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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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Impacts of COVID-19 outbreak on the spillovers between US and Chinese stock sectors
Hanif, Waqas; Mensi, Walid; Vo Xuan Vinh - In: Finance research letters 40 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012819863
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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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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
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Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets?
Mensi, Walid; Hammoudeh, Shawkat; Reboredo, Juan Carlos; … - In: Emerging markets review 24 (2015), pp. 101-121
Persistent link: https://www.econbiz.de/10011538548
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Distribution specific dependence and causality between industry-level U.S. credit and stock markets
Shahzad, Syed Jawad Hussain; Mensi, Walid; Hammoudeh, … - In: Journal of international financial markets, … 52 (2018), pp. 114-133
Persistent link: https://www.econbiz.de/10011986230
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Global financial crisis and spillover effects among the U.S. and BRICS stock markets
Mensi, Walid; Hammoudeh, Shawkat; Nguyen, Duc Khuong; … - In: International review of economics & finance : IREF 42 (2016), pp. 257-276
Persistent link: https://www.econbiz.de/10011625114
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Dynamic global linkages of the brics stock markets with the United States and Europe under external crisis shocks : implications for portfolio risk forecasting
Hammoudeh, Shawkat; Kang, Sang Hoon; Mensi, Walid; … - In: The world economy : the leading journal on … 39 (2016) 11, pp. 1703-1727
Persistent link: https://www.econbiz.de/10011584204
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Extreme dynamic connectedness and hedging strategy across commodity, bond, currency, and stock markets : evidence from Asian Pacific, Canada, Mexico, and US countries
Mensi, Walid; El Khoury, Rim; Al Kharusi, Sami; Kang, … - In: International review of economics & finance : IREF 96 (2024) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10015203036
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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