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COVID-19 and time-frequency spillovers between oil and sectoral stocks and portfolio implications : evidence from China and US economies
Mensi, Walid; Al-Yahyaee, Khamis Hamed; Vo Xuan Vinh; … - In: International economics : the quarterly journal in … 180 (2024), pp. 1-23
Persistent link: https://www.econbiz.de/10015166867
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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
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Do Islamic stocks outperform conventional stock sectors during normal and crisis periods? : extreme co-movements and portfolio management analysis
Al-Yahyaee, Khamis Hamed; Mensi, Walid; Ur Rehman, Mobeen; … - In: Pacific-Basin finance journal 62 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012491782
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Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? : a portfolio risk analysis
Mensi, Walid; Al-Yahyaee, Khamis Hamed; Al-Jarrah, … - In: International review of economics & finance : IREF 76 (2021), pp. 96-113
Persistent link: https://www.econbiz.de/10013175750
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Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications
Mensi, Walid; Aslan, Aylin; Vo Xuan Vinh; Kang, Sang Hoon - In: International review of economics & finance : IREF 83 (2023), pp. 219-232
Persistent link: https://www.econbiz.de/10014239971
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Quantile dependencies and connectedness between the gold and cryptocurrency markets : effects of the COVID-19 crisis
Mensi, Walid; El Khoury, Rim; Syed Riaz Mahmood Ali; Vo … - In: Research in international business and finance 65 (2023), pp. 1-23
Persistent link: https://www.econbiz.de/10014432490
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Spillovers and portfolio management between the uncertainty indices of oil and gold and G7 stock markets
Mensi, Walid; Ziadat, Salem Adel; Vo Xuan Vinh; Kang, … - In: Computational economics 64 (2024) 4, pp. 2233-2262
Persistent link: https://www.econbiz.de/10015144010
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Upward and downward multifractality and efficiency of Chinese and Hong Kong stock markets
Mensi, Walid; Vo Xuan Vinh; Kang, Sang Hoon - In: Computational economics 64 (2024) 6, pp. 3207-3242
Persistent link: https://www.econbiz.de/10015144197
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Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Mensi, Walid; Hammoudeh, Shawkat; Vo Xuan Vinh; Kang, … - In: Journal of international financial markets, … 75 (2021), pp. 1-27
Persistent link: https://www.econbiz.de/10012820834
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Asymmetric volatility connectedness among US stock sectors
Mensi, Walid; Nekhili, Ramzi; Vo Xuan Vinh; Suleman, Tahir - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-24
Persistent link: https://www.econbiz.de/10012822000