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~subject:"Spillover effect"
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Spillover effect
Volatility
90
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71
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70
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Hammoudeh, Shawkat
26
Mensi, Walid
12
Kang, Sang Hoon
6
Tiwari, Aviral Kumar
5
Hammoudeh, Shawkat M.
4
Abakah, Emmanuel Joel Aikins
3
Al-Yahyaee, Khamis Hamed
3
Shahzad, Syed Jawad Hussain
3
Al-Jarrah, Idries Mohammad Wanas
2
Aloui, Chaker
2
Elsayed, Ahmed H.
2
Jena, Sangram Keshari
2
McAleer, Michael
2
Nguyen, Duc Khuong
2
Shahbaz, Muhammad
2
Sousa, Ricardo M.
2
Trabelsi, Nader
2
Ur Rehman, Mobeen
2
Yarovaya, Larisa
2
Yoon, Seong-min
2
Yuan, Yuan
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Adekoya, Oluwasegun B.
1
Agnello, Luca
1
Al-Maadid, Alanoud
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Alagidede, Imhotep Paul
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Aleisa, Eisa
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Castro, Vitor
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Cho, Jin Seo
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Demirer, Riza
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Demirer, Rıza
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Dibooglu, Sel
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Gupta, Rangan
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Hkiri, Besma
1
Khalfaoui, Rabeh
1
Khalifa, Ahmed A. A.
1
Kim, Won Joong
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Energy economics
6
The North American journal of economics and finance : a journal of financial economics studies
5
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3
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2
International review of economics & finance : IREF
2
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2
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1
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ECONIS (ZBW)
31
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A time-varying connectedness analysis of the Korean economy
Kim, Won Joong
;
Piao, Chunyan
- In:
Korea and the world economy
23
(
2022
)
3
,
pp. 185-195
Persistent link: https://www.econbiz.de/10013490765
Saved in:
2
Regional and global spillovers and diversification opportunities in the GCC equity sectors
Balcılar, Mehmet
;
Demirer, Rıza
;
Hammoudeh, Shawkat
- In:
Emerging markets review
24
(
2015
),
pp. 160-187
Persistent link: https://www.econbiz.de/10011538565
Saved in:
3
Risk spillovers and hedging effectiveness between major commodities, and Islamic and conventional GCC banks
Mensi, Walid
;
Hammoudeh, Shawkat
;
Al-Jarrah, Idries …
- In:
Journal of international financial markets, …
60
(
2019
),
pp. 68-88
Persistent link: https://www.econbiz.de/10012127964
Saved in:
4
Global financial crisis and spillover effects among the U.S. and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 257-276
Persistent link: https://www.econbiz.de/10011625114
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Extreme dependence and risk spillovers between oil and Islamic stock markets
Shahzad, Syed Jawad Hussain
;
Mensi, Walid
;
Hammoudeh, …
- In:
Emerging markets review
34
(
2018
),
pp. 42-63
Persistent link: https://www.econbiz.de/10012114666
Saved in:
8
Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Journal of banking & finance
75
(
2017
),
pp. 258-279
Persistent link: https://www.econbiz.de/10011742164
Saved in:
9
Are Islamic indexes a safe haven for investors? : an analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of crisis...
Hkiri, Besma
;
Hammoudeh, Shawkat
;
Aloui, Chaker
; …
- In:
Pacific-Basin finance journal
43
(
2017
),
pp. 124-150
Persistent link: https://www.econbiz.de/10011800663
Saved in:
10
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
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