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~accessRights:"restricted"
~person:"Mensi, Walid"
~person:"Shahzad, Syed Jawad Hussain"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"CAPM"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Theorie"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
~type_genre:"Übersichtsarbeit"
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Mensi, Walid
Shahzad, Syed Jawad Hussain
Gupta, Rangan
123
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68
Bouri, Elie
66
Lee, Chien-chiang
62
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58
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53
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1
Risk transmitters and receivers in global currency markets
Shahzad, Syed Jawad Hussain
;
Hernandez, Jose Arreola
; …
- In:
Finance research letters
25
(
2018
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012003404
Saved in:
2
The pricing of bad contagion in cryptocurrencies : a four-factor pricing model
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Ahmad, Tanveer
; …
- In:
Finance research letters
41
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013335981
Saved in:
3
Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices
Ferrer, Román
;
Shahzad, Syed Jawad Hussain
;
López, Raquel
- In:
Energy economics
76
(
2018
),
pp. 1-20
Persistent link: https://www.econbiz.de/10011976566
Saved in:
4
Dynamic volatility spillovers and connectedness between global, regional, and GIPSI stock markets
Mensi, Walid
;
Boubaker, Ferihane Zaraa
;
Al-Yahyaee, …
- In:
Finance research letters
25
(
2018
),
pp. 230-238
Persistent link: https://www.econbiz.de/10012003543
Saved in:
5
Risk spillovers and hedging effectiveness between major commodities, and Islamic and conventional GCC banks
Mensi, Walid
;
Hammoudeh, Shawkat
;
Al-Jarrah, Idries …
- In:
Journal of international financial markets, …
60
(
2019
),
pp. 68-88
Persistent link: https://www.econbiz.de/10012127964
Saved in:
6
Oil volatility and sovereign risk of BRICS
Bouri, Elie
;
Shahzad, Syed Jawad Hussain
;
Raza, Naveed
; …
- In:
Energy economics
70
(
2018
),
pp. 258-269
Persistent link: https://www.econbiz.de/10011942723
Saved in:
7
Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets
Uddin, Mohammed Gazi Salah
;
Hernandez, Jose Areola
; …
- In:
Energy economics
71
(
2018
),
pp. 35-46
Persistent link: https://www.econbiz.de/10011942938
Saved in:
8
Analyzing time-frequency co-movements across gold and oil prices with BRICS stock markets : a VaR based on wavelet approach
Mensi, Walid
;
Hkiri, Besma
;
Al-Yahyaee, Khamis Hamed
; …
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 74-102
Persistent link: https://www.econbiz.de/10012033348
Saved in:
9
Geopolitical risk and tourism demand in emerging economies
Balli, Faruk
;
Uddin, Mohammed Gazi Salah
;
Shahzad, Syed …
- In:
Tourism economics : the business and finance of tourism …
25
(
2019
)
6
,
pp. 997-1005
Persistent link: https://www.econbiz.de/10012182274
Saved in:
10
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
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