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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
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Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas
Mensi, Walid; Hammoudeh, Shawkat; Shahzad, Syed Jawad … - In: Energy economics 67 (2017), pp. 476-495
Persistent link: https://www.econbiz.de/10011897955
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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
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Extreme downside risk connectedness and portfolio hedging among the G10 currencies
Abakah, Emmanuel Joel Aikins; Brahim, Mariem; Carlotti, … - In: International economics : the quarterly journal in … 178 (2024), pp. 1-26
Persistent link: https://www.econbiz.de/10014578289
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Frequency interdependence and portfolio management between gold, oil and sustainability stock markets
Nekhili, Ramzi; Ziadat, Salem Adel; Mensi, Walid - In: International economics : the quarterly journal in … 178 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10014578360
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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; Xuan Vinh Vo; 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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Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model
Hammoudeh, Shawkat; Mensi, Walid; Cho, Jin Seo - In: International economics : a journal published by CEPII … 170 (2022), pp. 66-78
Persistent link: https://www.econbiz.de/10013368869
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Dynamic frequency relationships between bitcoin, oil, gold and economic policy uncertainty index
Hazgui, Samah; Sebai, Saber; Mensi, Walid - In: Studies in economics and finance 39 (2022) 3, pp. 419-443
Persistent link: https://www.econbiz.de/10013355177
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Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid; Kamal, Md Rajib; Xuan Vinh Vo; Kang, Sang Hoon - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
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Frequency interdependence and portfolio management between gold, oil and sustainability stock markets
Nekhili, Ramzi; Ziadat, Salem Adel; Mensi, Walid - In: International economics : a journal published by CEPII … 176 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014468604