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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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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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Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes
Mensi, Walid; Hammoudeh, Shawkat; Sensoy, Ahmet; Yoon, … - In: Applied economics 49 (2017) 25, pp. 2456-2479
Persistent link: https://www.econbiz.de/10011819434
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Impact of macroeconomic factors and country risk ratings on GCC stock markets : evidence from a dynamic panel threshold model with regime switching
Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-min; … - In: Applied economics 49 (2017) 13, pp. 1255-1272
Persistent link: https://www.econbiz.de/10011813539
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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