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~person:"Mensi, Walid"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
~subject:"Theorie"
~subject:"Welt"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Lehrbuch"
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Search: subject_exact:"ARCH-Modell"
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Kapitaleinkommen
Portfolio-Management
Theorie
Welt
ARCH model
18
ARCH-Modell
18
Volatility
15
Volatilität
15
Spillover effect
10
Spillover-Effekt
10
Aktienmarkt
9
Oil price
9
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9
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9
Portfolio selection
7
Hedging
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Risikomaß
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Risk measure
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BRICS countries
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USA
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Aufsatz in Zeitschrift
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9
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Mensi, Walid
Ma, Feng
33
Gupta, Rangan
30
Bouri, Elie
26
McAleer, Michael
26
Kumar, Dilip
22
Wang, Yudong
20
Zhang, Yaojie
20
Liang, Chao
16
Wei, Yu
15
Chiang, Thomas C.
14
Hammoudeh, Shawkat
14
Caporin, Massimiliano
13
Brooks, Robert
12
Chen, Cathy W. S.
12
Degiannakis, Stavros
12
Engle, Robert F.
12
Floros, Christos
12
Kang, Sang Hoon
12
McMillan, David G.
12
Paolella, Marc S.
12
Serletis, Apostolos
12
Brooks, Chris
11
Francq, Christian
11
Guesmi, Khaled
11
Laurent, Sébastien
11
Nonejad, Nima
11
Shi, Yanlin
11
Teräsvirta, Timo
11
Tiwari, Aviral Kumar
11
Bauwens, Luc
10
Chevallier, Julien
10
Hafner, Christian M.
10
Herwartz, Helmut
10
Huang, Zhuo
10
Li, Yan
10
Nguyen, Duc Khuong
10
Wu, Xinyu
10
Zakoïan, Jean-Michel
10
Xuan Vinh Vo
9
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The North American journal of economics and finance : a journal of financial economics studies
5
Australian economic papers
1
Economic modelling
1
Journal of international financial markets, institutions & money
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
9
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1
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:
2
Frequency spillovers and portfolio risk implications between Sukuk, Islamic stock and emerging stock markets
Mensi, Walid
;
Ur Rehman, Mobeen
;
Maitra, Debasish
; …
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 139-157
Persistent link: https://www.econbiz.de/10014461547
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
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:
5
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
6
High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets
Mensi, Walid
;
Sensoy, Ahmet
;
Aslan, Aylin
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012203700
Saved in:
7
Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets : a comparative analysis with yellow metal
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 104-120
Persistent link: https://www.econbiz.de/10012269157
Saved in:
8
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:
9
Precious metals, cereal, oil and stock market linkages and portfolio risk management : evidence from Saudi Arabia
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
Economic modelling
51
(
2015
),
pp. 340-358
Persistent link: https://www.econbiz.de/10011476048
Saved in:
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