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accessRights:"restricted"
~person:"Beg, Rabiul Alam"
~person:"Mensi, Walid"
~subject:"Spillovers"
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Beg, Rabiul Alam
Mensi, Walid
Kang, Sang Hoon
4
Xuan Vinh Vo
4
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3
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2
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1
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
2
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
3
Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets
Mensi, Walid
;
Yousaf, Imran
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013412815
Saved in:
4
Spillovers and connectedness between major precious metals and major currency markets : the role of frequency factor
Mensi, Walid
;
Hernandez, Jose Arroeola
;
Yoon, Seong-min
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012803817
Saved in:
5
Testing and predicting volatility spillover : a multivariate GJR-GARCH approach
Aftab, Hira
;
Beg, Rabiul Alam
;
Sun, Sizhong
;
Zhou, Zhangyue
- In:
Theoretical economics letters
9
(
2019
)
1
,
pp. 83-99
Persistent link: https://www.econbiz.de/10012005368
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