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Impact of macroeconomic factors and country risk ratings on GCC stock markets : evidence from a dynamic panel threshold model with regime switching

Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-min; … - In: Applied economics 49 (2017) 13, pp. 1255-1272

Persistent link: https://www.econbiz.de/10011813539

Distribution specific dependence and causality between industry-level U.S. credit and stock markets

Shahzad, Syed Jawad Hussain; Mensi, Walid; Hammoudeh, … - In: Journal of international financial markets, … 52 (2018), pp. 114-133

Persistent link: https://www.econbiz.de/10011986230

Energy, precious metals, and GCC stock markets : is there any risk spillover?

Al-Yahyaee, Khamis Hamed; Mensi, Walid; Sensoy, Ahmet; … - In: Pacific-Basin finance journal 56 (2019), pp. 45-70

Persistent link: https://www.econbiz.de/10012169554

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

Dynamic spillover and connectedness in higher moments of European stock sector markets

Nekhili, Ramzi; Mensi, Walid; Xuan Vinh Vo; Kang, Sang Hoon - In: Research in international business and finance 68 (2024), pp. 1-23

Persistent link: https://www.econbiz.de/10014451818

Asymmetric volatility connectedness among main international stock markets : a high frequency analysis

Mensi, Walid; Maitra, Debasish; Xuan Vinh Vo; Kang, … - In: Borsa Istanbul Review 21 (2021) 3, pp. 291-306

This paper examines the direction and extent of the asymmetric volatility connectedness among international equity markets using 5-minute interval data from 16 stock markets. We analyze asymmetric volatility connectedness using realized volatility and identify the magnitude of the volatility...

Persistent link: https://www.econbiz.de/10012816916

New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile

Mensi, Walid; Hammoudeh, Shawkat; Tiwari, Aviral Kumar - In: Emerging markets review 28 (2016), pp. 155-183

Persistent link: https://www.econbiz.de/10011670987

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

Good and bad high-frequency volatility spillovers among developed and emerging stock markets

Mensi, Walid; Nekhili, Ramzi; Xuan Vinh Vo; Kang, Sang Hoon - In: International journal of emerging markets 18 (2023) 9, pp. 2107-2132

Persistent link: https://www.econbiz.de/10014449774