//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~person:"Mensi, Walid"
~subject:"Risk measure"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Ratchet vs Blase Investors and...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risk measure
Portfolio selection
21
Portfolio-Management
21
Aktienmarkt
11
Stock market
11
Volatility
11
Volatilität
11
Hedging
10
Spillover effect
10
Spillover-Effekt
10
Risikomaß
9
Börsenkurs
8
Share price
8
ARCH model
7
ARCH-Modell
7
BRICS countries
5
BRICS-Staaten
5
Downside risk
5
Estimation
5
Oil price
5
Risikomanagement
5
Risk management
5
Schätzung
5
Virtual currency
5
Virtuelle Währung
5
Ölpreis
5
Capital income
4
Islamic finance
4
Islamisches Finanzsystem
4
Kapitaleinkommen
4
Stock markets
4
Welt
4
World
4
Commodity markets
3
Islam
3
Spillovers
3
USA
3
United States
3
Correlation
2
Cryptocurrencies
2
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Mensi, Walid
Wang, Ruodu
15
Righi, Marcelo Brutti
12
Hammoudeh, Shawkat
11
Kang, Sang Hoon
9
Müller, Fernanda Maria
9
Mao, Tiantian
8
Brandtner, Mario
7
Härdle, Wolfgang
7
Rüschendorf, Ludger
7
Vanduffel, Steven
7
Cai, Jun
6
Rosazza Gianin, Emanuela
6
Bernard, Carole
5
Furman, Edward
5
Kürsten, Wolfgang
5
Liu, Haiyan
5
Liu, Jia
5
Mora-Valencia, Andrés
5
Nguyen, Duc Khuong
5
Rösch, Daniel
5
Tiwari, Aviral Kumar
5
Ur Rehman, Mobeen
5
Al-Yahyaee, Khamis Hamed
4
Bianchi, Michele Leonardo
4
Boonen, Tim J.
4
Centrone, Francesca
4
Chen, Zhiping
4
Consigli, Giorgio
4
Fabozzi, Frank J.
4
Farkas, Walter
4
Guillén, Montserrat
4
Janabi, Mazin A. M. al
4
Karmakar, Madhusudan
4
Kim, Young Shin
4
Koch Medina, Pablo
4
Landsman, Zinoviy
4
Lee, Yong Woong
4
Mehra, Aparna
4
Munari, Cosimo-Andrea
4
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
4
Applied economics
1
Economic modelling
1
Emerging markets review
1
Finance research letters
1
The world economy : the leading journal on international economic relations
1
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Precious metals, cereal, oil and stock market linkages and portfolio risk management : evidence from Saudi Arabia
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
Economic modelling
51
(
2015
),
pp. 340-358
Persistent link: https://www.econbiz.de/10011476048
Saved in:
2
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
Saved in:
3
Dynamic global linkages of the brics stock markets with the United States and Europe under external crisis shocks : implications for portfolio risk forecasting
Hammoudeh, Shawkat
;
Kang, Sang Hoon
;
Mensi, Walid
; …
- In:
The world economy : the leading journal on …
39
(
2016
)
11
,
pp. 1703-1727
Persistent link: https://www.econbiz.de/10011584204
Saved in:
4
Tail dependence risk exposure and diversification potential of Islamic and conventional banks
Hernandez, Jose Arreola
;
Al-Yahyaee, Khamis Hamed
; …
- In:
Applied economics
51
(
2019
)
44
,
pp. 4856-4869
Persistent link: https://www.econbiz.de/10012197121
Saved in:
5
Diversification potential of Asian frontier, BRIC emerging and major developed stock markets : a wavelet-based value at risk approach
Mensi, Walid
;
Shahzad, Syed Jawad Hussain
;
Hammoudeh, …
- In:
Emerging markets review
32
(
2017
),
pp. 130-147
Persistent link: https://www.econbiz.de/10011803251
Saved in:
6
Dynamic linkages between developed and BRICS stock markets : portfolio risk analysis
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
Finance research letters
21
(
2017
),
pp. 26-33
Persistent link: https://www.econbiz.de/10011807276
Saved in:
7
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
Saved in:
8
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:
9
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->