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accessRights:"restricted"
~person:"Mensi, Walid"
~subject:"Kapitaleinkommen"
~subject:"Spillovers"
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Kapitaleinkommen
Spillovers
Estimation
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Mensi, Walid
Gupta, Rangan
53
Zaremba, Adam
49
Wohar, Mark E.
17
Ma, Feng
16
Wang, Yudong
16
McMillan, David G.
15
Pierdzioch, Christian
15
Tiwari, Aviral Kumar
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Balcilar, Mehmet
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Long, Huaigang
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Xuan Vinh Vo
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Narayan, Paresh Kumar
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Bouri, Elie
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Cakici, Nusret
11
Sehgal, Sanjay
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Bollerslev, Tim
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Chiang, Thomas C.
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Kumar, Dilip
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Salisu, Afees A.
10
Bali, Turan G.
9
Chiah, Mardy
9
Demirer, Rıza
9
Jawadi, Fredj
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Li, Bin
9
Nonejad, Nima
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Yin, Libo
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Yoon, Seong-min
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Zhu, Huiming
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Jareño, Francisco
7
Karathanasopoulos, Andreas
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Journal of international financial markets, institutions & money
2
The North American journal of economics and finance : a journal of financial economics studies
2
Australian economic papers
1
International journal of emerging markets
1
International review of financial analysis
1
Research in international business and finance
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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
Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets
Mensi, Walid
;
Jiang, Zhuhua
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
Australian economic papers
62
(
2023
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014443716
Saved in:
3
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:
4
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
Saved in:
5
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:
6
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:
7
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
8
Distribution specific dependence and causality between industry-level U.S. credit and stock markets
Shahzad, Syed Jawad Hussain
;
Mensi, Walid
;
Hammoudeh, …
- In:
Journal of international financial markets, …
52
(
2018
),
pp. 114-133
Persistent link: https://www.econbiz.de/10011986230
Saved in:
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