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~language:"eng"
~person:"Kang, Sang Hoon"
~person:"Nguyen, Duc Khuong"
~person:"Wohar, Mark E."
~subject:"Stock market"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
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Stock market
Wirkungsanalyse
Estimation
129
Schätzung
129
Volatility
128
Volatilität
128
Aktienmarkt
113
Capital income
104
Kapitaleinkommen
104
Börsenkurs
103
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103
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99
United States
98
Welt
95
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95
Spillover effect
87
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87
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61
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61
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58
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57
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56
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56
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Kang, Sang Hoon
Nguyen, Duc Khuong
Wohar, Mark E.
Gupta, Rangan
125
Hammoudeh, Shawkat
62
Xuan Vinh Vo
61
Tiwari, Aviral Kumar
59
Zaremba, Adam
53
Narayan, Paresh Kumar
50
Mensi, Walid
48
Bouri, Elie
46
Hassan, M. Kabir
46
Ma, Feng
45
Gil-Alaña, Luis A.
44
Lucey, Brian M.
44
Demirer, Rıza
42
Guesmi, Khaled
42
Caporale, Guglielmo Maria
41
Wong, Wing Keung
40
Apergēs, Nikolaos
37
McMillan, David G.
37
Chiang, Thomas C.
36
Salisu, Afees A.
36
Shahzad, Syed Jawad Hussain
36
Brooks, Robert
35
Kutan, Ali Mustafa
34
Ryu, Doojin
33
Lee, Chien-chiang
32
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31
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30
Sehgal, Sanjay
30
Umar, Zaghum
30
Yoon, Seong-min
30
Balcilar, Mehmet
29
Balli, Faruk
29
Corbet, Shaen
29
Pierdzioch, Christian
29
Wen, Fenghua
28
Aloui, Chaker
27
Heckman, James J.
27
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Finance research letters
11
Applied economics
10
The North American journal of economics and finance : a journal of financial economics studies
10
Energy economics
8
International review of economics & finance : IREF
7
Applied financial economics
5
Journal of international financial markets, institutions & money
5
Research in international business and finance
5
Pacific-Basin finance journal
4
Borsa Istanbul Review
3
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International journal of emerging markets
3
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2
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2
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
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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Energy policy
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Journal of commodity markets
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Journal of economic dynamics & control
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Journal of economic integration : jei
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ECONIS (ZBW)
136
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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
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:
3
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:
4
From fears to recession? : time-frequency risk contagion among stock and credit default swap markets during the COVID pandemic
Zhai, Pengxiang
;
Wu, Fei
;
Ji, Qiang
;
Nguyen, Duc Khuong
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 551-580
Persistent link: https://www.econbiz.de/10014469034
Saved in:
5
Interdependence and spillovers between big oil companies and regional and global energy equity markets
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Kang, Sang Hoon
; …
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 451-469
Persistent link: https://www.econbiz.de/10014534922
Saved in:
6
Oil, gold and international stock markets : extreme spillovers, connectedness and its determinants
Mensi, Walid
;
Ziadat, Salem Adel
;
Al Rababa'a, Abdel Razzaq
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014631290
Saved in:
7
Volatility spillovers across the spot and futures oil markets after news announcements
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
The North American journal of economics and finance : a …
69
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014445527
Saved in:
8
Dynamic inflation hedging performance and downside risk : a comparison between Islamic and conventional stock indices
Selmi, Refk
;
Wohar, Mark E.
;
Deisting, Florent
; …
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 56-67
Persistent link: https://www.econbiz.de/10014461539
Saved in:
9
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:
10
Good and bad high-frequency volatility spillovers among developed and emerging stock markets
Mensi, Walid
;
Nekhili, Ramzi
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International journal of emerging markets
18
(
2023
)
9
,
pp. 2107-2132
Persistent link: https://www.econbiz.de/10014449774
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