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~person:"McMillan, David G."
~person:"Mensi, Walid"
~person:"Ryu, Doojin"
~subject:"Stock markets"
~subject:"United States"
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142
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62
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McMillan, David G.
Mensi, Walid
Ryu, Doojin
Caporale, Guglielmo Maria
36
Gupta, Rangan
29
Campbell, John Y.
27
Guo, Hui
19
Stulz, René M.
19
Gil-Alaña, Luis A.
16
Schwartz, Robert A.
16
Siklos, Pierre L.
16
Hammoudeh, Shawkat
15
Karolyi, G. Andrew
15
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15
Pierdzioch, Christian
14
Sum, Vichet
14
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13
Subrahmanyam, Avanidhar
13
Bohl, Martin T.
12
Burdekin, Richard C. K.
12
Miller, Stephen M.
12
Weisbenner, Scott J.
12
Wurgler, Jeffrey
12
Xuan Vinh Vo
12
Balcilar, Mehmet
11
Diebold, Francis X.
11
Kang, Sang Hoon
11
Meriç, Gülser
11
Sarkar, Asani
11
Shahzad, Syed Jawad Hussain
11
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11
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10
Ma, Feng
10
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10
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10
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9
Bessembinder, Hendrik
9
Bordo, Michael D.
9
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9
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9
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9
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Finance research letters
3
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3
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2
International review of economics & finance : IREF
2
Journal of international financial markets, institutions & money
2
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1
Economics : the open-access, open-assessment journal
1
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1
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1
International journal of emerging markets
1
International review of financial analysis
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1
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1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
24
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1
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:
2
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:
3
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:
4
Impacts of COVID-19 outbreak on the spillovers between US and Chinese stock sectors
Hanif, Waqas
;
Mensi, Walid
;
Xuan Vinh Vo
- In:
Finance research letters
40
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012819863
Saved in:
5
Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Mensi, Walid
;
Hammoudeh, Shawkat
;
Xuan Vinh Vo
;
Kang, …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012820834
Saved in:
6
Asymmetric volatility connectedness among US stock sectors
Mensi, Walid
;
Nekhili, Ramzi
;
Xuan Vinh Vo
;
Suleman, Tahir
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012822000
Saved in:
7
The role of oil as a determinant of stock market interdependence : the case of the USA and GCC
McMillan, David G.
;
Ziadat, Salem Adel
;
Herbst, Patrick
- In:
Energy economics
95
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012816623
Saved in:
8
Inter- and intra-regional stock market relations for the GCC bloc
Ziadat, Salem Adel
;
Herbst, Patrick
;
McMillan, David G.
- In:
Research in international business and finance
54
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012581439
Saved in:
9
An analysis of the weak form efficiency, multifractality and long memory of global, regional and European stock markets
Mensi, Walid
;
Tiwari, Aviral Kumar
;
Al-Yahyaee, Khamis Hamed
- In:
The quarterly review of economics and finance : journal …
72
(
2019
),
pp. 168-177
Persistent link: https://www.econbiz.de/10012176113
Saved in:
10
Distribution specific dependence and causality between industry-level U.S. credit and stock markets
Shahzad, Syed Jawad Hussain
;
Mensi, Walid
;
Hammoudeh, …
- In:
Journal of international financial markets, …
52
(
2018
),
pp. 114-133
Persistent link: https://www.econbiz.de/10011986230
Saved in:
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