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~person:"Mensi, Walid"
~subject:"Risikomaß"
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Risikomaß
Portfolio selection
24
Portfolio-Management
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Volatility
18
Volatilität
18
Aktienmarkt
17
Spillover effect
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Spillover-Effekt
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Stock market
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Islamisches Finanzsystem
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Kapitaleinkommen
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Mensi, Walid
McAleer, Michael
51
Wang, Ruodu
30
Stoja, Evarist
28
Hammoudeh, Shawkat
25
Pérez Amaral, Teodosio
20
Härdle, Wolfgang
19
Rosazza Gianin, Emanuela
19
Polanski, Arnold
18
Rüschendorf, Ludger
18
Vries, Casper G. de
18
Allen, David E.
17
Embrechts, Paul
17
Mao, Tiantian
17
Fabozzi, Frank J.
16
Vanduffel, Steven
16
Righi, Marcelo Brutti
15
Bernard, Carole
14
Brandtner, Mario
14
Cai, Jun
14
Dionne, Georges
14
Daníelsson, Jón
13
Farkas, Walter
12
Janabi, Mazin A. M. al
12
Jiménez-Martín, Juan-Ángel
12
Broll, Udo
11
Chang, Chia-Lin
11
Fortin, Ines
11
Liu, Haiyan
11
Dowd, Kevin
10
Hyung, Namwon
10
Kang, Sang Hoon
10
Klüppelberg, Claudia
10
Lucas, André
10
Puccetti, Giovanni
10
Tiwari, Aviral Kumar
10
Uryasev, Stan
10
Weiß, Gregor
10
Albrecht, Peter
9
Caporin, Massimiliano
9
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The North American journal of economics and finance : a journal of financial economics studies
4
Emerging markets review
2
Applied economics
1
Economic modelling
1
Finance research letters
1
International review of economics & finance : IREF
1
The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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