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~language:"eng"
~person:"Kang, Sang Hoon"
~person:"Nguyen, Duc Khuong"
~subject:"Stock market"
~subject:"Wirkungsanalyse"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Stock market
Wirkungsanalyse
Zeitreihenanalyse
Volatility
79
Volatilität
79
Aktienmarkt
76
Spillover effect
74
Spillover-Effekt
74
Welt
60
World
60
Portfolio selection
51
Portfolio-Management
51
Börsenkurs
49
Estimation
49
Schätzung
49
Share price
49
Capital income
47
Kapitaleinkommen
47
ARCH model
46
ARCH-Modell
46
Oil price
43
Ölpreis
42
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34
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29
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28
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28
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28
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27
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27
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24
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20
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18
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17
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17
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15
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15
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97
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3
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3
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1
Aufsatzsammlung
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1
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Kang, Sang Hoon
Nguyen, Duc Khuong
Gil-Alaña, Luis A.
206
Gupta, Rangan
191
Caporale, Guglielmo Maria
96
Tiwari, Aviral Kumar
96
Phillips, Peter C. B.
88
Franses, Philip Hans
77
Hammoudeh, Shawkat
74
Wohar, Mark E.
68
Narayan, Paresh Kumar
65
Xuan Vinh Vo
62
Moosa, Imad A.
60
Taylor, Robert
59
Chang, Tsangyao
58
Ma, Feng
57
Mensi, Walid
54
Zaremba, Adam
54
Leybourne, Stephen James
53
McMillan, David G.
51
Bouri, Elie
49
Apergēs, Nikolaos
48
Hassan, M. Kabir
48
Lucey, Brian M.
47
McAleer, Michael
46
Perron, Pierre
46
Guesmi, Khaled
44
Lee, Chien-chiang
44
Teräsvirta, Timo
44
Demirer, Rıza
43
Koopman, Siem Jan
43
Wong, Wing Keung
43
Balcilar, Mehmet
42
Harvey, Andrew C.
42
Salisu, Afees A.
41
Chiang, Thomas C.
40
Brooks, Robert
39
Kutan, Ali Mustafa
39
Shahzad, Syed Jawad Hussain
39
Lütkepohl, Helmut
38
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Applied economics
8
Energy economics
8
Finance research letters
6
Pacific-Basin finance journal
5
The North American journal of economics and finance : a journal of financial economics studies
5
Economic modelling
4
Journal of international financial markets, institutions & money
4
Applied financial economics
3
Borsa Istanbul Review
3
Emerging markets review
3
International journal of emerging markets
3
International review of economics & finance : IREF
3
Research in international business and finance
3
Applied economics letters
2
International journal of business
2
Journal of banking & finance
2
Korea and the world economy
2
The Korean economic review
2
The journal of the Korean economy
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Energy policy
1
European business review : EBR ; the official journal of the International Management Centres, Europe
1
Financial innovation : FIN
1
Global finance journal
1
International Journal of Financial Studies : open access journal
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
International transactions in operational research : a journal of the International Federation of Operational Research Societies
1
Journal of commodity markets
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of international money and finance
1
Journal of macroeconomics
1
Journal of multinational financial management
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Managerial finance
1
Modern economy
1
Quantitative finance
1
Review of accounting & finance
1
Technological forecasting & social change : an international journal
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ECONIS (ZBW)
97
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97
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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
Estimating the productivity of US agriculture : the Fisher total factor productivity index for time series data with unknown prices
Thanh Ngo
;
Tripe, David
;
Nguyen, Duc Khuong
- In:
The Australian journal of agricultural and resource …
68
(
2024
)
3
,
pp. 701-712
Persistent link: https://www.econbiz.de/10014634820
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Multifractality during upside/downside trends in the MENA stock markets : the effects of the global financial crisis, oil crash and COVID-19 pandemic
Mensi, Walid
;
Yousaf, Imran
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International journal of emerging markets
18
(
2023
)
10
,
pp. 4408-4435
Persistent link: https://www.econbiz.de/10014456152
Saved in:
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