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~subject:"Spillover effect"
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Spillover effect
Volatility
113
Volatilität
112
Spillover-Effekt
101
Aktienmarkt
92
Stock market
92
Welt
74
World
74
Portfolio selection
59
Portfolio-Management
59
Börsenkurs
52
Share price
52
ARCH model
51
ARCH-Modell
51
Hedging
46
Oil price
38
Ölpreis
38
Virtual currency
37
Virtuelle Währung
37
Estimation
34
Schätzung
34
Coronavirus
31
COVID-19
23
Capital income
22
Gold
22
Kapitaleinkommen
22
USA
22
United States
22
Commodity derivative
21
Oil market
21
Risiko
21
Risk
21
Rohstoffderivat
21
Ölmarkt
21
Financial crisis
20
Finanzkrise
18
Spillovers
18
Theorie
18
Theory
18
Time series analysis
17
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Undetermined
74
Free
22
CC license
8
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Article
92
Book / Working Paper
10
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Article in journal
91
Aufsatz in Zeitschrift
91
Language
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English
101
Undetermined
1
Author
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Kang, Sang Hoon
77
Mensi, Walid
58
Vo Xuan Vinh
33
Yoon, Seong-min
27
Hanif, Waqas
11
Al-Yahyaee, Khamis Hamed
10
Hammoudeh, Shawkat
10
Nekhili, Ramzi
9
Hernandez, Jose Arreola
8
Maitra, Debasish
8
Ur Rehman, Mobeen
7
McIver, Ron
6
Ziadat, Salem Adel
6
Bouri, Elie
5
Ko, Hee-Un
5
Shahzad, Syed Jawad Hussain
5
Uddin, Mohammed Gazi Salah
5
Al Kharusi, Sami
4
Gubareva, Mariya
4
Al Rababa'a, Abdel Razzaq
3
Al-Jarrah, Idries Mohammad Wanas
3
Choi, Ki-hong
3
El Khoury, Rim
3
Troster, Victor
3
Yoon, Seong-Min
3
Yousaf, Imran
3
mensi, walid
3
Alshater, Muneer Maher
2
Arreola Hernández, José
2
Boubaker, Ferihane Zaraa
2
Dash, Saumya Ranjan
2
Jain, Prachi
2
Kang, Sanghoon
2
Nguyen, Duc Khuong
2
Sadorsky, Perry A.
2
Selmi, Refk
2
Sensoy, Ahmet
2
Sultan, Jahangir
2
Tiwari, Aviral Kumar
2
Vo, Xuan Vinh
2
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Energy economics
16
The North American journal of economics and finance : a journal of financial economics studies
9
International review of economics & finance : IREF
7
Finance research letters
5
Financial innovation : FIN
5
International review of financial analysis
4
Pacific-Basin finance journal
4
Research in international business and finance
4
Borsa Istanbul Review
3
Journal of international financial markets, institutions & money
3
Korea and the world economy
3
The quarterly review of economics and finance
3
Applied economics
2
Eurasian economic review : a journal in applied macroeconomics and finance
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
2
International journal of emerging markets
2
Applied economics letters
1
Computational economics
1
Dae oe gyeong je yeon gu
1
Economic modelling
1
Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of banking & finance
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
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
101
RePEc
1
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1
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
Saved in:
2
Good and bad high-frequency volatility spillovers among developed and emerging stock markets
Mensi, Walid
;
Nekhili, Ramzi
;
Vo Xuan Vinh
;
Kang, Sang Hoon
- In:
International journal of emerging markets
18
(
2023
)
9
,
pp. 2107-2132
Persistent link: https://www.econbiz.de/10014449774
Saved in:
3
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Vo Xuan Vinh
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Mensi, Walid
; …
- In:
Energy economics
101
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013161674
Saved in:
9
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
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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