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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
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Does geopolitical risk matter for global asset returns? : evidence from quantile-on-quantile regression
Umar, Zaghum; Bossman, Ahmed; Choi, Sun-Yong; Teplova, … - In: Finance research letters 48 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10013463686
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Commodity financialisation and price co-movement : lessons from two centuries of evidence
Zaremba, Adam; Umar, Zaghum; Mikutowski, Mateusz - In: Finance research letters 38 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012490185
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Switching connectedness between real estate investment trusts, oil, and gold markets
Mensi, Walid; Reboredo, Juan Carlos; Ugolini, Andrea; … - In: Finance research letters 49 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013479353
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Spillovers and connectedness between green bond and stock markets in bearish and bullish market scenarios
Mensi, Walid; Muhammad Shafiullah; Xuan Vinh Vo; Kang, … - In: Finance research letters 49 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10013479407
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Quantile connectedness and spillovers analysis between oil and international REIT markets
Mensi, Walid; Nekhili, Ramzi; Kang, Sang Hoon - In: Finance research letters 48 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013462887
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The impact of the Russia-Ukraine conflict on the connectedness of financial markets
Umar, Zaghum; Polat, Onur; Choi, Sun-Yong; Teplova, … - In: Finance research letters 48 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013463277
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Term spreads and the COVID-19 pandemic : evidence from international sovereign bond markets
Zaremba, Adam; Kizys, Renatas; Aharon, David Y.; Umar, … - In: Finance research letters 44 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10014494748
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Upside-downside multifractality and efficiency of green bonds : the roles of global factors and COVID-19
Mensi, Walid; Xuan Vinh Vo; Kang, Sang Hoon - In: Finance research letters 43 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10014632440
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Patterns of spillover in energy, agricultural, and metal markets : a connectedness analysis for years 1780-2020
Umar, Zaghum; Riaz, Yasir; Zaremba, Adam - In: Finance research letters 43 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10014632468