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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

Predicting long-run risk factors of stock returns : evidence from Australia

Banerjee, Rajabrata; Cavoli, Tony; McIver, Ron; Meng, … - In: Australian economic papers 62 (2023) 3, pp. 377-395

Persistent link: https://www.econbiz.de/10014380845

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

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

The dynamic relationships among CO2 emissions, renewable and non-renewable energy sources, and economic growth in India : evidence from time-varying Bayesian VAR model

Kang, Sang Hoon; Islam, Faridul; Tiwari, Aviral Kumar - In: Structural change and economic dynamics : SC+ED 50 (2019), pp. 90-101

Persistent link: https://www.econbiz.de/10012299640

Analyzing time-frequency co-movements across gold and oil prices with BRICS stock markets : a VaR based on wavelet approach

Mensi, Walid; Hkiri, Besma; Al-Yahyaee, Khamis Hamed; … - In: International review of economics & finance : IREF 54 (2018), pp. 74-102

Persistent link: https://www.econbiz.de/10012033348

Extreme connectedness and network across financial assets and commodity futures markets

Ozcelebi, Oguzhan; Kang, Sang Hoon - In: The North American journal of economics and finance : a … 71 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10014492088

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

Extreme connectedness between cryptocurrencies and non-fungible tokens : portfolio implications

Mensi, Waild; Gubareva, Mariya; Al-Yahyaee, Khamis Hamed; … - In: Financial innovation : FIN 10 (2024), pp. 1-27

We analyze the connectedness between major cryptocurrencies and nonfungible tokens (NFTs) for diferent quantiles employing a time-varying parameter vector autoregression approach. We fnd that lower and upper quantile spillovers are higher than those at the median, meaning that connectedness...

Persistent link: https://www.econbiz.de/10014547078

Oil Prices, Exchange Rates and Emerging Stock Markets

Basher, Syed Abul - 2011

While two different streams of literature exist investigating 1) the relationship between oil prices and emerging market stock prices and 2) the relationship between oil prices and exchange rates, relatively little is known about the dynamic relationship between oil prices, exchange rates and...

Persistent link: https://www.econbiz.de/10013124610