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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

Diversification potential of Asian frontier, BRIC emerging and major developed stock markets : a wavelet-based value at risk approach

Mensi, Walid; Shahzad, Syed Jawad Hussain; Hammoudeh, … - In: Emerging markets review 32 (2017), pp. 130-147

Persistent link: https://www.econbiz.de/10011803251

Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas

Mensi, Walid; Hammoudeh, Shawkat; Shahzad, Syed Jawad … - In: Energy economics 67 (2017), pp. 476-495

Persistent link: https://www.econbiz.de/10011897955

La dynamique de la volatilité boursière autour de l'ouverture des marchés de capitaux

Nguyen, Duc Khuong - In: Economie & prévision : EP 192 (2010) 1, pp. 65-82

Persistent link: https://www.econbiz.de/10003987939

Libéralisation financière et marchés émergents

Nguyen, Duc Khuong - 2008

Persistent link: https://www.econbiz.de/10003735817

Downside and upside risk spillovers between exchange rates and stock prices

Reboredo, Juan Carlos; Rivera-Castro, Miguel A.; … - In: Journal of banking & finance 62 (2016), pp. 76-96

Persistent link: https://www.econbiz.de/10011634069

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

Systemic Risk Spillovers Between Stock Returns of the Banking and Financial Sectors : Evidence from Developed and Emerging Europe

Hanif, Waqas; Mensi, Walid; Arreola Hernández, José; … - 2023

In financial markets, the risk of one bank can spill over into the risk of another. Risk contagion is more common when financial markets are fragile. This study explores the dynamics of non-linear dependence and risk spillovers between stock returns of banking and financial sectors in the...

Persistent link: https://www.econbiz.de/10014358307

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

Financial development, government bond returns, and stability : international evidence

Boubaker, Sabri; Nguyen, Duc Khuong; Piljak, Vanja; … - In: Journal of international financial markets, … 61 (2019), pp. 81-96

Persistent link: https://www.econbiz.de/10012128282