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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

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

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

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

Is the Korean housing market following Gangnam style?

Al-Yahyaee, Khamis Hamed; Mensi, Walid; Ko, Hee-Un; … - In: Empirical economics : a quarterly journal of the … 61 (2021) 4, pp. 2041-2072

Persistent link: https://www.econbiz.de/10012622462

Energy, precious metals, and GCC stock markets : is there any risk spillover?

Al-Yahyaee, Khamis Hamed; Mensi, Walid; Sensoy, Ahmet; … - In: Pacific-Basin finance journal 56 (2019), pp. 45-70

Persistent link: https://www.econbiz.de/10012169554

Why cryptocurrency markets are inefficient : the impact of liquidity and volatility

Al-Yahyaee, Khamis Hamed; Mensi, Walid; Ko, Hee-Un; … - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012654953

Asymmetric volatility connectedness among main international stock markets : a high frequency analysis

Mensi, Walid; Maitra, Debasish; Vo Xuan Vinh; Kang, … - In: Borsa Istanbul Review 21 (2021) 3, pp. 291-306

This paper examines the direction and extent of the asymmetric volatility connectedness among international equity markets using 5-minute interval data from 16 stock markets. We analyze asymmetric volatility connectedness using realized volatility and identify the magnitude of the volatility...

Persistent link: https://www.econbiz.de/10012816916

Markov switching volatility connectedness across international CDS markets

Mensi, Walid; Gemici, Eray; Polat, Müslüm; Kang, Sang Hoon - In: International review of economics & finance : IREF 98 (2025), pp. 1-17

Persistent link: https://www.econbiz.de/10015330587

Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks

Alomari, Mohammed; Selmi, Refk; Mensi, Walid; Ko, Hee-Un; … - In: The quarterly review of economics and finance 93 (2024), pp. 210-228

Persistent link: https://www.econbiz.de/10014494645