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accessRights:"restricted"
~person:"Mensi, Walid"
~subject:"Schätzung"
~subject:"Spillovers"
~subject:"Stock markets"
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Schätzung
Spillovers
Stock markets
Estimation
26
Spillover effect
17
Spillover-Effekt
17
Volatility
15
Volatilität
15
Hedging
12
Aktienmarkt
10
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Welt
10
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10
Portfolio selection
6
Portfolio-Management
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Oil price
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Ölpreis
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ARCH model
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Börsenkurs
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Arabische Golf-Staaten
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Coronavirus
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Virtuelle Währung
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Mensi, Walid
Gupta, Rangan
151
Bahmani-Oskooee, Mohsen
71
Gil-Alaña, Luis A.
65
Zaremba, Adam
53
Tiwari, Aviral Kumar
51
Wohar, Mark E.
46
Apergēs, Nikolaos
42
Balcilar, Mehmet
41
Marcellino, Massimiliano
41
Lee, Chien-chiang
38
Shahbaz, Muhammad
38
Ma, Feng
34
Salisu, Afees A.
34
Xuan Vinh Vo
34
Bouri, Elie
32
Hammoudeh, Shawkat
32
Pierdzioch, Christian
32
Caporale, Guglielmo Maria
31
Jalles, João Tovar
31
Wang, Yudong
29
Kang, Sang Hoon
28
Narayan, Paresh Kumar
28
Rodríguez-Pose, Andrés
27
Chang, Tsangyao
26
Massa, Massimo
26
Rose, Andrew
26
Yoon, Seong-min
26
Gambetti, Luca
25
Jawadi, Fredj
25
Ours, Jan C. van
25
Zhang, Yaojie
25
Kumbhakar, Subal
24
Serletis, Apostolos
24
Shahzad, Syed Jawad Hussain
24
Van Reenen, John
24
Egger, Peter
23
Forni, Mario
23
Wagner, Joachim
23
Afonso, António
22
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The North American journal of economics and finance : a journal of financial economics studies
6
International review of economics & finance : IREF
2
Journal of international financial markets, institutions & money
2
Pacific-Basin finance journal
2
The quarterly review of economics and finance
2
Applied economics
1
Australian economic papers
1
Economic systems
1
Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
1
International journal of emerging markets
1
International review of financial analysis
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Journal of commodity markets
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Research in international business and finance
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ECONIS (ZBW)
26
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1
Oil, gold and international stock markets : extreme spillovers, connectedness and its determinants
Mensi, Walid
;
Ziadat, Salem Adel
;
Al Rababa'a, Abdel Razzaq
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014631290
Saved in:
2
Extreme downside risk connectedness and portfolio hedging among the G10 currencies
Abakah, Emmanuel Joel Aikins
;
Brahim, Mariem
;
Carlotti, …
- In:
International economics : the quarterly journal in …
178
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014578289
Saved in:
3
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:
4
Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks
Alomari, Mohammed
;
Selmi, Refk
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
The quarterly review of economics and finance
93
(
2024
),
pp. 210-228
Persistent link: https://www.econbiz.de/10014494645
Saved in:
5
Switching spillovers and connectedness between Sukuk and international Islamic stock markets
Mensi, Walid
;
Lee, Yeonjeong
;
Al Kharusi, Sami
;
Yoon, …
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014534551
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
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