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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
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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
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Financial crises and the dynamics of the spillovers between the US and BRICS stock markets
McIver, Ron; Kang, Sang Hoon - In: Research in international business and finance 54 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012581346
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Global financial crisis and spillover effects among the U.S. and BRICS stock markets
Mensi, Walid; Hammoudeh, Shawkat; Nguyen, Duc Khuong; … - In: International review of economics & finance : IREF 42 (2016), pp. 257-276
Persistent link: https://www.econbiz.de/10011625114
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Dynamic global linkages of the brics stock markets with the United States and Europe under external crisis shocks : implications for portfolio risk forecasting
Hammoudeh, Shawkat; Kang, Sang Hoon; Mensi, Walid; … - In: The world economy : the leading journal on … 39 (2016) 11, pp. 1703-1727
Persistent link: https://www.econbiz.de/10011584204
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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
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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
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Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets
Mensi, Walid; Al Rababa'a, Abdel Razzaq; Xuan Vinh Vo; … - In: Energy economics 98 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10012873674
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The impact of COVID-19 on the G7 stock markets : a time-frequency analysis
Ur Rehman, Mobeen; Kang, Sang Hoon; Ahmad, Nasir; Xuan … - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10013187657
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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