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~subject:"Spillover effect"
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Spillover effect
Volatility
81
Volatilität
81
Spillover-Effekt
78
Aktienmarkt
61
Stock market
61
Welt
49
World
49
Portfolio selection
44
Portfolio-Management
44
ARCH model
38
ARCH-Modell
38
Börsenkurs
38
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38
Hedging
33
China
29
Estimation
27
Schätzung
27
Virtual currency
22
Virtuelle Währung
22
Coronavirus
20
Oil price
19
Ölpreis
19
COVID-19
17
Commodity derivative
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Rohstoffderivat
17
USA
15
United States
15
Financial crisis
14
Spillovers
14
Capital income
13
Gold
13
Kapitaleinkommen
13
Risiko
13
Risk
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South Korea
13
Südkorea
13
Theorie
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Theory
13
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8
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English
78
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1
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Kang, Sang Hoon
77
Mensi, Walid
41
Vo Xuan Vinh
26
Yoon, Seong-min
21
Al-Yahyaee, Khamis Hamed
8
Hernandez, Jose Arreola
8
Maitra, Debasish
6
Ziadat, Salem Adel
6
Hammoudeh, Shawkat
5
Hanif, Waqas
5
Ko, Hee-Un
5
McIver, Ron
5
Nekhili, Ramzi
5
Uddin, Mohammed Gazi Salah
5
Ur Rehman, Mobeen
4
Al Kharusi, Sami
3
Al Rababa'a, Abdel Razzaq
3
Al-Jarrah, Idries Mohammad Wanas
3
Gubareva, Mariya
3
Shahzad, Syed Jawad Hussain
3
Troster, Victor
3
Bouri, Elie
2
Dash, Saumya Ranjan
2
El Khoury, Rim
2
Jain, Prachi
2
Kang, Sanghoon
2
Sadorsky, Perry A.
2
Sensoy, Ahmet
2
Vo, Xuan Vinh
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Yoon, Seong-Min
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Yousaf, Imran
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mensi, walid
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Ahmadian-Yazdi, Farzaneh
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Al Mamun, Md
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Al Mamun, Md.
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Al-Maadid, Alanoud
1
Albulescu, Claudiu Tiberiu
1
Ali, Syed Riaz Mahmood
1
Alomari, Mohammed
1
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Energy economics
13
The North American journal of economics and finance : a journal of financial economics studies
7
International review of economics & finance : IREF
6
Finance research letters
4
Financial innovation : FIN
4
Journal of international financial markets, institutions & money
3
Korea and the world economy
3
Pacific-Basin finance journal
3
Research in international business and finance
3
The quarterly review of economics and finance
3
Applied economics
2
Borsa Istanbul Review
2
International journal of emerging markets
2
International review of financial analysis
2
Applied economics letters
1
Computational economics
1
Dae oe gyeong je yeon gu
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
1
Journal of commodity markets
1
Journal of economics and finance : JEF
1
Journal of multinational financial management
1
Physica A: Statistical Mechanics and its Applications
1
Review of international economics
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ECONIS (ZBW)
78
RePEc
1
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1
Quantile dependencies and connectedness between stock and precious metals markets
Jain, Prachi
;
Maitra, Debasish
;
McIver, Ron
;
Kang, Sang Hoon
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014426833
Saved in:
2
Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets
Kang, Sang Hoon
;
McIver, Ron
;
Yoon, Seong-min
- In:
Energy economics
62
(
2017
),
pp. 19-32
Persistent link: https://www.econbiz.de/10011748013
Saved in:
3
Dynamic volatility spillover and network connectedness across ASX sector markets
Choi, Ki-hong
;
McIver, Ron
;
Ferraro, Salvatore
;
Xu, Lei
; …
- In:
Journal of economics and finance : JEF
45
(
2021
)
4
,
pp. 677-691
Persistent link: https://www.econbiz.de/10012656361
Saved in:
4
Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs
Kang, Sang Hoon
;
Hernandez, Jose Arreola
;
Sadorsky, Perry A.
- In:
Energy economics
99
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012939407
Saved in:
5
Sensitivity of US sectoral returns to energy commodities under different investment horizons and market conditions
Ur Rehman, Mobeen
;
Vo Xuan Vinh
;
McIver, Ron
;
Kang, …
- In:
Energy economics
108
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013203096
Saved in:
6
Spillovers and portfolio optimization of precious metals and global/regional equity markets
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Applied economics
54
(
2022
)
20
,
pp. 2320-2342
Persistent link: https://www.econbiz.de/10012875943
Saved in:
7
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
Saved in:
8
Quantile dependencies and connectedness between the gold and cryptocurrency markets : effects of the COVID-19 crisis
Mensi, Walid
;
El Khoury, Rim
;
Syed Riaz Mahmood Ali
;
Vo …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014432490
Saved in:
9
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
Saved in:
10
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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