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Frequency connectedness and spillovers among oil and Islamic sector stock markets : portfolio hedging implications
Mensi, Walid; Al Kharusi, Sami; Xuan Vinh Vo; Kang, … - In: Borsa Istanbul Review 22 (2022) 6, pp. 1098-1117
. Finally, hedging effectiveness is lower in the long term than in the short term during the oil crisis in 2015-2016 and the US …
Persistent link: https://www.econbiz.de/10014305868
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Quantile dependence and portfolio management between oil, gold, silver, and MENA stock markets
Mensi, Walid; Mishra, Tapas; Ko, Hee-Un; Xuan Vinh Vo; … - In: Research in international business and finance 70 (2024) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10015053318
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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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Are clean energy markets hedges for stock markets? : a tail quantile connectedness regression
Ziadat, Salem Adel; Mensi, Walid; Al Kharusi, Sami; … - In: Energy economics 136 (2024), pp. 1-24
Persistent link: https://www.econbiz.de/10015046934
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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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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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The impact of COVID-19 on the G7 stock markets : a time-frequency analysis
Ur Rehman, Mobeen; Kang, Sang Hoon; Ahmad, Nasir; Xuan … - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10013187657
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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
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Multifractality during upside/downside trends in the MENA stock markets : the effects of the global financial crisis, oil crash and COVID-19 pandemic
Mensi, Walid; Yousaf, Imran; Xuan Vinh Vo; Kang, Sang Hoon - In: International journal of emerging markets 18 (2023) 10, pp. 4408-4435
Persistent link: https://www.econbiz.de/10014456152
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Dependence dynamics of stock markets during COVID-19
Ur Rehman, Mobeen; Ahmad, Nasir; Shahzad, Syed Jawad Hussain - In: Emerging markets review 51 (2022) 2, pp. 1-22
Persistent link: https://www.econbiz.de/10013418824