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~person:"Al-Yahyaee, Khamis Hamed"
~subject:"Spillover effect"
~subject:"bond market"
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Spillover effect
bond market
Aktienmarkt
5
Stock market
5
Volatility
4
Volatilität
4
Capital income
3
Kapitaleinkommen
3
Spillover-Effekt
3
Börsenkurs
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Multivariate Verteilung
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Multivariate distribution
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Risk management
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Spillover index
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Welt
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ARCH model
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Arabische Golf-Staaten
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Commodity derivative
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Copula
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Delta CoVaR
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Efficiency
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Efficient market hypothesis
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Effizienzmarkthypothese
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GCC stock markets
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GIPSI stock markets
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Global and regional stock markets
1
Globalisierung
1
Globalization
1
Gulf countries
1
Hedging
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Hurst exponent
1
Islamic stock markets
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Kointegration
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Al-Yahyaee, Khamis Hamed
Mensi, Walid
10
Kang, Sang Hoon
9
Gupta, Rangan
5
Hammoudeh, Shawkat
5
Ngo Thai Hung
5
Li, Yanshuang
4
Shahzad, Syed Jawad Hussain
4
Zhang, Weiping
4
Zhuang, Xintian
4
Bohl, Martin T.
3
Chan-Lau, Jorge A.
3
Fukuda, Shin'ichi
3
González-Hermosillo, Brenda
3
Guesmi, Khaled
3
Ong, Li L.
3
Siklos, Pierre L.
3
Umar, Zaghum
3
Ur Rehman, Mobeen
3
Xuan Vinh Vo
3
Yoon, Seong-min
3
Alagidede, Paul
2
Amar, Amine Ben
2
Andritzky, Jochen R.
2
Balli, Faruk
2
Bayoumi, Tamim
2
Bekiros, Stelios
2
BenYoussef, Adel
2
Bouoiyour, Jamal
2
Bouri, Elie
2
Claessens, Stijn
2
Dai, Zhifeng
2
El Ghini, Ahmed
2
Essid, Badye
2
Giles, David E. A.
2
Hassan, Arshad
2
Heinlein, Reinhold
2
Hernandez, Jose Arreola
2
Ji, Qiang
2
Kapar, Burcu
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Emerging markets review
1
Finance research letters
1
Pacific-Basin finance journal
1
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ECONIS (ZBW)
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Dynamic volatility spillovers and connectedness between global, regional, and GIPSI
stock
markets
Mensi, Walid
;
Boubaker, Ferihane Zaraa
;
Al-Yahyaee, …
- In:
Finance research letters
25
(
2018
),
pp. 230-238
Persistent link: https://www.econbiz.de/10012003543
Saved in:
2
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:
3
Extreme dependence and risk spillovers between oil and Islamic
stock
markets
Shahzad, Syed Jawad Hussain
;
Mensi, Walid
;
Hammoudeh, …
- In:
Emerging markets review
34
(
2018
),
pp. 42-63
Persistent link: https://www.econbiz.de/10012114666
Saved in:
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