Narrow search
Showing 1 - 10 of 36
Cover Image
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
Cover Image
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
Cover Image
A re-examination of growth and growth uncertainty relationship in a stochastic volatility in the mean model with time-varying parameters
Balcilar, Mehmet; Ozdemir, Zeynel Abidin - In: Empirica : journal of european economics 47 (2020) 3, pp. 611-641
Persistent link: https://www.econbiz.de/10012289234
Cover Image
Asymmetric dynamics of insurance premium : the impact of monetary policy uncertainty on insurance premiums in Japan
Balcilar, Mehmet; Olasehinde-Williams, Godwin Oluseye; … - In: International journal of monetary economics and finance 12 (2019) 3, pp. 233-247
Persistent link: https://www.econbiz.de/10012116071
Cover Image
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
Cover Image
Oil price volatility and the logistics industry : dynamic connectedness with portfolio implications
Maitra, Debasish; Ur Rehman, Mobeen; Dash, Saumya Ranjan; … - In: Energy economics 102 (2021), pp. 1-23
Persistent link: https://www.econbiz.de/10013162436
Cover Image
The good, the bad and the ugly relation between oil and commodities : an analysis of asymmetric volatility connectedness and portfolio implications
Maitra, Debasish; Guhathakurta, Kousik; Kang, Sang Hoon - In: Energy economics 94 (2021), pp. 1-30
Persistent link: https://www.econbiz.de/10012649444
Cover Image
Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets
Mensi, Walid; Hammoudeh, Shawkat; Ur Rehman, Mobeen; … - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012659807
Cover Image
Does inter-region portfolio diversification pay more than the international diversification?
Ahmad, Nasir; Ur Rehman, Mobeen; Xuan Vinh Vo; Kang, … - In: The quarterly review of economics and finance : journal … 83 (2022), pp. 26-35
Persistent link: https://www.econbiz.de/10013258505
Cover Image
Spillovers and portfolio optimization of precious metals and global/regional equity markets
Hernandez, Jose Arreola; Kang, Sang Hoon; Yoon, Seong-min - In: Applied economics 54 (2022) 20, pp. 2320-2342
Persistent link: https://www.econbiz.de/10012875943