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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

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

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

Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets

Mensi, Walid; Hammoudeh, Shawkat; Ur Rehman, Mobeen; … - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-19

Persistent link: https://www.econbiz.de/10012659807

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

Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets

Mensi, Walid; Yousaf, Imran; Vo Xuan Vinh; Kang, Sang Hoon - In: Journal of international financial markets, … 76 (2022), pp. 1-24

Persistent link: https://www.econbiz.de/10013412815

Oil, gold and international stock markets : extreme spillovers, connectedness and its determinants

Mensi, Walid; Ziadat, Salem Adel; Al Rababa'a, Abdel Razzaq - In: The quarterly review of economics and finance 95 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10014631290

Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?

Mensi, Walid; Kamal, Md Rajib; Vo Xuan Vinh; 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

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

Regime specific spillover across cryptocurrencies and the role of COVID-19

Shahzad, Syed Jawad Hussain; Bouri, Elie; Kang, Sang Hoon; … - In: Financial innovation : FIN 7 (2021), pp. 1-24

The aim of this study is to examine the daily return spillover among 18 cryptocurrencies under low and high volatility regimes, while considering three pricing factors and the effect of the COVID-19 outbreak. To do so, we apply a Markov regime-switching (MS) vector autoregressive with exogenous...

Persistent link: https://www.econbiz.de/10012418495