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subject:"Schätzung"
~isPartOf:"IMF working paper"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Mensi, Walid"
~subject:"Volatility"
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Schätzung
Volatility
Welt
5
World
5
Spillover effect
3
Spillover-Effekt
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Bitcoin
2
Edelmetall
2
Oil price
2
Portfolio selection
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Portfolio-Management
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Precious metal
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Precious metals
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Spillovers
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Ölpreis
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Aktienmarkt
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Anlageverhalten
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Asymmetric volatility connectedness
1
Behavioural finance
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Capital income
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Chinese sector stocks
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Downside risk
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Mensi, Walid
Kang, Sang Hoon
5
Zhu, Huiming
5
Gupta, Rangan
3
Hau, Liya
3
Lee, Chien-chiang
3
Levchenko, Andrei A.
3
Ricci, Luca Antonio
3
Salisu, Afees A.
3
Terrones, Marco E.
3
Wohar, Mark E.
3
Adediran, Idris A.
2
Balcilar, Mehmet
2
Bhandari, Jagdeep S.
2
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2
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2
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2
Dash, Saumya Ranjan
2
Demirgüç-Kunt, Asli
2
Detragiache, Enrica
2
Di Giovanni, Julian
2
Genberg, Hans
2
Gupta, Sanjeev
2
Hammoudeh, Shawkat
2
Horen, Neeltje van
2
Jiang, Yong
2
Kose, M. Ayhan
2
Leon, Hyginus
2
Liang, Hong
2
Lin, Ling
2
Ma, Yong
2
MacDonald, Ronald
2
Maitra, Debasish
2
Mendoza, Enrique G.
2
Prasad, Eswar S.
2
Subramanian, Arvind
2
Tiwari, Aviral Kumar
2
Ur Rehman, Mobeen
2
Wei, Shang-jin
2
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1
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IMF working paper
The North American journal of economics and finance : a journal of financial economics studies
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International review of economics & finance : IREF
3
Applied economics
1
ERF working papers series
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Energy economics
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Finance research letters
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International economics : the quarterly journal in international economics founded in 1980 by the CEPII
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International journal of emerging markets
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International review of financial analysis
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ECONIS (ZBW)
4
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1
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:
2
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:
3
Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets : a comparative analysis with yellow metal
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 104-120
Persistent link: https://www.econbiz.de/10012269157
Saved in:
4
High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets
Mensi, Walid
;
Sensoy, Ahmet
;
Aslan, Aylin
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012203700
Saved in:
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