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Spillovers and connectedness between major precious metals and major currency markets : the role of frequency factor
Mensi, Walid; Hernandez, Jose Arroeola; Yoon, Seong-min; … - In: International review of financial analysis 74 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012803817
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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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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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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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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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Dynamic spillover and connectedness between oil futures and European bonds
Mensi, Walid; Al-Yahyaee, Khamis Hamed; Vo Xuan Vinh; … - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012822033
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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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Quantile dependence and portfolio management between oil, gold, silver, and MENA stock markets
Mensi, Walid; Mishra, Tapas; Ko, Hee-Un; Vo Xuan Vinh; … - In: Research in international business and finance 70 (2024) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10015053318
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Extreme quantile connectedness and spillovers between oil and Vietnamese stock markets : a sectoral analysis
Mensi, Walid; Ziadat, Salem Adel; Vo Xuan Vinh; Kang, … - In: International journal of emerging markets 19 (2024) 6, pp. 1586-1625
Persistent link: https://www.econbiz.de/10014575558
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Are clean energy markets hedges for stock markets? : a tail quantile connectedness regression
Ziadat, Salem Adel; Mensi, Walid; Al Kharusi, Sami; Vo … - In: Energy economics 136 (2024), pp. 1-24
Persistent link: https://www.econbiz.de/10015046934