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~person:"McMillan, David G."
~person:"Mensi, Walid"
~person:"Ryu, Doojin"
~subject:"Stock markets"
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McMillan, David G.
Mensi, Walid
Ryu, Doojin
Hammoudeh, Shawkat
8
Schmitt, Noemi
8
Westerhoff, Frank H.
8
Gupta, Rangan
7
Shahzad, Syed Jawad Hussain
7
Caporale, Guglielmo Maria
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Kang, Sang Hoon
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Tiwari, Aviral Kumar
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Bekiros, Stelios
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Burdekin, Richard C. K.
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Chevapatrakul, Thanaset
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Hassan, M. Kabir
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Lambert, Thomas
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Ngo Thai Hung
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Schwienbacher, Armin
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Siklos, Pierre L.
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Ur Rehman, Mobeen
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Xuan Vinh Vo
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Aloui, Chaker
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Corbet, Shaen
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Enow, Samuel Tabot
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Mokni, Khaled
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Nguyen, Duc Khuong
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Sosvilla-Rivero, Simón
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Yousaf, Imran
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The North American journal of economics and finance : a journal of financial economics studies
2
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1
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1
Finance research letters
1
International journal of emerging markets
1
Journal of banking & finance
1
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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)
10
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Journal of banking & finance
75
(
2017
),
pp. 258-279
Persistent link: https://www.econbiz.de/10011742164
Saved in:
7
Diversification potential of Asian frontier, BRIC emerging and major developed stock markets : a wavelet-based value at risk approach
Mensi, Walid
;
Shahzad, Syed Jawad Hussain
;
Hammoudeh, …
- In:
Emerging markets review
32
(
2017
),
pp. 130-147
Persistent link: https://www.econbiz.de/10011803251
Saved in:
8
Dynamic linkages between developed and BRICS stock markets : portfolio risk analysis
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
Finance research letters
21
(
2017
),
pp. 26-33
Persistent link: https://www.econbiz.de/10011807276
Saved in:
9
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
Saved in:
10
Correlations and volatility spillovers across commodity and stock markets : linking energies, food, and gold
Mensi, Walid
;
Beljid, Makram
;
Boubaker, Adel
;
Managi, …
- In:
Economic modelling
32
(
2013
),
pp. 15-22
Persistent link: https://www.econbiz.de/10009760820
Saved in:
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