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Asymmetric linkages between BRICS stock returns and country risk ratings : evidence from dynamic panel threshold models
Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-min; … - In: Review of international economics 24 (2016) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10011524766
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Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate
Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-min - In: Energy economics 48 (2015), pp. 46-60
Persistent link: https://www.econbiz.de/10011533698
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Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets?
Mensi, Walid; Hammoudeh, Shawkat; Reboredo, Juan Carlos; … - In: Emerging markets review 24 (2015), pp. 101-121
Persistent link: https://www.econbiz.de/10011538548
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Do global factors impact BRICS stock markets? : a quantile regression approach
Mensi, Walid; Hammoudeh, Shawkat; Reboredo, Juan Carlos; … - In: Emerging markets review 19 (2014), pp. 1-17
Persistent link: https://www.econbiz.de/10010418057
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How do OPEC news and structural breaks impact returns and volatility in crude oil markets? : further evidence from a long memory process
Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-min - In: Energy economics 42 (2014), pp. 343-354
Persistent link: https://www.econbiz.de/10010503579
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Dynamic spillovers among major energy and cereal commodity prices
Mensi, Walid; Hammoudeh, Shawkat; Nguyen, Duc Khuong; … - In: Energy economics 43 (2014), pp. 225-243
Persistent link: https://www.econbiz.de/10010504821
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Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters : the importance of scheduled and unscheduled news announcemen...
Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-min - In: International review of economics & finance : IREF 30 (2014), pp. 101-119
Persistent link: https://www.econbiz.de/10010490494
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Precious metals, cereal, oil and stock market linkages and portfolio risk management : evidence from Saudi Arabia
Mensi, Walid; Hammoudeh, Shawkat; Kang, Sang Hoon - In: Economic modelling 51 (2015), pp. 340-358
Persistent link: https://www.econbiz.de/10011476048
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Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors
Hammoudeh, Shawkat; Mensi, Walid; Reboredo, Juan Carlos; … - In: Pacific-Basin finance journal 30 (2014), pp. 189-206
Persistent link: https://www.econbiz.de/10010496348
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Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Mensi, Walid; Hammoudeh, Shawkat; Xuan Vinh Vo; Kang, … - In: Journal of international financial markets, … 75 (2021), pp. 1-27
Persistent link: https://www.econbiz.de/10012820834