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Modeling time-varying correlations in volatility between BRICS and commodity markets
Kang, Sang Hoon; McIver, Ron; Yoon, Seong-min - In: Emerging markets finance & trade : a journal of the … 52 (2016) 7/9, pp. 1698-1723
Persistent link: https://www.econbiz.de/10011594437
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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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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
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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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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
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Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications
Mensi, Walid; Hammoudeh, Shawkat; Al-Jarrah, Idries … - In: Energy economics 67 (2017), pp. 454-475
Persistent link: https://www.econbiz.de/10011897952
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Asymmetry and long memory features in volatility : evidence from Korean stock market
Kang, Sang Hoon; Yoon, Seong-min - In: The Korean economic review 24 (2008) 2, pp. 383-412
Persistent link: https://www.econbiz.de/10003795500
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Value-at-risk analysis for Asian emerging markets : asymmetry and fat tails in returns innovation
Kang, Sang Hoon; Yoon, Seong-min - In: The Korean economic review 50 (2009) 2, pp. 387-411
Persistent link: https://www.econbiz.de/10003926834
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Index futures trading and asymmetric volatility : evidence from Asian stock markets
Kang, Sang Hoon; Yoon, Seong-min - In: The journal of the Korean economy 8 (2007) 2, pp. 273-293
Persistent link: https://www.econbiz.de/10009772044