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subject:"Estimation"
subject:"Exchange rate"
~person:"Mensi, Walid"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference proceedings"
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Estimation
Exchange rate
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30
Spillover effect
17
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17
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15
Volatilität
15
Oil price
12
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Mensi, Walid
Gupta, Rangan
33
Bahmani-Oskooee, Mohsen
24
Zaremba, Adam
21
Hammoudeh, Shawkat
20
Schneider, Friedrich
20
Lee, Chien-chiang
19
Xuan Vinh Vo
18
MacDonald, Ronald
16
Rose, Andrew
16
Apergēs, Nikolaos
15
Voigt, Stefan
14
Balcilar, Mehmet
13
Bouri, Elie
13
Woessmann, Ludger
13
Wohar, Mark E.
13
Dreher, Axel
12
Han, Liyan
12
Pierdzioch, Christian
12
Beckmann, Joscha
11
Czudaj, Robert
11
Goel, Rajeev K.
11
Mignon, Valérie
11
Nunnenkamp, Peter
11
Ram, Rati
11
Saunoris, James W.
11
Shahbaz, Muhammad
11
Tiwari, Aviral Kumar
11
Wang, Yudong
11
Yilmazkuday, Hakan
11
Cheung, Yin-Wong
10
Couharde, Cécile
10
Hamori, Shigeyuki
10
Ma, Feng
10
Nonejad, Nima
10
Pradhan, Rudra Prakash
10
Yin, Libo
10
Zhu, Huiming
10
Belke, Ansgar
9
Buch, Claudia M.
9
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of economics & finance : IREF
2
Applied economics
1
International journal of emerging markets
1
International review of financial analysis
1
Journal of commodity markets
1
Journal of international financial markets, institutions & money
1
The North American journal of economics and finance : a journal of financial economics studies
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1
How macroeconomic factors drive the linkages between inflation and oil markets in global economies? : a multiscale analysis
Mensi, Walid
;
Ur Rehman, Mobeen
;
Hammoudeh, Shawkat
; …
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 212-232
Persistent link: https://www.econbiz.de/10014373763
Saved in:
2
Spillover and connectedness among G7 real estate investment trusts : the effects of investor sentiment and global factors
Mensi, Walid
;
Gubareva, Mariya
;
Teplova, Tamara V.
; …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014483749
Saved in:
3
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:
4
Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications
Mensi, Walid
;
Aslan, Aylin
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 219-232
Persistent link: https://www.econbiz.de/10014239971
Saved in:
5
Does safe haven exist? : tail risks of commodity markets during COVID-19 pandemic
Enilov, Martin
;
Mensi, Walid
;
Stankov, Petar
- In:
Journal of commodity markets
29
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014277048
Saved in:
6
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:
7
Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model
Hammoudeh, Shawkat
;
Mensi, Walid
;
Cho, Jin Seo
- In:
International economics : a journal published by CEPII …
170
(
2022
),
pp. 66-78
Persistent link: https://www.econbiz.de/10013368869
Saved in:
8
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:
9
Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? : a portfolio risk analysis
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 96-113
Persistent link: https://www.econbiz.de/10013175750
Saved in:
10
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
Saved in:
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