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~person:"Mensi, Walid"
~subject:"Stock market"
~type_genre:"Aufsatz in Zeitschrift"
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Stock market
Volatility
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48
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27
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27
Aktienmarkt
24
Oil price
23
Ölpreis
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Aufsatz in Zeitschrift
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Mensi, Walid
Gupta, Rangan
49
Ma, Feng
35
Kang, Sang Hoon
27
Xuan Vinh Vo
23
Hammoudeh, Shawkat
22
Bouri, Elie
21
Demirer, Rıza
21
Zhang, Yaojie
18
Chiang, Thomas C.
15
Liang, Chao
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Salisu, Afees A.
15
Wen, Fenghua
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Aloui, Chaker
14
McMillan, David G.
14
Wohar, Mark E.
14
Brooks, Robert
13
Li, Yan
13
Tiwari, Aviral Kumar
13
Wang, Jiqian
13
Yoon, Seong-min
13
Lu, Xinjie
12
Ahmed, Walid M. A.
11
Caporale, Guglielmo Maria
11
Corbet, Shaen
11
Pierdzioch, Christian
11
Dai, Zhifeng
10
Filis, George
10
Gil-Alaña, Luis A.
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Ngo Thai Hung
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Roubaud, David
10
Shahzad, Syed Jawad Hussain
10
Wang, Yudong
10
Wei, Yu
10
Zhu, Huiming
10
Balcilar, Mehmet
9
Ferreira, Paulo
9
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9
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9
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The North American journal of economics and finance : a journal of financial economics studies
4
Borsa Istanbul Review
2
Energy economics
2
Financial innovation : FIN
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of economics & finance : IREF
2
Journal of international financial markets, institutions & money
2
Economic modelling
1
Emerging markets review
1
Finance research letters
1
International journal of emerging markets
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Journal of banking & finance
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Research in international business and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Distribution specific dependence and causality between industry-level U.S. credit and stock markets
Shahzad, Syed Jawad Hussain
;
Mensi, Walid
;
Hammoudeh, …
- In:
Journal of international financial markets, …
52
(
2018
),
pp. 114-133
Persistent link: https://www.econbiz.de/10011986230
Saved in:
2
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:
3
Analyzing time-frequency co-movements across gold and oil prices with BRICS stock markets : a VaR based on wavelet approach
Mensi, Walid
;
Hkiri, Besma
;
Al-Yahyaee, Khamis Hamed
; …
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 74-102
Persistent link: https://www.econbiz.de/10012033348
Saved in:
4
Global financial crisis and spillover effects among the U.S. and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 257-276
Persistent link: https://www.econbiz.de/10011625114
Saved in:
5
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:
6
An analysis of the weak form efficiency, multifractality and long memory of global, regional and European stock markets
Mensi, Walid
;
Tiwari, Aviral Kumar
;
Al-Yahyaee, Khamis Hamed
- In:
The quarterly review of economics and finance : journal …
72
(
2019
),
pp. 168-177
Persistent link: https://www.econbiz.de/10012176113
Saved in:
7
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:
8
Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Journal of banking & finance
75
(
2017
),
pp. 258-279
Persistent link: https://www.econbiz.de/10011742164
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
Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications
Mensi, Walid
;
Hammoudeh, Shawkat
;
Al-Jarrah, Idries …
- In:
Energy economics
67
(
2017
),
pp. 454-475
Persistent link: https://www.econbiz.de/10011897952
Saved in:
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