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Who leads the inflation cycle in Europe? : inflation cycle and spillover influence among Eurozone and non-Eurozone economies

Kang, Sang Hoon; Hernandez, Jose Arreola; Yoon, Seong-min - In: International economics : a journal published by CEPII … 160 (2019), pp. 56-71

Persistent link: https://www.econbiz.de/10012318865

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

Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets : a comparative analysis with yellow metal

Al-Yahyaee, Khamis Hamed; Mensi, Walid; Al-Jarrah, … - In: The North American journal of economics and finance : a … 49 (2019), pp. 104-120

Persistent link: https://www.econbiz.de/10012269157

Bitcoin as hedge or safe haven : evidence from stock, currency, bond and derivatives markets

Kang, Sang Hoon; Yoon, Seong-min; Bekiros, Stelios; … - In: Computational economics 56 (2020) 2, pp. 529-545

Persistent link: https://www.econbiz.de/10012272046

Risk spillovers and hedging effectiveness between major commodities, and Islamic and conventional GCC banks

Mensi, Walid; Hammoudeh, Shawkat; Al-Jarrah, Idries … - In: Journal of international financial markets, … 60 (2019), pp. 68-88

Persistent link: https://www.econbiz.de/10012127964

Energy, precious metals, and GCC stock markets : is there any risk spillover?

Al-Yahyaee, Khamis Hamed; Mensi, Walid; Sensoy, Ahmet; … - In: Pacific-Basin finance journal 56 (2019), pp. 45-70

Persistent link: https://www.econbiz.de/10012169554

The effects of extreme weather conditions on Hong Kong and Shenzhen stock market returns

Jiang, Zhuhua; Kang, Sang Hoon; Cheong, Chongcheul; … - In: International Journal of Financial Studies : open … 7 (2019) 4/70, pp. 1-14

We investigate the impact of extreme weather conditions on the stock market returns of the Hong Kong Stock Exchange and Shenzhen Exchange. For the weather conditions, we apply dummy variables generated by applying a moving average and moving standard deviation. Our study provides two interesting...

Persistent link: https://www.econbiz.de/10012150344

Multi-scale causality and extreme tail inter-dependence among housing prices

Kang, Sang Hoon; Uddin, Mohammed Gazi Salah; Ahmed, Ali M. - In: Economic modelling 70 (2018), pp. 301-309

Persistent link: https://www.econbiz.de/10012027930

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

Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies : portfolio risk management implications

Mensi, Walid; Ur Rehman, Mobeen; Al-Yahyaee, Khamis Hamed; … - In: The North American journal of economics and finance : a … 48 (2019), pp. 283-294

Persistent link: https://www.econbiz.de/10012120250