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~person:"Acemoglu, Daron"
~person:"Balcilar, Mehmet"
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Acemoglu, Daron
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ECONIS (ZBW)
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1
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:
2
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:
3
Intraday spillovers in high-order moments among main cryptocurrency markets : the role of uncertainty indexes
Mensi, Walid
;
Kumar, Anoop S.
;
Ko, Hee-Un
;
Kang, Sang Hoon
- In:
Eurasian economic review : a journal in applied …
14
(
2024
)
2
,
pp. 507-538
Persistent link: https://www.econbiz.de/10015070187
Saved in:
4
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
Saved in:
5
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
Saved in:
6
The role of news-based uncertainty indices in predicting oil markets : a hybrid nonparametric quantile causality method
Balcilar, Mehmet
;
Bekiros, Stelios
;
Gupta, Rangan
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
3
,
pp. 879-889
Persistent link: https://www.econbiz.de/10011892898
Saved in:
7
The impact of US policy uncertainty on the monetary effectiveness in the Euro area
Balcilar, Mehmet
;
Demirer, Rıza
;
Gupta, Rangan
;
Van …
- In:
Journal of policy modeling : JPMOD ; a social science …
39
(
2017
)
6
,
pp. 1052-1064
Persistent link: https://www.econbiz.de/10011792967
Saved in:
8
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:
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:
10
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
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