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Oil, gold and international stock markets : extreme spillovers, connectedness and its determinants
Mensi, Walid; Ziadat, Salem Adel; Al Rababa'a, Abdel Razzaq - In: The quarterly review of economics and finance 95 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10014631290
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Frequency connectedness between DeFi and cryptocurrency markets
Mensi, Walid; Gubareva, Mariya; Kang, Sang Hoon - In: The quarterly review of economics and finance 93 (2024), pp. 12-27
Persistent link: https://www.econbiz.de/10014494633
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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