie
;
Nakajima, Tadahiro
;
Hamori, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012664020
Saved in:
12
Time-frequency co-movements between oil prices and interest rates : evidence from a wavelet-based approach
Mensi, Walid
;
Ur Rehman, Mobeen
;
Al-Yahyaee, Khamis Hamed
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012658657
Saved in:
13
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:
14
Can uncertainty indices predict Bitcoin prices? : a revisited analysis using partial and multivariate wavelet approaches
Al-Yahyaee, Khamis Hamed
;
Ur Rehman, Mobeen
;
Mensi, Walid
; …
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 47-56
Persistent link: https://www.econbiz.de/10012269150
Saved in:
15
Complexity of financial stress spillovers : asymmetry and interaction effects of institutional quality and foreign bank ownership
Chen, Wang
;
Hamori, Shigeyuki
;
Kinkyō, Takuji
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 567-581
Persistent link: https://www.econbiz.de/10012120308
Saved in:
16
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:
17
Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies : portfolio risk management implications
Mensi, Walid
;
Ur Rehman, Mobeen
;
Al-Yahyaee, Khamis Hamed
; …
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 283-294
Persistent link: https://www.econbiz.de/10012120250
Saved in:
18
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:
19
Dependence structures between Chinese stock markets and the international financial market : evidence from a wavelet-based quantile regression approach
Yang, Lu
;
Tian, Shuairu
;
Yang, Wei
;
Xu, Mingli
;
Hamori, …
- In:
The North American journal of economics and finance : a …
45
(
2018
),
pp. 116-137
Persistent link: https://www.econbiz.de/10012117763
Saved in:
20
What determines the long-term correlation between oil prices and exchange rates?
Yang, Lu
;
Cai, Xiao Jing
;
Hamori, Shigeyuki
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 140-152
Persistent link: https://www.econbiz.de/10012036525
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