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subject:"Basel Accord"
type:"article"
~person:"Mensi, Walid"
~subject:"Hedging"
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Basel Accord
Hedging
Risikomanagement
8
Risk management
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Portfolio selection
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Portfolio-Management
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Risk measure
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Spillover effect
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Mensi, Walid
Broll, Udo
24
Dionne, Georges
9
Li, Johnny Siu-Hang
9
Wahl, Jack E.
9
Bartram, Söhnke M.
8
Schulte-Mattler, Hermann
8
Godin, Frédéric
7
Hammoudeh, Shawkat
7
McAleer, Michael
7
Rösch, Daniel
7
Bhansali, Vineer
6
Embrechts, Paul
6
Fernando, Chitru S.
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Gatzert, Nadine
6
Jacobs, Michael <Jr.>
6
Pramborg, Bengt
6
Rathgeber, Andreas W.
6
Sherris, Michael
6
Welzel, Peter
6
Zhou, Kenneth Q.
6
Cotter, John
5
Hagelin, Niclas
5
Hanly, Jim
5
Kang, Sang Hoon
5
Korn, Olaf
5
Kouvelis, Panos
5
Migueis, Marco
5
Pérez Amaral, Teodosio
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Rogers, Daniel A.
5
Wang, Ruodu
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Al-Yahyaee, Khamis Hamed
4
Archer, Simon
4
Bodnar, Gordon M.
4
Carcano, Nicola
4
Coble, Keith H.
4
Gauthier, Geneviève
4
Geyer-Klingeberg, Jerome
4
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4
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The North American journal of economics and finance : a journal of financial economics studies
3
Journal of international financial markets, institutions & money
1
Pacific-Basin finance journal
1
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ECONIS (ZBW)
5
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1
Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Ur Rehman, Mobeen
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659807
Saved in:
2
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:
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
Energy, precious metals, and GCC stock markets : is there any risk spillover?
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Sensoy, Ahmet
; …
- In:
Pacific-Basin finance journal
56
(
2019
),
pp. 45-70
Persistent link: https://www.econbiz.de/10012169554
Saved in:
5
Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies : portfolio risk management implications
Mensi, Walid
;
Ur Rehman, Mobeen
;
Al-Yahyaee, Khamis Hamed
; …
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 283-294
Persistent link: https://www.econbiz.de/10012120250
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