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Spillovers and connectedness between green bond and stock markets in bearish and bullish market scenarios

Mensi, Walid; Muhammad Shafiullah; Xuan Vinh Vo; Kang, … - In: Finance research letters 49 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10013479407

Frequency spillovers and portfolio risk implications between Sukuk, Islamic stock and emerging stock markets

Mensi, Walid; Ur Rehman, Mobeen; Maitra, Debasish; … - In: The quarterly review of economics and finance : journal … 91 (2023), pp. 139-157

Persistent link: https://www.econbiz.de/10014461547

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

Dynamic spillover and connectedness between oil futures and European bonds

Mensi, Walid; Al-Yahyaee, Khamis Hamed; Xuan Vinh Vo; … - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10012822033

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 … volatility in international stock markets. Macroeconomic shocks (negative interest rates in Japan, economic stress in China, a …

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

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

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

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

Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets

Mensi, Walid; Al Rababa'a, Abdel Razzaq; Xuan Vinh Vo; … - In: Energy economics 98 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10012873674

Directional spillover effects and time-frequency nexus between oil, gold and stock markets : evidence from pre and during COVID-19 outbreak

Ngo Thai Hung; Xuan Vinh Vo - In: International review of financial analysis 76 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10012805066

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