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~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
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Hamori, Shigeyuki
Mensi, Walid
Gupta, Rangan
585
Bahmani-Oskooee, Mohsen
455
Nijkamp, Peter
440
Gil-Alaña, Luis A.
362
Cheng, T. C. E.
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353
Hassan, M. Kabir
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ECONIS (ZBW)
262
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1
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262
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1
Are clean energy markets hedges for stock markets? : a tail quantile connectedness regression
Ziadat, Salem Adel
;
Mensi, Walid
;
Al Kharusi, Sami
; …
- In:
Energy economics
136
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10015046934
Saved in:
2
Can NFTs hedge the risk of traditional assets after the COVID-19 pandemic?
Zhang, Wenting
;
Liu, Tiantian
;
Zhang, Yulian
;
Hamori, …
- In:
The North American journal of economics and finance : a …
72
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014534845
Saved in:
3
Changes in subjective mortality expectations and savings during COVID-19 : empirical analysis using questionnaire data in Japan
Kinugasa, Tomoko
;
Masumoto, Kouhei
;
Yasuda, Koji
; …
- In:
Applied economics
56
(
2024
)
44
,
pp. 5225-5237
Persistent link: https://www.econbiz.de/10015050849
Saved in:
4
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
5
Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks
Alomari, Mohammed
;
Selmi, Refk
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
The quarterly review of economics and finance
93
(
2024
),
pp. 210-228
Persistent link: https://www.econbiz.de/10014494645
Saved in:
6
Extreme connectedness across Chinese stock and commodity futures markets
Mensi, Walid
;
Ahmadian-Yazdi, Farzaneh
;
Al Kharusi, Sami
; …
- In:
Research in international business and finance
70
(
2024
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10015053388
Saved in:
7
Extreme downside risk connectedness and portfolio hedging among the G10 currencies
Abakah, Emmanuel Joel Aikins
;
Brahim, Mariem
;
Carlotti, …
- In:
International economics : the quarterly journal in …
178
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014578289
Saved in:
8
Extreme quantile connectedness and spillovers between oil and Vietnamese stock markets : a sectoral analysis
Mensi, Walid
;
Ziadat, Salem Adel
;
Xuan Vinh Vo
;
Kang, …
- In:
International journal of emerging markets
19
(
2024
)
6
,
pp. 1586-1625
Persistent link: https://www.econbiz.de/10014575558
Saved in:
9
Frequency connectedness between DeFi and cryptocurrency markets
Mensi, Walid
;
Gubareva, Mariya
;
Kang, Sang Hoon
- In:
The quarterly review of economics and finance
93
(
2024
),
pp. 12-27
Persistent link: https://www.econbiz.de/10014494633
Saved in:
10
Frequency interdependence and portfolio management between gold, oil and sustainability stock markets
Nekhili, Ramzi
;
Ziadat, Salem Adel
;
Mensi, Walid
- In:
International economics : the quarterly journal in …
178
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014578360
Saved in:
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