//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Mensi, Walid"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Price volatility in the contex...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
53
Volatilität
52
Aktienmarkt
47
Stock market
47
Spillover effect
39
Spillover-Effekt
39
Oil price
26
Ölpreis
26
Börsenkurs
24
Share price
24
Welt
23
World
23
Portfolio selection
22
Portfolio-Management
22
Estimation
21
Schätzung
21
Hedging
20
ARCH model
18
ARCH-Modell
18
Capital income
13
Kapitaleinkommen
13
Risikomaß
12
Risk measure
12
Gold
9
Oil
9
Spillovers
9
Stock markets
9
USA
9
United States
9
BRICS countries
8
BRICS-Staaten
8
Efficient market hypothesis
7
Effizienzmarkthypothese
7
Multivariate Verteilung
7
Multivariate distribution
7
Virtual currency
7
Virtuelle Währung
7
Bitcoin
6
Commodity derivative
6
Copula
6
more ...
less ...
Online availability
All
Undetermined
59
Free
8
Type of publication
All
Article
70
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
69
Aufsatz in Zeitschrift
69
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
72
Undetermined
1
Author
All
Mensi, Walid
McAleer, Michael
387
Caporale, Guglielmo Maria
314
Gupta, Rangan
293
Bollerslev, Tim
163
Diebold, Francis X.
156
Pierdzioch, Christian
148
Chang, Chia-Lin
144
Bekaert, Geert
137
Bouri, Elie
127
Hautsch, Nikolaus
127
Hammoudeh, Shawkat
118
Spagnolo, Nicola
117
Gil-Alaña, Luis A.
110
Tiwari, Aviral Kumar
107
Andersen, Torben
106
Aizenman, Joshua
105
Lucey, Brian M.
103
McMillan, David G.
100
Ma, Feng
99
Zaremba, Adam
95
Narayan, Paresh Kumar
94
Campbell, John Y.
92
Engle, Robert F.
90
Härdle, Wolfgang
89
Wohar, Mark E.
89
Koopman, Siem Jan
88
Lux, Thomas
87
Kočenda, Evžen
82
Bali, Turan G.
81
Corbet, Shaen
81
Chiarella, Carl
80
Caporin, Massimiliano
76
Ryu, Doojin
76
Bahmani-Oskooee, Mohsen
75
Caballero, Ricardo J.
73
Xuan Vinh Vo
73
Kang, Sang Hoon
71
Allen, David E.
70
Todorov, Viktor
70
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
10
Energy economics
7
Finance research letters
7
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
6
Emerging markets review
5
International review of economics & finance : IREF
5
Pacific-Basin finance journal
4
Financial innovation : FIN
3
International journal of emerging markets
3
Borsa Istanbul Review
2
Economic modelling
2
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
2
Journal of international financial markets, institutions & money
2
Research in international business and finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied economics
1
Australian economic papers
1
ERF working papers series
1
Energy Economics
1
International review of financial analysis
1
Journal of banking & finance
1
Studies in economics and finance
1
The quarterly review of economics and finance
1
The world economy : the leading journal on international economic relations
1
more ...
less ...
Source
All
ECONIS (ZBW)
72
RePEc
1
Showing
1
-
10
of
73
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
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:
3
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:
4
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
Saved in:
5
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
Saved in:
6
An analysis of the weak form efficiency, multifractality and long memory of global, regional and European stock markets
Mensi, Walid
;
Tiwari, Aviral Kumar
;
Al-Yahyaee, Khamis Hamed
- In:
The quarterly review of economics and finance : journal …
72
(
2019
),
pp. 168-177
Persistent link: https://www.econbiz.de/10012176113
Saved in:
7
Short- and long-run tail dependence switching in MENA stock markets : the roles of oil, bitcoin, gold and VIX
Mensi, Walid
;
Hammoudeh, Shawkat
;
Tiwari, Aviral Kumar
; …
-
2019
Persistent link: https://www.econbiz.de/10012144916
Saved in:
8
Extreme dependence and risk spillovers between oil and Islamic stock markets
Shahzad, Syed Jawad Hussain
;
Mensi, Walid
;
Hammoudeh, …
- In:
Emerging markets review
34
(
2018
),
pp. 42-63
Persistent link: https://www.econbiz.de/10012114666
Saved in:
9
Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Journal of banking & finance
75
(
2017
),
pp. 258-279
Persistent link: https://www.econbiz.de/10011742164
Saved in:
10
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
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->