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Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets
Ugolini, Andrea; Reboredo, Juan Carlos; Mensi, Walid - In: Finance research letters 53 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014472526
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Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets
Mensi, Walid; Gubareva, Mariya; Ko, Hee-Un; Xuan Vinh Vo; … - In: Financial innovation : FIN 9 (2023) 1, pp. 1-27
deliver valuable insights for deploying volatility-based financial instruments that can potentially provide cryptocurrency … investors with suitable hedges, as we show that cryptocurrency and volatility markets are insignificantly (weakly) connected …
Persistent link: https://www.econbiz.de/10014289114
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Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? : a portfolio risk analysis
Mensi, Walid; Al-Yahyaee, Khamis Hamed; Al-Jarrah, … - In: International review of economics & finance : IREF 76 (2021), pp. 96-113
Persistent link: https://www.econbiz.de/10013175750
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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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Quantile dependencies and connectedness between the gold and cryptocurrency markets : effects of the COVID-19 crisis
Mensi, Walid; El Khoury, Rim; Syed Riaz Mahmood Ali; … - In: Research in international business and finance 65 (2023), pp. 1-23
Persistent link: https://www.econbiz.de/10014432490
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Correlations and volatility spillovers across commodity and stock markets : linking energies, food, and gold
Mensi, Walid; Beljid, Makram; Boubaker, Adel; Managi, … - In: Economic modelling 32 (2013), pp. 15-22
Persistent link: https://www.econbiz.de/10009760820
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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
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Impacts of COVID-19 outbreak on the spillovers between US and Chinese stock sectors
Hanif, Waqas; Mensi, Walid; Xuan Vinh Vo - In: Finance research letters 40 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012819863
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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
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Asymmetric volatility connectedness among US stock sectors
Mensi, Walid; Nekhili, Ramzi; Xuan Vinh Vo; Suleman, Tahir - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-24
Persistent link: https://www.econbiz.de/10012822000