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~language:"eng"
~person:"Mensi, Walid"
~person:"Wei, Yu"
~subject:"Aktienmarkt"
~subject:"Virtuelle Währung"
~subject:"Volatilität"
~subject:"Ölpreis"
~type_genre:"Article in journal"
~type_genre:"Übersichtsarbeit"
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Aktienmarkt
Virtuelle Währung
Volatilität
Ölpreis
Volatility
88
Stock market
60
Welt
58
World
58
Spillover effect
54
Spillover-Effekt
54
Oil price
52
Estimation
45
Schätzung
45
ARCH model
41
ARCH-Modell
41
Börsenkurs
38
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38
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34
Prognoseverfahren
34
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31
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31
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29
Capital income
25
Kapitaleinkommen
25
Commodity derivative
23
Rohstoffderivat
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China
20
Coronavirus
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19
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19
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Risk measure
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14
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Virtual currency
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123
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Article in journal
Übersichtsarbeit
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123
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
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1
Language
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English
Author
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Mensi, Walid
Wei, Yu
Gupta, Rangan
222
Bouri, Elie
136
Tiwari, Aviral Kumar
124
Hammoudeh, Shawkat
123
Ma, Feng
101
Lucey, Brian M.
90
Xuan Vinh Vo
85
Wohar, Mark E.
80
Kang, Sang Hoon
79
McAleer, Michael
78
Corbet, Shaen
77
Bahmani-Oskooee, Mohsen
74
McMillan, David G.
72
Zaremba, Adam
72
Narayan, Paresh Kumar
71
Caporale, Guglielmo Maria
70
Wang, Yudong
70
Guesmi, Khaled
67
Gil-Alaña, Luis A.
66
Shahzad, Syed Jawad Hussain
66
Nguyen, Duc Khuong
63
Demirer, Rıza
58
Zhang, Yaojie
58
Pierdzioch, Christian
57
Ji, Qiang
56
Ryu, Doojin
56
Apergēs, Nikolaos
55
Brooks, Robert
55
Salisu, Afees A.
54
Yoon, Seong-min
54
Bollerslev, Tim
53
Kilian, Lutz
53
Roubaud, David
53
Balcilar, Mehmet
52
Faff, Robert W.
52
Kumar, Dilip
52
Hassan, M. Kabir
50
Hamori, Shigeyuki
49
Yarovaya, Larisa
48
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Energy economics
19
Finance research letters
17
The North American journal of economics and finance : a journal of financial economics studies
15
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
7
International review of economics & finance : IREF
7
International review of financial analysis
6
Emerging markets review
5
Economic modelling
4
Financial innovation : FIN
4
International journal of finance & economics : IJFE
4
Pacific-Basin finance journal
4
Research in international business and finance
4
Applied economics
3
International journal of emerging markets
3
Journal of international financial markets, institutions & money
3
The quarterly review of economics and finance
3
Borsa Istanbul Review
2
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
2
Journal of banking & finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied economics letters
1
Australian economic papers
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of commodity markets
1
Journal of empirical finance
1
Studies in economics and finance
1
The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
123
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1
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:
2
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:
3
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:
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
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:
6
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:
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
Switching spillovers and connectedness between Sukuk and international Islamic stock markets
Mensi, Walid
;
Lee, Yeonjeong
;
Al Kharusi, Sami
;
Yoon, …
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014534551
Saved in:
9
Alarming contagion effects : the dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets
Wei, Yu
;
Wang, Yizhi
;
Vigne, Samuel A.
;
Ma, Zhenyu
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014482920
Saved in:
10
Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets
Mensi, Walid
;
Jiang, Zhuhua
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
Australian economic papers
62
(
2023
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014443716
Saved in:
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