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~language:"eng"
~person:"Kang, Sang Hoon"
~person:"Nguyen, Duc Khuong"
~subject:"Stock market"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Working Paper"
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Stock market
Wirkungsanalyse
Volatility
81
Volatilität
81
Aktienmarkt
76
Spillover effect
74
Spillover-Effekt
74
Welt
62
World
62
Portfolio selection
51
Portfolio-Management
51
Estimation
50
Schätzung
50
Börsenkurs
49
Share price
49
ARCH model
47
ARCH-Modell
47
Capital income
47
Kapitaleinkommen
47
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44
Ölpreis
43
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34
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31
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31
USA
29
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28
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27
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27
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24
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23
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18
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17
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17
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17
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17
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17
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86
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86
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3
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3
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1
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1
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1
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1
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English
Author
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Kang, Sang Hoon
Nguyen, Duc Khuong
Gupta, Rangan
167
Lechner, Michael
142
Caporale, Guglielmo Maria
137
Heckman, James J.
93
Caliendo, Marco
87
Gil-Alaña, Luis A.
80
Kluve, Jochen
80
Pierdzioch, Christian
70
Böhringer, Christoph
69
Hammoudeh, Shawkat
63
Nunnenkamp, Peter
61
Schmidt, Christoph M.
61
Tiwari, Aviral Kumar
61
Xuan Vinh Vo
61
Ours, Jan C. van
54
Rosholm, Michael
54
Wohar, Mark E.
54
Narayan, Paresh Kumar
53
Neumark, David
53
Zaremba, Adam
53
Bouri, Elie
52
Dreher, Axel
51
Lucey, Brian M.
51
McKenzie, David J.
51
Aizenman, Joshua
49
Mensi, Walid
49
Berg, Gerard J. van den
48
Czarnitzki, Dirk
48
Wunsch, Conny
47
Duflo, Esther
46
Hassan, M. Kabir
46
Neuenkirch, Matthias
46
Dave, Dhaval
45
Demirer, Rıza
45
Guesmi, Khaled
45
Leeper, Eric M.
45
Ma, Feng
45
Anderson, Kym
44
Fitzenberger, Bernd
44
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Applied economics
7
Energy economics
5
Finance research letters
5
The North American journal of economics and finance : a journal of financial economics studies
5
Pacific-Basin finance journal
4
Applied financial economics
3
Borsa Istanbul Review
3
Economic modelling
3
Emerging markets review
3
International journal of emerging markets
3
International review of economics & finance : IREF
3
Journal of international financial markets, institutions & money
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
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
1
The ICFAI journal of applied finance
1
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ECONIS (ZBW)
87
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87
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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
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:
8
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:
9
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:
10
On the role of commodity futures in portfolio diversification
Hooi Hooi Lean
;
Nguyen, Duc Khuong
;
Sensoy, Ahmet
; …
- In:
International transactions in operational research : a …
30
(
2023
)
5
,
pp. 2374-2394
Persistent link: https://www.econbiz.de/10014259167
Saved in:
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